Prototype
Bank Securities Insight Lab
BNY overview
Latest filing: 2025 Q2AFS amortized cost
$99.7
▲+1.6 vs prior period
HTM amortized cost
$48.4
▼-0.1 vs prior period
AFS share of securities
67.3%
▲+0.4 pts vs prior period
Share of the securities portfolio held as AFS (amortized cost basis).
Total unrealized gain/loss
$-4.415
▲+0.6 vs prior period
Combined unrealized gain or loss across AFS and HTM portfolios.
BNY filing history
| Period | AFS ($B) | HTM ($B) | Total ($B) | AFS share (%) | AFS unrealized gain/loss ($B) | HTM unrealized gain/loss ($B) | Total unrealized gain/loss ($B) |
|---|---|---|---|---|---|---|---|
| 2020 Q2 | 105.9 | 43.9 | 149.9 | 70.7 | 3.421 | 1.369 | 4.790 |
| 2020 Q3 | 105.5 | 46.1 | 151.6 | 69.6 | 3.570 | 1.362 | 4.932 |
| 2020 Q4 | 105.0 | 47.9 | 152.9 | 68.6 | 3.313 | 1.278 | 4.591 |
| 2021 Q1 | 106.2 | 48.0 | 154.2 | 68.9 | 1.613 | 0.457 | 2.070 |
| 2021 Q2 | 101.7 | 52.3 | 154.0 | 66.0 | 1.906 | 0.595 | 2.501 |
| 2021 Q3 | 99.7 | 56.3 | 156.0 | 63.9 | 1.262 | 0.441 | 1.703 |
| 2021 Q4 | 101.2 | 56.9 | 158.0 | 64.0 | 0.675 | -0.091 | 0.584 |
| 2022 Q1 | 95.5 | 60.6 | 156.1 | 61.2 | -2.731 | -2.944 | -5.675 |
| 2022 Q2 | 95.8 | 59.6 | 155.4 | 61.7 | -4.566 | -4.438 | -9.004 |
| 2022 Q3 | 93.8 | 57.3 | 151.1 | 62.1 | -6.890 | -6.772 | -13.662 |
| 2022 Q4 | 92.7 | 56.2 | 148.8 | 62.2 | -6.031 | -6.202 | -12.233 |
| 2023 Q1 | 89.0 | 54.6 | 143.6 | 62.0 | -4.909 | -5.495 | -10.404 |
| 2023 Q2 | 86.6 | 53.2 | 139.8 | 62.0 | -5.551 | -5.920 | -11.471 |
| 2023 Q3 | 83.2 | 51.0 | 134.2 | 62.0 | -5.974 | -6.797 | -12.771 |
| 2023 Q4 | 80.8 | 49.6 | 130.4 | 62.0 | -3.967 | -4.867 | -8.834 |
| 2024 Q1 | 94.7 | 48.4 | 143.1 | 66.2 | -4.227 | -5.191 | -9.418 |
| 2024 Q2 | 94.6 | 46.4 | 141.1 | 67.1 | -4.224 | -5.142 | -9.366 |
| 2024 Q3 | 99.2 | 44.9 | 144.1 | 68.8 | -2.236 | -3.658 | -5.894 |
| 2024 Q4 | 89.6 | 48.6 | 138.2 | 64.8 | -1.596 | -4.574 | -6.170 |
| 2025 Q1 | 98.1 | 48.5 | 146.6 | 66.9 | -1.166 | -3.850 | -5.016 |
| 2025 Q2 | 99.7 | 48.4 | 148.0 | 67.3 | -0.980 | -3.435 | -4.415 |
AFS vs HTM amortized cost
Tracking amortized cost of available-for-sale and held-to-maturity securities.
Portfolio mix (AFS vs HTM)
Share of the securities portfolio held as AFS or HTM at amortized cost.
Unrealized gains/losses (annual)
Annual unrealized gain or loss balances reported for AFS and HTM securities.
Portfolio composition (2025 Q2)
Amortized-cost balances by security type.
| Category | Total ($B) | Share | AFS ($B) | HTM ($B) |
|---|---|---|---|---|
| UST | 30.1 | 20.3% | 21.2 | 8.9 |
| PT | 38.3 | 25.9% | 14.1 | 24.2 |
| CMBS | 7.2 | 4.8% | 4.8 | 2.4 |
| CMO | 10.7 | 7.2% | 10.2 | 0.5 |
| ABS/Structured | 14.6 | 9.8% | 11.9 | 2.6 |
| Muni | 0.0 | 0.0% | 0.0 | 0.0 |
| Foreign Debt | 42.6 | 28.7% | 36.0 | 6.5 |
| Other | 5.1 | 3.5% | 1.9 | 3.2 |
Historical composition (%)
Percentage mix by security type for the selected filing history.
| Category | 2020 Q2 | 2020 Q3 | 2020 Q4 | 2021 Q1 | 2021 Q2 | 2021 Q3 | 2021 Q4 | 2022 Q1 | 2022 Q2 | 2022 Q3 | 2022 Q4 | 2023 Q1 | 2023 Q2 | 2023 Q3 | 2023 Q4 | 2024 Q1 | 2024 Q2 | 2024 Q3 | 2024 Q4 | 2025 Q1 | 2025 Q2 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| UST | 18.5% | 17.1% | 17.0% | 19.4% | 21.8% | 22.7% | 25.4% | 25.9% | 27.9% | 27.3% | 28.6% | 25.3% | 24.9% | 24.2% | 20.8% | 21.3% | 20.7% | 20.8% | 18.3% | 19.2% | 20.3% |
| PT | 29.4% | 31.4% | 31.3% | 30.5% | 28.1% | 27.8% | 26.6% | 25.6% | 24.4% | 24.0% | 24.0% | 24.3% | 24.2% | 24.3% | 25.6% | 25.0% | 25.0% | 25.0% | 26.7% | 26.4% | 25.8% |
| CMBS | 9.1% | 9.0% | 9.1% | 9.2% | 9.4% | 9.8% | 9.6% | 10.2% | 5.3% | 5.5% | 5.6% | 5.8% | 5.9% | 5.9% | 5.9% | 5.6% | 5.5% | 5.3% | 5.4% | 5.0% | 4.8% |
| CMO | 10.1% | 9.5% | 8.8% | 8.1% | 7.4% | 6.8% | 6.6% | 6.3% | 6.1% | 6.4% | 6.5% | 7.4% | 7.5% | 7.8% | 8.7% | 8.1% | 8.1% | 7.7% | 7.8% | 7.5% | 7.2% |
| ABS/Structured | 6.5% | 6.8% | 7.0% | 6.4% | 6.4% | 6.2% | 6.1% | 6.2% | 11.2% | 11.4% | 11.3% | 11.6% | 11.7% | 11.9% | 12.4% | 11.2% | 11.2% | 10.8% | 10.8% | 10.1% | 9.8% |
| Muni | 0.8% | 1.1% | 1.5% | 1.7% | 1.7% | 1.7% | 1.6% | 1.5% | 1.4% | 1.4% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% | 0.0% |
| Foreign Debt | 20.6% | 20.7% | 20.2% | 20.1% | 20.6% | 20.2% | 19.5% | 19.5% | 19.1% | 19.0% | 19.5% | 20.6% | 20.7% | 20.6% | 21.0% | 23.9% | 24.6% | 25.8% | 26.8% | 28.0% | 28.7% |
| Other | 5.0% | 4.4% | 5.2% | 4.7% | 4.7% | 4.7% | 4.5% | 5.0% | 4.6% | 4.9% | 4.5% | 5.0% | 5.2% | 5.4% | 5.5% | 4.9% | 4.8% | 4.5% | 4.3% | 3.8% | 3.5% |