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H&R Block Bank, Securities

2015-06-30Rank
Total securities$413,101,000386
U.S. Government securities$413,101,000278
U.S. Treasury securities$01,348
U.S. Government agency obligations$413,101,000268
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,981,000402
Mortgage-backed securities$413,101,000220
Certificates of participation in pools of residential mortgages$66,025,000636
Issued or guaranteed by U.S.$66,025,000635
Privately issued$067
Collaterized mortgage obligations$347,076,000126
CMOs issued by government agencies or sponsored agencies$347,076,000116
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$413,101,000322
Total debt securities$413,101,000378
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$354,294,000447
U.S. Government securities$354,294,000317
U.S. Treasury securities$01,327
U.S. Government agency obligations$354,294,000304
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$191,808,000375
Mortgage-backed securities$354,294,000250
Certificates of participation in pools of residential mortgages$38,412,0001,011
Issued or guaranteed by U.S.$38,412,0001,010
Privately issued$070
Collaterized mortgage obligations$315,882,000132
CMOs issued by government agencies or sponsored agencies$315,882,000123
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$354,294,000367
Total debt securities$354,294,000440
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$369,218,000426
U.S. Government securities$369,218,000306
U.S. Treasury securities$01,361
U.S. Government agency obligations$369,218,000293
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$201,703,000353
Mortgage-backed securities$369,218,000249
Certificates of participation in pools of residential mortgages$38,958,0001,014
Issued or guaranteed by U.S.$38,958,0001,011
Privately issued$075
Collaterized mortgage obligations$330,260,000129
CMOs issued by government agencies or sponsored agencies$330,260,000121
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$369,218,000345
Total debt securities$369,217,000419
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$380,115,000418
U.S. Government securities$380,115,000302
U.S. Treasury securities$01,381
U.S. Government agency obligations$380,115,000288
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$210,916,000334
Mortgage-backed securities$380,115,000246
Certificates of participation in pools of residential mortgages$38,315,0001,050
Issued or guaranteed by U.S.$38,315,0001,049
Privately issued$073
Collaterized mortgage obligations$341,800,000125
CMOs issued by government agencies or sponsored agencies$341,800,000118
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$380,115,000339
Total debt securities$380,116,000412
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$411,193,000384
U.S. Government securities$411,193,000277
U.S. Treasury securities$01,342
U.S. Government agency obligations$411,193,000270
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$225,035,000313
Mortgage-backed securities$411,193,000226
Certificates of participation in pools of residential mortgages$39,231,0001,063
Issued or guaranteed by U.S.$39,231,0001,062
Privately issued$075
Collaterized mortgage obligations$371,962,000122
CMOs issued by government agencies or sponsored agencies$371,962,000115
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$411,193,000318
Total debt securities$411,193,000379
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$427,211,000373
U.S. Government securities$427,211,000265
U.S. Treasury securities$01,198
U.S. Government agency obligations$427,211,000257
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,074,000309
Mortgage-backed securities$427,211,000216
Certificates of participation in pools of residential mortgages$39,749,0001,046
Issued or guaranteed by U.S.$39,749,0001,045
Privately issued$076
Collaterized mortgage obligations$387,462,000121
CMOs issued by government agencies or sponsored agencies$387,462,000114
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$427,211,000311
Total debt securities$427,211,000367
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$439,597,000353
U.S. Government securities$439,597,000250
U.S. Treasury securities$01,131
U.S. Government agency obligations$439,597,000244
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$242,336,000294
Mortgage-backed securities$439,597,000213
Certificates of participation in pools of residential mortgages$39,775,0001,041
Issued or guaranteed by U.S.$39,775,0001,040
Privately issued$081
Collaterized mortgage obligations$399,822,000118
CMOs issued by government agencies or sponsored agencies$399,822,000108
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$439,597,000301
Total debt securities$439,597,000344
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$464,890,000329
U.S. Government securities$464,890,000243
U.S. Treasury securities$01,131
U.S. Government agency obligations$464,890,000238
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$258,431,000271
Mortgage-backed securities$464,890,000203
Certificates of participation in pools of residential mortgages$41,378,0001,007
Issued or guaranteed by U.S.$41,378,0001,005
Privately issued$080
Collaterized mortgage obligations$423,512,000109
CMOs issued by government agencies or sponsored agencies$423,512,00096
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$464,890,000283
Total debt securities$464,890,000325
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$485,134,000314
U.S. Government securities$485,134,000238
U.S. Treasury securities$01,152
U.S. Government agency obligations$485,134,000234
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$282,105,000243
Mortgage-backed securities$485,134,000194
Certificates of participation in pools of residential mortgages$42,765,000983
Issued or guaranteed by U.S.$42,765,000982
Privately issued$083
Collaterized mortgage obligations$442,369,000107
CMOs issued by government agencies or sponsored agencies$442,369,00094
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$485,134,000271
Total debt securities$485,134,000306
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$411,589,000375
U.S. Government securities$411,589,000269
U.S. Treasury securities$01,161
U.S. Government agency obligations$411,589,000263
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$280,006,000243
Mortgage-backed securities$411,589,000223
Certificates of participation in pools of residential mortgages$46,402,000937
Issued or guaranteed by U.S.$46,402,000937
Privately issued$083
Collaterized mortgage obligations$365,187,000126
CMOs issued by government agencies or sponsored agencies$365,187,000117
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$411,589,000326
Total debt securities$411,589,000368
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$403,787,000373
U.S. Government securities$403,787,000274
U.S. Treasury securities$01,135
U.S. Government agency obligations$403,787,000268
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$97,405,000638
Mortgage-backed securities$403,787,000223
Certificates of participation in pools of residential mortgages$49,306,000869
Issued or guaranteed by U.S.$49,306,000868
Privately issued$085
Collaterized mortgage obligations$354,481,000130
CMOs issued by government agencies or sponsored agencies$354,481,000119
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$403,787,000325
Total debt securities$403,787,000367
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$368,841,000416
U.S. Government securities$368,841,000305
U.S. Treasury securities$01,086
U.S. Government agency obligations$368,841,000298
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$113,303,000564
Mortgage-backed securities$368,841,000256
Certificates of participation in pools of residential mortgages$19,930,0001,853
Issued or guaranteed by U.S.$19,930,0001,852
Privately issued$088
Collaterized mortgage obligations$348,911,000137
CMOs issued by government agencies or sponsored agencies$348,911,000125
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$368,841,000366
Total debt securities$368,841,000412
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$363,498,000425
U.S. Government securities$363,498,000318
U.S. Treasury securities$01,068
U.S. Government agency obligations$363,498,000309
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,677,000534
Mortgage-backed securities$363,498,000263
Certificates of participation in pools of residential mortgages$20,828,0001,822
Issued or guaranteed by U.S.$20,828,0001,820
Privately issued$094
Collaterized mortgage obligations$342,670,000140
CMOs issued by government agencies or sponsored agencies$342,670,000130
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$363,498,000378
Total debt securities$363,498,000418
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$341,872,000453
U.S. Government securities$341,872,000328
U.S. Treasury securities$01,157
U.S. Government agency obligations$341,872,000318
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,402,000512
Mortgage-backed securities$341,872,000278
Certificates of participation in pools of residential mortgages$11,360,0002,670
Issued or guaranteed by U.S.$11,360,0002,668
Privately issued$094
Collaterized mortgage obligations$330,512,000150
CMOs issued by government agencies or sponsored agencies$330,512,000136
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$341,872,000414
Total debt securities$341,872,000448
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$312,427,000487
U.S. Government securities$12,890,0004,508
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,890,0004,420
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$299,537,00080
Privately issued residential mortgage-backed securities$299,537,00040
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$312,427,000287
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$312,427,000149
CMOs issued by government agencies or sponsored agencies$12,890,0001,249
Privately issued$299,537,00039
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$312,427,000438
Total debt securities$312,427,000482
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$206,920,000711
U.S. Government securities$14,137,0004,273
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,137,0004,175
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$192,783,000108
Privately issued residential mortgage-backed securities$192,783,00051
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$206,920,000386
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$206,920,000204
CMOs issued by government agencies or sponsored agencies$14,137,0001,168
Privately issued$192,783,00049
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$206,920,000629
Total debt securities$206,920,000702
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$180,398,000811
U.S. Government securities$15,467,0004,199
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,467,0004,097
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$164,931,000119
Privately issued residential mortgage-backed securities$164,931,00059
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$180,398,000426
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$180,398,000221
CMOs issued by government agencies or sponsored agencies$15,467,0001,068
Privately issued$164,931,00058
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$180,398,000712
Total debt securities$180,398,000800
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$19,440,0004,612
U.S. Government securities$164,0007,144
U.S. Treasury securitiesNANA
U.S. Government agency obligations$164,0007,049
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$19,276,000485
Privately issued residential mortgage-backed securities$19,276,000246
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$19,440,0002,342
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$19,440,0001,045
CMOs issued by government agencies or sponsored agencies$164,0003,280
Privately issued$19,276,000237
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$19,440,0004,219
Total debt securities$19,440,0004,573
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$20,340,0004,356
U.S. Government securities$165,0007,188
U.S. Treasury securitiesNANA
U.S. Government agency obligations$165,0007,085
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$20,175,000498
Privately issued residential mortgage-backed securities$20,175,000254
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$20,340,0002,209
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$20,340,000992
CMOs issued by government agencies or sponsored agencies$165,0003,251
Privately issued$20,175,000246
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$20,340,0004,004
Total debt securities$20,340,0004,325
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$21,339,0004,207
U.S. Government securities$164,0007,272
U.S. Treasury securitiesNANA
U.S. Government agency obligations$164,0007,174
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$21,175,000478
Privately issued residential mortgage-backed securities$21,143,000254
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,0002,110
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$21,307,0002,122
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$21,307,000957
CMOs issued by government agencies or sponsored agencies$164,0003,228
Privately issued$21,143,000247
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$21,339,0003,862
Total debt securities$21,339,0004,168
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$22,447,0004,122
U.S. Government securities$290,0007,302
U.S. Treasury securitiesNANA
U.S. Government agency obligations$290,0007,206
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$22,157,000460
Privately issued residential mortgage-backed securities$22,125,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,0002,078
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,415,0002,057
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$22,415,000897
CMOs issued by government agencies or sponsored agencies$290,0003,049
Privately issued$22,125,000255
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$22,447,0003,763
Total debt securities$22,447,0004,082
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$23,688,0004,037
U.S. Government securities$285,0007,412
U.S. Treasury securitiesNANA
U.S. Government agency obligations$285,0007,313
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$23,403,000457
Privately issued residential mortgage-backed securities$23,371,000271
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,0002,101
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$23,656,0002,034
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$23,656,000846
CMOs issued by government agencies or sponsored agencies$285,0003,009
Privately issued$23,371,000262
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$23,688,0003,664
Total debt securities$23,688,0004,008
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$24,617,0003,918
U.S. Government securities$24,586,0003,068
U.S. Treasury securitiesNANA
U.S. Government agency obligations$24,586,0003,000
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$31,0003,160
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,0002,153
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$24,586,0002,016
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$24,586,000821
CMOs issued by government agencies or sponsored agencies$24,586,000662
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,0003,164
Available-for-sale securities (fair market value)$24,572,0003,558
Total debt securities$24,617,0003,887
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$65,195,0001,897
U.S. Government securities$25,043,0003,027
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,043,0002,960
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$33,0003,260
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,0002,254
Foreign debt securitiesNANA
Equity securities$40,119,00067
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$25,043,0002,030
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$25,043,000798
CMOs issued by government agencies or sponsored agencies$25,043,000631
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$65,195,0001,673
Total debt securities$25,076,0003,863
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$66,400,0001,850
U.S. Government securities$25,884,0002,930
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,884,0002,863
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$428,0002,916
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$428,0001,957
Foreign debt securitiesNANA
Equity securities$40,088,00075
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$25,884,0001,996
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$25,884,000767
CMOs issued by government agencies or sponsored agencies$25,884,000583
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$66,400,0001,617
Total debt securities$26,312,0003,719
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$67,302,0001,802
U.S. Government securities$26,983,0002,883
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,983,0002,818
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$291,0002,962
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$291,0002,175
Foreign debt securitiesNANA
Equity securities$40,028,00076
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,983,0001,957
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$26,983,000746
CMOs issued by government agencies or sponsored agencies$26,983,000550
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$67,302,0001,584
Total debt securities$27,274,0003,661
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$27,270,0003,671
U.S. Government securities$26,826,0002,885
U.S. Treasury securitiesNANA
U.S. Government agency obligations$26,826,0002,830
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$444,0002,777
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$444,0001,986
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$26,826,0001,924
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$26,826,000721
CMOs issued by government agencies or sponsored agencies$26,826,000532
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$27,270,0003,279
Total debt securities$27,270,0003,635
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$29,625,0003,426
U.S. Government securities$28,312,0002,711
U.S. Treasury securitiesNANA
U.S. Government agency obligations$28,312,0002,659
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$1,313,0002,070
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,313,0001,341
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$28,312,0001,763
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$28,312,000664
CMOs issued by government agencies or sponsored agencies$28,312,000482
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$29,625,0003,038
Total debt securities$29,625,0003,392
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$31,935,0003,287
U.S. Government securities$29,638,0002,658
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,638,0002,606
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$2,297,0001,739
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,297,0001,107
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,638,0001,698
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$29,638,000631
CMOs issued by government agencies or sponsored agencies$29,638,000459
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,688,0002,305
Available-for-sale securities (fair market value)$30,247,0003,050
Total debt securities$31,935,0003,252
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$32,591,0003,243
U.S. Government securities$29,756,0002,638
U.S. Treasury securitiesNANA
U.S. Government agency obligations$29,756,0002,585
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$2,835,0001,535
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,835,000962
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,756,0001,607
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$29,756,000621
CMOs issued by government agencies or sponsored agencies$29,756,000449
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$32,591,0002,887
Total debt securities$32,591,0003,196
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$34,877,0003,089
U.S. Government securities$31,771,0002,548
U.S. Treasury securitiesNANA
U.S. Government agency obligations$31,771,0002,490
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$3,106,0001,367
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,106,000864
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$31,771,0001,381
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$31,771,000562
CMOs issued by government agencies or sponsored agencies$31,771,000414
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$34,877,0002,719
Total debt securities$34,877,0003,043
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$36,520,0002,974
U.S. Government securities$33,020,0002,476
U.S. Treasury securitiesNANA
U.S. Government agency obligations$33,020,0002,425
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$3,500,0001,274
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,500,000798
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$33,020,0001,256
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$33,020,000531
CMOs issued by government agencies or sponsored agencies$33,020,000395
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$36,520,0002,597
Total debt securities$36,520,0002,928
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$37,967,0002,885
U.S. Government securities$34,467,0002,376
U.S. Treasury securitiesNANA
U.S. Government agency obligations$34,467,0002,310
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$3,500,0001,204
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,500,000745
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$34,467,0001,191
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$34,467,000513
CMOs issued by government agencies or sponsored agencies$34,467,000389
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$37,967,0002,520
Total debt securities$37,967,0002,845
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$38,949,0002,845
U.S. Government securities$35,449,0002,340
U.S. Treasury securitiesNANA
U.S. Government agency obligations$35,449,0002,273
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$3,500,0001,210
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,500,000760
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$35,449,0001,165
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$35,449,000494
CMOs issued by government agencies or sponsored agencies$35,449,000385
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$38,949,0002,477
Total debt securities$38,949,0002,803
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$39,852,0002,804
U.S. Government securities$36,352,0002,338
U.S. Treasury securitiesNANA
U.S. Government agency obligations$36,352,0002,276
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$3,500,0001,211
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,500,000783
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$36,352,0001,165
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$36,352,000493
CMOs issued by government agencies or sponsored agencies$36,352,000393
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,0003,920
Available-for-sale securities (fair market value)$39,851,0002,440
Total debt securities$39,852,0002,758
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$30,722,0003,444
U.S. Government securities$30,722,0002,723
U.S. Treasury securitiesNANA
U.S. Government agency obligations$30,722,0002,649
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$30,722,0001,307
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$30,722,000542
CMOs issued by government agencies or sponsored agencies$30,722,000423
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$30,722,0002,988
Total debt securities$30,722,0003,398
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$08,539
U.S. Government securities$08,430
U.S. Treasury securitiesNANA
U.S. Government agency obligations$08,348
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$07,901
Total debt securities$08,496
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA