Home > First Republic Bank > Securities

First Republic Bank, Securities

2021-03-31Rank
Total securities$21,682,388,00031
U.S. Government securities$5,777,024,00063
U.S. Treasury securities$01,631
U.S. Government agency obligations$5,777,024,00057
Securities issued by states & political subdivisions$14,520,540,0003
Other domestic debt securities$1,371,627,00035
Privately issued residential mortgage-backed securities$31,953,000107
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$1,339,674,00012
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,324,626,00037
Mortgage-backed securities$5,708,977,00056
Certificates of participation in pools of residential mortgages$2,721,754,00055
Issued or guaranteed by U.S.$2,705,287,00055
Privately issued$16,467,00061
Collaterized mortgage obligations$145,444,000223
CMOs issued by government agencies or sponsored agencies$129,958,000214
Privately issued$15,486,000105
Commercial mortgage-backed securities$2,841,779,00033
Commercial mortgage pass-through securities$240,617,00064
Other commercial mortgage-backed securities$2,601,162,00027
Held to maturity securities (book value)$19,240,358,00010
Available-for-sale securities (fair market value)$2,428,833,000120
Total debt securities$21,669,191,00031
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$54,111,00067
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$52,322,00048
2020-12-31Rank
Total securities$18,530,191,00031
U.S. Government securities$5,676,446,00061
U.S. Treasury securities$01,194
U.S. Government agency obligations$5,676,446,00055
Securities issued by states & political subdivisions$12,733,057,0004
Other domestic debt securities$107,024,000176
Privately issued residential mortgage-backed securities$34,326,00095
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$72,698,000114
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,340,389,00038
Mortgage-backed securities$5,660,772,00054
Certificates of participation in pools of residential mortgages$2,274,022,00056
Issued or guaranteed by U.S.$2,256,110,00056
Privately issued$17,912,00043
Collaterized mortgage obligations$157,238,000206
CMOs issued by government agencies or sponsored agencies$140,824,000208
Privately issued$16,414,000100
Commercial mortgage-backed securities$3,229,512,00030
Commercial mortgage pass-through securities$242,066,00059
Other commercial mortgage-backed securities$2,987,446,00025
Held to maturity securities (book value)$16,610,212,00010
Available-for-sale securities (fair market value)$1,906,315,000134
Total debt securities$18,516,527,00031
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$81,088,00067
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$71,203,00047
2020-09-30Rank
Total securities$18,655,386,00033
U.S. Government securities$6,146,608,00055
U.S. Treasury securities$01,216
U.S. Government agency obligations$6,146,608,00051
Securities issued by states & political subdivisions$12,432,929,0004
Other domestic debt securities$61,087,000255
Privately issued residential mortgage-backed securities$37,009,00092
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$24,078,000280
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,398,257,00039
Mortgage-backed securities$6,133,617,00052
Certificates of participation in pools of residential mortgages$2,384,815,00050
Issued or guaranteed by U.S.$2,365,487,00051
Privately issued$19,328,00039
Collaterized mortgage obligations$164,750,000194
CMOs issued by government agencies or sponsored agencies$147,069,000194
Privately issued$17,681,00098
Commercial mortgage-backed securities$3,584,052,00027
Commercial mortgage pass-through securities$270,882,00051
Other commercial mortgage-backed securities$3,313,170,00023
Held to maturity securities (book value)$16,929,422,0009
Available-for-sale securities (fair market value)$1,711,202,000136
Total debt securities$18,640,624,00033
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$33,048,00088
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$27,678,00068
2020-06-30Rank
Total securities$19,105,888,00032
U.S. Government securities$6,825,496,00049
U.S. Treasury securities$01,251
U.S. Government agency obligations$6,825,496,00043
Securities issued by states & political subdivisions$12,201,804,0005
Other domestic debt securities$62,867,000244
Privately issued residential mortgage-backed securities$38,788,00088
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$24,079,000272
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,466,365,00035
Mortgage-backed securities$6,614,284,00044
Certificates of participation in pools of residential mortgages$2,584,467,00047
Issued or guaranteed by U.S.$2,563,939,00047
Privately issued$20,528,00043
Collaterized mortgage obligations$171,741,000185
CMOs issued by government agencies or sponsored agencies$153,481,000189
Privately issued$18,260,00089
Commercial mortgage-backed securities$3,858,076,00023
Commercial mortgage pass-through securities$278,588,00048
Other commercial mortgage-backed securities$3,579,488,00020
Held to maturity securities (book value)$17,513,211,0009
Available-for-sale securities (fair market value)$1,576,956,000140
Total debt securities$19,090,167,00031
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$21,258,000101
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,707,00079
2020-03-31Rank
Total securities$18,793,206,00029
U.S. Government securities$6,964,459,00046
U.S. Treasury securities$01,297
U.S. Government agency obligations$6,964,459,00042
Securities issued by states & political subdivisions$11,786,885,0005
Other domestic debt securities$27,374,000404
Privately issued residential mortgage-backed securities$3,295,000284
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$24,079,000249
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,562,439,00033
Mortgage-backed securities$6,742,754,00042
Certificates of participation in pools of residential mortgages$2,769,235,00042
Issued or guaranteed by U.S.$2,768,831,00042
Privately issued$404,000213
Collaterized mortgage obligations$7,381,0001,355
CMOs issued by government agencies or sponsored agencies$4,490,0001,639
Privately issued$2,891,000174
Commercial mortgage-backed securities$3,966,138,00021
Commercial mortgage pass-through securities$176,448,00066
Other commercial mortgage-backed securities$3,789,690,00018
Held to maturity securities (book value)$17,534,920,0009
Available-for-sale securities (fair market value)$1,243,798,000155
Total debt securities$18,778,718,00029
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$30,152,00091
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$49,542,00058
2019-12-31Rank
Total securities$18,449,388,00028
U.S. Government securities$7,119,520,00043
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,119,520,00039
Securities issued by states & political subdivisions$11,281,962,0005
Other domestic debt securities$28,320,000383
Privately issued residential mortgage-backed securities$4,240,000246
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$24,080,000238
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,225,403,00034
Mortgage-backed securities$6,755,695,00040
Certificates of participation in pools of residential mortgages$2,589,896,00043
Issued or guaranteed by U.S.$2,589,425,00043
Privately issued$471,000188
Collaterized mortgage obligations$8,922,0001,229
CMOs issued by government agencies or sponsored agencies$5,153,0001,543
Privately issued$3,769,000163
Commercial mortgage-backed securities$4,156,877,00018
Commercial mortgage pass-through securities$190,249,00060
Other commercial mortgage-backed securities$3,966,628,00017
Held to maturity securities (book value)$17,147,633,00012
Available-for-sale securities (fair market value)$1,282,169,000151
Total debt securities$18,429,802,00028
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$40,789,00065
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$27,008,00049
2019-09-30Rank
Total securities$17,423,563,00028
U.S. Government securities$7,337,073,00043
U.S. Treasury securities$01,429
U.S. Government agency obligations$7,337,073,00040
Securities issued by states & political subdivisions$10,038,245,0005
Other domestic debt securities$28,509,000364
Privately issued residential mortgage-backed securities$4,429,000236
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$24,080,000233
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,414,396,00047
Mortgage-backed securities$6,783,043,00041
Certificates of participation in pools of residential mortgages$2,467,306,00044
Issued or guaranteed by U.S.$2,466,820,00044
Privately issued$486,000216
Collaterized mortgage obligations$10,080,0001,163
CMOs issued by government agencies or sponsored agencies$6,137,0001,443
Privately issued$3,943,000156
Commercial mortgage-backed securities$4,305,657,00018
Commercial mortgage pass-through securities$228,101,00052
Other commercial mortgage-backed securities$4,077,556,00014
Held to maturity securities (book value)$16,002,722,00015
Available-for-sale securities (fair market value)$1,401,105,000140
Total debt securities$17,403,827,00028
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$25,816,00080
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$38,722,00045
2019-06-30Rank
Total securities$16,179,158,00029
U.S. Government securities$7,520,794,00043
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,520,794,00040
Securities issued by states & political subdivisions$8,634,302,0005
Other domestic debt securities$4,533,000921
Privately issued residential mortgage-backed securities$4,533,000224
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,754,727,00043
Mortgage-backed securities$6,588,889,00041
Certificates of participation in pools of residential mortgages$1,799,837,00060
Issued or guaranteed by U.S.$1,799,332,00060
Privately issued$505,000167
Collaterized mortgage obligations$11,080,0001,116
CMOs issued by government agencies or sponsored agencies$7,052,0001,356
Privately issued$4,028,000159
Commercial mortgage-backed securities$4,777,972,00016
Commercial mortgage pass-through securities$655,524,00026
Other commercial mortgage-backed securities$4,122,448,00014
Held to maturity securities (book value)$14,721,568,00016
Available-for-sale securities (fair market value)$1,438,061,000138
Total debt securities$16,159,629,00028
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$30,233,00073
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$12,235,00068
2019-03-31Rank
Total securities$16,087,232,00028
U.S. Government securities$7,796,986,00042
U.S. Treasury securities$01,516
U.S. Government agency obligations$7,796,986,00040
Securities issued by states & political subdivisions$8,266,331,0006
Other domestic debt securities$4,529,000917
Privately issued residential mortgage-backed securities$4,529,000223
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,525,251,00046
Mortgage-backed securities$6,756,595,00040
Certificates of participation in pools of residential mortgages$1,851,104,00058
Issued or guaranteed by U.S.$1,850,591,00058
Privately issued$513,000172
Collaterized mortgage obligations$11,792,0001,072
CMOs issued by government agencies or sponsored agencies$7,776,0001,289
Privately issued$4,016,000162
Commercial mortgage-backed securities$4,893,699,00016
Commercial mortgage pass-through securities$852,240,00018
Other commercial mortgage-backed securities$4,041,459,00013
Held to maturity securities (book value)$14,442,876,00017
Available-for-sale securities (fair market value)$1,624,970,000128
Total debt securities$16,067,846,00028
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$24,235,00067
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$29,905,00044
2018-12-31Rank
Total securities$16,234,808,00027
U.S. Government securities$8,016,024,00042
U.S. Treasury securities$01,513
U.S. Government agency obligations$8,016,024,00040
Securities issued by states & political subdivisions$8,195,513,0005
Other domestic debt securities$4,552,000879
Privately issued residential mortgage-backed securities$4,552,000208
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,474,304,00044
Mortgage-backed securities$6,975,664,00041
Certificates of participation in pools of residential mortgages$1,886,873,00059
Issued or guaranteed by U.S.$1,886,342,00059
Privately issued$531,000137
Collaterized mortgage obligations$12,361,0001,038
CMOs issued by government agencies or sponsored agencies$8,340,0001,234
Privately issued$4,021,000159
Commercial mortgage-backed securities$5,076,430,00016
Commercial mortgage pass-through securities$1,003,307,00017
Other commercial mortgage-backed securities$4,073,123,00013
Held to maturity securities (book value)$14,436,973,00018
Available-for-sale securities (fair market value)$1,779,116,000123
Total debt securities$16,216,089,00027
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$41,646,00051
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$26,866,00047
2018-09-30Rank
Total securities$16,314,161,00028
U.S. Government securities$8,309,042,00041
U.S. Treasury securities$01,500
U.S. Government agency obligations$8,309,042,00038
Securities issued by states & political subdivisions$7,981,331,0006
Other domestic debt securities$4,667,000845
Privately issued residential mortgage-backed securities$4,667,000168
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,723,585,00040
Mortgage-backed securities$7,268,802,00041
Certificates of participation in pools of residential mortgages$1,931,490,00058
Issued or guaranteed by U.S.$1,930,912,00058
Privately issued$578,00078
Collaterized mortgage obligations$13,126,000984
CMOs issued by government agencies or sponsored agencies$9,037,0001,165
Privately issued$4,089,000155
Commercial mortgage-backed securities$5,324,186,00012
Commercial mortgage pass-through securities$1,223,261,00011
Other commercial mortgage-backed securities$4,100,925,00012
Held to maturity securities (book value)$14,294,769,00019
Available-for-sale securities (fair market value)$2,000,271,000110
Total debt securities$16,295,040,00028
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$18,940,00068
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$33,774,00049
2018-06-30Rank
Total securities$16,467,841,00028
U.S. Government securities$8,415,187,00040
U.S. Treasury securities$01,475
U.S. Government agency obligations$8,415,187,00037
Securities issued by states & political subdivisions$8,027,898,0005
Other domestic debt securities$4,759,000962
Privately issued residential mortgage-backed securities$4,759,000292
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,666,781,00018
Mortgage-backed securities$7,375,047,00040
Certificates of participation in pools of residential mortgages$1,987,036,00056
Issued or guaranteed by U.S.$1,986,438,00056
Privately issued$598,000303
Collaterized mortgage obligations$14,171,000935
CMOs issued by government agencies or sponsored agencies$10,010,0001,116
Privately issued$4,161,000160
Commercial mortgage-backed securities$5,373,840,00012
Commercial mortgage pass-through securities$1,372,757,0009
Other commercial mortgage-backed securities$4,001,083,00012
Held to maturity securities (book value)$14,284,071,00018
Available-for-sale securities (fair market value)$2,163,773,000103
Total debt securities$16,447,844,00028
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$17,283,00070
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$12,900,00070
2018-03-31Rank
Total securities$16,541,021,00028
U.S. Government securities$8,443,216,00040
U.S. Treasury securities$01,426
U.S. Government agency obligations$8,443,216,00038
Securities issued by states & political subdivisions$8,072,955,0005
Other domestic debt securities$5,116,000816
Privately issued residential mortgage-backed securities$5,116,000154
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,581,432,00019
Mortgage-backed securities$7,403,438,00040
Certificates of participation in pools of residential mortgages$2,036,771,00054
Issued or guaranteed by U.S.$2,036,143,00054
Privately issued$628,00036
Collaterized mortgage obligations$15,714,000869
CMOs issued by government agencies or sponsored agencies$11,226,0001,033
Privately issued$4,488,000154
Commercial mortgage-backed securities$5,350,953,00012
Commercial mortgage pass-through securities$1,445,508,0009
Other commercial mortgage-backed securities$3,905,445,00012
Held to maturity securities (book value)$14,264,992,00019
Available-for-sale securities (fair market value)$2,256,295,00095
Total debt securities$16,521,287,00028
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$21,631,00057
Revaluation gains on off-balance sheet contracts$21,452,00047
Revaluation losses on off-balance sheet contracts$24,249,00050
2017-12-31Rank
Total securities$18,576,033,00026
U.S. Government securities$9,496,661,00037
U.S. Treasury securities$54,998,000134
U.S. Government agency obligations$9,441,663,00034
Securities issued by states & political subdivisions$9,051,907,0006
Other domestic debt securities$7,148,000686
Privately issued residential mortgage-backed securities$7,148,000137
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$20,317,00083
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,675,975,00014
Mortgage-backed securities$8,048,786,00039
Certificates of participation in pools of residential mortgages$2,757,001,00041
Issued or guaranteed by U.S.$2,756,347,00041
Privately issued$654,00034
Collaterized mortgage obligations$18,883,000762
CMOs issued by government agencies or sponsored agencies$12,389,000982
Privately issued$6,494,000134
Commercial mortgage-backed securities$5,272,902,00012
Commercial mortgage pass-through securities$1,492,137,00011
Other commercial mortgage-backed securities$3,780,765,00012
Held to maturity securities (book value)$16,157,945,00015
Available-for-sale securities (fair market value)$2,418,088,00090
Total debt securities$18,555,716,00026
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$23,170,00058
Revaluation gains on off-balance sheet contracts$22,995,00048
Revaluation losses on off-balance sheet contracts$15,681,00053
2017-09-30Rank
Total securities$17,530,833,00027
U.S. Government securities$9,086,090,00038
U.S. Treasury securities$110,241,00087
U.S. Government agency obligations$8,975,849,00037
Securities issued by states & political subdivisions$8,415,563,0006
Other domestic debt securities$8,869,000621
Privately issued residential mortgage-backed securities$8,869,000127
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$20,311,00079
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,728,437,00016
Mortgage-backed securities$7,738,869,00040
Certificates of participation in pools of residential mortgages$2,749,095,00041
Issued or guaranteed by U.S.$2,748,414,00041
Privately issued$681,00035
Collaterized mortgage obligations$22,087,000687
CMOs issued by government agencies or sponsored agencies$13,899,000903
Privately issued$8,188,000124
Commercial mortgage-backed securities$4,967,687,00013
Commercial mortgage pass-through securities$1,305,481,00012
Other commercial mortgage-backed securities$3,662,206,00012
Held to maturity securities (book value)$15,218,615,00016
Available-for-sale securities (fair market value)$2,312,218,00088
Total debt securities$17,510,522,00027
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$20,832,00060
Revaluation gains on off-balance sheet contracts$20,622,00049
Revaluation losses on off-balance sheet contracts$17,839,00048
2017-06-30Rank
Total securities$16,878,325,00029
U.S. Government securities$8,781,127,00037
U.S. Treasury securities$110,444,00090
U.S. Government agency obligations$8,670,683,00037
Securities issued by states & political subdivisions$8,085,027,0006
Other domestic debt securities$9,793,000607
Privately issued residential mortgage-backed securities$9,793,000124
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$2,378,000342
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,630,105,00017
Mortgage-backed securities$7,479,661,00040
Certificates of participation in pools of residential mortgages$2,825,505,00042
Issued or guaranteed by U.S.$2,824,798,00041
Privately issued$707,00034
Collaterized mortgage obligations$24,554,000649
CMOs issued by government agencies or sponsored agencies$15,468,000836
Privately issued$9,086,000122
Commercial mortgage-backed securities$4,629,602,00014
Commercial mortgage pass-through securities$1,221,773,00014
Other commercial mortgage-backed securities$3,407,829,00012
Held to maturity securities (book value)$14,642,402,00015
Available-for-sale securities (fair market value)$2,235,923,00089
Total debt securities$16,875,947,00029
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$17,821,00064
Revaluation gains on off-balance sheet contracts$17,746,00052
Revaluation losses on off-balance sheet contracts$15,448,00052
2017-03-31Rank
Total securities$15,971,861,00029
U.S. Government securities$8,359,994,00038
U.S. Treasury securities$110,761,00089
U.S. Government agency obligations$8,249,233,00039
Securities issued by states & political subdivisions$7,598,980,0006
Other domestic debt securities$10,714,000578
Privately issued residential mortgage-backed securities$10,714,000122
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$2,173,000350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,945,619,00018
Mortgage-backed securities$7,174,779,00040
Certificates of participation in pools of residential mortgages$2,804,054,00041
Issued or guaranteed by U.S.$2,803,339,00040
Privately issued$715,00033
Collaterized mortgage obligations$26,840,000620
CMOs issued by government agencies or sponsored agencies$16,841,000790
Privately issued$9,999,000120
Commercial mortgage-backed securities$4,343,885,00013
Commercial mortgage pass-through securities$1,005,213,00014
Other commercial mortgage-backed securities$3,338,672,00012
Held to maturity securities (book value)$13,934,204,00015
Available-for-sale securities (fair market value)$2,037,657,00092
Total debt securities$15,969,688,00029
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$16,408,00065
Revaluation gains on off-balance sheet contracts$16,266,00051
Revaluation losses on off-balance sheet contracts$15,514,00051
2016-12-31Rank
Total securities$15,157,415,00029
U.S. Government securities$8,015,445,00040
U.S. Treasury securities$111,029,00092
U.S. Government agency obligations$7,904,416,00039
Securities issued by states & political subdivisions$7,127,633,0007
Other domestic debt securities$12,389,000520
Privately issued residential mortgage-backed securities$12,389,000118
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$1,948,000388
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,558,114,00019
Mortgage-backed securities$6,923,626,00040
Certificates of participation in pools of residential mortgages$2,716,361,00039
Issued or guaranteed by U.S.$2,715,598,00038
Privately issued$763,00037
Collaterized mortgage obligations$30,440,000573
CMOs issued by government agencies or sponsored agencies$18,814,000729
Privately issued$11,626,000117
Commercial mortgage-backed securities$4,176,825,00014
Commercial mortgage pass-through securities$919,792,00014
Other commercial mortgage-backed securities$3,257,033,00011
Held to maturity securities (book value)$13,150,157,00015
Available-for-sale securities (fair market value)$2,007,258,00094
Total debt securities$15,155,467,00029
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$20,048,00064
Revaluation gains on off-balance sheet contracts$19,984,00049
Revaluation losses on off-balance sheet contracts$18,586,00049
2016-09-30Rank
Total securities$12,805,106,00032
U.S. Government securities$6,371,054,00041
U.S. Treasury securities$111,753,00083
U.S. Government agency obligations$6,259,301,00040
Securities issued by states & political subdivisions$6,419,557,0007
Other domestic debt securities$13,568,000492
Privately issued residential mortgage-backed securities$13,568,000114
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$927,000557
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,782,717,00021
Mortgage-backed securities$5,327,892,00042
Certificates of participation in pools of residential mortgages$1,718,801,00057
Issued or guaranteed by U.S.$1,717,983,00055
Privately issued$818,00033
Collaterized mortgage obligations$34,164,000546
CMOs issued by government agencies or sponsored agencies$21,414,000683
Privately issued$12,750,000114
Commercial mortgage-backed securities$3,574,927,00015
Commercial mortgage pass-through securities$563,634,00016
Other commercial mortgage-backed securities$3,011,293,00013
Held to maturity securities (book value)$11,094,535,00017
Available-for-sale securities (fair market value)$1,710,571,000105
Total debt securities$12,804,179,00032
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$33,010,00061
Revaluation gains on off-balance sheet contracts$32,779,00053
Revaluation losses on off-balance sheet contracts$30,067,00054
2016-06-30Rank
Total securities$11,593,361,00037
U.S. Government securities$5,655,541,00045
U.S. Treasury securities$01,253
U.S. Government agency obligations$5,655,541,00043
Securities issued by states & political subdivisions$5,921,073,0007
Other domestic debt securities$16,074,000467
Privately issued residential mortgage-backed securities$16,074,000110
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$673,000609
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,461,926,00024
Mortgage-backed securities$4,828,952,00044
Certificates of participation in pools of residential mortgages$1,690,054,00057
Issued or guaranteed by U.S.$1,689,187,00055
Privately issued$867,00037
Collaterized mortgage obligations$39,553,000509
CMOs issued by government agencies or sponsored agencies$24,346,000640
Privately issued$15,207,000103
Commercial mortgage-backed securities$3,099,345,00019
Commercial mortgage pass-through securities$428,029,00018
Other commercial mortgage-backed securities$2,671,316,00016
Held to maturity securities (book value)$10,110,596,00018
Available-for-sale securities (fair market value)$1,482,765,000108
Total debt securities$11,592,688,00037
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$34,319,00062
Revaluation gains on off-balance sheet contracts$33,983,00056
Revaluation losses on off-balance sheet contracts$38,738,00053
2016-03-31Rank
Total securities$11,390,670,00036
U.S. Government securities$5,922,771,00043
U.S. Treasury securities$01,296
U.S. Government agency obligations$5,922,771,00041
Securities issued by states & political subdivisions$5,448,782,0007
Other domestic debt securities$18,172,000432
Privately issued residential mortgage-backed securities$18,172,000105
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$945,000561
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,062,895,00024
Mortgage-backed securities$5,138,156,00042
Certificates of participation in pools of residential mortgages$1,810,556,00057
Issued or guaranteed by U.S.$1,809,675,00055
Privately issued$881,00033
Collaterized mortgage obligations$44,600,000475
CMOs issued by government agencies or sponsored agencies$27,309,000598
Privately issued$17,291,000102
Commercial mortgage-backed securities$3,283,000,00016
Commercial mortgage pass-through securities$731,125,00014
Other commercial mortgage-backed securities$2,551,875,00016
Held to maturity securities (book value)$9,580,850,00017
Available-for-sale securities (fair market value)$1,809,820,00096
Total debt securities$11,389,725,00036
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$36,289,00060
Revaluation gains on off-balance sheet contracts$36,039,00052
Revaluation losses on off-balance sheet contracts$32,050,00052
2015-12-31Rank
Total securities$10,451,479,00035
U.S. Government securities$5,602,573,00042
U.S. Treasury securities$149,391,00069
U.S. Government agency obligations$5,453,182,00041
Securities issued by states & political subdivisions$4,828,789,0008
Other domestic debt securities$19,438,000406
Privately issued residential mortgage-backed securities$19,438,00091
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$679,000614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,803,719,00029
Mortgage-backed securities$4,655,495,00044
Certificates of participation in pools of residential mortgages$2,258,087,00046
Issued or guaranteed by U.S.$2,257,130,00044
Privately issued$957,00032
Collaterized mortgage obligations$225,364,000164
CMOs issued by government agencies or sponsored agencies$206,883,000166
Privately issued$18,481,00087
Commercial mortgage-backed securities$2,172,044,00021
Commercial mortgage pass-through securities$114,987,00041
Other commercial mortgage-backed securities$2,057,057,00016
Held to maturity securities (book value)$7,540,678,00019
Available-for-sale securities (fair market value)$2,910,801,00065
Total debt securities$10,450,800,00035
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$40,093,00050
Revaluation gains on off-balance sheet contracts$40,021,00041
Revaluation losses on off-balance sheet contracts$39,498,00038
2015-09-30Rank
Total securities$8,156,431,00043
U.S. Government securities$3,715,929,00058
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,715,929,00052
Securities issued by states & political subdivisions$4,418,560,0008
Other domestic debt securities$20,738,000381
Privately issued residential mortgage-backed securities$20,738,00090
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$1,204,000503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,572,453,00034
Mortgage-backed securities$2,957,052,00061
Certificates of participation in pools of residential mortgages$1,382,906,00062
Issued or guaranteed by U.S.$1,381,909,00060
Privately issued$997,00032
Collaterized mortgage obligations$240,006,000153
CMOs issued by government agencies or sponsored agencies$220,265,000155
Privately issued$19,741,00088
Commercial mortgage-backed securities$1,334,140,00028
Commercial mortgage pass-through securities$16,021,000158
Other commercial mortgage-backed securities$1,318,119,00021
Held to maturity securities (book value)$6,572,289,00019
Available-for-sale securities (fair market value)$1,584,142,000100
Total debt securities$8,155,227,00043
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$33,989,00058
Revaluation gains on off-balance sheet contracts$33,989,00048
Revaluation losses on off-balance sheet contracts$34,009,00046
2015-06-30Rank
Total securities$7,766,379,00044
U.S. Government securities$3,531,201,00058
U.S. Treasury securities$01,348
U.S. Government agency obligations$3,531,201,00054
Securities issued by states & political subdivisions$4,211,680,0009
Other domestic debt securities$22,499,000366
Privately issued residential mortgage-backed securities$22,499,00087
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$999,000565
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,923,849,00031
Mortgage-backed securities$2,570,045,00063
Certificates of participation in pools of residential mortgages$1,329,899,00062
Issued or guaranteed by U.S.$1,328,845,00060
Privately issued$1,054,00034
Collaterized mortgage obligations$250,389,000158
CMOs issued by government agencies or sponsored agencies$228,944,000158
Privately issued$21,445,00088
Commercial mortgage-backed securities$989,757,00030
Commercial mortgage pass-through securities$15,954,000147
Other commercial mortgage-backed securities$973,803,00024
Held to maturity securities (book value)$6,516,374,00019
Available-for-sale securities (fair market value)$1,250,005,000123
Total debt securities$7,765,380,00044
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$31,775,00055
Revaluation gains on off-balance sheet contracts$31,775,00045
Revaluation losses on off-balance sheet contracts$31,686,00042
2015-03-31Rank
Total securities$7,493,598,00044
U.S. Government securities$3,689,137,00060
U.S. Treasury securities$249,990,00050
U.S. Government agency obligations$3,439,147,00058
Securities issued by states & political subdivisions$3,778,875,00010
Other domestic debt securities$24,746,000346
Privately issued residential mortgage-backed securities$24,746,00081
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$840,000613
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,274,634,00039
Mortgage-backed securities$2,504,877,00063
Certificates of participation in pools of residential mortgages$1,391,121,00060
Issued or guaranteed by U.S.$1,390,000,00058
Privately issued$1,121,00035
Collaterized mortgage obligations$293,491,000138
CMOs issued by government agencies or sponsored agencies$269,866,000136
Privately issued$23,625,00078
Commercial mortgage-backed securities$820,265,00031
Commercial mortgage pass-through securities$16,254,000132
Other commercial mortgage-backed securities$804,011,00027
Held to maturity securities (book value)$6,064,700,00021
Available-for-sale securities (fair market value)$1,428,898,000111
Total debt securities$7,492,758,00044
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$35,696,00058
Revaluation gains on off-balance sheet contracts$35,696,00047
Revaluation losses on off-balance sheet contracts$35,769,00044
2014-12-31Rank
Total securities$6,638,064,00047
U.S. Government securities$3,072,779,00064
U.S. Treasury securities$505,047,00040
U.S. Government agency obligations$2,567,732,00065
Securities issued by states & political subdivisions$3,539,877,00010
Other domestic debt securities$24,277,000346
Privately issued residential mortgage-backed securities$24,277,00082
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$1,131,000530
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,204,549,00037
Mortgage-backed securities$1,958,802,00070
Certificates of participation in pools of residential mortgages$1,142,918,00066
Issued or guaranteed by U.S.$1,141,744,00065
Privately issued$1,174,00037
Collaterized mortgage obligations$310,160,000136
CMOs issued by government agencies or sponsored agencies$287,057,000133
Privately issued$23,103,00078
Commercial mortgage-backed securities$505,724,00035
Commercial mortgage pass-through securities$16,080,000132
Other commercial mortgage-backed securities$489,644,00030
Held to maturity securities (book value)$5,244,707,00022
Available-for-sale securities (fair market value)$1,393,357,000114
Total debt securities$6,636,933,00047
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$29,290,00058
Revaluation gains on off-balance sheet contracts$29,290,00045
Revaluation losses on off-balance sheet contracts$28,994,00044
2014-09-30Rank
Total securities$5,643,020,00051
U.S. Government securities$2,172,936,00074
U.S. Treasury securities$901,167,00028
U.S. Government agency obligations$1,271,769,000104
Securities issued by states & political subdivisions$3,442,056,00010
Other domestic debt securities$26,379,000328
Privately issued residential mortgage-backed securities$26,379,00081
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$1,649,000470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,121,543,00042
Mortgage-backed securities$896,485,000119
Certificates of participation in pools of residential mortgages$339,507,000148
Issued or guaranteed by U.S.$338,293,000148
Privately issued$1,214,00033
Collaterized mortgage obligations$322,248,000132
CMOs issued by government agencies or sponsored agencies$297,083,000130
Privately issued$25,165,00079
Commercial mortgage-backed securities$234,730,00056
Commercial mortgage pass-through securities$16,065,000131
Other commercial mortgage-backed securities$218,665,00043
Held to maturity securities (book value)$3,995,007,00024
Available-for-sale securities (fair market value)$1,648,013,00095
Total debt securities$5,641,371,00051
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$11,973,00074
Revaluation gains on off-balance sheet contracts$11,973,00055
Revaluation losses on off-balance sheet contracts$12,548,00053
2014-06-30Rank
Total securities$5,372,305,00053
U.S. Government securities$617,496,000194
U.S. Treasury securities$100,164,00064
U.S. Government agency obligations$517,332,000220
Securities issued by states & political subdivisions$3,426,556,00010
Other domestic debt securities$1,326,397,00035
Privately issued residential mortgage-backed securities$28,699,00081
Commercial mortgage-backed securities - Total$582,916,00016
Asset backed securities$0427
Structured financial products - Total$714,782,00012
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$1,856,000471
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,130,632,00043
Mortgage-backed securities$1,039,324,000111
Certificates of participation in pools of residential mortgages$111,458,000397
Issued or guaranteed by U.S.$110,219,000401
Privately issued$1,239,00032
Collaterized mortgage obligations$344,950,000128
CMOs issued by government agencies or sponsored agencies$317,490,000127
Privately issued$27,460,00080
Commercial mortgage-backed securities$582,916,00031
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$582,916,00028
Held to maturity securities (book value)$3,380,479,00029
Available-for-sale securities (fair market value)$1,991,826,00085
Total debt securities$5,370,449,00053
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$8,301,00084
Revaluation gains on off-balance sheet contracts$8,301,00057
Revaluation losses on off-balance sheet contracts$7,142,00057
2014-03-31Rank
Total securities$4,977,278,00055
U.S. Government securities$289,415,000389
U.S. Treasury securities$99,852,00062
U.S. Government agency obligations$189,563,000537
Securities issued by states & political subdivisions$3,383,463,00010
Other domestic debt securities$1,302,097,00035
Privately issued residential mortgage-backed securities$30,887,00079
Commercial mortgage-backed securities - Total$587,590,00016
Asset backed securities$0444
Structured financial products - Total$683,620,00012
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$2,303,000397
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,089,927,00045
Mortgage-backed securities$808,040,000137
Certificates of participation in pools of residential mortgages$112,535,000395
Issued or guaranteed by U.S.$111,223,000399
Privately issued$1,312,00033
Collaterized mortgage obligations$107,915,000278
CMOs issued by government agencies or sponsored agencies$78,340,000324
Privately issued$29,575,00076
Commercial mortgage-backed securities$587,590,00031
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$587,590,00028
Held to maturity securities (book value)$3,337,518,00025
Available-for-sale securities (fair market value)$1,639,760,00096
Total debt securities$4,974,975,00055
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$10,078,00076
Revaluation gains on off-balance sheet contracts$10,078,00054
Revaluation losses on off-balance sheet contracts$9,400,00055
2013-12-31Rank
Total securities$4,823,740,00056
U.S. Government securities$65,949,0001,447
U.S. Treasury securities$01,131
U.S. Government agency obligations$65,949,0001,404
Securities issued by states & political subdivisions$3,298,446,00010
Other domestic debt securities$1,458,080,00032
Privately issued residential mortgage-backed securities$59,234,00049
Commercial mortgage-backed securities - Total$592,875,00016
Asset backed securities$0447
Structured financial products - Total$805,971,00011
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$1,265,000544
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,931,630,00042
Mortgage-backed securities$718,058,000145
Certificates of participation in pools of residential mortgages$61,811,000711
Issued or guaranteed by U.S.$60,392,000728
Privately issued$1,419,00033
Collaterized mortgage obligations$63,372,000395
CMOs issued by government agencies or sponsored agencies$5,557,0001,702
Privately issued$57,815,00047
Commercial mortgage-backed securities$592,875,00031
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$592,875,00028
Held to maturity securities (book value)$3,252,534,00024
Available-for-sale securities (fair market value)$1,571,206,000103
Total debt securities$4,822,475,00056
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$11,415,00073
Revaluation gains on off-balance sheet contracts$11,415,00052
Revaluation losses on off-balance sheet contracts$10,685,00052
2013-09-30Rank
Total securities$4,187,922,00059
U.S. Government securities$69,344,0001,432
U.S. Treasury securities$01,131
U.S. Government agency obligations$69,344,0001,387
Securities issued by states & political subdivisions$3,011,985,00010
Other domestic debt securities$1,105,181,00038
Privately issued residential mortgage-backed securities$63,294,00051
Commercial mortgage-backed securities - Total$533,804,00015
Asset backed securities$0459
Structured financial products - Total$508,083,00013
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$1,412,000547
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,669,066,00045
Mortgage-backed securities$666,442,000147
Certificates of participation in pools of residential mortgages$65,032,000681
Issued or guaranteed by U.S.$63,545,000692
Privately issued$1,487,00036
Collaterized mortgage obligations$67,606,000373
CMOs issued by government agencies or sponsored agencies$5,799,0001,687
Privately issued$61,807,00048
Commercial mortgage-backed securities$533,804,00030
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$533,804,00025
Held to maturity securities (book value)$2,966,120,00023
Available-for-sale securities (fair market value)$1,221,802,000119
Total debt securities$4,186,510,00059
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$12,009,00074
Revaluation gains on off-balance sheet contracts$12,009,00054
Revaluation losses on off-balance sheet contracts$11,099,00056
2013-06-30Rank
Total securities$4,027,535,00059
U.S. Government securities$71,313,0001,384
U.S. Treasury securities$01,152
U.S. Government agency obligations$71,313,0001,342
Securities issued by states & political subdivisions$2,839,537,00010
Other domestic debt securities$1,115,700,00036
Privately issued residential mortgage-backed securities$70,001,00052
Commercial mortgage-backed securities - Total$535,001,00016
Asset backed securities$0469
Structured financial products - Total$510,698,00012
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$985,000619
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,366,640,00049
Mortgage-backed securities$676,315,000148
Certificates of participation in pools of residential mortgages$66,789,000673
Issued or guaranteed by U.S.$65,220,000687
Privately issued$1,569,00036
Collaterized mortgage obligations$74,525,000363
CMOs issued by government agencies or sponsored agencies$6,093,0001,695
Privately issued$68,432,00049
Commercial mortgage-backed securities$535,001,00030
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$535,001,00025
Held to maturity securities (book value)$2,793,705,00019
Available-for-sale securities (fair market value)$1,233,830,000123
Total debt securities$4,026,550,00059
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$14,623,00071
Revaluation gains on off-balance sheet contracts$14,623,00051
Revaluation losses on off-balance sheet contracts$14,106,00051
2013-03-31Rank
Total securities$4,006,258,00060
U.S. Government securities$67,850,0001,470
U.S. Treasury securities$01,161
U.S. Government agency obligations$67,850,0001,427
Securities issued by states & political subdivisions$2,670,479,00010
Other domestic debt securities$1,267,096,00036
Privately issued residential mortgage-backed securities$76,297,00050
Commercial mortgage-backed securities - Total$581,494,00014
Asset backed securities$0464
Structured financial products - Total$609,305,0009
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$833,000661
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,140,015,00054
Mortgage-backed securities$725,641,000141
Certificates of participation in pools of residential mortgages$63,210,000706
Issued or guaranteed by U.S.$61,519,000721
Privately issued$1,691,00033
Collaterized mortgage obligations$80,937,000360
CMOs issued by government agencies or sponsored agencies$6,331,0001,720
Privately issued$74,606,00048
Commercial mortgage-backed securities$581,494,00027
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$581,494,00022
Held to maturity securities (book value)$2,624,120,00020
Available-for-sale securities (fair market value)$1,382,138,000116
Total debt securities$4,005,425,00060
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$6,786,00094
Revaluation gains on off-balance sheet contracts$6,786,00059
Revaluation losses on off-balance sheet contracts$6,147,00061
2012-12-31Rank
Total securities$3,505,622,00064
U.S. Government securities$70,488,0001,409
U.S. Treasury securities$01,135
U.S. Government agency obligations$70,488,0001,365
Securities issued by states & political subdivisions$2,591,513,00010
Other domestic debt securities$842,855,00040
Privately issued residential mortgage-backed securities$85,694,00050
Commercial mortgage-backed securities - Total$589,661,00014
Asset backed securities$0438
Structured financial products - Total$167,500,00013
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$766,000666
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,124,810,00052
Mortgage-backed securities$745,843,000138
Certificates of participation in pools of residential mortgages$65,680,000668
Issued or guaranteed by U.S.$63,879,000688
Privately issued$1,801,00030
Collaterized mortgage obligations$90,502,000341
CMOs issued by government agencies or sponsored agencies$6,609,0001,719
Privately issued$83,893,00049
Commercial mortgage-backed securities$589,661,00027
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$589,661,00021
Held to maturity securities (book value)$2,545,189,00019
Available-for-sale securities (fair market value)$960,433,000151
Total debt securities$3,504,856,00063
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$8,066,00088
Revaluation gains on off-balance sheet contracts$8,066,00056
Revaluation losses on off-balance sheet contracts$7,406,00057
2012-09-30Rank
Total securities$3,247,762,00065
U.S. Government securities$73,732,0001,371
U.S. Treasury securities$01,086
U.S. Government agency obligations$73,732,0001,330
Securities issued by states & political subdivisions$2,494,140,0009
Other domestic debt securities$679,213,00044
Privately issued residential mortgage-backed securities$94,673,00051
Commercial mortgage-backed securities - Total$584,540,00012
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$677,000684
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,014,984,00053
Mortgage-backed securities$752,945,000142
Certificates of participation in pools of residential mortgages$68,694,000672
Issued or guaranteed by U.S.$66,826,000685
Privately issued$1,868,00033
Collaterized mortgage obligations$99,711,000329
CMOs issued by government agencies or sponsored agencies$6,906,0001,753
Privately issued$92,805,00050
Commercial mortgage-backed securities$584,540,00025
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$584,540,00020
Held to maturity securities (book value)$2,448,888,00018
Available-for-sale securities (fair market value)$798,874,000168
Total debt securities$3,247,085,00065
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$14,598,00072
Revaluation gains on off-balance sheet contracts$14,598,00052
Revaluation losses on off-balance sheet contracts$14,167,00053
2012-06-30Rank
Total securities$3,105,339,00070
U.S. Government securities$65,130,0001,565
U.S. Treasury securities$01,068
U.S. Government agency obligations$65,130,0001,520
Securities issued by states & political subdivisions$2,367,819,0008
Other domestic debt securities$671,910,00044
Privately issued residential mortgage-backed securities$102,893,00049
Commercial mortgage-backed securities - Total$569,017,00013
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$480,000765
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,017,692,00055
Mortgage-backed securities$737,040,000145
Certificates of participation in pools of residential mortgages$59,747,000779
Issued or guaranteed by U.S.$57,911,000808
Privately issued$1,836,00033
Collaterized mortgage obligations$108,276,000322
CMOs issued by government agencies or sponsored agencies$7,219,0001,731
Privately issued$101,057,00050
Commercial mortgage-backed securities$569,017,00023
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$569,017,00019
Held to maturity securities (book value)$2,323,241,00019
Available-for-sale securities (fair market value)$782,098,000175
Total debt securities$3,104,859,00070
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$17,434,00070
Revaluation gains on off-balance sheet contracts$17,434,00051
Revaluation losses on off-balance sheet contracts$15,791,00051
2012-03-31Rank
Total securities$2,892,298,00072
U.S. Government securities$54,868,0001,825
U.S. Treasury securities$01,157
U.S. Government agency obligations$54,868,0001,780
Securities issued by states & political subdivisions$2,207,484,00011
Other domestic debt securities$628,588,00048
Privately issued residential mortgage-backed securities$114,256,00048
Commercial mortgage-backed securities - Total$514,332,00012
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$1,358,000506
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,255,073,00080
Mortgage-backed securities$683,456,000150
Certificates of participation in pools of residential mortgages$49,046,000932
Issued or guaranteed by U.S.$47,122,000964
Privately issued$1,924,00035
Collaterized mortgage obligations$120,078,000319
CMOs issued by government agencies or sponsored agencies$7,746,0001,696
Privately issued$112,332,00047
Commercial mortgage-backed securities$514,332,00025
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$514,332,00020
Held to maturity securities (book value)$2,209,463,00019
Available-for-sale securities (fair market value)$682,835,000202
Total debt securities$2,890,940,00072
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$14,193,00080
Revaluation gains on off-balance sheet contracts$14,193,00052
Revaluation losses on off-balance sheet contracts$13,008,00053
2011-12-31Rank
Total securities$2,819,478,00075
U.S. Government securities$47,312,0001,976
U.S. Treasury securities$01,076
U.S. Government agency obligations$47,312,0001,926
Securities issued by states & political subdivisions$2,096,512,00011
Other domestic debt securities$674,153,00051
Privately issued residential mortgage-backed securities$178,178,00050
Commercial mortgage-backed securities - Total$495,975,00012
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$1,501,000465
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,232,134,00071
Mortgage-backed securities$721,465,000144
Certificates of participation in pools of residential mortgages$47,312,000913
Issued or guaranteed by U.S.$47,312,000910
Privately issued$0121
Collaterized mortgage obligations$178,178,000229
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$178,178,00049
Commercial mortgage-backed securities$495,975,00021
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$495,975,00017
Held to maturity securities (book value)$2,097,198,00022
Available-for-sale securities (fair market value)$722,280,000189
Total debt securities$2,817,977,00076
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$20,243,00072
Revaluation gains on off-balance sheet contracts$20,243,00047
Revaluation losses on off-balance sheet contracts$19,012,00051
2011-09-30Rank
Total securities$2,268,614,00092
U.S. Government securities$47,701,0001,906
U.S. Treasury securities$01,126
U.S. Government agency obligations$47,701,0001,855
Securities issued by states & political subdivisions$1,704,877,00013
Other domestic debt securities$516,036,00058
Privately issued residential mortgage-backed securities$203,104,00050
Commercial mortgage-backed securities - Total$312,932,00016
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$842,109,00096
Mortgage-backed securities$563,737,000167
Certificates of participation in pools of residential mortgages$47,701,000886
Issued or guaranteed by U.S.$47,701,000881
Privately issued$0132
Collaterized mortgage obligations$203,104,000209
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$203,104,00048
Commercial mortgage-backed securities$312,932,00022
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$312,932,00017
Held to maturity securities (book value)$1,709,782,00024
Available-for-sale securities (fair market value)$558,832,000239
Total debt securities$2,268,614,00093
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$20,055,00076
Revaluation gains on off-balance sheet contracts$20,055,00049
Revaluation losses on off-balance sheet contracts$19,188,00051
2011-06-30Rank
Total securities$1,993,663,000102
U.S. Government securities$140,072,000758
U.S. Treasury securities$100,495,00059
U.S. Government agency obligations$39,577,0002,186
Securities issued by states & political subdivisions$1,426,907,00012
Other domestic debt securities$426,684,00069
Privately issued residential mortgage-backed securities$189,674,00054
Commercial mortgage-backed securities - Total$237,010,00016
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$602,488,000124
Mortgage-backed securities$466,261,000198
Certificates of participation in pools of residential mortgages$39,577,000988
Issued or guaranteed by U.S.$39,577,000984
Privately issued$0125
Collaterized mortgage obligations$189,674,000209
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$189,674,00051
Commercial mortgage-backed securities$237,010,00023
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$237,010,00018
Held to maturity securities (book value)$1,430,655,00024
Available-for-sale securities (fair market value)$563,008,000235
Total debt securities$1,993,663,000102
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$12,851,00080
Revaluation gains on off-balance sheet contracts$12,851,00052
Revaluation losses on off-balance sheet contracts$11,631,00051
2011-03-31Rank
Total securities$1,239,160,000140
U.S. Government securities$26,774,0003,030
U.S. Treasury securities$01,272
U.S. Government agency obligations$26,774,0002,935
Securities issued by states & political subdivisions$1,128,169,00017
Other domestic debt securities$84,217,000187
Privately issued residential mortgage-backed securities$62,231,000109
Commercial mortgage-backed securities - Total$21,986,00024
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,741,000996
Mortgage-backed securities$95,998,000720
Certificates of participation in pools of residential mortgages$11,781,0002,331
Issued or guaranteed by U.S.$11,781,0002,325
Privately issued$0136
Collaterized mortgage obligations$62,231,000483
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$62,231,000105
Commercial mortgage-backed securities$21,986,00054
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$21,986,00035
Held to maturity securities (book value)$1,131,257,00031
Available-for-sale securities (fair market value)$107,903,0001,177
Total debt securities$1,239,160,000139
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$12,374,00081
Revaluation gains on off-balance sheet contracts$12,374,00050
Revaluation losses on off-balance sheet contracts$11,305,00050
2010-12-31Rank
Total securities$1,093,004,000147
U.S. Government securities$65,909,0001,395
U.S. Treasury securities$5,000,000510
U.S. Government agency obligations$60,909,0001,439
Securities issued by states & political subdivisions$1,013,443,00019
Other domestic debt securities$13,652,000619
Privately issued residential mortgage-backed securities$13,652,000323
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,602,000720
Mortgage-backed securities$33,561,0001,602
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$33,561,000715
CMOs issued by government agencies or sponsored agencies$19,909,000847
Privately issued$13,652,000312
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,017,402,00030
Available-for-sale securities (fair market value)$75,602,0001,535
Total debt securities$1,093,004,000146
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$19,543,00070
Revaluation gains on off-balance sheet contracts$19,543,00047
Revaluation losses on off-balance sheet contracts$18,158,00045
2010-09-30Rank
Total securities$523,868,000263
U.S. Government securities$89,028,0001,037
U.S. Treasury securities$29,997,000154
U.S. Government agency obligations$59,031,0001,440
Securities issued by states & political subdivisions$431,128,00035
Other domestic debt securities$3,712,0001,326
Privately issued residential mortgage-backed securities$3,712,000639
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,028,000627
Mortgage-backed securities$3,712,0004,345
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$3,712,0002,191
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$3,712,000608
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$434,840,00055
Available-for-sale securities (fair market value)$89,028,0001,307
Total debt securities$523,868,000259
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$17,979,00077
Revaluation gains on off-balance sheet contracts$17,979,00047
Revaluation losses on off-balance sheet contracts$16,730,00049