Home > People's United Bank > Securities
People's United Bank, Securities
2022-03-31 | Rank | |
Total securities | $11,359,253,000 | 51 |
U.S. Government securities | $8,430,193,000 | 52 |
U.S. Treasury securities | $1,393,499,000 | 47 |
U.S. Government agency obligations | $7,036,694,000 | 55 |
Securities issued by states & political subdivisions | $2,838,451,000 | 16 |
Other domestic debt securities | $75,032,000 | 289 |
Privately issued residential mortgage-backed securities | $0 | 721 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 542 |
Structured financial products - Total | $0 | 169 |
Other domestic debt securities - All other | $75,032,000 | 142 |
Foreign debt securities | $1,500,000 | 174 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $6,616,551,000 | 27 |
Mortgage-backed securities | $7,036,694,000 | 53 |
Certificates of participation in pools of residential mortgages | $5,105,202,000 | 39 |
Issued or guaranteed by U.S. | $5,105,202,000 | 39 |
Privately issued | $0 | 238 |
Collaterized mortgage obligations | $343,132,000 | 145 |
CMOs issued by government agencies or sponsored agencies | $343,132,000 | 130 |
Privately issued | $0 | 536 |
Commercial mortgage-backed securities | $1,588,360,000 | 49 |
Commercial mortgage pass-through securities | $1,588,360,000 | 19 |
Other commercial mortgage-backed securities | $0 | 1,441 |
Held to maturity securities (book value) | $3,702,801,000 | 33 |
Available-for-sale securities (fair market value) | $7,642,375,000 | 59 |
Total debt securities | $11,345,176,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 1,056 |
Fair value | $0 | 1,056 |
Trading account assets | $282,624,000 | 30 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $169,229,000 | 31 |
2021-12-31 | Rank | |
Total securities | $10,499,622,000 | 52 |
U.S. Government securities | $7,537,591,000 | 54 |
U.S. Treasury securities | $636,690,000 | 61 |
U.S. Government agency obligations | $6,900,901,000 | 54 |
Securities issued by states & political subdivisions | $2,865,199,000 | 14 |
Other domestic debt securities | $82,771,000 | 275 |
Privately issued residential mortgage-backed securities | $0 | 696 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 548 |
Structured financial products - Total | $0 | 173 |
Other domestic debt securities - All other | $82,771,000 | 124 |
Foreign debt securities | $1,500,000 | 161 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $5,270,416,000 | 31 |
Mortgage-backed securities | $6,900,901,000 | 55 |
Certificates of participation in pools of residential mortgages | $4,878,451,000 | 40 |
Issued or guaranteed by U.S. | $4,878,451,000 | 40 |
Privately issued | $0 | 246 |
Collaterized mortgage obligations | $383,531,000 | 137 |
CMOs issued by government agencies or sponsored agencies | $383,531,000 | 127 |
Privately issued | $0 | 500 |
Commercial mortgage-backed securities | $1,638,919,000 | 48 |
Commercial mortgage pass-through securities | $1,638,919,000 | 18 |
Other commercial mortgage-backed securities | $0 | 1,430 |
Held to maturity securities (book value) | $3,843,022,000 | 27 |
Available-for-sale securities (fair market value) | $6,644,039,000 | 65 |
Total debt securities | $10,487,061,000 | 52 |
Structured notes | ||
Amortized cost | $0 | 1,002 |
Fair value | $0 | 1,002 |
Trading account assets | $385,737,000 | 28 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $92,491,000 | 25 |
2021-09-30 | Rank | |
Total securities | $10,199,593,000 | 51 |
U.S. Government securities | $7,211,229,000 | 55 |
U.S. Treasury securities | $530,039,000 | 57 |
U.S. Government agency obligations | $6,681,190,000 | 53 |
Securities issued by states & political subdivisions | $2,888,824,000 | 13 |
Other domestic debt securities | $86,759,000 | 257 |
Privately issued residential mortgage-backed securities | $0 | 677 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 556 |
Structured financial products - Total | $0 | 173 |
Other domestic debt securities - All other | $86,759,000 | 117 |
Foreign debt securities | $1,500,000 | 150 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $5,497,391,000 | 29 |
Mortgage-backed securities | $6,681,190,000 | 53 |
Certificates of participation in pools of residential mortgages | $4,628,113,000 | 40 |
Issued or guaranteed by U.S. | $4,628,113,000 | 40 |
Privately issued | $0 | 234 |
Collaterized mortgage obligations | $398,260,000 | 134 |
CMOs issued by government agencies or sponsored agencies | $398,260,000 | 125 |
Privately issued | $0 | 491 |
Commercial mortgage-backed securities | $1,654,817,000 | 48 |
Commercial mortgage pass-through securities | $1,654,817,000 | 19 |
Other commercial mortgage-backed securities | $0 | 1,421 |
Held to maturity securities (book value) | $3,931,368,000 | 25 |
Available-for-sale securities (fair market value) | $6,256,944,000 | 68 |
Total debt securities | $10,188,312,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 900 |
Fair value | $0 | 901 |
Trading account assets | $472,741,000 | 28 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $118,126,000 | 26 |
2021-06-30 | Rank | |
Total securities | $10,340,687,000 | 49 |
U.S. Government securities | $7,317,328,000 | 53 |
U.S. Treasury securities | $537,147,000 | 52 |
U.S. Government agency obligations | $6,780,181,000 | 51 |
Securities issued by states & political subdivisions | $2,927,633,000 | 12 |
Other domestic debt securities | $86,749,000 | 246 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 564 |
Structured financial products - Total | $0 | 166 |
Other domestic debt securities - All other | $86,749,000 | 117 |
Foreign debt securities | $1,500,000 | 148 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $8,377,920,000 | 22 |
Mortgage-backed securities | $6,780,181,000 | 50 |
Certificates of participation in pools of residential mortgages | $4,502,587,000 | 40 |
Issued or guaranteed by U.S. | $4,502,587,000 | 40 |
Privately issued | $0 | 247 |
Collaterized mortgage obligations | $475,946,000 | 112 |
CMOs issued by government agencies or sponsored agencies | $475,946,000 | 104 |
Privately issued | $0 | 478 |
Commercial mortgage-backed securities | $1,801,648,000 | 41 |
Commercial mortgage pass-through securities | $1,733,223,000 | 17 |
Other commercial mortgage-backed securities | $68,425,000 | 198 |
Held to maturity securities (book value) | $4,004,580,000 | 22 |
Available-for-sale securities (fair market value) | $6,328,630,000 | 66 |
Total debt securities | $10,333,210,000 | 49 |
Structured notes | ||
Amortized cost | $0 | 836 |
Fair value | $0 | 838 |
Trading account assets | $522,058,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $117,370,000 | 25 |
2021-03-31 | Rank | |
Total securities | $10,184,530,000 | 47 |
U.S. Government securities | $7,171,548,000 | 54 |
U.S. Treasury securities | $539,172,000 | 48 |
U.S. Government agency obligations | $6,632,376,000 | 52 |
Securities issued by states & political subdivisions | $2,916,137,000 | 12 |
Other domestic debt securities | $89,738,000 | 219 |
Privately issued residential mortgage-backed securities | $0 | 686 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 565 |
Structured financial products - Total | $0 | 158 |
Other domestic debt securities - All other | $89,738,000 | 104 |
Foreign debt securities | $1,500,000 | 150 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $8,234,853,000 | 22 |
Mortgage-backed securities | $6,632,376,000 | 50 |
Certificates of participation in pools of residential mortgages | $4,536,658,000 | 38 |
Issued or guaranteed by U.S. | $4,536,658,000 | 38 |
Privately issued | $0 | 261 |
Collaterized mortgage obligations | $577,748,000 | 98 |
CMOs issued by government agencies or sponsored agencies | $577,748,000 | 93 |
Privately issued | $0 | 475 |
Commercial mortgage-backed securities | $1,517,970,000 | 46 |
Commercial mortgage pass-through securities | $1,517,970,000 | 18 |
Other commercial mortgage-backed securities | $0 | 1,385 |
Held to maturity securities (book value) | $4,018,375,000 | 23 |
Available-for-sale securities (fair market value) | $6,160,548,000 | 65 |
Total debt securities | $10,178,923,000 | 47 |
Structured notes | ||
Amortized cost | $0 | 636 |
Fair value | $0 | 635 |
Trading account assets | $481,456,000 | 28 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $125,217,000 | 26 |
2020-12-31 | Rank | |
Total securities | $8,928,239,000 | 51 |
U.S. Government securities | $6,005,384,000 | 60 |
U.S. Treasury securities | $541,592,000 | 48 |
U.S. Government agency obligations | $5,463,792,000 | 57 |
Securities issued by states & political subdivisions | $2,824,301,000 | 14 |
Other domestic debt securities | $89,727,000 | 200 |
Privately issued residential mortgage-backed securities | $0 | 669 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 536 |
Structured financial products - Total | $0 | 156 |
Other domestic debt securities - All other | $89,727,000 | 99 |
Foreign debt securities | $1,500,000 | 144 |
Equity securities | NA | NA |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $7,005,244,000 | 24 |
Mortgage-backed securities | $5,463,792,000 | 56 |
Certificates of participation in pools of residential mortgages | $3,863,692,000 | 41 |
Issued or guaranteed by U.S. | $3,863,692,000 | 41 |
Privately issued | $0 | 245 |
Collaterized mortgage obligations | $126,242,000 | 242 |
CMOs issued by government agencies or sponsored agencies | $126,242,000 | 226 |
Privately issued | $0 | 474 |
Commercial mortgage-backed securities | $1,473,858,000 | 48 |
Commercial mortgage pass-through securities | $1,473,858,000 | 20 |
Other commercial mortgage-backed securities | $0 | 1,340 |
Held to maturity securities (book value) | $3,995,450,000 | 23 |
Available-for-sale securities (fair market value) | $4,925,462,000 | 72 |
Total debt securities | $8,920,912,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 404 |
Fair value | $0 | 404 |
Trading account assets | $786,792,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $160,149,000 | 27 |
2020-09-30 | Rank | |
Total securities | $8,004,205,000 | 53 |
U.S. Government securities | $5,198,261,000 | 62 |
U.S. Treasury securities | $543,846,000 | 49 |
U.S. Government agency obligations | $4,654,415,000 | 59 |
Securities issued by states & political subdivisions | $2,709,379,000 | 13 |
Other domestic debt securities | $89,719,000 | 194 |
Privately issued residential mortgage-backed securities | $0 | 670 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 520 |
Structured financial products - Total | $0 | 152 |
Other domestic debt securities - All other | $89,719,000 | 96 |
Foreign debt securities | $1,500,000 | 148 |
Equity securities | $0 | 19 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $6,089,048,000 | 27 |
Mortgage-backed securities | $4,654,415,000 | 57 |
Certificates of participation in pools of residential mortgages | $3,310,272,000 | 43 |
Issued or guaranteed by U.S. | $3,310,272,000 | 43 |
Privately issued | $0 | 251 |
Collaterized mortgage obligations | $139,564,000 | 222 |
CMOs issued by government agencies or sponsored agencies | $139,564,000 | 208 |
Privately issued | $0 | 464 |
Commercial mortgage-backed securities | $1,204,579,000 | 50 |
Commercial mortgage pass-through securities | $1,204,579,000 | 18 |
Other commercial mortgage-backed securities | $0 | 1,305 |
Held to maturity securities (book value) | $3,918,151,000 | 23 |
Available-for-sale securities (fair market value) | $4,080,708,000 | 76 |
Total debt securities | $7,998,859,000 | 53 |
Structured notes | ||
Amortized cost | $0 | 394 |
Fair value | $0 | 393 |
Trading account assets | $919,744,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $179,444,000 | 27 |
2020-06-30 | Rank | |
Total securities | $7,957,570,000 | 53 |
U.S. Government securities | $5,253,601,000 | 58 |
U.S. Treasury securities | $745,710,000 | 48 |
U.S. Government agency obligations | $4,507,891,000 | 57 |
Securities issued by states & political subdivisions | $2,585,951,000 | 13 |
Other domestic debt securities | $89,712,000 | 187 |
Privately issued residential mortgage-backed securities | $0 | 660 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 475 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $89,712,000 | 91 |
Foreign debt securities | $1,500,000 | 153 |
Equity securities | $0 | 68 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $6,146,961,000 | 24 |
Mortgage-backed securities | $4,507,891,000 | 56 |
Certificates of participation in pools of residential mortgages | $3,149,221,000 | 40 |
Issued or guaranteed by U.S. | $3,149,221,000 | 40 |
Privately issued | $0 | 251 |
Collaterized mortgage obligations | $149,977,000 | 209 |
CMOs issued by government agencies or sponsored agencies | $149,977,000 | 195 |
Privately issued | $0 | 454 |
Commercial mortgage-backed securities | $1,208,693,000 | 46 |
Commercial mortgage pass-through securities | $1,208,693,000 | 19 |
Other commercial mortgage-backed securities | $0 | 1,279 |
Held to maturity securities (book value) | $3,850,489,000 | 22 |
Available-for-sale securities (fair market value) | $4,080,275,000 | 70 |
Total debt securities | $7,930,765,000 | 53 |
Structured notes | ||
Amortized cost | $0 | 423 |
Fair value | $0 | 423 |
Trading account assets | $981,098,000 | 24 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $192,384,000 | 28 |
2020-03-31 | Rank | |
Total securities | $8,148,072,000 | 50 |
U.S. Government securities | $5,467,484,000 | 54 |
U.S. Treasury securities | $747,196,000 | 43 |
U.S. Government agency obligations | $4,720,288,000 | 51 |
Securities issued by states & political subdivisions | $2,574,895,000 | 11 |
Other domestic debt securities | $94,705,000 | 185 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 454 |
Structured financial products - Total | $0 | 155 |
Other domestic debt securities - All other | $94,705,000 | 84 |
Foreign debt securities | $3,000,000 | 112 |
Equity securities | $0 | 317 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $4,080,122,000 | 34 |
Mortgage-backed securities | $4,720,288,000 | 52 |
Certificates of participation in pools of residential mortgages | $3,358,819,000 | 39 |
Issued or guaranteed by U.S. | $3,358,819,000 | 39 |
Privately issued | $0 | 267 |
Collaterized mortgage obligations | $154,769,000 | 203 |
CMOs issued by government agencies or sponsored agencies | $154,769,000 | 194 |
Privately issued | $0 | 460 |
Commercial mortgage-backed securities | $1,206,700,000 | 43 |
Commercial mortgage pass-through securities | $1,206,700,000 | 17 |
Other commercial mortgage-backed securities | $0 | 1,254 |
Held to maturity securities (book value) | $3,863,441,000 | 22 |
Available-for-sale securities (fair market value) | $4,276,643,000 | 62 |
Total debt securities | $8,140,084,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 586 |
Fair value | $0 | 586 |
Trading account assets | $936,498,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $188,095,000 | 29 |
2019-12-31 | Rank | |
Total securities | $7,433,496,000 | 49 |
U.S. Government securities | $4,835,652,000 | 59 |
U.S. Treasury securities | $687,119,000 | 45 |
U.S. Government agency obligations | $4,148,533,000 | 56 |
Securities issued by states & political subdivisions | $2,503,873,000 | 11 |
Other domestic debt securities | $92,471,000 | 172 |
Privately issued residential mortgage-backed securities | $0 | 657 |
Commercial mortgage-backed securities - Total | $0 | 179 |
Asset backed securities | $0 | 432 |
Structured financial products - Total | $0 | 159 |
Other domestic debt securities - All other | $92,471,000 | 78 |
Foreign debt securities | $1,500,000 | 148 |
Equity securities | $0 | 374 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,893,222,000 | 29 |
Mortgage-backed securities | $4,148,533,000 | 54 |
Certificates of participation in pools of residential mortgages | $2,781,673,000 | 42 |
Issued or guaranteed by U.S. | $2,781,673,000 | 42 |
Privately issued | $0 | 249 |
Collaterized mortgage obligations | $136,827,000 | 219 |
CMOs issued by government agencies or sponsored agencies | $136,827,000 | 204 |
Privately issued | $0 | 457 |
Commercial mortgage-backed securities | $1,230,033,000 | 43 |
Commercial mortgage pass-through securities | $1,230,033,000 | 17 |
Other commercial mortgage-backed securities | $0 | 1,222 |
Held to maturity securities (book value) | $3,869,245,000 | 26 |
Available-for-sale securities (fair market value) | $3,564,251,000 | 73 |
Total debt securities | $7,433,496,000 | 49 |
Structured notes | ||
Amortized cost | $0 | 739 |
Fair value | $0 | 739 |
Trading account assets | $346,413,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $93,807,000 | 24 |
2019-09-30 | Rank | |
Total securities | $6,784,123,000 | 54 |
U.S. Government securities | $4,270,414,000 | 65 |
U.S. Treasury securities | $688,147,000 | 45 |
U.S. Government agency obligations | $3,582,267,000 | 62 |
Securities issued by states & political subdivisions | $2,432,286,000 | 11 |
Other domestic debt securities | $79,923,000 | 191 |
Privately issued residential mortgage-backed securities | $0 | 702 |
Commercial mortgage-backed securities - Total | $0 | 182 |
Asset backed securities | $0 | 426 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $79,923,000 | 83 |
Foreign debt securities | $1,500,000 | 154 |
Equity securities | $0 | 472 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,723,385,000 | 31 |
Mortgage-backed securities | $3,582,267,000 | 61 |
Certificates of participation in pools of residential mortgages | $2,488,866,000 | 43 |
Issued or guaranteed by U.S. | $2,488,866,000 | 43 |
Privately issued | $0 | 287 |
Collaterized mortgage obligations | $0 | 2,940 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,874 |
Privately issued | $0 | 463 |
Commercial mortgage-backed securities | $1,093,401,000 | 45 |
Commercial mortgage pass-through securities | $1,093,401,000 | 17 |
Other commercial mortgage-backed securities | $0 | 1,187 |
Held to maturity securities (book value) | $3,805,397,000 | 29 |
Available-for-sale securities (fair market value) | $2,978,726,000 | 81 |
Total debt securities | $6,784,123,000 | 54 |
Structured notes | ||
Amortized cost | $0 | 889 |
Fair value | $0 | 889 |
Trading account assets | $432,510,000 | 29 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $76,359,000 | 32 |
2019-06-30 | Rank | |
Total securities | $6,778,703,000 | 52 |
U.S. Government securities | $4,280,973,000 | 62 |
U.S. Treasury securities | $686,638,000 | 46 |
U.S. Government agency obligations | $3,594,335,000 | 61 |
Securities issued by states & political subdivisions | $2,421,319,000 | 11 |
Other domestic debt securities | $74,911,000 | 183 |
Privately issued residential mortgage-backed securities | $0 | 674 |
Commercial mortgage-backed securities - Total | $0 | 177 |
Asset backed securities | $0 | 413 |
Structured financial products - Total | $0 | 152 |
Other domestic debt securities - All other | $74,911,000 | 88 |
Foreign debt securities | $1,500,000 | 159 |
Equity securities | $0 | 505 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,792,023,000 | 30 |
Mortgage-backed securities | $3,594,335,000 | 60 |
Certificates of participation in pools of residential mortgages | $2,499,968,000 | 43 |
Issued or guaranteed by U.S. | $2,499,968,000 | 43 |
Privately issued | $0 | 244 |
Collaterized mortgage obligations | $0 | 2,946 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,877 |
Privately issued | $0 | 476 |
Commercial mortgage-backed securities | $1,094,367,000 | 41 |
Commercial mortgage pass-through securities | $1,094,367,000 | 16 |
Other commercial mortgage-backed securities | $0 | 1,163 |
Held to maturity securities (book value) | $3,807,483,000 | 30 |
Available-for-sale securities (fair market value) | $2,971,220,000 | 77 |
Total debt securities | $6,778,703,000 | 52 |
Structured notes | ||
Amortized cost | $0 | 951 |
Fair value | $0 | 951 |
Trading account assets | $314,624,000 | 27 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $69,467,000 | 31 |
2019-03-31 | Rank | |
Total securities | $6,883,398,000 | 50 |
U.S. Government securities | $4,400,430,000 | 61 |
U.S. Treasury securities | $677,901,000 | 47 |
U.S. Government agency obligations | $3,722,529,000 | 58 |
Securities issued by states & political subdivisions | $2,410,569,000 | 12 |
Other domestic debt securities | $70,899,000 | 185 |
Privately issued residential mortgage-backed securities | $0 | 700 |
Commercial mortgage-backed securities - Total | $0 | 171 |
Asset backed securities | $0 | 408 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $70,899,000 | 92 |
Foreign debt securities | $1,500,000 | 157 |
Equity securities | $0 | 520 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,839,462,000 | 29 |
Mortgage-backed securities | $3,717,525,000 | 59 |
Certificates of participation in pools of residential mortgages | $2,610,055,000 | 43 |
Issued or guaranteed by U.S. | $2,610,055,000 | 43 |
Privately issued | $0 | 248 |
Collaterized mortgage obligations | $0 | 2,973 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,898 |
Privately issued | $0 | 499 |
Commercial mortgage-backed securities | $1,107,470,000 | 40 |
Commercial mortgage pass-through securities | $1,107,470,000 | 15 |
Other commercial mortgage-backed securities | $0 | 1,074 |
Held to maturity securities (book value) | $3,823,419,000 | 31 |
Available-for-sale securities (fair market value) | $3,059,979,000 | 77 |
Total debt securities | $6,883,398,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 972 |
Fair value | $0 | 972 |
Trading account assets | $163,802,000 | 29 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $78,643,000 | 27 |
2018-12-31 | Rank | |
Total securities | $6,913,237,000 | 51 |
U.S. Government securities | $4,488,463,000 | 55 |
U.S. Treasury securities | $672,954,000 | 47 |
U.S. Government agency obligations | $3,815,509,000 | 57 |
Securities issued by states & political subdivisions | $2,352,386,000 | 12 |
Other domestic debt securities | $70,888,000 | 179 |
Privately issued residential mortgage-backed securities | $0 | 667 |
Commercial mortgage-backed securities - Total | $0 | 160 |
Asset backed securities | $0 | 413 |
Structured financial products - Total | $0 | 154 |
Other domestic debt securities - All other | $70,888,000 | 92 |
Foreign debt securities | $1,500,000 | 156 |
Equity securities | $0 | 696 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,688,491,000 | 33 |
Mortgage-backed securities | $3,810,487,000 | 58 |
Certificates of participation in pools of residential mortgages | $2,728,594,000 | 41 |
Issued or guaranteed by U.S. | $2,728,594,000 | 41 |
Privately issued | $0 | 211 |
Collaterized mortgage obligations | $0 | 2,992 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,918 |
Privately issued | $0 | 498 |
Commercial mortgage-backed securities | $1,081,893,000 | 41 |
Commercial mortgage pass-through securities | $1,081,893,000 | 16 |
Other commercial mortgage-backed securities | $0 | 1,033 |
Held to maturity securities (book value) | $3,792,281,000 | 31 |
Available-for-sale securities (fair market value) | $3,120,956,000 | 76 |
Total debt securities | $6,913,237,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 995 |
Fair value | $0 | 995 |
Trading account assets | $110,445,000 | 33 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $138,031,000 | 25 |
2018-09-30 | Rank | |
Total securities | $7,054,999,000 | 51 |
U.S. Government securities | $4,719,439,000 | 54 |
U.S. Treasury securities | $647,115,000 | 45 |
U.S. Government agency obligations | $4,072,324,000 | 54 |
Securities issued by states & political subdivisions | $2,268,183,000 | 15 |
Other domestic debt securities | $65,877,000 | 177 |
Privately issued residential mortgage-backed securities | $0 | 628 |
Commercial mortgage-backed securities - Total | $0 | 150 |
Asset backed securities | $0 | 406 |
Structured financial products - Total | $0 | 171 |
Other domestic debt securities - All other | $65,877,000 | 96 |
Foreign debt securities | $1,500,000 | 159 |
Equity securities | $0 | 721 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,168,413,000 | 38 |
Mortgage-backed securities | $4,067,280,000 | 54 |
Certificates of participation in pools of residential mortgages | $2,963,150,000 | 39 |
Issued or guaranteed by U.S. | $2,963,150,000 | 39 |
Privately issued | $0 | 145 |
Collaterized mortgage obligations | $0 | 3,006 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,928 |
Privately issued | $0 | 515 |
Commercial mortgage-backed securities | $1,104,130,000 | 39 |
Commercial mortgage pass-through securities | $1,104,130,000 | 13 |
Other commercial mortgage-backed securities | $0 | 1,030 |
Held to maturity securities (book value) | $3,742,888,000 | 29 |
Available-for-sale securities (fair market value) | $3,312,111,000 | 67 |
Total debt securities | $7,054,999,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 976 |
Fair value | $0 | 976 |
Trading account assets | $57,789,000 | 45 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $211,013,000 | 23 |
2018-06-30 | Rank | |
Total securities | $6,963,763,000 | 52 |
U.S. Government securities | $4,699,852,000 | 54 |
U.S. Treasury securities | $651,211,000 | 45 |
U.S. Government agency obligations | $4,048,641,000 | 56 |
Securities issued by states & political subdivisions | $2,196,546,000 | 15 |
Other domestic debt securities | $65,865,000 | 183 |
Privately issued residential mortgage-backed securities | $0 | 929 |
Commercial mortgage-backed securities - Total | $0 | 147 |
Asset backed securities | $0 | 403 |
Structured financial products - Total | $0 | 186 |
Other domestic debt securities - All other | $65,865,000 | 89 |
Foreign debt securities | $1,500,000 | 154 |
Equity securities | $0 | 754 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,234,185,000 | 38 |
Mortgage-backed securities | $4,043,575,000 | 55 |
Certificates of participation in pools of residential mortgages | $2,927,210,000 | 39 |
Issued or guaranteed by U.S. | $2,927,210,000 | 39 |
Privately issued | $0 | 453 |
Collaterized mortgage obligations | $0 | 3,043 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,956 |
Privately issued | $0 | 544 |
Commercial mortgage-backed securities | $1,116,365,000 | 39 |
Commercial mortgage pass-through securities | $1,116,365,000 | 13 |
Other commercial mortgage-backed securities | $0 | 1,021 |
Held to maturity securities (book value) | $3,718,644,000 | 30 |
Available-for-sale securities (fair market value) | $3,245,119,000 | 65 |
Total debt securities | $6,963,763,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 980 |
Fair value | $0 | 980 |
Trading account assets | $62,570,000 | 42 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | $182,685,000 | 24 |
2018-03-31 | Rank | |
Total securities | $6,850,099,000 | 50 |
U.S. Government securities | $4,652,620,000 | 55 |
U.S. Treasury securities | $654,883,000 | 43 |
U.S. Government agency obligations | $3,997,737,000 | 55 |
Securities issued by states & political subdivisions | $2,132,624,000 | 15 |
Other domestic debt securities | $63,355,000 | 183 |
Privately issued residential mortgage-backed securities | $0 | 599 |
Commercial mortgage-backed securities - Total | $0 | 147 |
Asset backed securities | $0 | 393 |
Structured financial products - Total | $0 | 193 |
Other domestic debt securities - All other | $63,355,000 | 102 |
Foreign debt securities | $1,500,000 | 151 |
Equity securities | $0 | 789 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,684,478,000 | 33 |
Mortgage-backed securities | $3,992,643,000 | 54 |
Certificates of participation in pools of residential mortgages | $2,861,903,000 | 39 |
Issued or guaranteed by U.S. | $2,861,903,000 | 39 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $0 | 3,050 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,962 |
Privately issued | $0 | 557 |
Commercial mortgage-backed securities | $1,130,740,000 | 35 |
Commercial mortgage pass-through securities | $1,130,740,000 | 12 |
Other commercial mortgage-backed securities | $0 | 999 |
Held to maturity securities (book value) | $3,696,252,000 | 29 |
Available-for-sale securities (fair market value) | $3,153,847,000 | 67 |
Total debt securities | $6,850,099,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 955 |
Fair value | $0 | 956 |
Trading account assets | $64,120,000 | 39 |
Revaluation gains on off-balance sheet contracts | $55,888,000 | 32 |
Revaluation losses on off-balance sheet contracts | $153,096,000 | 23 |
2017-12-31 | Rank | |
Total securities | $6,713,365,000 | 50 |
U.S. Government securities | $4,600,188,000 | 55 |
U.S. Treasury securities | $662,687,000 | 42 |
U.S. Government agency obligations | $3,937,501,000 | 55 |
Securities issued by states & political subdivisions | $2,060,334,000 | 17 |
Other domestic debt securities | $51,343,000 | 206 |
Privately issued residential mortgage-backed securities | $0 | 609 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 366 |
Structured financial products - Total | $0 | 204 |
Other domestic debt securities - All other | $51,343,000 | 120 |
Foreign debt securities | $1,500,000 | 151 |
Equity securities | $0 | 1,064 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $3,306,852,000 | 36 |
Mortgage-backed securities | $3,931,363,000 | 57 |
Certificates of participation in pools of residential mortgages | $2,867,730,000 | 38 |
Issued or guaranteed by U.S. | $2,867,730,000 | 38 |
Privately issued | $0 | 64 |
Collaterized mortgage obligations | $0 | 3,064 |
CMOs issued by government agencies or sponsored agencies | $0 | 2,969 |
Privately issued | $0 | 573 |
Commercial mortgage-backed securities | $1,063,633,000 | 36 |
Commercial mortgage pass-through securities | $1,063,633,000 | 14 |
Other commercial mortgage-backed securities | $0 | 972 |
Held to maturity securities (book value) | $3,588,056,000 | 30 |
Available-for-sale securities (fair market value) | $3,125,309,000 | 66 |
Total debt securities | $6,713,365,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 980 |
Fair value | $0 | 981 |
Trading account assets | $85,867,000 | 36 |
Revaluation gains on off-balance sheet contracts | $77,627,000 | 28 |
Revaluation losses on off-balance sheet contracts | $87,682,000 | 25 |
2017-09-30 | Rank | |
Total securities | $6,501,159,000 | 52 |
U.S. Government securities | $4,458,147,000 | 53 |
U.S. Treasury securities | $660,750,000 | 41 |
U.S. Government agency obligations | $3,797,397,000 | 54 |
Securities issued by states & political subdivisions | $1,999,179,000 | 16 |
Other domestic debt securities | $42,333,000 | 235 |
Privately issued residential mortgage-backed securities | $0 | 623 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 365 |
Structured financial products - Total | $0 | 214 |
Other domestic debt securities - All other | $42,333,000 | 151 |
Foreign debt securities | $1,500,000 | 152 |
Equity securities | $0 | 1,090 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,917,505,000 | 40 |
Mortgage-backed securities | $3,791,211,000 | 56 |
Certificates of participation in pools of residential mortgages | $2,809,366,000 | 38 |
Issued or guaranteed by U.S. | $2,809,366,000 | 38 |
Privately issued | $0 | 69 |
Collaterized mortgage obligations | $65,915,000 | 340 |
CMOs issued by government agencies or sponsored agencies | $65,915,000 | 316 |
Privately issued | $0 | 584 |
Commercial mortgage-backed securities | $915,930,000 | 36 |
Commercial mortgage pass-through securities | $915,930,000 | 15 |
Other commercial mortgage-backed securities | $0 | 950 |
Held to maturity securities (book value) | $3,387,622,000 | 30 |
Available-for-sale securities (fair market value) | $3,113,537,000 | 62 |
Total debt securities | $6,501,159,000 | 52 |
Structured notes | ||
Amortized cost | $0 | 1,014 |
Fair value | $0 | 1,015 |
Trading account assets | $8,270,000 | 88 |
Revaluation gains on off-balance sheet contracts | $0 | 142 |
Revaluation losses on off-balance sheet contracts | $0 | 144 |
2017-06-30 | Rank | |
Total securities | $6,473,728,000 | 53 |
U.S. Government securities | $4,589,594,000 | 55 |
U.S. Treasury securities | $695,989,000 | 39 |
U.S. Government agency obligations | $3,893,605,000 | 52 |
Securities issued by states & political subdivisions | $1,845,312,000 | 17 |
Other domestic debt securities | $37,322,000 | 262 |
Privately issued residential mortgage-backed securities | $0 | 645 |
Commercial mortgage-backed securities - Total | $0 | 138 |
Asset backed securities | $0 | 352 |
Structured financial products - Total | $0 | 219 |
Other domestic debt securities - All other | $37,322,000 | 166 |
Foreign debt securities | $1,500,000 | 165 |
Equity securities | $0 | 1,093 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $2,144,085,000 | 50 |
Mortgage-backed securities | $3,862,321,000 | 53 |
Certificates of participation in pools of residential mortgages | $3,153,392,000 | 38 |
Issued or guaranteed by U.S. | $3,153,392,000 | 37 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $167,931,000 | 185 |
CMOs issued by government agencies or sponsored agencies | $167,931,000 | 175 |
Privately issued | $0 | 606 |
Commercial mortgage-backed securities | $540,998,000 | 44 |
Commercial mortgage pass-through securities | $540,998,000 | 20 |
Other commercial mortgage-backed securities | $0 | 913 |
Held to maturity securities (book value) | $2,875,541,000 | 32 |
Available-for-sale securities (fair market value) | $3,598,187,000 | 59 |
Total debt securities | $6,473,728,000 | 53 |
Structured notes | ||
Amortized cost | $0 | 1,085 |
Fair value | $0 | 1,086 |
Trading account assets | $7,794,000 | 90 |
Revaluation gains on off-balance sheet contracts | $0 | 141 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2017-03-31 | Rank | |
Total securities | $6,012,042,000 | 56 |
U.S. Government securities | $4,336,788,000 | 54 |
U.S. Treasury securities | $692,223,000 | 40 |
U.S. Government agency obligations | $3,644,565,000 | 55 |
Securities issued by states & political subdivisions | $1,663,004,000 | 18 |
Other domestic debt securities | $10,750,000 | 577 |
Privately issued residential mortgage-backed securities | $0 | 679 |
Commercial mortgage-backed securities - Total | $0 | 146 |
Asset backed securities | $0 | 358 |
Structured financial products - Total | $0 | 221 |
Other domestic debt securities - All other | $10,750,000 | 418 |
Foreign debt securities | $1,500,000 | 165 |
Equity securities | $0 | 1,112 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,907,384,000 | 57 |
Mortgage-backed securities | $3,613,262,000 | 56 |
Certificates of participation in pools of residential mortgages | $3,257,305,000 | 35 |
Issued or guaranteed by U.S. | $3,257,305,000 | 34 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $177,254,000 | 179 |
CMOs issued by government agencies or sponsored agencies | $177,254,000 | 169 |
Privately issued | $0 | 642 |
Commercial mortgage-backed securities | $178,703,000 | 93 |
Commercial mortgage pass-through securities | $178,703,000 | 41 |
Other commercial mortgage-backed securities | $0 | 904 |
Held to maturity securities (book value) | $2,324,014,000 | 39 |
Available-for-sale securities (fair market value) | $3,688,028,000 | 59 |
Total debt securities | $6,012,042,000 | 56 |
Structured notes | ||
Amortized cost | $0 | 1,166 |
Fair value | $0 | 1,167 |
Trading account assets | $7,797,000 | 86 |
Revaluation gains on off-balance sheet contracts | $0 | 139 |
Revaluation losses on off-balance sheet contracts | $0 | 142 |
2016-12-31 | Rank | |
Total securities | $6,340,019,000 | 50 |
U.S. Government securities | $4,835,370,000 | 51 |
U.S. Treasury securities | $753,183,000 | 40 |
U.S. Government agency obligations | $4,082,187,000 | 50 |
Securities issued by states & political subdivisions | $1,499,149,000 | 19 |
Other domestic debt securities | $4,000,000 | 960 |
Privately issued residential mortgage-backed securities | $0 | 708 |
Commercial mortgage-backed securities - Total | $0 | 137 |
Asset backed securities | $0 | 358 |
Structured financial products - Total | $0 | 226 |
Other domestic debt securities - All other | $4,000,000 | 730 |
Foreign debt securities | $1,500,000 | 163 |
Equity securities | $0 | 1,116 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,828,278,000 | 58 |
Mortgage-backed securities | $4,050,812,000 | 46 |
Certificates of participation in pools of residential mortgages | $3,433,743,000 | 33 |
Issued or guaranteed by U.S. | $3,433,743,000 | 32 |
Privately issued | $0 | 71 |
Collaterized mortgage obligations | $617,069,000 | 79 |
CMOs issued by government agencies or sponsored agencies | $617,069,000 | 78 |
Privately issued | $0 | 666 |
Commercial mortgage-backed securities | $0 | 1,364 |
Commercial mortgage pass-through securities | $0 | 969 |
Other commercial mortgage-backed securities | $0 | 857 |
Held to maturity securities (book value) | $2,005,446,000 | 42 |
Available-for-sale securities (fair market value) | $4,334,573,000 | 52 |
Total debt securities | $6,340,019,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 1,171 |
Fair value | $0 | 1,171 |
Trading account assets | $6,793,000 | 95 |
Revaluation gains on off-balance sheet contracts | $0 | 145 |
Revaluation losses on off-balance sheet contracts | $0 | 147 |
2016-09-30 | Rank | |
Total securities | $6,572,804,000 | 47 |
U.S. Government securities | $5,287,200,000 | 48 |
U.S. Treasury securities | $691,040,000 | 38 |
U.S. Government agency obligations | $4,596,160,000 | 48 |
Securities issued by states & political subdivisions | $1,284,104,000 | 22 |
Other domestic debt securities | $0 | 2,187 |
Privately issued residential mortgage-backed securities | $0 | 710 |
Commercial mortgage-backed securities - Total | $0 | 131 |
Asset backed securities | $0 | 360 |
Structured financial products - Total | $0 | 228 |
Other domestic debt securities - All other | $0 | 1,742 |
Foreign debt securities | $1,500,000 | 163 |
Equity securities | $0 | 1,131 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,895,259,000 | 52 |
Mortgage-backed securities | $4,564,333,000 | 45 |
Certificates of participation in pools of residential mortgages | $3,707,836,000 | 30 |
Issued or guaranteed by U.S. | $3,707,836,000 | 29 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $856,497,000 | 65 |
CMOs issued by government agencies or sponsored agencies | $856,497,000 | 62 |
Privately issued | $0 | 671 |
Commercial mortgage-backed securities | $0 | 1,303 |
Commercial mortgage pass-through securities | $0 | 895 |
Other commercial mortgage-backed securities | $0 | 824 |
Held to maturity securities (book value) | $1,817,503,000 | 44 |
Available-for-sale securities (fair market value) | $4,755,301,000 | 49 |
Total debt securities | $6,572,804,000 | 47 |
Structured notes | ||
Amortized cost | $0 | 1,157 |
Fair value | $0 | 1,159 |
Trading account assets | $6,802,000 | 109 |
Revaluation gains on off-balance sheet contracts | $0 | 144 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2016-06-30 | Rank | |
Total securities | $6,309,599,000 | 50 |
U.S. Government securities | $5,119,120,000 | 49 |
U.S. Treasury securities | $273,314,000 | 53 |
U.S. Government agency obligations | $4,845,806,000 | 46 |
Securities issued by states & political subdivisions | $1,188,979,000 | 22 |
Other domestic debt securities | $0 | 2,228 |
Privately issued residential mortgage-backed securities | $0 | 731 |
Commercial mortgage-backed securities - Total | $0 | 142 |
Asset backed securities | $0 | 370 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $0 | 1,761 |
Foreign debt securities | $1,500,000 | 161 |
Equity securities | $0 | 1,149 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,903,224,000 | 59 |
Mortgage-backed securities | $4,813,793,000 | 45 |
Certificates of participation in pools of residential mortgages | $3,904,048,000 | 30 |
Issued or guaranteed by U.S. | $3,904,048,000 | 29 |
Privately issued | $0 | 71 |
Collaterized mortgage obligations | $909,745,000 | 61 |
CMOs issued by government agencies or sponsored agencies | $909,745,000 | 58 |
Privately issued | $0 | 687 |
Commercial mortgage-backed securities | $0 | 1,239 |
Commercial mortgage pass-through securities | $0 | 854 |
Other commercial mortgage-backed securities | $0 | 798 |
Held to maturity securities (book value) | $1,749,436,000 | 47 |
Available-for-sale securities (fair market value) | $4,560,163,000 | 51 |
Total debt securities | $6,309,599,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 1,289 |
Fair value | $0 | 1,290 |
Trading account assets | $6,810,000 | 112 |
Revaluation gains on off-balance sheet contracts | $0 | 146 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2016-03-31 | Rank | |
Total securities | $6,273,150,000 | 50 |
U.S. Government securities | $5,177,936,000 | 46 |
U.S. Treasury securities | $132,131,000 | 73 |
U.S. Government agency obligations | $5,045,805,000 | 46 |
Securities issued by states & political subdivisions | $1,093,714,000 | 26 |
Other domestic debt securities | $0 | 2,247 |
Privately issued residential mortgage-backed securities | $0 | 739 |
Commercial mortgage-backed securities - Total | $0 | 153 |
Asset backed securities | $0 | 367 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $0 | 1,776 |
Foreign debt securities | $1,500,000 | 170 |
Equity securities | $0 | 1,159 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,857,827,000 | 60 |
Mortgage-backed securities | $5,013,932,000 | 43 |
Certificates of participation in pools of residential mortgages | $3,941,265,000 | 31 |
Issued or guaranteed by U.S. | $3,941,265,000 | 30 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $1,072,667,000 | 53 |
CMOs issued by government agencies or sponsored agencies | $1,072,667,000 | 51 |
Privately issued | $0 | 699 |
Commercial mortgage-backed securities | $0 | 1,227 |
Commercial mortgage pass-through securities | $0 | 845 |
Other commercial mortgage-backed securities | $0 | 778 |
Held to maturity securities (book value) | $1,678,788,000 | 48 |
Available-for-sale securities (fair market value) | $4,594,362,000 | 51 |
Total debt securities | $6,273,146,000 | 50 |
Structured notes | ||
Amortized cost | $0 | 1,470 |
Fair value | $0 | 1,471 |
Trading account assets | $6,799,000 | 104 |
Revaluation gains on off-balance sheet contracts | $0 | 141 |
Revaluation losses on off-balance sheet contracts | $0 | 143 |
2015-12-31 | Rank | |
Total securities | $5,935,866,000 | 51 |
U.S. Government securities | $4,914,815,000 | 49 |
U.S. Treasury securities | $130,269,000 | 73 |
U.S. Government agency obligations | $4,784,546,000 | 48 |
Securities issued by states & political subdivisions | $1,019,551,000 | 27 |
Other domestic debt securities | $0 | 2,244 |
Privately issued residential mortgage-backed securities | $0 | 743 |
Commercial mortgage-backed securities - Total | $0 | 131 |
Asset backed securities | $0 | 376 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $0 | 1,770 |
Foreign debt securities | $1,500,000 | 158 |
Equity securities | $0 | 1,170 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,637,986,000 | 69 |
Mortgage-backed securities | $4,753,251,000 | 43 |
Certificates of participation in pools of residential mortgages | $3,563,653,000 | 29 |
Issued or guaranteed by U.S. | $3,563,653,000 | 28 |
Privately issued | $0 | 66 |
Collaterized mortgage obligations | $1,189,598,000 | 50 |
CMOs issued by government agencies or sponsored agencies | $1,189,598,000 | 49 |
Privately issued | $0 | 704 |
Commercial mortgage-backed securities | $0 | 1,177 |
Commercial mortgage pass-through securities | $0 | 815 |
Other commercial mortgage-backed securities | $0 | 722 |
Held to maturity securities (book value) | $1,609,586,000 | 48 |
Available-for-sale securities (fair market value) | $4,326,280,000 | 51 |
Total debt securities | $5,935,866,000 | 51 |
Structured notes | ||
Amortized cost | $0 | 1,623 |
Fair value | $0 | 1,624 |
Trading account assets | $6,766,000 | 94 |
Revaluation gains on off-balance sheet contracts | $0 | 142 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2015-09-30 | Rank | |
Total securities | $5,395,411,000 | 55 |
U.S. Government securities | $4,447,657,000 | 53 |
U.S. Treasury securities | $141,770,000 | 67 |
U.S. Government agency obligations | $4,305,887,000 | 48 |
Securities issued by states & political subdivisions | $946,254,000 | 27 |
Other domestic debt securities | $0 | 2,283 |
Privately issued residential mortgage-backed securities | $0 | 760 |
Commercial mortgage-backed securities - Total | $0 | 140 |
Asset backed securities | $0 | 388 |
Structured financial products - Total | $0 | 235 |
Other domestic debt securities - All other | $0 | 1,789 |
Foreign debt securities | $1,500,000 | 162 |
Equity securities | $0 | 1,191 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,613,389,000 | 68 |
Mortgage-backed securities | $4,274,157,000 | 44 |
Certificates of participation in pools of residential mortgages | $2,901,064,000 | 36 |
Issued or guaranteed by U.S. | $2,901,064,000 | 34 |
Privately issued | $0 | 65 |
Collaterized mortgage obligations | $1,373,093,000 | 43 |
CMOs issued by government agencies or sponsored agencies | $1,373,093,000 | 43 |
Privately issued | $0 | 721 |
Commercial mortgage-backed securities | $0 | 1,129 |
Commercial mortgage pass-through securities | $0 | 784 |
Other commercial mortgage-backed securities | $0 | 687 |
Held to maturity securities (book value) | $1,377,113,000 | 51 |
Available-for-sale securities (fair market value) | $4,018,298,000 | 53 |
Total debt securities | $5,395,412,000 | 55 |
Structured notes | ||
Amortized cost | $0 | 1,824 |
Fair value | $0 | 1,825 |
Trading account assets | $8,303,000 | 91 |
Revaluation gains on off-balance sheet contracts | $0 | 148 |
Revaluation losses on off-balance sheet contracts | $0 | 147 |
2015-06-30 | Rank | |
Total securities | $5,254,543,000 | 56 |
U.S. Government securities | $4,340,919,000 | 53 |
U.S. Treasury securities | $140,929,000 | 63 |
U.S. Government agency obligations | $4,199,990,000 | 49 |
Securities issued by states & political subdivisions | $912,124,000 | 30 |
Other domestic debt securities | $0 | 2,307 |
Privately issued residential mortgage-backed securities | $0 | 781 |
Commercial mortgage-backed securities - Total | $0 | 123 |
Asset backed securities | $0 | 391 |
Structured financial products - Total | $0 | 242 |
Other domestic debt securities - All other | $0 | 1,813 |
Foreign debt securities | $1,500,000 | 166 |
Equity securities | $0 | 1,206 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,358,738,000 | 76 |
Mortgage-backed securities | $4,168,560,000 | 46 |
Certificates of participation in pools of residential mortgages | $2,518,427,000 | 42 |
Issued or guaranteed by U.S. | $2,518,427,000 | 40 |
Privately issued | $0 | 67 |
Collaterized mortgage obligations | $1,650,133,000 | 41 |
CMOs issued by government agencies or sponsored agencies | $1,650,133,000 | 41 |
Privately issued | $0 | 741 |
Commercial mortgage-backed securities | $0 | 1,084 |
Commercial mortgage pass-through securities | $0 | 744 |
Other commercial mortgage-backed securities | $0 | 666 |
Held to maturity securities (book value) | $913,624,000 | 61 |
Available-for-sale securities (fair market value) | $4,340,919,000 | 51 |
Total debt securities | $5,254,544,000 | 56 |
Structured notes | ||
Amortized cost | $0 | 1,969 |
Fair value | $0 | 1,970 |
Trading account assets | $8,301,000 | 92 |
Revaluation gains on off-balance sheet contracts | $0 | 150 |
Revaluation losses on off-balance sheet contracts | $0 | 151 |
2015-03-31 | Rank | |
Total securities | $5,126,240,000 | 58 |
U.S. Government securities | $4,228,875,000 | 55 |
U.S. Treasury securities | $141,666,000 | 60 |
U.S. Government agency obligations | $4,087,209,000 | 51 |
Securities issued by states & political subdivisions | $895,865,000 | 30 |
Other domestic debt securities | $0 | 2,369 |
Privately issued residential mortgage-backed securities | $0 | 820 |
Commercial mortgage-backed securities - Total | $0 | 117 |
Asset backed securities | $0 | 401 |
Structured financial products - Total | $0 | 236 |
Other domestic debt securities - All other | $0 | 1,846 |
Foreign debt securities | $1,500,000 | 171 |
Equity securities | $0 | 1,216 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,467,592,000 | 73 |
Mortgage-backed securities | $4,055,512,000 | 46 |
Certificates of participation in pools of residential mortgages | $2,298,411,000 | 43 |
Issued or guaranteed by U.S. | $2,298,411,000 | 41 |
Privately issued | $0 | 70 |
Collaterized mortgage obligations | $1,757,101,000 | 41 |
CMOs issued by government agencies or sponsored agencies | $1,757,101,000 | 41 |
Privately issued | $0 | 776 |
Commercial mortgage-backed securities | $0 | 1,064 |
Commercial mortgage pass-through securities | $0 | 727 |
Other commercial mortgage-backed securities | $0 | 640 |
Held to maturity securities (book value) | $897,365,000 | 62 |
Available-for-sale securities (fair market value) | $4,228,875,000 | 52 |
Total debt securities | $5,126,239,000 | 57 |
Structured notes | ||
Amortized cost | $0 | 2,098 |
Fair value | $0 | 2,100 |
Trading account assets | $8,311,000 | 92 |
Revaluation gains on off-balance sheet contracts | $0 | 145 |
Revaluation losses on off-balance sheet contracts | $0 | 147 |
2014-12-31 | Rank | |
Total securities | $4,827,862,000 | 57 |
U.S. Government securities | $3,993,530,000 | 55 |
U.S. Treasury securities | $50,336,000 | 119 |
U.S. Government agency obligations | $3,943,194,000 | 51 |
Securities issued by states & political subdivisions | $832,832,000 | 29 |
Other domestic debt securities | $0 | 2,403 |
Privately issued residential mortgage-backed securities | $0 | 830 |
Commercial mortgage-backed securities - Total | $0 | 120 |
Asset backed securities | $0 | 400 |
Structured financial products - Total | $0 | 236 |
Other domestic debt securities - All other | $0 | 1,865 |
Foreign debt securities | $1,500,000 | 155 |
Equity securities | $0 | 1,226 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,427,295,000 | 73 |
Mortgage-backed securities | $3,936,710,000 | 48 |
Certificates of participation in pools of residential mortgages | $2,129,396,000 | 44 |
Issued or guaranteed by U.S. | $2,129,396,000 | 42 |
Privately issued | $0 | 75 |
Collaterized mortgage obligations | $1,807,314,000 | 41 |
CMOs issued by government agencies or sponsored agencies | $1,807,314,000 | 41 |
Privately issued | $0 | 785 |
Commercial mortgage-backed securities | $0 | 1,045 |
Commercial mortgage pass-through securities | $0 | 732 |
Other commercial mortgage-backed securities | $0 | 605 |
Held to maturity securities (book value) | $834,332,000 | 66 |
Available-for-sale securities (fair market value) | $3,993,530,000 | 51 |
Total debt securities | $4,827,861,000 | 57 |
Structured notes | ||
Amortized cost | $0 | 2,200 |
Fair value | $0 | 2,202 |
Trading account assets | $8,302,000 | 88 |
Revaluation gains on off-balance sheet contracts | $0 | 141 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2014-09-30 | Rank | |
Total securities | $4,500,110,000 | 57 |
U.S. Government securities | $3,809,666,000 | 57 |
U.S. Treasury securities | $50,392,000 | 111 |
U.S. Government agency obligations | $3,759,274,000 | 52 |
Securities issued by states & political subdivisions | $628,567,000 | 34 |
Other domestic debt securities | $60,377,000 | 184 |
Privately issued residential mortgage-backed securities | $0 | 863 |
Commercial mortgage-backed securities - Total | $0 | 141 |
Asset backed securities | $0 | 406 |
Structured financial products - Total | $0 | 253 |
Other domestic debt securities - All other | $60,377,000 | 114 |
Foreign debt securities | $1,500,000 | 153 |
Equity securities | $0 | 1,242 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,355,037,000 | 82 |
Mortgage-backed securities | $3,752,802,000 | 49 |
Certificates of participation in pools of residential mortgages | $1,811,770,000 | 49 |
Issued or guaranteed by U.S. | $1,811,770,000 | 47 |
Privately issued | $0 | 73 |
Collaterized mortgage obligations | $1,941,032,000 | 40 |
CMOs issued by government agencies or sponsored agencies | $1,941,032,000 | 40 |
Privately issued | $0 | 821 |
Commercial mortgage-backed securities | $0 | 1,017 |
Commercial mortgage pass-through securities | $0 | 728 |
Other commercial mortgage-backed securities | $0 | 572 |
Held to maturity securities (book value) | $630,067,000 | 74 |
Available-for-sale securities (fair market value) | $3,870,043,000 | 53 |
Total debt securities | $4,500,111,000 | 56 |
Structured notes | ||
Amortized cost | $0 | 2,301 |
Fair value | $0 | 2,301 |
Trading account assets | $8,309,000 | 84 |
Revaluation gains on off-balance sheet contracts | $0 | 140 |
Revaluation losses on off-balance sheet contracts | $0 | 145 |
2014-06-30 | Rank | |
Total securities | $4,393,353,000 | 58 |
U.S. Government securities | $3,660,524,000 | 58 |
U.S. Treasury securities | $61,503,000 | 94 |
U.S. Government agency obligations | $3,599,021,000 | 54 |
Securities issued by states & political subdivisions | $615,615,000 | 37 |
Other domestic debt securities | $115,689,000 | 126 |
Privately issued residential mortgage-backed securities | $0 | 882 |
Commercial mortgage-backed securities - Total | $0 | 128 |
Asset backed securities | $0 | 427 |
Structured financial products - Total | $0 | 259 |
Other domestic debt securities - All other | $115,689,000 | 75 |
Foreign debt securities | $1,525,000 | 153 |
Equity securities | $0 | 1,253 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,446,139,000 | 73 |
Mortgage-backed securities | $3,592,499,000 | 50 |
Certificates of participation in pools of residential mortgages | $1,397,559,000 | 59 |
Issued or guaranteed by U.S. | $1,397,559,000 | 57 |
Privately issued | $0 | 75 |
Collaterized mortgage obligations | $2,194,940,000 | 40 |
CMOs issued by government agencies or sponsored agencies | $2,194,940,000 | 40 |
Privately issued | $0 | 840 |
Commercial mortgage-backed securities | $0 | 1,029 |
Commercial mortgage pass-through securities | $0 | 746 |
Other commercial mortgage-backed securities | $0 | 556 |
Held to maturity securities (book value) | $672,410,000 | 71 |
Available-for-sale securities (fair market value) | $3,720,943,000 | 54 |
Total debt securities | $4,393,352,000 | 58 |
Structured notes | ||
Amortized cost | $0 | 2,363 |
Fair value | $0 | 2,363 |
Trading account assets | $8,309,000 | 83 |
Revaluation gains on off-balance sheet contracts | $0 | 140 |
Revaluation losses on off-balance sheet contracts | $0 | 146 |
2014-03-31 | Rank | |
Total securities | $4,504,204,000 | 58 |
U.S. Government securities | $3,784,896,000 | 56 |
U.S. Treasury securities | $41,342,000 | 112 |
U.S. Government agency obligations | $3,743,554,000 | 54 |
Securities issued by states & political subdivisions | $602,113,000 | 37 |
Other domestic debt securities | $116,170,000 | 128 |
Privately issued residential mortgage-backed securities | $0 | 918 |
Commercial mortgage-backed securities - Total | $0 | 127 |
Asset backed securities | $0 | 444 |
Structured financial products - Total | $0 | 268 |
Other domestic debt securities - All other | $116,170,000 | 77 |
Foreign debt securities | $1,025,000 | 174 |
Equity securities | $0 | 1,272 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,312,670,000 | 81 |
Mortgage-backed securities | $3,737,040,000 | 50 |
Certificates of participation in pools of residential mortgages | $1,450,815,000 | 57 |
Issued or guaranteed by U.S. | $1,450,815,000 | 55 |
Privately issued | $0 | 76 |
Collaterized mortgage obligations | $2,286,225,000 | 38 |
CMOs issued by government agencies or sponsored agencies | $2,286,225,000 | 38 |
Privately issued | $0 | 874 |
Commercial mortgage-backed securities | $0 | 1,020 |
Commercial mortgage pass-through securities | $0 | 748 |
Other commercial mortgage-backed securities | $0 | 525 |
Held to maturity securities (book value) | $658,998,000 | 72 |
Available-for-sale securities (fair market value) | $3,845,206,000 | 52 |
Total debt securities | $4,504,202,000 | 57 |
Structured notes | ||
Amortized cost | $0 | 2,410 |
Fair value | $0 | 2,410 |
Trading account assets | $8,304,000 | 83 |
Revaluation gains on off-balance sheet contracts | $0 | 143 |
Revaluation losses on off-balance sheet contracts | $0 | 144 |
2013-12-31 | Rank | |
Total securities | $4,847,456,000 | 55 |
U.S. Government securities | $4,145,293,000 | 54 |
U.S. Treasury securities | $41,391,000 | 108 |
U.S. Government agency obligations | $4,103,902,000 | 52 |
Securities issued by states & political subdivisions | $584,453,000 | 38 |
Other domestic debt securities | $116,685,000 | 129 |
Privately issued residential mortgage-backed securities | $0 | 953 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 447 |
Structured financial products - Total | $0 | 292 |
Other domestic debt securities - All other | $116,685,000 | 73 |
Foreign debt securities | $1,025,000 | 173 |
Equity securities | $0 | 1,295 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,314,230,000 | 80 |
Mortgage-backed securities | $4,096,408,000 | 48 |
Certificates of participation in pools of residential mortgages | $1,484,780,000 | 52 |
Issued or guaranteed by U.S. | $1,484,780,000 | 50 |
Privately issued | $0 | 81 |
Collaterized mortgage obligations | $2,611,628,000 | 34 |
CMOs issued by government agencies or sponsored agencies | $2,611,628,000 | 33 |
Privately issued | $0 | 906 |
Commercial mortgage-backed securities | $0 | 964 |
Commercial mortgage pass-through securities | $0 | 699 |
Other commercial mortgage-backed securities | $0 | 502 |
Held to maturity securities (book value) | $641,926,000 | 69 |
Available-for-sale securities (fair market value) | $4,205,530,000 | 50 |
Total debt securities | $4,847,455,000 | 55 |
Structured notes | ||
Amortized cost | $0 | 2,397 |
Fair value | $0 | 2,397 |
Trading account assets | $8,297,000 | 80 |
Revaluation gains on off-balance sheet contracts | $0 | 144 |
Revaluation losses on off-balance sheet contracts | $0 | 140 |
2013-09-30 | Rank | |
Total securities | $4,249,941,000 | 56 |
U.S. Government securities | $3,553,526,000 | 57 |
U.S. Treasury securities | $35,299,000 | 124 |
U.S. Government agency obligations | $3,518,227,000 | 54 |
Securities issued by states & political subdivisions | $578,265,000 | 37 |
Other domestic debt securities | $117,125,000 | 132 |
Privately issued residential mortgage-backed securities | $0 | 991 |
Commercial mortgage-backed securities - Total | $0 | 126 |
Asset backed securities | $0 | 459 |
Structured financial products - Total | $0 | 318 |
Other domestic debt securities - All other | $117,125,000 | 75 |
Foreign debt securities | $1,025,000 | 175 |
Equity securities | $0 | 1,315 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,363,941,000 | 71 |
Mortgage-backed securities | $3,510,665,000 | 50 |
Certificates of participation in pools of residential mortgages | $779,349,000 | 81 |
Issued or guaranteed by U.S. | $779,349,000 | 80 |
Privately issued | $0 | 80 |
Collaterized mortgage obligations | $2,731,316,000 | 33 |
CMOs issued by government agencies or sponsored agencies | $2,731,316,000 | 33 |
Privately issued | $0 | 947 |
Commercial mortgage-backed securities | $0 | 950 |
Commercial mortgage pass-through securities | $0 | 679 |
Other commercial mortgage-backed securities | $0 | 496 |
Held to maturity securities (book value) | $58,049,000 | 357 |
Available-for-sale securities (fair market value) | $4,191,892,000 | 49 |
Total debt securities | $4,249,940,000 | 56 |
Structured notes | ||
Amortized cost | $0 | 2,389 |
Fair value | $0 | 2,389 |
Trading account assets | $6,332,000 | 84 |
Revaluation gains on off-balance sheet contracts | $0 | 135 |
Revaluation losses on off-balance sheet contracts | $0 | 137 |
2013-06-30 | Rank | |
Total securities | $4,495,353,000 | 56 |
U.S. Government securities | $3,811,955,000 | 54 |
U.S. Treasury securities | $24,955,000 | 153 |
U.S. Government agency obligations | $3,787,000,000 | 53 |
Securities issued by states & political subdivisions | $564,881,000 | 39 |
Other domestic debt securities | $117,467,000 | 134 |
Privately issued residential mortgage-backed securities | $0 | 1,015 |
Commercial mortgage-backed securities - Total | $0 | 134 |
Asset backed securities | $0 | 469 |
Structured financial products - Total | $0 | 318 |
Other domestic debt securities - All other | $117,467,000 | 74 |
Foreign debt securities | $1,050,000 | 164 |
Equity securities | $0 | 1,319 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,261,008,000 | 76 |
Mortgage-backed securities | $3,774,420,000 | 49 |
Certificates of participation in pools of residential mortgages | $846,066,000 | 78 |
Issued or guaranteed by U.S. | $846,066,000 | 77 |
Privately issued | $0 | 83 |
Collaterized mortgage obligations | $2,928,354,000 | 32 |
CMOs issued by government agencies or sponsored agencies | $2,928,354,000 | 32 |
Privately issued | $0 | 969 |
Commercial mortgage-backed securities | $0 | 927 |
Commercial mortgage pass-through securities | $0 | 680 |
Other commercial mortgage-backed securities | $0 | 456 |
Held to maturity securities (book value) | $58,649,000 | 332 |
Available-for-sale securities (fair market value) | $4,436,704,000 | 48 |
Total debt securities | $4,495,352,000 | 56 |
Structured notes | ||
Amortized cost | $0 | 2,378 |
Fair value | $0 | 2,378 |
Trading account assets | $6,393,000 | 90 |
Revaluation gains on off-balance sheet contracts | $0 | 131 |
Revaluation losses on off-balance sheet contracts | $0 | 130 |
2013-03-31 | Rank | |
Total securities | $4,626,258,000 | 55 |
U.S. Government securities | $3,924,307,000 | 53 |
U.S. Treasury securities | $12,037,000 | 258 |
U.S. Government agency obligations | $3,912,270,000 | 50 |
Securities issued by states & political subdivisions | $582,376,000 | 39 |
Other domestic debt securities | $118,450,000 | 132 |
Privately issued residential mortgage-backed securities | $0 | 1,050 |
Commercial mortgage-backed securities - Total | $0 | 135 |
Asset backed securities | $0 | 464 |
Structured financial products - Total | $0 | 323 |
Other domestic debt securities - All other | $118,450,000 | 75 |
Foreign debt securities | $1,125,000 | 159 |
Equity securities | $0 | 1,338 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,364,986,000 | 70 |
Mortgage-backed securities | $3,900,427,000 | 47 |
Certificates of participation in pools of residential mortgages | $961,188,000 | 74 |
Issued or guaranteed by U.S. | $961,188,000 | 72 |
Privately issued | $0 | 83 |
Collaterized mortgage obligations | $2,939,239,000 | 33 |
CMOs issued by government agencies or sponsored agencies | $2,939,239,000 | 32 |
Privately issued | $0 | 1,005 |
Commercial mortgage-backed securities | $0 | 850 |
Commercial mortgage pass-through securities | $0 | 638 |
Other commercial mortgage-backed securities | $0 | 383 |
Held to maturity securities (book value) | $59,288,000 | 308 |
Available-for-sale securities (fair market value) | $4,566,970,000 | 48 |
Total debt securities | $4,626,256,000 | 54 |
Structured notes | ||
Amortized cost | $0 | 2,420 |
Fair value | $0 | 2,419 |
Trading account assets | $6,454,000 | 96 |
Revaluation gains on off-balance sheet contracts | $0 | 126 |
Revaluation losses on off-balance sheet contracts | $0 | 128 |
2012-12-31 | Rank | |
Total securities | $4,589,082,000 | 54 |
U.S. Government securities | $3,929,654,000 | 53 |
U.S. Treasury securities | $11,786,000 | 265 |
U.S. Government agency obligations | $3,917,868,000 | 50 |
Securities issued by states & political subdivisions | $539,609,000 | 40 |
Other domestic debt securities | $118,644,000 | 131 |
Privately issued residential mortgage-backed securities | $0 | 1,069 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 438 |
Structured financial products - Total | $0 | 329 |
Other domestic debt securities - All other | $118,644,000 | 73 |
Foreign debt securities | $1,175,000 | 157 |
Equity securities | $0 | 1,323 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,502,988,000 | 68 |
Mortgage-backed securities | $3,898,989,000 | 48 |
Certificates of participation in pools of residential mortgages | $1,080,633,000 | 70 |
Issued or guaranteed by U.S. | $1,080,633,000 | 69 |
Privately issued | $0 | 85 |
Collaterized mortgage obligations | $2,818,356,000 | 34 |
CMOs issued by government agencies or sponsored agencies | $2,818,356,000 | 32 |
Privately issued | $0 | 1,025 |
Commercial mortgage-backed securities | $0 | 744 |
Commercial mortgage pass-through securities | $0 | 571 |
Other commercial mortgage-backed securities | $0 | 317 |
Held to maturity securities (book value) | $59,900,000 | 298 |
Available-for-sale securities (fair market value) | $4,529,182,000 | 49 |
Total debt securities | $4,589,081,000 | 54 |
Structured notes | ||
Amortized cost | $0 | 2,454 |
Fair value | $0 | 2,454 |
Trading account assets | $6,513,000 | 98 |
Revaluation gains on off-balance sheet contracts | $0 | 124 |
Revaluation losses on off-balance sheet contracts | $0 | 126 |
2012-09-30 | Rank | |
Total securities | $3,708,434,000 | 59 |
U.S. Government securities | $3,206,451,000 | 57 |
U.S. Treasury securities | $11,870,000 | 229 |
U.S. Government agency obligations | $3,194,581,000 | 56 |
Securities issued by states & political subdivisions | $381,624,000 | 51 |
Other domestic debt securities | $119,184,000 | 131 |
Privately issued residential mortgage-backed securities | $0 | 1,116 |
Commercial mortgage-backed securities - Total | $0 | 122 |
Asset backed securities | $0 | 429 |
Structured financial products - Total | $0 | 340 |
Other domestic debt securities - All other | $119,184,000 | 78 |
Foreign debt securities | $1,175,000 | 154 |
Equity securities | $0 | 1,347 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,414,618,000 | 71 |
Mortgage-backed securities | $3,175,594,000 | 51 |
Certificates of participation in pools of residential mortgages | $1,218,434,000 | 71 |
Issued or guaranteed by U.S. | $1,218,434,000 | 70 |
Privately issued | $0 | 88 |
Collaterized mortgage obligations | $1,957,160,000 | 41 |
CMOs issued by government agencies or sponsored agencies | $1,957,160,000 | 39 |
Privately issued | $0 | 1,068 |
Commercial mortgage-backed securities | $0 | 715 |
Commercial mortgage pass-through securities | $0 | 537 |
Other commercial mortgage-backed securities | $0 | 310 |
Held to maturity securities (book value) | $60,451,000 | 300 |
Available-for-sale securities (fair market value) | $3,647,983,000 | 53 |
Total debt securities | $3,708,435,000 | 58 |
Structured notes | ||
Amortized cost | $0 | 2,644 |
Fair value | $0 | 2,644 |
Trading account assets | $6,318,000 | 96 |
Revaluation gains on off-balance sheet contracts | $0 | 122 |
Revaluation losses on off-balance sheet contracts | $0 | 121 |
2012-06-30 | Rank | |
Total securities | $3,618,389,000 | 62 |
U.S. Government securities | $3,194,983,000 | 62 |
U.S. Treasury securities | $11,950,000 | 233 |
U.S. Government agency obligations | $3,183,033,000 | 60 |
Securities issued by states & political subdivisions | $303,123,000 | 60 |
Other domestic debt securities | $118,908,000 | 136 |
Privately issued residential mortgage-backed securities | $0 | 1,166 |
Commercial mortgage-backed securities - Total | $0 | 125 |
Asset backed securities | $0 | 386 |
Structured financial products - Total | $0 | 339 |
Other domestic debt securities - All other | $118,908,000 | 77 |
Foreign debt securities | $1,375,000 | 142 |
Equity securities | $0 | 1,351 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,344,001,000 | 77 |
Mortgage-backed securities | $3,164,047,000 | 54 |
Certificates of participation in pools of residential mortgages | $1,340,650,000 | 62 |
Issued or guaranteed by U.S. | $1,340,650,000 | 61 |
Privately issued | $0 | 94 |
Collaterized mortgage obligations | $1,823,397,000 | 43 |
CMOs issued by government agencies or sponsored agencies | $1,823,397,000 | 40 |
Privately issued | $0 | 1,117 |
Commercial mortgage-backed securities | $0 | 679 |
Commercial mortgage pass-through securities | $0 | 499 |
Other commercial mortgage-backed securities | $0 | 292 |
Held to maturity securities (book value) | $61,200,000 | 295 |
Available-for-sale securities (fair market value) | $3,557,189,000 | 58 |
Total debt securities | $3,618,385,000 | 62 |
Structured notes | ||
Amortized cost | $0 | 2,893 |
Fair value | $0 | 2,893 |
Trading account assets | $12,021,000 | 79 |
Revaluation gains on off-balance sheet contracts | $0 | 111 |
Revaluation losses on off-balance sheet contracts | $0 | 119 |
2012-03-31 | Rank | |
Total securities | $2,801,217,000 | 74 |
U.S. Government securities | $2,515,473,000 | 69 |
U.S. Treasury securities | $11,902,000 | 244 |
U.S. Government agency obligations | $2,503,571,000 | 68 |
Securities issued by states & political subdivisions | $165,235,000 | 123 |
Other domestic debt securities | $119,109,000 | 137 |
Privately issued residential mortgage-backed securities | $0 | 1,202 |
Commercial mortgage-backed securities - Total | $0 | 130 |
Asset backed securities | $0 | 339 |
Structured financial products - Total | $0 | 346 |
Other domestic debt securities - All other | $119,109,000 | 81 |
Foreign debt securities | $1,400,000 | 112 |
Equity securities | $0 | 1,343 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,335,877,000 | 76 |
Mortgage-backed securities | $2,484,657,000 | 67 |
Certificates of participation in pools of residential mortgages | $1,452,160,000 | 58 |
Issued or guaranteed by U.S. | $1,452,160,000 | 57 |
Privately issued | $0 | 94 |
Collaterized mortgage obligations | $1,032,497,000 | 63 |
CMOs issued by government agencies or sponsored agencies | $1,032,497,000 | 57 |
Privately issued | $0 | 1,155 |
Commercial mortgage-backed securities | $0 | 643 |
Commercial mortgage pass-through securities | $0 | 474 |
Other commercial mortgage-backed securities | $0 | 265 |
Held to maturity securities (book value) | $61,763,000 | 298 |
Available-for-sale securities (fair market value) | $2,739,454,000 | 66 |
Total debt securities | $2,801,218,000 | 74 |
Structured notes | ||
Amortized cost | $0 | 3,105 |
Fair value | $0 | 3,105 |
Trading account assets | $22,560,000 | 70 |
Revaluation gains on off-balance sheet contracts | $0 | 115 |
Revaluation losses on off-balance sheet contracts | $0 | 115 |
2011-12-31 | Rank | |
Total securities | $2,767,122,000 | 77 |
U.S. Government securities | $2,559,428,000 | 67 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $2,559,428,000 | 67 |
Securities issued by states & political subdivisions | $127,824,000 | 167 |
Other domestic debt securities | $151,507,000 | 125 |
Privately issued residential mortgage-backed securities | $0 | 1,281 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $151,507,000 | 67 |
Foreign debt securities | NA | NA |
Equity securities | $148,000 | 898 |
Assets held in trading accounts for TFR Reporters | $71,785,000 | 3 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,457,290,000 | 64 |
Certificates of participation in pools of residential mortgages | $2,457,290,000 | 37 |
Issued or guaranteed by U.S. | $2,457,290,000 | 37 |
Privately issued | $0 | 121 |
Collaterized mortgage obligations | $0 | 3,863 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,583 |
Privately issued | $0 | 1,216 |
Commercial mortgage-backed securities | $0 | 561 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $94,114,000 | 215 |
Available-for-sale securities (fair market value) | $2,673,008,000 | 72 |
Total debt securities | $2,838,759,000 | 74 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $71,785,000 | 50 |
Revaluation gains on off-balance sheet contracts | $0 | 90 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2011-09-30 | Rank | |
Total securities | $2,314,890,000 | 88 |
U.S. Government securities | $2,136,836,000 | 76 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $2,136,836,000 | 76 |
Securities issued by states & political subdivisions | $109,779,000 | 185 |
Other domestic debt securities | $115,892,000 | 152 |
Privately issued residential mortgage-backed securities | $0 | 1,304 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $115,892,000 | 82 |
Foreign debt securities | NA | NA |
Equity securities | $22,247,000 | 75 |
Assets held in trading accounts for TFR Reporters | $69,864,000 | 4 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,103,208,000 | 72 |
Certificates of participation in pools of residential mortgages | $2,103,208,000 | 42 |
Issued or guaranteed by U.S. | $2,103,208,000 | 41 |
Privately issued | $0 | 132 |
Collaterized mortgage obligations | $0 | 3,861 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,576 |
Privately issued | $0 | 1,235 |
Commercial mortgage-backed securities | $0 | 499 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $31,267,000 | 491 |
Available-for-sale securities (fair market value) | $2,283,623,000 | 79 |
Total debt securities | $2,362,507,000 | 88 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $69,864,000 | 54 |
Revaluation gains on off-balance sheet contracts | $0 | 86 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2011-06-30 | Rank | |
Total securities | $2,833,046,000 | 77 |
U.S. Government securities | $2,740,350,000 | 67 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $2,740,350,000 | 64 |
Securities issued by states & political subdivisions | $57,151,000 | 436 |
Other domestic debt securities | $100,896,000 | 160 |
Privately issued residential mortgage-backed securities | $0 | 1,326 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $100,896,000 | 82 |
Foreign debt securities | NA | NA |
Equity securities | $19,595,000 | 90 |
Assets held in trading accounts for TFR Reporters | $84,946,000 | 4 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,706,587,000 | 60 |
Certificates of participation in pools of residential mortgages | $2,706,587,000 | 34 |
Issued or guaranteed by U.S. | $2,706,587,000 | 32 |
Privately issued | $0 | 125 |
Collaterized mortgage obligations | $0 | 3,866 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,565 |
Privately issued | $0 | 1,265 |
Commercial mortgage-backed securities | $0 | 483 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $35,545,000 | 440 |
Available-for-sale securities (fair market value) | $2,797,501,000 | 70 |
Total debt securities | $2,898,397,000 | 74 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $84,946,000 | 48 |
Revaluation gains on off-balance sheet contracts | $0 | 89 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2011-03-31 | Rank | |
Total securities | $2,660,587,000 | 84 |
U.S. Government securities | $2,587,556,000 | 68 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $2,587,556,000 | 64 |
Securities issued by states & political subdivisions | $57,544,000 | 421 |
Other domestic debt securities | $86,514,000 | 183 |
Privately issued residential mortgage-backed securities | $0 | 1,365 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $86,514,000 | 90 |
Foreign debt securities | NA | NA |
Equity securities | $13,888,000 | 120 |
Assets held in trading accounts for TFR Reporters | $84,915,000 | 3 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,553,680,000 | 62 |
Certificates of participation in pools of residential mortgages | $2,553,680,000 | 36 |
Issued or guaranteed by U.S. | $2,553,680,000 | 36 |
Privately issued | $0 | 136 |
Collaterized mortgage obligations | $0 | 3,842 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,537 |
Privately issued | $0 | 1,299 |
Commercial mortgage-backed securities | $0 | 474 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $302,934,000 | 81 |
Available-for-sale securities (fair market value) | $2,357,653,000 | 78 |
Total debt securities | $2,731,614,000 | 81 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $84,915,000 | 47 |
Revaluation gains on off-balance sheet contracts | $0 | 85 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2010-12-31 | Rank | |
Total securities | $2,411,057,000 | 89 |
U.S. Government securities | $2,333,576,000 | 73 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $2,333,576,000 | 69 |
Securities issued by states & political subdivisions | $57,579,000 | 405 |
Other domestic debt securities | $85,413,000 | 183 |
Privately issued residential mortgage-backed securities | $0 | 1,419 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $85,413,000 | 87 |
Foreign debt securities | NA | NA |
Equity securities | $17,948,000 | 98 |
Assets held in trading accounts for TFR Reporters | $83,459,000 | 3 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,291,096,000 | 61 |
Certificates of participation in pools of residential mortgages | $2,291,096,000 | 34 |
Issued or guaranteed by U.S. | $2,291,096,000 | 34 |
Privately issued | $0 | 141 |
Collaterized mortgage obligations | $0 | 3,850 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,521 |
Privately issued | $0 | 1,350 |
Commercial mortgage-backed securities | $0 | 438 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $16,546,000 | 777 |
Available-for-sale securities (fair market value) | $2,394,511,000 | 76 |
Total debt securities | $2,476,568,000 | 89 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $83,459,000 | 48 |
Revaluation gains on off-balance sheet contracts | $0 | 86 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2010-09-30 | Rank | |
Total securities | $1,809,254,000 | 103 |
U.S. Government securities | $1,780,817,000 | 82 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $1,780,817,000 | 78 |
Securities issued by states & political subdivisions | $285,000 | 5,487 |
Other domestic debt securities | $83,430,000 | 180 |
Privately issued residential mortgage-backed securities | $0 | 1,488 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $83,430,000 | 85 |
Foreign debt securities | NA | NA |
Equity securities | $28,191,000 | 66 |
Assets held in trading accounts for TFR Reporters | $83,469,000 | 3 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $1,766,109,000 | 75 |
Certificates of participation in pools of residential mortgages | $1,766,109,000 | 46 |
Issued or guaranteed by U.S. | $1,766,109,000 | 45 |
Privately issued | $0 | 141 |
Collaterized mortgage obligations | $0 | 3,851 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,513 |
Privately issued | $0 | 1,417 |
Commercial mortgage-backed securities | $0 | 411 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $27,890,000 | 542 |
Available-for-sale securities (fair market value) | $1,781,364,000 | 89 |
Total debt securities | $1,864,532,000 | 100 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $83,469,000 | 52 |
Revaluation gains on off-balance sheet contracts | $0 | 81 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2010-06-30 | Rank | |
Total securities | $1,047,225,000 | 148 |
U.S. Government securities | $1,038,687,000 | 115 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $1,038,687,000 | 110 |
Securities issued by states & political subdivisions | $290,000 | 5,455 |
Other domestic debt securities | $75,730,000 | 194 |
Privately issued residential mortgage-backed securities | $0 | 1,518 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $75,730,000 | 86 |
Foreign debt securities | NA | NA |
Equity securities | $8,085,000 | 177 |
Assets held in trading accounts for TFR Reporters | $75,567,000 | 4 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $1,014,948,000 | 103 |
Certificates of participation in pools of residential mortgages | $1,014,948,000 | 67 |
Issued or guaranteed by U.S. | $1,014,948,000 | 66 |
Privately issued | $0 | 148 |
Collaterized mortgage obligations | $0 | 3,779 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,439 |
Privately issued | $0 | 1,445 |
Commercial mortgage-backed securities | $0 | 407 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $-75,567,000 | 7,839 |
Available-for-sale securities (fair market value) | $1,122,792,000 | 120 |
Total debt securities | $1,114,707,000 | 138 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $75,567,000 | 52 |
Revaluation gains on off-balance sheet contracts | $0 | 77 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2010-03-31 | Rank | |
Total securities | $746,370,000 | 183 |
U.S. Government securities | $735,561,000 | 153 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $735,561,000 | 147 |
Securities issued by states & political subdivisions | $290,000 | 5,482 |
Other domestic debt securities | $75,876,000 | 200 |
Privately issued residential mortgage-backed securities | $0 | 1,550 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $75,876,000 | 85 |
Foreign debt securities | NA | NA |
Equity securities | $10,359,000 | 141 |
Assets held in trading accounts for TFR Reporters | $75,716,000 | 4 |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $711,797,000 | 132 |
Certificates of participation in pools of residential mortgages | $711,797,000 | 81 |
Issued or guaranteed by U.S. | $711,797,000 | 78 |
Privately issued | $0 | 145 |
Collaterized mortgage obligations | $0 | 3,785 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,423 |
Privately issued | $0 | 1,481 |
Commercial mortgage-backed securities | $0 | 422 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $648,377,000 | 38 |
Available-for-sale securities (fair market value) | $97,993,000 | 1,177 |
Total debt securities | $811,727,000 | 176 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $75,716,000 | 48 |
Revaluation gains on off-balance sheet contracts | $0 | 83 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2009-12-31 | Rank | |
Total securities | $757,628,000 | 186 |
U.S. Government securities | $750,836,000 | 147 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $750,836,000 | 143 |
Securities issued by states & political subdivisions | $290,000 | 5,510 |
Other domestic debt securities | $75,858,000 | 204 |
Privately issued residential mortgage-backed securities | $0 | 1,592 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $75,858,000 | 83 |
Foreign debt securities | NA | NA |
Equity securities | $6,339,000 | 231 |
Assets held in trading accounts for TFR Reporters | $75,695,000 | 5 |
General valuation allowances for securities for TFR Reporters | $0 | 1 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $728,089,000 | 132 |
Certificates of participation in pools of residential mortgages | $728,089,000 | 85 |
Issued or guaranteed by U.S. | $728,089,000 | 82 |
Privately issued | $0 | 157 |
Collaterized mortgage obligations | $0 | 3,798 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,418 |
Privately issued | $0 | 1,512 |
Commercial mortgage-backed securities | $0 | 408 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $664,756,000 | 39 |
Available-for-sale securities (fair market value) | $92,872,000 | 1,222 |
Total debt securities | $826,984,000 | 170 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $75,695,000 | 51 |
Revaluation gains on off-balance sheet contracts | $0 | 83 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2009-09-30 | Rank | |
Total securities | $530,710,000 | 253 |
U.S. Government securities | $484,588,000 | 203 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $484,588,000 | 198 |
Securities issued by states & political subdivisions | $295,000 | 5,530 |
Other domestic debt securities | $10,448,000 | 870 |
Privately issued residential mortgage-backed securities | $0 | 1,651 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $10,448,000 | 362 |
Foreign debt securities | NA | NA |
Equity securities | $45,667,000 | 61 |
Assets held in trading accounts for TFR Reporters | $10,288,000 | 12 |
General valuation allowances for securities for TFR Reporters | $0 | 1 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $435,635,000 | 191 |
Certificates of participation in pools of residential mortgages | $435,635,000 | 122 |
Issued or guaranteed by U.S. | $435,635,000 | 120 |
Privately issued | $0 | 171 |
Collaterized mortgage obligations | $0 | 3,808 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,415 |
Privately issued | $0 | 1,566 |
Commercial mortgage-backed securities | $0 | 419 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $464,427,000 | 61 |
Available-for-sale securities (fair market value) | $66,283,000 | 1,649 |
Total debt securities | $495,331,000 | 260 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $10,288,000 | 103 |
Revaluation gains on off-balance sheet contracts | $0 | 82 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2009-06-30 | Rank | |
Total securities | $520,715,000 | 259 |
U.S. Government securities | $445,963,000 | 210 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $445,963,000 | 205 |
Securities issued by states & political subdivisions | $300,000 | 5,549 |
Other domestic debt securities | $12,912,000 | 778 |
Privately issued residential mortgage-backed securities | $0 | 1,666 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $12,912,000 | 324 |
Foreign debt securities | NA | NA |
Equity securities | $73,791,000 | 51 |
Assets held in trading accounts for TFR Reporters | $12,251,000 | 10 |
General valuation allowances for securities for TFR Reporters | $0 | 1 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $435,403,000 | 197 |
Certificates of participation in pools of residential mortgages | $435,403,000 | 124 |
Issued or guaranteed by U.S. | $435,403,000 | 122 |
Privately issued | $0 | 181 |
Collaterized mortgage obligations | $0 | 3,801 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,401 |
Privately issued | $0 | 1,581 |
Commercial mortgage-backed securities | $0 | 346 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $423,365,000 | 57 |
Available-for-sale securities (fair market value) | $97,350,000 | 1,114 |
Total debt securities | $459,175,000 | 278 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $12,251,000 | 99 |
Revaluation gains on off-balance sheet contracts | $0 | 79 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2009-03-31 | Rank | |
Total securities | $833,418,000 | 177 |
U.S. Government securities | $756,672,000 | 143 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $756,672,000 | 137 |
Securities issued by states & political subdivisions | $315,000 | 5,469 |
Other domestic debt securities | $17,023,000 | 636 |
Privately issued residential mortgage-backed securities | $0 | 1,686 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $17,023,000 | 263 |
Foreign debt securities | NA | NA |
Equity securities | $75,758,000 | 52 |
Assets held in trading accounts for TFR Reporters | $16,350,000 | 11 |
General valuation allowances for securities for TFR Reporters | $0 | 1 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $720,856,000 | 134 |
Certificates of participation in pools of residential mortgages | $720,856,000 | 94 |
Issued or guaranteed by U.S. | $720,856,000 | 91 |
Privately issued | $0 | 191 |
Collaterized mortgage obligations | $0 | 3,807 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,397 |
Privately issued | $0 | 1,599 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $714,060,000 | 36 |
Available-for-sale securities (fair market value) | $119,358,000 | 905 |
Total debt securities | $774,010,000 | 182 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $16,350,000 | 103 |
Revaluation gains on off-balance sheet contracts | $0 | 65 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2008-12-31 | Rank | |
Total securities | $1,248,212,000 | 128 |
U.S. Government securities | $1,192,505,000 | 102 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $1,192,505,000 | 100 |
Securities issued by states & political subdivisions | $315,000 | 5,428 |
Other domestic debt securities | $22,191,000 | 495 |
Privately issued residential mortgage-backed securities | $0 | 1,641 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $22,191,000 | 201 |
Foreign debt securities | NA | NA |
Equity securities | $54,625,000 | 58 |
Assets held in trading accounts for TFR Reporters | $21,424,000 | 13 |
General valuation allowances for securities for TFR Reporters | $0 | 2 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $373,209,000 | 224 |
Certificates of participation in pools of residential mortgages | $373,209,000 | 149 |
Issued or guaranteed by U.S. | $373,209,000 | 146 |
Privately issued | $0 | 188 |
Collaterized mortgage obligations | $0 | 3,792 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,412 |
Privately issued | $0 | 1,555 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $466,268,000 | 50 |
Available-for-sale securities (fair market value) | $781,944,000 | 157 |
Total debt securities | $1,215,011,000 | 126 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $21,424,000 | 96 |
Revaluation gains on off-balance sheet contracts | $0 | 62 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2008-09-30 | Rank | |
Total securities | $812,293,000 | 172 |
U.S. Government securities | $764,490,000 | 134 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $764,490,000 | 130 |
Securities issued by states & political subdivisions | $315,000 | 5,444 |
Other domestic debt securities | $34,539,000 | 384 |
Privately issued residential mortgage-backed securities | $1,000 | 1,589 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $34,538,000 | 141 |
Foreign debt securities | NA | NA |
Equity securities | $46,226,000 | 62 |
Assets held in trading accounts for TFR Reporters | $33,277,000 | 8 |
General valuation allowances for securities for TFR Reporters | $0 | 4 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $1,000 | 6,611 |
Certificates of participation in pools of residential mortgages | $1,000 | 6,382 |
Issued or guaranteed by U.S. | $0 | 6,391 |
Privately issued | $1,000 | 189 |
Collaterized mortgage obligations | $0 | 3,748 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,364 |
Privately issued | $0 | 1,529 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $371,128,000 | 59 |
Available-for-sale securities (fair market value) | $441,165,000 | 243 |
Total debt securities | $799,344,000 | 172 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $33,277,000 | 81 |
Revaluation gains on off-balance sheet contracts | $0 | 66 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2008-06-30 | Rank | |
Total securities | $835,412,000 | 175 |
U.S. Government securities | $803,253,000 | 137 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $803,253,000 | 131 |
Securities issued by states & political subdivisions | $316,000 | 5,499 |
Other domestic debt securities | $33,761,000 | 394 |
Privately issued residential mortgage-backed securities | $2,000 | 1,556 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $33,759,000 | 158 |
Foreign debt securities | NA | NA |
Equity securities | $27,570,000 | 118 |
Assets held in trading accounts for TFR Reporters | $29,488,000 | 11 |
General valuation allowances for securities for TFR Reporters | $0 | 5 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $2,000 | 6,623 |
Certificates of participation in pools of residential mortgages | $2,000 | 6,386 |
Issued or guaranteed by U.S. | $0 | 6,414 |
Privately issued | $2,000 | 199 |
Collaterized mortgage obligations | $0 | 3,774 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,399 |
Privately issued | $0 | 1,503 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $-27,814,000 | 8,461 |
Available-for-sale securities (fair market value) | $863,226,000 | 148 |
Total debt securities | $837,330,000 | 170 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $29,488,000 | 92 |
Revaluation gains on off-balance sheet contracts | $0 | 66 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2008-03-31 | Rank | |
Total securities | $952,158,000 | 165 |
U.S. Government securities | $916,969,000 | 125 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $916,969,000 | 121 |
Securities issued by states & political subdivisions | $315,000 | 5,514 |
Other domestic debt securities | $32,608,000 | 407 |
Privately issued residential mortgage-backed securities | $6,000 | 1,523 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $32,602,000 | 173 |
Foreign debt securities | NA | NA |
Equity securities | $27,129,000 | 133 |
Assets held in trading accounts for TFR Reporters | $24,863,000 | 14 |
General valuation allowances for securities for TFR Reporters | $0 | 4 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $6,000 | 6,569 |
Certificates of participation in pools of residential mortgages | $6,000 | 6,314 |
Issued or guaranteed by U.S. | $0 | 6,412 |
Privately issued | $6,000 | 199 |
Collaterized mortgage obligations | $0 | 3,780 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,396 |
Privately issued | $0 | 1,493 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $-20,336,000 | 8,501 |
Available-for-sale securities (fair market value) | $972,494,000 | 143 |
Total debt securities | $949,892,000 | 160 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $24,863,000 | 103 |
Revaluation gains on off-balance sheet contracts | $0 | 61 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2007-12-31 | Rank | |
Total securities | $63,685,000 | 1,834 |
U.S. Government securities | $21,990,000 | 3,346 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $21,990,000 | 3,279 |
Securities issued by states & political subdivisions | $0 | 6,012 |
Other domestic debt securities | $32,014,000 | 402 |
Privately issued residential mortgage-backed securities | $8,000 | 1,424 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $32,006,000 | 176 |
Foreign debt securities | NA | NA |
Equity securities | $28,386,000 | 129 |
Assets held in trading accounts for TFR Reporters | $18,705,000 | 14 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $8,000 | 6,496 |
Certificates of participation in pools of residential mortgages | $8,000 | 6,240 |
Issued or guaranteed by U.S. | $0 | 6,379 |
Privately issued | $8,000 | 187 |
Collaterized mortgage obligations | $0 | 3,715 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,350 |
Privately issued | $0 | 1,403 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $759,000 | 2,798 |
Available-for-sale securities (fair market value) | $62,926,000 | 1,615 |
Total debt securities | $54,004,000 | 2,110 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $18,705,000 | 113 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2007-09-30 | Rank | |
Total securities | $58,994,000 | 1,957 |
U.S. Government securities | $21,964,000 | 3,396 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $21,964,000 | 3,326 |
Securities issued by states & political subdivisions | $0 | 6,045 |
Other domestic debt securities | $33,449,000 | 371 |
Privately issued residential mortgage-backed securities | $11,000 | 1,385 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $33,438,000 | 171 |
Foreign debt securities | NA | NA |
Equity securities | $26,089,000 | 136 |
Assets held in trading accounts for TFR Reporters | $22,508,000 | 11 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $11,000 | 6,449 |
Certificates of participation in pools of residential mortgages | $11,000 | 6,172 |
Issued or guaranteed by U.S. | $0 | 6,345 |
Privately issued | $11,000 | 188 |
Collaterized mortgage obligations | $0 | 3,707 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,327 |
Privately issued | $0 | 1,378 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $1,000 | 3,717 |
Available-for-sale securities (fair market value) | $58,993,000 | 1,691 |
Total debt securities | $55,413,000 | 2,034 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $22,508,000 | 99 |
Revaluation gains on off-balance sheet contracts | $0 | 60 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2007-06-30 | Rank | |
Total securities | $58,871,000 | 1,947 |
U.S. Government securities | $21,939,000 | 3,420 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $21,939,000 | 3,330 |
Securities issued by states & political subdivisions | $0 | 6,106 |
Other domestic debt securities | $34,412,000 | 360 |
Privately issued residential mortgage-backed securities | $14,000 | 1,335 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $34,398,000 | 161 |
Foreign debt securities | NA | NA |
Equity securities | $28,896,000 | 115 |
Assets held in trading accounts for TFR Reporters | $26,376,000 | 11 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $14,000 | 6,457 |
Certificates of participation in pools of residential mortgages | $14,000 | 6,171 |
Issued or guaranteed by U.S. | $0 | 6,389 |
Privately issued | $14,000 | 196 |
Collaterized mortgage obligations | $0 | 3,689 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,312 |
Privately issued | $0 | 1,337 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $8,181,000 | 1,397 |
Available-for-sale securities (fair market value) | $50,690,000 | 1,961 |
Total debt securities | $56,351,000 | 1,988 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $26,376,000 | 94 |
Revaluation gains on off-balance sheet contracts | $0 | 67 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2007-03-31 | Rank | |
Total securities | $53,452,000 | 2,164 |
U.S. Government securities | $21,821,000 | 3,453 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $21,821,000 | 3,362 |
Securities issued by states & political subdivisions | $0 | 6,160 |
Other domestic debt securities | $37,525,000 | 338 |
Privately issued residential mortgage-backed securities | $18,000 | 1,296 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $37,507,000 | 154 |
Foreign debt securities | NA | NA |
Equity securities | $23,673,000 | 126 |
Assets held in trading accounts for TFR Reporters | $29,567,000 | 13 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $18,000 | 6,446 |
Certificates of participation in pools of residential mortgages | $18,000 | 6,155 |
Issued or guaranteed by U.S. | $0 | 6,414 |
Privately issued | $18,000 | 202 |
Collaterized mortgage obligations | $0 | 3,669 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,314 |
Privately issued | $0 | 1,292 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $8,105,000 | 1,426 |
Available-for-sale securities (fair market value) | $45,347,000 | 2,172 |
Total debt securities | $59,346,000 | 1,923 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $29,567,000 | 109 |
Revaluation gains on off-balance sheet contracts | $0 | 67 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2006-12-31 | Rank | |
Total securities | $56,845,000 | 2,074 |
U.S. Government securities | $25,942,000 | 3,078 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $25,942,000 | 2,993 |
Securities issued by states & political subdivisions | $0 | 6,206 |
Other domestic debt securities | $36,803,000 | 335 |
Privately issued residential mortgage-backed securities | $22,000 | 1,276 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $36,781,000 | 160 |
Foreign debt securities | NA | NA |
Equity securities | $23,649,000 | 132 |
Assets held in trading accounts for TFR Reporters | $29,549,000 | 7 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $22,000 | 6,447 |
Certificates of participation in pools of residential mortgages | $22,000 | 6,149 |
Issued or guaranteed by U.S. | $0 | 6,445 |
Privately issued | $22,000 | 188 |
Collaterized mortgage obligations | $0 | 3,687 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,329 |
Privately issued | $0 | 1,297 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $168,000 | 3,529 |
Available-for-sale securities (fair market value) | $56,677,000 | 1,793 |
Total debt securities | $62,745,000 | 1,853 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $29,549,000 | 64 |
Revaluation gains on off-balance sheet contracts | $0 | 60 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2006-09-30 | Rank | |
Total securities | $178,212,000 | 713 |
U.S. Government securities | $174,764,000 | 539 |
U.S. Treasury securities | NA | NA |
U.S. Government agency obligations | $174,764,000 | 525 |
Securities issued by states & political subdivisions | $0 | 6,288 |
Other domestic debt securities | $6,619,000 | 886 |
Privately issued residential mortgage-backed securities | $24,000 | 1,267 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $6,595,000 | 550 |
Foreign debt securities | NA | NA |
Equity securities | $26,326,000 | 122 |
Assets held in trading accounts for TFR Reporters | $29,497,000 | 9 |
General valuation allowances for securities for TFR Reporters | $0 | 3 |
Memoranda: | ||
Pledged securities | NA | NA |
Mortgage-backed securities | $29,399,000 | 1,350 |
Certificates of participation in pools of residential mortgages | $29,399,000 | 981 |
Issued or guaranteed by U.S. | $29,375,000 | 971 |
Privately issued | $24,000 | 197 |
Collaterized mortgage obligations | $0 | 3,680 |
CMOs issued by government agencies or sponsored agencies | $0 | 3,319 |
Privately issued | $0 | 1,279 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $152,034,000 | 141 |
Available-for-sale securities (fair market value) | $26,178,000 | 3,348 |
Total debt securities | $181,383,000 | 683 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $29,497,000 | 67 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | NA | NA |
2006-06-30 | Rank | |
Total securities | $874,798,000 | 198 |
U.S. Government securities | $736,356,000 | 176 |
U.S. Treasury securities | $5,982,000 | 435 |
U.S. Government agency obligations | $730,374,000 | 170 |
Securities issued by states & political subdivisions | $0 | 6,332 |
Other domestic debt securities | $117,198,000 | 185 |
Privately issued residential mortgage-backed securities | $110,243,000 | 123 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 304 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $6,955,000 | 548 |
Foreign debt securities | $1,100,000 | 74 |
Equity securities | $20,144,000 | 156 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $138,551,000 | 404 |
Mortgage-backed securities | $577,748,000 | 159 |
Certificates of participation in pools of residential mortgages | $24,488,000 | 1,154 |
Issued or guaranteed by U.S. | $24,460,000 | 1,147 |
Privately issued | $28,000 | 192 |
Collaterized mortgage obligations | $553,260,000 | 94 |
CMOs issued by government agencies or sponsored agencies | $443,045,000 | 77 |
Privately issued | $110,215,000 | 110 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $8,083,000 | 1,541 |
Available-for-sale securities (fair market value) | $866,715,000 | 168 |
Total debt securities | $854,654,000 | 195 |
Structured notes | ||
Amortized cost | $252,265,000 | 5 |
Fair value | $243,131,000 | 5 |
Trading account assets | $29,816,000 | 68 |
Revaluation gains on off-balance sheet contracts | $0 | 60 |
Revaluation losses on off-balance sheet contracts | $0 | 56 |
2006-03-31 | Rank | |
Total securities | $1,226,136,000 | 157 |
U.S. Government securities | $993,562,000 | 141 |
U.S. Treasury securities | $5,961,000 | 479 |
U.S. Government agency obligations | $987,601,000 | 133 |
Securities issued by states & political subdivisions | $0 | 6,356 |
Other domestic debt securities | $206,815,000 | 133 |
Privately issued residential mortgage-backed securities | $201,835,000 | 94 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 314 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $4,980,000 | 697 |
Foreign debt securities | $1,100,000 | 76 |
Equity securities | $24,659,000 | 124 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $144,494,000 | 386 |
Mortgage-backed securities | $912,738,000 | 123 |
Certificates of participation in pools of residential mortgages | $62,122,000 | 577 |
Issued or guaranteed by U.S. | $62,092,000 | 571 |
Privately issued | $30,000 | 187 |
Collaterized mortgage obligations | $850,616,000 | 79 |
CMOs issued by government agencies or sponsored agencies | $648,811,000 | 60 |
Privately issued | $201,805,000 | 85 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $6,110,000 | 1,768 |
Available-for-sale securities (fair market value) | $1,220,026,000 | 136 |
Total debt securities | $1,201,476,000 | 156 |
Structured notes | ||
Amortized cost | $265,257,000 | 6 |
Fair value | $256,912,000 | 6 |
Trading account assets | $30,198,000 | 66 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 57 |
2005-12-31 | Rank | |
Total securities | $1,336,439,000 | 147 |
U.S. Government securities | $1,082,879,000 | 133 |
U.S. Treasury securities | $9,245,000 | 366 |
U.S. Government agency obligations | $1,073,634,000 | 125 |
Securities issued by states & political subdivisions | $0 | 6,408 |
Other domestic debt securities | $227,414,000 | 127 |
Privately issued residential mortgage-backed securities | $219,778,000 | 92 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 316 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $7,636,000 | 549 |
Foreign debt securities | $1,350,000 | 68 |
Equity securities | $24,796,000 | 130 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $146,836,000 | 385 |
Mortgage-backed securities | $1,014,966,000 | 121 |
Certificates of participation in pools of residential mortgages | $66,276,000 | 562 |
Issued or guaranteed by U.S. | $66,243,000 | 556 |
Privately issued | $33,000 | 196 |
Collaterized mortgage obligations | $948,690,000 | 77 |
CMOs issued by government agencies or sponsored agencies | $728,945,000 | 58 |
Privately issued | $219,745,000 | 82 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $9,019,000 | 1,508 |
Available-for-sale securities (fair market value) | $1,327,420,000 | 129 |
Total debt securities | $1,311,643,000 | 146 |
Structured notes | ||
Amortized cost | $265,255,000 | 6 |
Fair value | $258,570,000 | 6 |
Trading account assets | $27,346,000 | 64 |
Revaluation gains on off-balance sheet contracts | $0 | 60 |
Revaluation losses on off-balance sheet contracts | $0 | 54 |
2005-09-30 | Rank | |
Total securities | $1,458,882,000 | 139 |
U.S. Government securities | $1,186,373,000 | 123 |
U.S. Treasury securities | $9,210,000 | 356 |
U.S. Government agency obligations | $1,177,163,000 | 120 |
Securities issued by states & political subdivisions | $0 | 6,448 |
Other domestic debt securities | $248,894,000 | 118 |
Privately issued residential mortgage-backed securities | $244,500,000 | 86 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 326 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $4,394,000 | 798 |
Foreign debt securities | $1,350,000 | 69 |
Equity securities | $22,265,000 | 138 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $150,473,000 | 372 |
Mortgage-backed securities | $1,142,295,000 | 114 |
Certificates of participation in pools of residential mortgages | $73,808,000 | 517 |
Issued or guaranteed by U.S. | $73,772,000 | 512 |
Privately issued | $36,000 | 200 |
Collaterized mortgage obligations | $1,068,487,000 | 73 |
CMOs issued by government agencies or sponsored agencies | $824,023,000 | 57 |
Privately issued | $244,464,000 | 78 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $5,780,000 | 1,852 |
Available-for-sale securities (fair market value) | $1,453,102,000 | 123 |
Total debt securities | $1,436,617,000 | 139 |
Structured notes | ||
Amortized cost | $265,252,000 | 7 |
Fair value | $259,414,000 | 7 |
Trading account assets | $33,967,000 | 57 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 47 |
2005-06-30 | Rank | |
Total securities | $1,620,107,000 | 132 |
U.S. Government securities | $1,299,996,000 | 121 |
U.S. Treasury securities | $9,266,000 | 362 |
U.S. Government agency obligations | $1,290,730,000 | 118 |
Securities issued by states & political subdivisions | $0 | 6,459 |
Other domestic debt securities | $295,398,000 | 106 |
Privately issued residential mortgage-backed securities | $283,056,000 | 77 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 334 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $12,342,000 | 415 |
Foreign debt securities | $1,350,000 | 70 |
Equity securities | $23,363,000 | 134 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $150,854,000 | 373 |
Mortgage-backed securities | $1,291,242,000 | 108 |
Certificates of participation in pools of residential mortgages | $82,430,000 | 485 |
Issued or guaranteed by U.S. | $82,392,000 | 474 |
Privately issued | $38,000 | 203 |
Collaterized mortgage obligations | $1,208,812,000 | 68 |
CMOs issued by government agencies or sponsored agencies | $925,794,000 | 51 |
Privately issued | $283,018,000 | 69 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $6,386,000 | 1,802 |
Available-for-sale securities (fair market value) | $1,613,721,000 | 116 |
Total debt securities | $1,596,744,000 | 133 |
Structured notes | ||
Amortized cost | $265,250,000 | 6 |
Fair value | $262,372,000 | 6 |
Trading account assets | $34,083,000 | 58 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 46 |
2005-03-31 | Rank | |
Total securities | $1,954,270,000 | 121 |
U.S. Government securities | $1,577,499,000 | 111 |
U.S. Treasury securities | $9,241,000 | 403 |
U.S. Government agency obligations | $1,568,258,000 | 109 |
Securities issued by states & political subdivisions | $351,000 | 5,837 |
Other domestic debt securities | $350,857,000 | 96 |
Privately issued residential mortgage-backed securities | $323,858,000 | 73 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $0 | 320 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $26,999,000 | 230 |
Foreign debt securities | $1,350,000 | 75 |
Equity securities | $24,213,000 | 140 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $150,508,000 | 365 |
Mortgage-backed securities | $1,420,822,000 | 103 |
Certificates of participation in pools of residential mortgages | $90,125,000 | 466 |
Issued or guaranteed by U.S. | $90,084,000 | 461 |
Privately issued | $41,000 | 183 |
Collaterized mortgage obligations | $1,330,697,000 | 61 |
CMOs issued by government agencies or sponsored agencies | $1,006,880,000 | 47 |
Privately issued | $323,817,000 | 64 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $5,876,000 | 1,891 |
Available-for-sale securities (fair market value) | $1,948,394,000 | 106 |
Total debt securities | $1,930,057,000 | 120 |
Structured notes | ||
Amortized cost | $458,748,000 | 4 |
Fair value | $451,226,000 | 4 |
Trading account assets | $13,420,000 | 75 |
Revaluation gains on off-balance sheet contracts | $0 | 54 |
Revaluation losses on off-balance sheet contracts | $0 | 48 |
2004-12-31 | Rank | |
Total securities | $2,052,576,000 | 120 |
U.S. Government securities | $1,650,342,000 | 109 |
U.S. Treasury securities | $9,291,000 | 416 |
U.S. Government agency obligations | $1,641,051,000 | 106 |
Securities issued by states & political subdivisions | $733,000 | 5,360 |
Other domestic debt securities | $380,423,000 | 99 |
Privately issued residential mortgage-backed securities | $348,744,000 | 71 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $3,910,000 | 120 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $27,769,000 | 239 |
Foreign debt securities | $1,350,000 | 80 |
Equity securities | $19,728,000 | 176 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $145,248,000 | 379 |
Mortgage-backed securities | $1,514,033,000 | 101 |
Certificates of participation in pools of residential mortgages | $86,446,000 | 496 |
Issued or guaranteed by U.S. | $86,402,000 | 492 |
Privately issued | $44,000 | 178 |
Collaterized mortgage obligations | $1,427,587,000 | 60 |
CMOs issued by government agencies or sponsored agencies | $1,078,887,000 | 43 |
Privately issued | $348,700,000 | 62 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $6,383,000 | 1,838 |
Available-for-sale securities (fair market value) | $2,046,193,000 | 108 |
Total debt securities | $2,032,847,000 | 118 |
Structured notes | ||
Amortized cost | $458,745,000 | 4 |
Fair value | $455,367,000 | 4 |
Trading account assets | $11,679,000 | 78 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 50 |
2004-09-30 | Rank | |
Total securities | $2,180,481,000 | 109 |
U.S. Government securities | $1,789,904,000 | 100 |
U.S. Treasury securities | $9,341,000 | 399 |
U.S. Government agency obligations | $1,780,563,000 | 94 |
Securities issued by states & political subdivisions | $742,000 | 5,402 |
Other domestic debt securities | $364,784,000 | 94 |
Privately issued residential mortgage-backed securities | $317,551,000 | 67 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $10,668,000 | 96 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $36,565,000 | 188 |
Foreign debt securities | $1,350,000 | 78 |
Equity securities | $23,701,000 | 161 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $139,548,000 | 394 |
Mortgage-backed securities | $1,563,024,000 | 98 |
Certificates of participation in pools of residential mortgages | $74,084,000 | 572 |
Issued or guaranteed by U.S. | $74,038,000 | 569 |
Privately issued | $46,000 | 189 |
Collaterized mortgage obligations | $1,488,940,000 | 53 |
CMOs issued by government agencies or sponsored agencies | $1,171,435,000 | 40 |
Privately issued | $317,505,000 | 60 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $5,267,000 | 2,007 |
Available-for-sale securities (fair market value) | $2,175,214,000 | 96 |
Total debt securities | $2,156,779,000 | 110 |
Structured notes | ||
Amortized cost | $515,991,000 | 5 |
Fair value | $514,504,000 | 5 |
Trading account assets | $11,995,000 | 78 |
Revaluation gains on off-balance sheet contracts | $0 | 57 |
Revaluation losses on off-balance sheet contracts | $0 | 55 |
2004-06-30 | Rank | |
Total securities | $2,522,347,000 | 101 |
U.S. Government securities | $2,076,827,000 | 96 |
U.S. Treasury securities | $5,070,000 | 632 |
U.S. Government agency obligations | $2,071,757,000 | 90 |
Securities issued by states & political subdivisions | $1,277,000 | 4,898 |
Other domestic debt securities | $418,310,000 | 86 |
Privately issued residential mortgage-backed securities | $338,000,000 | 65 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $25,137,000 | 74 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $55,173,000 | 136 |
Foreign debt securities | $1,350,000 | 73 |
Equity securities | $24,583,000 | 163 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $126,942,000 | 411 |
Mortgage-backed securities | $1,781,637,000 | 92 |
Certificates of participation in pools of residential mortgages | $79,818,000 | 548 |
Issued or guaranteed by U.S. | $79,769,000 | 545 |
Privately issued | $49,000 | 187 |
Collaterized mortgage obligations | $1,701,819,000 | 47 |
CMOs issued by government agencies or sponsored agencies | $1,363,868,000 | 31 |
Privately issued | $337,951,000 | 60 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $18,490,000 | 1,008 |
Available-for-sale securities (fair market value) | $2,503,857,000 | 89 |
Total debt securities | $2,497,764,000 | 100 |
Structured notes | ||
Amortized cost | $612,987,000 | 5 |
Fair value | $607,686,000 | 5 |
Trading account assets | $12,164,000 | 78 |
Revaluation gains on off-balance sheet contracts | $0 | 56 |
Revaluation losses on off-balance sheet contracts | $0 | 54 |
2004-03-31 | Rank | |
Total securities | $2,126,007,000 | 116 |
U.S. Government securities | $1,611,783,000 | 108 |
U.S. Treasury securities | $5,036,000 | 627 |
U.S. Government agency obligations | $1,606,747,000 | 102 |
Securities issued by states & political subdivisions | $1,436,000 | 4,767 |
Other domestic debt securities | $338,156,000 | 103 |
Privately issued residential mortgage-backed securities | $235,393,000 | 89 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $33,442,000 | 66 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $69,321,000 | 117 |
Foreign debt securities | $1,350,000 | 84 |
Equity securities | $173,282,000 | 19 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $139,240,000 | 374 |
Mortgage-backed securities | $1,325,605,000 | 110 |
Certificates of participation in pools of residential mortgages | $51,874,000 | 743 |
Issued or guaranteed by U.S. | $51,823,000 | 736 |
Privately issued | $51,000 | 199 |
Collaterized mortgage obligations | $1,273,731,000 | 63 |
CMOs issued by government agencies or sponsored agencies | $1,038,389,000 | 42 |
Privately issued | $235,342,000 | 80 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $13,893,000 | 1,203 |
Available-for-sale securities (fair market value) | $2,112,114,000 | 97 |
Total debt securities | $1,952,725,000 | 126 |
Structured notes | ||
Amortized cost | $484,477,000 | 5 |
Fair value | $485,915,000 | 5 |
Trading account assets | $16,776,000 | 70 |
Revaluation gains on off-balance sheet contracts | $0 | 54 |
Revaluation losses on off-balance sheet contracts | $0 | 52 |
2003-12-31 | Rank | |
Total securities | $2,511,114,000 | 99 |
U.S. Government securities | $1,832,403,000 | 105 |
U.S. Treasury securities | $99,630,000 | 73 |
U.S. Government agency obligations | $1,732,773,000 | 102 |
Securities issued by states & political subdivisions | $1,594,000 | 4,685 |
Other domestic debt securities | $603,314,000 | 61 |
Privately issued residential mortgage-backed securities | $237,135,000 | 61 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $225,254,000 | 30 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $140,925,000 | 69 |
Foreign debt securities | $1,350,000 | 86 |
Equity securities | $72,453,000 | 64 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $303,663,000 | 209 |
Mortgage-backed securities | $1,406,288,000 | 105 |
Certificates of participation in pools of residential mortgages | $58,809,000 | 688 |
Issued or guaranteed by U.S. | $58,756,000 | 682 |
Privately issued | $53,000 | 210 |
Collaterized mortgage obligations | $1,347,479,000 | 56 |
CMOs issued by government agencies or sponsored agencies | $1,110,397,000 | 44 |
Privately issued | $237,082,000 | 52 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $9,998,000 | 1,469 |
Available-for-sale securities (fair market value) | $2,501,116,000 | 88 |
Total debt securities | $2,438,661,000 | 104 |
Structured notes | ||
Amortized cost | $509,468,000 | 5 |
Fair value | $508,328,000 | 5 |
Trading account assets | $18,061,000 | 67 |
Revaluation gains on off-balance sheet contracts | $0 | 61 |
Revaluation losses on off-balance sheet contracts | $0 | 58 |
2003-09-30 | Rank | |
Total securities | $2,635,145,000 | 96 |
U.S. Government securities | $1,901,112,000 | 99 |
U.S. Treasury securities | $100,883,000 | 71 |
U.S. Government agency obligations | $1,800,229,000 | 94 |
Securities issued by states & political subdivisions | $1,612,000 | 4,699 |
Other domestic debt securities | $631,381,000 | 54 |
Privately issued residential mortgage-backed securities | $293,523,000 | 52 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $170,657,000 | 32 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $167,201,000 | 54 |
Foreign debt securities | $1,350,000 | 88 |
Equity securities | $99,690,000 | 44 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $307,572,000 | 201 |
Mortgage-backed securities | $1,562,982,000 | 95 |
Certificates of participation in pools of residential mortgages | $70,041,000 | 605 |
Issued or guaranteed by U.S. | $69,986,000 | 599 |
Privately issued | $55,000 | 219 |
Collaterized mortgage obligations | $1,492,941,000 | 51 |
CMOs issued by government agencies or sponsored agencies | $1,199,473,000 | 40 |
Privately issued | $293,468,000 | 43 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $17,696,000 | 1,026 |
Available-for-sale securities (fair market value) | $2,617,449,000 | 86 |
Total debt securities | $2,535,455,000 | 99 |
Structured notes | ||
Amortized cost | $510,000,000 | 4 |
Fair value | $510,405,000 | 4 |
Trading account assets | $10,070,000 | 80 |
Revaluation gains on off-balance sheet contracts | $0 | 63 |
Revaluation losses on off-balance sheet contracts | $0 | 59 |
2003-06-30 | Rank | |
Total securities | $2,839,047,000 | 83 |
U.S. Government securities | $1,626,846,000 | 110 |
U.S. Treasury securities | $5,601,000 | 600 |
U.S. Government agency obligations | $1,621,245,000 | 102 |
Securities issued by states & political subdivisions | $1,626,000 | 4,640 |
Other domestic debt securities | $760,496,000 | 44 |
Privately issued residential mortgage-backed securities | $330,824,000 | 48 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $221,698,000 | 24 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $207,974,000 | 46 |
Foreign debt securities | $1,350,000 | 88 |
Equity securities | $448,729,000 | 9 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $221,260,000 | 251 |
Mortgage-backed securities | $1,572,747,000 | 97 |
Certificates of participation in pools of residential mortgages | $81,060,000 | 531 |
Issued or guaranteed by U.S. | $81,002,000 | 526 |
Privately issued | $58,000 | 220 |
Collaterized mortgage obligations | $1,491,687,000 | 53 |
CMOs issued by government agencies or sponsored agencies | $1,160,921,000 | 47 |
Privately issued | $330,766,000 | 43 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $33,895,000 | 610 |
Available-for-sale securities (fair market value) | $2,805,152,000 | 75 |
Total debt securities | $2,390,318,000 | 102 |
Structured notes | ||
Amortized cost | $375,000,000 | 4 |
Fair value | $377,270,000 | 4 |
Trading account assets | $0 | 170 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 59 |
2003-03-31 | Rank | |
Total securities | $3,284,644,000 | 73 |
U.S. Government securities | $1,856,538,000 | 101 |
U.S. Treasury securities | $5,594,000 | 613 |
U.S. Government agency obligations | $1,850,944,000 | 94 |
Securities issued by states & political subdivisions | $1,637,000 | 4,556 |
Other domestic debt securities | $1,027,069,000 | 37 |
Privately issued residential mortgage-backed securities | $452,680,000 | 42 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $250,614,000 | 23 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $323,775,000 | 28 |
Foreign debt securities | $1,350,000 | 85 |
Equity securities | $398,050,000 | 12 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $230,827,000 | 236 |
Mortgage-backed securities | $1,900,814,000 | 86 |
Certificates of participation in pools of residential mortgages | $101,707,000 | 455 |
Issued or guaranteed by U.S. | $101,647,000 | 450 |
Privately issued | $60,000 | 220 |
Collaterized mortgage obligations | $1,799,107,000 | 47 |
CMOs issued by government agencies or sponsored agencies | $1,346,487,000 | 41 |
Privately issued | $452,620,000 | 35 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $74,586,000 | 285 |
Available-for-sale securities (fair market value) | $3,210,058,000 | 64 |
Total debt securities | $2,886,594,000 | 79 |
Structured notes | ||
Amortized cost | $325,000,000 | 5 |
Fair value | $325,778,000 | 5 |
Trading account assets | $0 | 169 |
Revaluation gains on off-balance sheet contracts | $0 | 61 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
2002-12-31 | Rank | |
Total securities | $3,463,689,000 | 71 |
U.S. Government securities | $1,976,494,000 | 96 |
U.S. Treasury securities | $5,488,000 | 650 |
U.S. Government agency obligations | $1,971,006,000 | 89 |
Securities issued by states & political subdivisions | $1,647,000 | 4,557 |
Other domestic debt securities | $1,163,337,000 | 33 |
Privately issued residential mortgage-backed securities | $533,582,000 | 40 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $286,970,000 | 21 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $342,785,000 | 28 |
Foreign debt securities | $1,350,000 | 85 |
Equity securities | $320,861,000 | 16 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $397,971,000 | 160 |
Mortgage-backed securities | $1,898,996,000 | 85 |
Certificates of participation in pools of residential mortgages | $120,504,000 | 366 |
Issued or guaranteed by U.S. | $120,441,000 | 363 |
Privately issued | $63,000 | 222 |
Collaterized mortgage obligations | $1,778,492,000 | 48 |
CMOs issued by government agencies or sponsored agencies | $1,244,973,000 | 41 |
Privately issued | $533,519,000 | 34 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $25,030,000 | 785 |
Available-for-sale securities (fair market value) | $3,438,659,000 | 60 |
Total debt securities | $3,142,828,000 | 76 |
Structured notes | ||
Amortized cost | $369,925,000 | 4 |
Fair value | $370,442,000 | 4 |
Trading account assets | $0 | 170 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
2001-12-31 | Rank | |
Total securities | $3,299,536,000 | 66 |
U.S. Government securities | $1,385,230,000 | 110 |
U.S. Treasury securities | $16,014,000 | 310 |
U.S. Government agency obligations | $1,369,216,000 | 104 |
Securities issued by states & political subdivisions | $7,868,000 | 2,099 |
Other domestic debt securities | $1,613,572,000 | 27 |
Privately issued residential mortgage-backed securities | $598,776,000 | 34 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | $283,375,000 | 20 |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $731,421,000 | 10 |
Foreign debt securities | $1,350,000 | 93 |
Equity securities | $291,516,000 | 15 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $556,870,000 | 111 |
Mortgage-backed securities | $1,965,920,000 | 74 |
Certificates of participation in pools of residential mortgages | $88,377,000 | 418 |
Issued or guaranteed by U.S. | $88,308,000 | 411 |
Privately issued | $69,000 | 224 |
Collaterized mortgage obligations | $1,877,543,000 | 40 |
CMOs issued by government agencies or sponsored agencies | $1,278,836,000 | 39 |
Privately issued | $598,707,000 | 31 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $274,088,000 | 80 |
Available-for-sale securities (fair market value) | $3,025,448,000 | 63 |
Total debt securities | $3,008,020,000 | 73 |
Structured notes | ||
Amortized cost | $0 | 883 |
Fair value | $0 | 883 |
Trading account assets | $2,061,000 | 118 |
Revaluation gains on off-balance sheet contracts | $0 | 55 |
Revaluation losses on off-balance sheet contracts | $0 | 52 |
2000-12-31 | Rank | |
Total securities | $3,034,547,000 | 67 |
U.S. Government securities | $1,217,987,000 | 113 |
U.S. Treasury securities | $62,922,000 | 129 |
U.S. Government agency obligations | $1,155,065,000 | 106 |
Securities issued by states & political subdivisions | $23,750,000 | 625 |
Other domestic debt securities | $1,448,677,000 | 29 |
Privately issued residential mortgage-backed securities | $179,709,000 | 61 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $1,268,968,000 | 16 |
Foreign debt securities | $22,263,000 | 24 |
Equity securities | $321,870,000 | 22 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $650,090,000 | 106 |
Mortgage-backed securities | $1,055,248,000 | 99 |
Certificates of participation in pools of residential mortgages | $528,463,000 | 99 |
Issued or guaranteed by U.S. | $528,387,000 | 97 |
Privately issued | $76,000 | 259 |
Collaterized mortgage obligations | $526,785,000 | 77 |
CMOs issued by government agencies or sponsored agencies | $347,152,000 | 85 |
Privately issued | $179,633,000 | 53 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $577,563,000 | 62 |
Available-for-sale securities (fair market value) | $2,456,984,000 | 67 |
Total debt securities | $2,712,677,000 | 73 |
Structured notes | ||
Amortized cost | $29,354,000 | 13 |
Fair value | $29,354,000 | 13 |
Trading account assets | $4,303,000 | 90 |
Revaluation gains on off-balance sheet contracts | $0 | 59 |
Revaluation losses on off-balance sheet contracts | $0 | 60 |
1999-12-31 | Rank | |
Total securities | $2,611,544,000 | 80 |
U.S. Government securities | $1,161,165,000 | 124 |
U.S. Treasury securities | $90,014,000 | 125 |
U.S. Government agency obligations | $1,071,151,000 | 118 |
Securities issued by states & political subdivisions | $35,572,000 | 387 |
Other domestic debt securities | $1,137,252,000 | 32 |
Privately issued residential mortgage-backed securities | $93,957,000 | 100 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $1,043,295,000 | 15 |
Foreign debt securities | $20,494,000 | 28 |
Equity securities | $257,061,000 | 26 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $1,080,699,000 | 81 |
Mortgage-backed securities | $903,836,000 | 121 |
Certificates of participation in pools of residential mortgages | $557,556,000 | 102 |
Issued or guaranteed by U.S. | $557,473,000 | 100 |
Privately issued | $83,000 | 246 |
Collaterized mortgage obligations | $346,280,000 | 117 |
CMOs issued by government agencies or sponsored agencies | $252,406,000 | 120 |
Privately issued | $93,874,000 | 90 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $401,108,000 | 86 |
Available-for-sale securities (fair market value) | $2,210,436,000 | 78 |
Total debt securities | $2,354,483,000 | 83 |
Structured notes | ||
Amortized cost | $45,005,000 | 14 |
Fair value | $43,147,000 | 14 |
Trading account assets | $0 | 165 |
Revaluation gains on off-balance sheet contracts | $0 | 52 |
Revaluation losses on off-balance sheet contracts | $0 | 50 |
1998-12-31 | Rank | |
Total securities | $2,493,769,000 | 73 |
U.S. Government securities | $997,063,000 | 131 |
U.S. Treasury securities | $28,092,000 | 498 |
U.S. Government agency obligations | $968,971,000 | 118 |
Securities issued by states & political subdivisions | $52,833,000 | 228 |
Other domestic debt securities | $938,389,000 | 31 |
Privately issued residential mortgage-backed securities | $209,893,000 | 63 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $728,496,000 | 14 |
Foreign debt securities | $22,980,000 | 27 |
Equity securities | $482,504,000 | 12 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $294,919,000 | 174 |
Mortgage-backed securities | $942,488,000 | 118 |
Certificates of participation in pools of residential mortgages | $475,489,000 | 121 |
Issued or guaranteed by U.S. | $475,331,000 | 118 |
Privately issued | $158,000 | 257 |
Collaterized mortgage obligations | $466,999,000 | 92 |
CMOs issued by government agencies or sponsored agencies | $257,264,000 | 113 |
Privately issued | $209,735,000 | 51 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $423,873,000 | 80 |
Available-for-sale securities (fair market value) | $2,069,896,000 | 77 |
Total debt securities | $2,011,265,000 | 87 |
Structured notes | ||
Amortized cost | $24,998,000 | 29 |
Fair value | $24,718,000 | 30 |
Trading account assets | $5,463,000 | 103 |
Revaluation gains on off-balance sheet contracts | $0 | 55 |
Revaluation losses on off-balance sheet contracts | $0 | 53 |
1997-12-31 | Rank | |
Total securities | $1,922,070,000 | 90 |
U.S. Government securities | $589,612,000 | 200 |
U.S. Treasury securities | $73,778,000 | 259 |
U.S. Government agency obligations | $515,834,000 | 189 |
Securities issued by states & political subdivisions | $71,729,000 | 130 |
Other domestic debt securities | $559,469,000 | 36 |
Privately issued residential mortgage-backed securities | $182,571,000 | 53 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $376,898,000 | 21 |
Foreign debt securities | $19,973,000 | 30 |
Equity securities | $681,287,000 | 4 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $295,107,000 | 165 |
Mortgage-backed securities | $513,376,000 | 164 |
Certificates of participation in pools of residential mortgages | $412,000 | 6,350 |
Issued or guaranteed by U.S. | $0 | 7,996 |
Privately issued | $412,000 | 257 |
Collaterized mortgage obligations | $512,964,000 | 71 |
CMOs issued by government agencies or sponsored agencies | $330,805,000 | 87 |
Privately issued | $182,159,000 | 37 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $460,878,000 | 87 |
Available-for-sale securities (fair market value) | $1,461,192,000 | 89 |
Total debt securities | $1,240,783,000 | 133 |
Structured notes | ||
Amortized cost | $9,958,000 | 137 |
Fair value | $9,972,000 | 131 |
Trading account assets | $0 | 203 |
Revaluation gains on off-balance sheet contracts | $0 | 56 |
Revaluation losses on off-balance sheet contracts | $0 | 57 |
1996-12-31 | Rank | |
Total securities | $1,713,233,000 | 104 |
U.S. Government securities | $764,315,000 | 181 |
U.S. Treasury securities | $94,470,000 | 256 |
U.S. Government agency obligations | $669,845,000 | 156 |
Securities issued by states & political subdivisions | $77,100,000 | 115 |
Other domestic debt securities | $369,939,000 | 49 |
Privately issued residential mortgage-backed securities | $100,530,000 | 82 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $269,409,000 | 23 |
Foreign debt securities | $2,564,000 | 92 |
Equity securities | $499,315,000 | 5 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $529,596,000 | 119 |
Mortgage-backed securities | $510,311,000 | 175 |
Certificates of participation in pools of residential mortgages | $474,000 | 6,748 |
Issued or guaranteed by U.S. | $0 | 8,513 |
Privately issued | $474,000 | 310 |
Collaterized mortgage obligations | $509,837,000 | 68 |
CMOs issued by government agencies or sponsored agencies | $409,781,000 | 62 |
Privately issued | $100,056,000 | 55 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $472,103,000 | 98 |
Available-for-sale securities (fair market value) | $1,241,130,000 | 94 |
Total debt securities | $1,221,697,000 | 141 |
Structured notes | ||
Amortized cost | $19,694,000 | 65 |
Fair value | $19,867,000 | 63 |
Trading account assets | $2,805,000 | 139 |
Revaluation gains on off-balance sheet contracts | $0 | 71 |
Revaluation losses on off-balance sheet contracts | $0 | 72 |
1995-12-31 | Rank | |
Total securities | $1,702,003,000 | 108 |
U.S. Government securities | $974,797,000 | 155 |
U.S. Treasury securities | $115,567,000 | 242 |
U.S. Government agency obligations | $859,230,000 | 130 |
Securities issued by states & political subdivisions | $67,295,000 | 142 |
Other domestic debt securities | $493,036,000 | 44 |
Privately issued residential mortgage-backed securities | $123,979,000 | 82 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $369,057,000 | 22 |
Foreign debt securities | $585,000 | 200 |
Equity securities | $166,290,000 | 17 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $659,126,000 | 109 |
Mortgage-backed securities | $691,822,000 | 159 |
Certificates of participation in pools of residential mortgages | $625,000 | 6,738 |
Issued or guaranteed by U.S. | $0 | 8,868 |
Privately issued | $625,000 | 333 |
Collaterized mortgage obligations | $691,197,000 | 54 |
CMOs issued by government agencies or sponsored agencies | $567,843,000 | 56 |
Privately issued | $123,354,000 | 54 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $555,296,000 | 98 |
Available-for-sale securities (fair market value) | $1,146,707,000 | 107 |
Total debt securities | $1,534,140,000 | 118 |
Structured notes | ||
Amortized cost | $39,755,000 | 48 |
Fair value | $39,566,000 | 48 |
Trading account assets | $0 | 261 |
Revaluation gains on off-balance sheet contracts | $0 | 85 |
Revaluation losses on off-balance sheet contracts | $0 | 79 |
1994-12-31 | Rank | |
Total securities | $1,526,115,000 | 138 |
U.S. Government securities | $829,087,000 | 187 |
U.S. Treasury securities | $115,722,000 | 306 |
U.S. Government agency obligations | $713,365,000 | 150 |
Securities issued by states & political subdivisions | $20,396,000 | 594 |
Other domestic debt securities | $496,041,000 | 40 |
Privately issued residential mortgage-backed securities | $112,221,000 | 87 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $383,820,000 | 17 |
Foreign debt securities | $590,000 | 225 |
Equity securities | $180,001,000 | 12 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $663,222,000 | 115 |
Mortgage-backed securities | $780,937,000 | 141 |
Certificates of participation in pools of residential mortgages | $743,000 | 6,877 |
Issued or guaranteed by U.S. | $0 | 9,346 |
Privately issued | $743,000 | 299 |
Collaterized mortgage obligations | $780,194,000 | 51 |
CMOs issued by government agencies or sponsored agencies | $668,716,000 | 51 |
Privately issued | $111,478,000 | 48 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | $932,964,000 | 139 |
Available-for-sale securities (fair market value) | $593,151,000 | 118 |
Total debt securities | $1,367,633,000 | 147 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $0 | 286 |
Revaluation gains on off-balance sheet contracts | $0 | 64 |
Revaluation losses on off-balance sheet contracts | $0 | 62 |
1993-12-31 | Rank | |
Total securities | $1,458,284,000 | 135 |
U.S. Government securities | $985,487,000 | 166 |
U.S. Treasury securities | $151,472,000 | 269 |
U.S. Government agency obligations | $834,015,000 | 113 |
Securities issued by states & political subdivisions | $0 | 9,845 |
Other domestic debt securities | $341,003,000 | 61 |
Privately issued residential mortgage-backed securities | $179,322,000 | 66 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $161,681,000 | 46 |
Foreign debt securities | $91,000 | 422 |
Equity securities | $131,703,000 | 21 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $412,391,000 | 146 |
Mortgage-backed securities | $1,013,337,000 | 103 |
Certificates of participation in pools of residential mortgages | $1,040,000 | 7,011 |
Issued or guaranteed by U.S. | $0 | 9,878 |
Privately issued | $1,040,000 | 361 |
Collaterized mortgage obligations | $1,012,297,000 | 37 |
CMOs issued by government agencies or sponsored agencies | $834,015,000 | 39 |
Privately issued | $178,282,000 | 29 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $1,326,582,000 | 150 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $16,815,000 | 105 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |
1992-12-31 | Rank | |
Total securities | $786,445,000 | 233 |
U.S. Government securities | $349,772,000 | 366 |
U.S. Treasury securities | $97,389,000 | 393 |
U.S. Government agency obligations | $252,383,000 | 343 |
Securities issued by states & political subdivisions | $0 | 9,981 |
Other domestic debt securities | $326,255,000 | 64 |
Privately issued residential mortgage-backed securities | $115,782,000 | 88 |
Commercial mortgage-backed securities - Total | NA | NA |
Asset backed securities | NA | NA |
Structured financial products - Total | NA | NA |
Other domestic debt securities - All other | $210,473,000 | 39 |
Foreign debt securities | $95,000 | 441 |
Equity securities | $110,323,000 | 16 |
Assets held in trading accounts for TFR Reporters | NA | NA |
General valuation allowances for securities for TFR Reporters | NA | NA |
Memoranda: | ||
Pledged securities | $136,386,000 | 291 |
Mortgage-backed securities | $368,165,000 | 245 |
Certificates of participation in pools of residential mortgages | $1,849,000 | 6,331 |
Issued or guaranteed by U.S. | $0 | 10,148 |
Privately issued | $1,849,000 | 361 |
Collaterized mortgage obligations | $366,316,000 | 107 |
CMOs issued by government agencies or sponsored agencies | $252,383,000 | 133 |
Privately issued | $113,933,000 | 42 |
Commercial mortgage-backed securities | $0 | 1 |
Commercial mortgage pass-through securities | NA | NA |
Other commercial mortgage-backed securities | NA | NA |
Held to maturity securities (book value) | NA | NA |
Available-for-sale securities (fair market value) | NA | NA |
Total debt securities | $676,123,000 | 258 |
Structured notes | ||
Amortized cost | NA | NA |
Fair value | NA | NA |
Trading account assets | $0 | 344 |
Revaluation gains on off-balance sheet contracts | $0 | 1 |
Revaluation losses on off-balance sheet contracts | NA | NA |