Home > River Bank & Trust > Securities

River Bank & Trust, Securities

2023-12-31Rank
Total securities$747,887,000299
U.S. Government securities$600,254,000263
U.S. Treasury securities$120,053,000221
U.S. Government agency obligations$480,201,000288
Securities issued by states & political subdivisions$127,502,000348
Other domestic debt securities$20,131,000713
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$4,619,000363
Other domestic debt securities - All other$15,512,000482
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$310,373,000360
Mortgage-backed securities$416,635,000267
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$373,938,000188
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$14,873,000872
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$27,824,000246
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$126,793,000327
Available-for-sale securities (fair market value)$621,094,000283
Total debt securities$747,886,000295
Structured notes
Amortized cost$20,000,00088
Fair value$18,249,00090
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0164
2023-09-30Rank
Total securities$730,548,000308
U.S. Government securities$588,761,000268
U.S. Treasury securities$116,681,000239
U.S. Government agency obligations$472,080,000292
Securities issued by states & political subdivisions$122,268,000339
Other domestic debt securities$19,519,000716
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$4,428,000373
Other domestic debt securities - All other$15,091,000487
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$392,754,000285
Mortgage-backed securities$409,611,000264
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$368,302,000187
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$14,651,000866
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$26,658,000249
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$127,923,000339
Available-for-sale securities (fair market value)$602,625,000290
Total debt securities$730,549,000303
Structured notes
Amortized cost$20,000,00086
Fair value$17,409,00088
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0162
2023-06-30Rank
Total securities$760,738,000298
U.S. Government securities$619,211,000261
U.S. Treasury securities$117,609,000237
U.S. Government agency obligations$501,602,000276
Securities issued by states & political subdivisions$126,276,000357
Other domestic debt securities$15,251,000814
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$15,251,000481
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$332,285,000326
Mortgage-backed securities$437,340,000253
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$389,759,000182
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$15,500,000849
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$32,081,000222
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$129,222,000334
Available-for-sale securities (fair market value)$631,516,000284
Total debt securities$760,740,000294
Structured notes
Amortized cost$20,000,00088
Fair value$17,595,00090
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0160
2023-03-31Rank
Total securities$800,250,000305
U.S. Government securities$641,222,000267
U.S. Treasury securities$119,674,000245
U.S. Government agency obligations$521,548,000263
Securities issued by states & political subdivisions$141,900,000315
Other domestic debt securities$17,128,000795
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$17,128,000458
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$420,382,000263
Mortgage-backed securities$455,444,000261
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$406,368,000187
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$15,926,000867
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$33,150,000229
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$130,446,000346
Available-for-sale securities (fair market value)$669,804,000288
Total debt securities$800,251,000300
Structured notes
Amortized cost$20,000,000100
Fair value$17,891,000103
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0121
2022-12-31Rank
Total securities$797,469,000312
U.S. Government securities$642,717,000273
U.S. Treasury securities$117,629,000266
U.S. Government agency obligations$525,088,000267
Securities issued by states & political subdivisions$138,756,000344
Other domestic debt securities$15,996,000853
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$15,996,000497
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$275,057,000324
Mortgage-backed securities$458,726,000263
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$412,301,000192
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$15,935,000868
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$25,915,000261
Other commercial mortgage-backed securities$4,575,000747
Held to maturity securities (book value)$131,581,000356
Available-for-sale securities (fair market value)$665,888,000302
Total debt securities$797,469,000306
Structured notes
Amortized cost$20,000,000104
Fair value$17,623,000109
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$795,045,000317
U.S. Government securities$644,968,000272
U.S. Treasury securities$116,193,000272
U.S. Government agency obligations$528,775,000264
Securities issued by states & political subdivisions$133,960,000358
Other domestic debt securities$16,117,000811
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$16,117,000499
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$272,692,000315
Mortgage-backed securities$461,952,000262
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$417,607,000192
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$16,010,000883
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$23,793,000280
Other commercial mortgage-backed securities$4,542,000776
Held to maturity securities (book value)$132,836,000345
Available-for-sale securities (fair market value)$662,209,000302
Total debt securities$795,046,000313
Structured notes
Amortized cost$20,000,000104
Fair value$17,458,000111
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$839,586,000312
U.S. Government securities$688,721,000269
U.S. Treasury securities$133,563,000236
U.S. Government agency obligations$555,158,000267
Securities issued by states & political subdivisions$134,197,000379
Other domestic debt securities$16,668,000757
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$16,668,000496
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,254,000337
Mortgage-backed securities$485,713,000265
Certificates of participation in pools of residential mortgages$441,193,000188
Issued or guaranteed by U.S.$441,193,000188
Privately issued$0231
Collaterized mortgage obligations$17,577,000937
CMOs issued by government agencies or sponsored agencies$17,577,000858
Privately issued$0553
Commercial mortgage-backed securities$26,943,000507
Commercial mortgage pass-through securities$22,218,000297
Other commercial mortgage-backed securities$4,725,000819
Held to maturity securities (book value)$137,635,000308
Available-for-sale securities (fair market value)$701,951,000299
Total debt securities$839,587,000308
Structured notes
Amortized cost$20,000,000100
Fair value$18,374,000103
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$905,138,000299
U.S. Government securities$744,962,000267
U.S. Treasury securities$142,508,000198
U.S. Government agency obligations$602,454,000260
Securities issued by states & political subdivisions$142,866,000361
Other domestic debt securities$17,310,000729
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$17,310,000479
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$235,863,000338
Mortgage-backed securities$513,384,000261
Certificates of participation in pools of residential mortgages$463,706,000189
Issued or guaranteed by U.S.$463,706,000189
Privately issued$0238
Collaterized mortgage obligations$21,223,000824
CMOs issued by government agencies or sponsored agencies$21,223,000758
Privately issued$0536
Commercial mortgage-backed securities$28,455,000490
Commercial mortgage pass-through securities$23,457,000283
Other commercial mortgage-backed securities$4,998,000790
Held to maturity securities (book value)$139,592,000276
Available-for-sale securities (fair market value)$765,546,000289
Total debt securities$905,138,000295
Structured notes
Amortized cost$25,000,00071
Fair value$24,032,00070
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$926,941,000285
U.S. Government securities$761,582,000248
U.S. Treasury securities$149,528,000132
U.S. Government agency obligations$612,054,000265
Securities issued by states & political subdivisions$149,435,000356
Other domestic debt securities$15,924,000741
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$15,924,000484
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$223,156,000348
Mortgage-backed securities$557,559,000253
Certificates of participation in pools of residential mortgages$526,368,000179
Issued or guaranteed by U.S.$526,368,000178
Privately issued$0246
Collaterized mortgage obligations$23,883,000740
CMOs issued by government agencies or sponsored agencies$23,883,000692
Privately issued$0500
Commercial mortgage-backed securities$7,308,000998
Commercial mortgage pass-through securities$7,308,000589
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$50,181,000378
Available-for-sale securities (fair market value)$876,760,000268
Total debt securities$926,943,000282
Structured notes
Amortized cost$20,000,00080
Fair value$19,956,00078
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$860,253,000295
U.S. Government securities$741,841,000249
U.S. Treasury securities$97,371,000151
U.S. Government agency obligations$644,470,000247
Securities issued by states & political subdivisions$109,136,000498
Other domestic debt securities$9,276,000930
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$9,276,000642
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$202,313,000367
Mortgage-backed securities$617,254,000229
Certificates of participation in pools of residential mortgages$581,999,000159
Issued or guaranteed by U.S.$581,999,000158
Privately issued$0234
Collaterized mortgage obligations$27,793,000651
CMOs issued by government agencies or sponsored agencies$27,793,000616
Privately issued$0491
Commercial mortgage-backed securities$7,462,000994
Commercial mortgage pass-through securities$7,462,000586
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$10,936,000716
Available-for-sale securities (fair market value)$849,317,000260
Total debt securities$860,251,000291
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$780,365,000297
U.S. Government securities$669,854,000249
U.S. Treasury securities$56,241,000206
U.S. Government agency obligations$613,613,000245
Securities issued by states & political subdivisions$101,383,000515
Other domestic debt securities$9,128,000915
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$9,128,000600
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$165,092,000435
Mortgage-backed securities$585,172,000230
Certificates of participation in pools of residential mortgages$550,363,000161
Issued or guaranteed by U.S.$550,363,000160
Privately issued$0247
Collaterized mortgage obligations$29,742,000599
CMOs issued by government agencies or sponsored agencies$29,742,000566
Privately issued$0478
Commercial mortgage-backed securities$5,067,0001,128
Commercial mortgage pass-through securities$5,067,000685
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$780,365,000266
Total debt securities$780,363,000293
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$643,927,000322
U.S. Government securities$539,172,000270
U.S. Treasury securities$01,631
U.S. Government agency obligations$539,172,000258
Securities issued by states & political subdivisions$101,678,000473
Other domestic debt securities$3,077,0001,335
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$3,077,000980
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,283,000392
Mortgage-backed securities$509,562,000241
Certificates of participation in pools of residential mortgages$473,594,000164
Issued or guaranteed by U.S.$473,594,000164
Privately issued$0261
Collaterized mortgage obligations$30,959,000569
CMOs issued by government agencies or sponsored agencies$30,959,000535
Privately issued$0475
Commercial mortgage-backed securities$5,009,0001,100
Commercial mortgage pass-through securities$5,009,000678
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$643,927,000289
Total debt securities$643,929,000319
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$493,274,000370
U.S. Government securities$386,828,000303
U.S. Treasury securities$01,194
U.S. Government agency obligations$386,828,000289
Securities issued by states & political subdivisions$103,229,000445
Other domestic debt securities$3,217,0001,266
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$3,217,000920
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$144,222,000456
Mortgage-backed securities$350,597,000280
Certificates of participation in pools of residential mortgages$323,247,000198
Issued or guaranteed by U.S.$323,247,000197
Privately issued$0245
Collaterized mortgage obligations$22,211,000702
CMOs issued by government agencies or sponsored agencies$22,211,000665
Privately issued$0474
Commercial mortgage-backed securities$5,139,0001,054
Commercial mortgage pass-through securities$5,139,000637
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$493,274,000335
Total debt securities$493,274,000363
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$415,218,000399
U.S. Government securities$320,990,000332
U.S. Treasury securities$01,216
U.S. Government agency obligations$320,990,000316
Securities issued by states & political subdivisions$91,529,000461
Other domestic debt securities$2,699,0001,309
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$2,699,000953
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$138,156,000452
Mortgage-backed securities$282,625,000316
Certificates of participation in pools of residential mortgages$263,027,000206
Issued or guaranteed by U.S.$263,027,000205
Privately issued$0251
Collaterized mortgage obligations$19,598,000780
CMOs issued by government agencies or sponsored agencies$19,598,000742
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$415,218,000362
Total debt securities$415,216,000393
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$403,674,000391
U.S. Government securities$310,622,000333
U.S. Treasury securities$01,251
U.S. Government agency obligations$310,622,000320
Securities issued by states & political subdivisions$90,338,000418
Other domestic debt securities$2,714,0001,239
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$2,714,000911
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$129,023,000480
Mortgage-backed securities$274,661,000316
Certificates of participation in pools of residential mortgages$253,998,000210
Issued or guaranteed by U.S.$253,998,000208
Privately issued$0251
Collaterized mortgage obligations$20,663,000778
CMOs issued by government agencies or sponsored agencies$20,663,000741
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$403,674,000351
Total debt securities$403,673,000385
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$326,506,000460
U.S. Government securities$243,414,000408
U.S. Treasury securities$01,297
U.S. Government agency obligations$243,414,000391
Securities issued by states & political subdivisions$80,566,000425
Other domestic debt securities$2,526,0001,218
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$2,526,000867
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,549,000542
Mortgage-backed securities$204,479,000396
Certificates of participation in pools of residential mortgages$188,255,000258
Issued or guaranteed by U.S.$188,255,000254
Privately issued$0267
Collaterized mortgage obligations$16,224,000910
CMOs issued by government agencies or sponsored agencies$16,224,000879
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$326,506,000409
Total debt securities$326,507,000447
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$303,303,000475
U.S. Government securities$228,872,000430
U.S. Treasury securities$01,363
U.S. Government agency obligations$228,872,000408
Securities issued by states & political subdivisions$71,751,000458
Other domestic debt securities$2,680,0001,161
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$2,680,000816
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$88,410,000597
Mortgage-backed securities$188,811,000405
Certificates of participation in pools of residential mortgages$174,962,000267
Issued or guaranteed by U.S.$174,962,000261
Privately issued$0249
Collaterized mortgage obligations$13,849,000976
CMOs issued by government agencies or sponsored agencies$13,849,000946
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$303,303,000424
Total debt securities$303,303,000465
Structured notes
Amortized cost$2,455,000254
Fair value$2,442,000254
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$236,144,000588
U.S. Government securities$172,749,000544
U.S. Treasury securities$01,429
U.S. Government agency obligations$172,749,000505
Securities issued by states & political subdivisions$60,215,000550
Other domestic debt securities$3,180,0001,087
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$3,180,000749
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,673,000624
Mortgage-backed securities$120,892,000545
Certificates of participation in pools of residential mortgages$106,524,000382
Issued or guaranteed by U.S.$106,524,000373
Privately issued$0287
Collaterized mortgage obligations$14,368,000968
CMOs issued by government agencies or sponsored agencies$14,368,000934
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$236,144,000524
Total debt securities$236,144,000576
Structured notes
Amortized cost$2,455,000335
Fair value$2,448,000334
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$220,487,000630
U.S. Government securities$161,045,000580
U.S. Treasury securities$01,467
U.S. Government agency obligations$161,045,000542
Securities issued by states & political subdivisions$57,314,000578
Other domestic debt securities$2,128,0001,232
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$2,128,000883
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,339,000638
Mortgage-backed securities$109,638,000590
Certificates of participation in pools of residential mortgages$94,756,000426
Issued or guaranteed by U.S.$94,756,000424
Privately issued$0244
Collaterized mortgage obligations$14,882,000928
CMOs issued by government agencies or sponsored agencies$14,882,000886
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$220,487,000555
Total debt securities$220,489,000621
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$225,491,000626
U.S. Government securities$166,098,000557
U.S. Treasury securities$01,516
U.S. Government agency obligations$166,098,000520
Securities issued by states & political subdivisions$56,746,000614
Other domestic debt securities$2,647,0001,153
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$2,647,000826
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,874,000672
Mortgage-backed securities$105,168,000608
Certificates of participation in pools of residential mortgages$90,476,000442
Issued or guaranteed by U.S.$90,476,000440
Privately issued$0248
Collaterized mortgage obligations$14,692,000930
CMOs issued by government agencies or sponsored agencies$14,692,000887
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$225,491,000547
Total debt securities$225,493,000616
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$228,629,000615
U.S. Government securities$168,856,000550
U.S. Treasury securities$01,513
U.S. Government agency obligations$168,856,000516
Securities issued by states & political subdivisions$57,160,000633
Other domestic debt securities$2,613,0001,140
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$2,613,000830
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,590,000686
Mortgage-backed securities$104,934,000611
Certificates of participation in pools of residential mortgages$90,027,000447
Issued or guaranteed by U.S.$90,027,000444
Privately issued$0211
Collaterized mortgage obligations$14,907,000907
CMOs issued by government agencies or sponsored agencies$14,907,000868
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$228,629,000539
Total debt securities$228,629,000607
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$148,625,000894
U.S. Government securities$114,908,000761
U.S. Treasury securities$01,500
U.S. Government agency obligations$114,908,000715
Securities issued by states & political subdivisions$32,398,0001,085
Other domestic debt securities$1,319,0001,376
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$1,319,0001,079
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,131,0001,069
Mortgage-backed securities$106,250,000599
Certificates of participation in pools of residential mortgages$91,033,000444
Issued or guaranteed by U.S.$91,033,000442
Privately issued$0145
Collaterized mortgage obligations$15,217,000881
CMOs issued by government agencies or sponsored agencies$15,217,000846
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$148,625,000794
Total debt securities$148,625,000883
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$138,833,000982
U.S. Government securities$106,120,000818
U.S. Treasury securities$01,475
U.S. Government agency obligations$106,120,000771
Securities issued by states & political subdivisions$31,398,0001,169
Other domestic debt securities$1,315,0001,533
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,315,0001,077
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,818,0001,052
Mortgage-backed securities$97,192,000651
Certificates of participation in pools of residential mortgages$85,251,000472
Issued or guaranteed by U.S.$85,251,000467
Privately issued$0453
Collaterized mortgage obligations$11,941,0001,031
CMOs issued by government agencies or sponsored agencies$11,941,000992
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$138,833,000863
Total debt securities$138,834,000968
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$146,680,000943
U.S. Government securities$109,693,000813
U.S. Treasury securities$01,426
U.S. Government agency obligations$109,693,000771
Securities issued by states & political subdivisions$35,673,0001,054
Other domestic debt securities$1,314,0001,378
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,314,0001,093
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,295,0001,077
Mortgage-backed securities$100,261,000642
Certificates of participation in pools of residential mortgages$87,929,000478
Issued or guaranteed by U.S.$87,929,000477
Privately issued$067
Collaterized mortgage obligations$12,332,0001,016
CMOs issued by government agencies or sponsored agencies$12,332,000974
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$146,680,000828
Total debt securities$146,681,000932
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$193,289,000727
U.S. Government securities$135,970,000685
U.S. Treasury securities$01,328
U.S. Government agency obligations$135,970,000643
Securities issued by states & political subdivisions$55,502,000707
Other domestic debt securities$1,817,0001,260
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,817,0001,012
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,513,0001,096
Mortgage-backed securities$122,971,000538
Certificates of participation in pools of residential mortgages$110,098,000388
Issued or guaranteed by U.S.$110,098,000387
Privately issued$064
Collaterized mortgage obligations$12,873,000996
CMOs issued by government agencies or sponsored agencies$12,873,000955
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$193,289,000636
Total debt securities$193,288,000718
Structured notes
Amortized cost$451,000803
Fair value$462,000804
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$203,969,000693
U.S. Government securities$145,670,000634
U.S. Treasury securities$01,313
U.S. Government agency obligations$145,670,000595
Securities issued by states & political subdivisions$56,470,000704
Other domestic debt securities$1,829,0001,279
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$1,829,0001,043
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,033,0001,061
Mortgage-backed securities$129,790,000511
Certificates of participation in pools of residential mortgages$116,346,000367
Issued or guaranteed by U.S.$116,346,000366
Privately issued$069
Collaterized mortgage obligations$13,444,000964
CMOs issued by government agencies or sponsored agencies$13,444,000925
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$203,969,000610
Total debt securities$203,970,000686
Structured notes
Amortized cost$2,948,000375
Fair value$2,963,000357
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$207,148,000690
U.S. Government securities$149,850,000631
U.S. Treasury securities$01,351
U.S. Government agency obligations$149,850,000590
Securities issued by states & political subdivisions$55,511,000733
Other domestic debt securities$1,787,0001,314
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$1,787,0001,075
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,412,0001,148
Mortgage-backed securities$132,734,000510
Certificates of participation in pools of residential mortgages$118,782,000374
Issued or guaranteed by U.S.$118,782,000372
Privately issued$067
Collaterized mortgage obligations$13,952,000933
CMOs issued by government agencies or sponsored agencies$13,952,000891
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$207,148,000608
Total debt securities$207,148,000683
Structured notes
Amortized cost$2,947,000387
Fair value$2,965,000376
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$212,690,000689
U.S. Government securities$153,647,000622
U.S. Treasury securities$01,390
U.S. Government agency obligations$153,647,000586
Securities issued by states & political subdivisions$57,265,000689
Other domestic debt securities$1,778,0001,332
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$1,778,0001,077
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,026,0001,031
Mortgage-backed securities$134,375,000512
Certificates of participation in pools of residential mortgages$122,787,000360
Issued or guaranteed by U.S.$122,787,000359
Privately issued$066
Collaterized mortgage obligations$11,588,0001,053
CMOs issued by government agencies or sponsored agencies$11,588,0001,006
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$212,690,000607
Total debt securities$212,691,000681
Structured notes
Amortized cost$2,947,000409
Fair value$2,953,000394
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$183,361,000800
U.S. Government securities$124,002,000759
U.S. Treasury securities$01,367
U.S. Government agency obligations$124,002,000728
Securities issued by states & political subdivisions$57,586,000676
Other domestic debt securities$1,773,0001,334
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,773,0001,075
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,265,0001,115
Mortgage-backed securities$108,675,000609
Certificates of participation in pools of residential mortgages$102,575,000417
Issued or guaranteed by U.S.$102,575,000416
Privately issued$071
Collaterized mortgage obligations$6,100,0001,436
CMOs issued by government agencies or sponsored agencies$6,100,0001,372
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$183,361,000700
Total debt securities$183,361,000790
Structured notes
Amortized cost$2,947,000396
Fair value$2,943,000379
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$171,717,000847
U.S. Government securities$111,056,000820
U.S. Treasury securities$01,214
U.S. Government agency obligations$111,056,000786
Securities issued by states & political subdivisions$58,607,000677
Other domestic debt securities$2,054,0001,251
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$2,054,000990
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,598,0001,227
Mortgage-backed securities$94,498,000681
Certificates of participation in pools of residential mortgages$92,209,000459
Issued or guaranteed by U.S.$92,209,000458
Privately issued$067
Collaterized mortgage obligations$2,289,0002,100
CMOs issued by government agencies or sponsored agencies$2,289,0002,029
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$171,717,000739
Total debt securities$171,717,000833
Structured notes
Amortized cost$2,947,000385
Fair value$2,966,000385
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$136,628,0001,046
U.S. Government securities$76,407,0001,141
U.S. Treasury securities$01,253
U.S. Government agency obligations$76,407,0001,088
Securities issued by states & political subdivisions$58,196,000692
Other domestic debt securities$2,025,0001,293
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$2,025,0001,015
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,269,0001,398
Mortgage-backed securities$56,617,0001,032
Certificates of participation in pools of residential mortgages$54,230,000731
Issued or guaranteed by U.S.$54,230,000728
Privately issued$071
Collaterized mortgage obligations$2,387,0002,093
CMOs issued by government agencies or sponsored agencies$2,387,0002,018
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$136,628,000922
Total debt securities$136,629,0001,036
Structured notes
Amortized cost$2,947,000435
Fair value$2,958,000434
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$141,758,0001,021
U.S. Government securities$81,075,0001,121
U.S. Treasury securities$01,296
U.S. Government agency obligations$81,075,0001,063
Securities issued by states & political subdivisions$58,642,000670
Other domestic debt securities$2,041,0001,285
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$2,041,0001,009
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,333,0001,496
Mortgage-backed securities$58,129,0001,018
Certificates of participation in pools of residential mortgages$54,780,000728
Issued or guaranteed by U.S.$54,780,000728
Privately issued$066
Collaterized mortgage obligations$3,349,0001,884
CMOs issued by government agencies or sponsored agencies$3,349,0001,808
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$141,758,000893
Total debt securities$141,759,0001,009
Structured notes
Amortized cost$2,946,000539
Fair value$2,953,000537
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$144,720,0001,002
U.S. Government securities$83,638,0001,108
U.S. Treasury securities$01,367
U.S. Government agency obligations$83,638,0001,045
Securities issued by states & political subdivisions$59,022,000657
Other domestic debt securities$2,060,0001,256
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$2,060,000988
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,563,0001,446
Mortgage-backed securities$60,685,000969
Certificates of participation in pools of residential mortgages$57,237,000707
Issued or guaranteed by U.S.$57,237,000707
Privately issued$066
Collaterized mortgage obligations$3,448,0001,888
CMOs issued by government agencies or sponsored agencies$3,448,0001,824
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$144,720,000879
Total debt securities$144,721,000996
Structured notes
Amortized cost$3,440,000529
Fair value$3,302,000535
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$102,555,0001,366
U.S. Government securities$75,414,0001,215
U.S. Treasury securities$01,303
U.S. Government agency obligations$75,414,0001,154
Securities issued by states & political subdivisions$26,137,0001,501
Other domestic debt securities$1,004,0001,615
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$1,004,0001,284
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,044,0001,575
Mortgage-backed securities$54,864,0001,048
Certificates of participation in pools of residential mortgages$53,924,000735
Issued or guaranteed by U.S.$53,924,000735
Privately issued$065
Collaterized mortgage obligations$940,0002,653
CMOs issued by government agencies or sponsored agencies$940,0002,579
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$102,555,0001,211
Total debt securities$102,556,0001,343
Structured notes
Amortized cost$4,496,000517
Fair value$4,526,000502
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$117,500,0001,236
U.S. Government securities$90,536,0001,066
U.S. Treasury securities$01,348
U.S. Government agency obligations$90,536,0001,013
Securities issued by states & political subdivisions$25,960,0001,484
Other domestic debt securities$1,004,0001,629
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$1,004,0001,297
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,992,0001,587
Mortgage-backed securities$69,940,000867
Certificates of participation in pools of residential mortgages$68,967,000608
Issued or guaranteed by U.S.$68,967,000607
Privately issued$067
Collaterized mortgage obligations$973,0002,691
CMOs issued by government agencies or sponsored agencies$973,0002,611
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$117,500,0001,085
Total debt securities$117,500,0001,222
Structured notes
Amortized cost$4,496,000593
Fair value$4,484,000581
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$124,834,0001,178
U.S. Government securities$97,795,0001,006
U.S. Treasury securities$01,327
U.S. Government agency obligations$97,795,000955
Securities issued by states & political subdivisions$26,035,0001,459
Other domestic debt securities$1,004,0001,670
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$1,004,0001,322
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,976,0001,465
Mortgage-backed securities$74,812,000838
Certificates of participation in pools of residential mortgages$73,787,000578
Issued or guaranteed by U.S.$73,787,000578
Privately issued$070
Collaterized mortgage obligations$1,025,0002,710
CMOs issued by government agencies or sponsored agencies$1,025,0002,621
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$124,834,0001,036
Total debt securities$124,834,0001,162
Structured notes
Amortized cost$6,488,000478
Fair value$6,545,000461
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$130,285,0001,132
U.S. Government securities$104,089,000942
U.S. Treasury securities$01,361
U.S. Government agency obligations$104,089,000904
Securities issued by states & political subdivisions$25,194,0001,503
Other domestic debt securities$1,002,0001,684
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$1,002,0001,336
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,051,0001,419
Mortgage-backed securities$72,809,000865
Certificates of participation in pools of residential mortgages$71,767,000615
Issued or guaranteed by U.S.$71,767,000613
Privately issued$075
Collaterized mortgage obligations$1,042,0002,738
CMOs issued by government agencies or sponsored agencies$1,042,0002,652
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$130,285,000992
Total debt securities$130,285,0001,121
Structured notes
Amortized cost$11,907,000287
Fair value$11,925,000283
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$138,678,0001,083
U.S. Government securities$113,938,000890
U.S. Treasury securities$01,381
U.S. Government agency obligations$113,938,000855
Securities issued by states & political subdivisions$23,738,0001,593
Other domestic debt securities$1,002,0001,748
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,002,0001,383
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,092,0001,411
Mortgage-backed securities$85,263,000787
Certificates of participation in pools of residential mortgages$83,632,000537
Issued or guaranteed by U.S.$83,632,000537
Privately issued$073
Collaterized mortgage obligations$1,631,0002,584
CMOs issued by government agencies or sponsored agencies$1,631,0002,494
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$138,678,000957
Total debt securities$138,680,0001,068
Structured notes
Amortized cost$9,411,000424
Fair value$9,320,000418
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$145,255,0001,046
U.S. Government securities$120,762,000848
U.S. Treasury securities$01,342
U.S. Government agency obligations$120,762,000815
Securities issued by states & political subdivisions$23,495,0001,607
Other domestic debt securities$998,0001,823
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$998,0001,450
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,017,0001,384
Mortgage-backed securities$90,096,000763
Certificates of participation in pools of residential mortgages$88,377,000521
Issued or guaranteed by U.S.$88,377,000521
Privately issued$075
Collaterized mortgage obligations$1,719,0002,578
CMOs issued by government agencies or sponsored agencies$1,719,0002,499
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$145,255,000916
Total debt securities$145,256,0001,031
Structured notes
Amortized cost$11,411,000366
Fair value$11,270,000362
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$142,729,0001,077
U.S. Government securities$120,078,000868
U.S. Treasury securities$01,198
U.S. Government agency obligations$120,078,000832
Securities issued by states & political subdivisions$21,653,0001,722
Other domestic debt securities$998,0001,858
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$998,0001,471
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,987,0001,463
Mortgage-backed securities$84,673,000805
Certificates of participation in pools of residential mortgages$82,888,000562
Issued or guaranteed by U.S.$82,888,000562
Privately issued$076
Collaterized mortgage obligations$1,785,0002,557
CMOs issued by government agencies or sponsored agencies$1,785,0002,471
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$142,729,000944
Total debt securities$142,730,0001,066
Structured notes
Amortized cost$16,410,000277
Fair value$16,092,000272
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$154,455,000997
U.S. Government securities$132,405,000780
U.S. Treasury securities$01,131
U.S. Government agency obligations$132,405,000751
Securities issued by states & political subdivisions$21,052,0001,768
Other domestic debt securities$998,0001,895
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$998,0001,492
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,759,0001,474
Mortgage-backed securities$93,574,000718
Certificates of participation in pools of residential mortgages$91,702,000494
Issued or guaranteed by U.S.$91,702,000494
Privately issued$081
Collaterized mortgage obligations$1,872,0002,518
CMOs issued by government agencies or sponsored agencies$1,872,0002,425
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$154,455,000862
Total debt securities$154,454,000990
Structured notes
Amortized cost$20,990,000213
Fair value$20,497,000204
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$146,983,0001,046
U.S. Government securities$128,537,000798
U.S. Treasury securities$01,131
U.S. Government agency obligations$128,537,000771
Securities issued by states & political subdivisions$17,448,0002,062
Other domestic debt securities$998,0001,954
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$998,0001,528
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,526,0001,436
Mortgage-backed securities$87,645,000778
Certificates of participation in pools of residential mortgages$86,883,000524
Issued or guaranteed by U.S.$86,883,000524
Privately issued$080
Collaterized mortgage obligations$762,0003,032
CMOs issued by government agencies or sponsored agencies$762,0002,916
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$146,983,000912
Total debt securities$146,982,0001,036
Structured notes
Amortized cost$19,000,000233
Fair value$18,527,000228
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$134,570,0001,139
U.S. Government securities$120,308,000844
U.S. Treasury securities$01,152
U.S. Government agency obligations$120,308,000815
Securities issued by states & political subdivisions$13,264,0002,443
Other domestic debt securities$998,0001,995
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$998,0001,555
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,283,0001,478
Mortgage-backed securities$87,853,000768
Certificates of participation in pools of residential mortgages$80,094,000570
Issued or guaranteed by U.S.$80,094,000568
Privately issued$083
Collaterized mortgage obligations$7,759,0001,584
CMOs issued by government agencies or sponsored agencies$7,759,0001,500
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$134,570,0001,020
Total debt securities$134,570,0001,124
Structured notes
Amortized cost$15,000,000277
Fair value$14,767,000272
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$132,951,0001,167
U.S. Government securities$121,454,000866
U.S. Treasury securities$01,161
U.S. Government agency obligations$121,454,000835
Securities issued by states & political subdivisions$11,497,0002,655
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,448,0001,402
Mortgage-backed securities$90,267,000769
Certificates of participation in pools of residential mortgages$81,979,000563
Issued or guaranteed by U.S.$81,979,000562
Privately issued$083
Collaterized mortgage obligations$8,288,0001,590
CMOs issued by government agencies or sponsored agencies$8,288,0001,498
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$132,951,0001,059
Total debt securities$132,950,0001,153
Structured notes
Amortized cost$16,000,000276
Fair value$15,989,000280
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$127,380,0001,192
U.S. Government securities$115,689,000879
U.S. Treasury securities$01,135
U.S. Government agency obligations$115,689,000847
Securities issued by states & political subdivisions$11,691,0002,606
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,342,0001,698
Mortgage-backed securities$86,595,000795
Certificates of participation in pools of residential mortgages$80,164,000561
Issued or guaranteed by U.S.$80,164,000559
Privately issued$085
Collaterized mortgage obligations$6,431,0001,836
CMOs issued by government agencies or sponsored agencies$6,431,0001,741
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$127,380,0001,071
Total debt securities$127,380,0001,177
Structured notes
Amortized cost$21,000,000213
Fair value$21,023,000213
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$122,743,0001,239
U.S. Government securities$111,606,000935
U.S. Treasury securities$01,086
U.S. Government agency obligations$111,606,000904
Securities issued by states & political subdivisions$11,137,0002,632
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,449,0001,620
Mortgage-backed securities$89,561,000813
Certificates of participation in pools of residential mortgages$82,723,000562
Issued or guaranteed by U.S.$82,723,000560
Privately issued$088
Collaterized mortgage obligations$6,838,0001,850
CMOs issued by government agencies or sponsored agencies$6,838,0001,759
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$122,743,0001,114
Total debt securities$122,743,0001,221
Structured notes
Amortized cost$19,000,000240
Fair value$19,000,000243
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$118,529,0001,292
U.S. Government securities$110,009,000949
U.S. Treasury securities$01,068
U.S. Government agency obligations$110,009,000918
Securities issued by states & political subdivisions$8,520,0002,977
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,447,0001,637
Mortgage-backed securities$81,956,000900
Certificates of participation in pools of residential mortgages$74,697,000632
Issued or guaranteed by U.S.$74,697,000632
Privately issued$094
Collaterized mortgage obligations$7,259,0001,823
CMOs issued by government agencies or sponsored agencies$7,259,0001,728
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$118,529,0001,165
Total debt securities$118,529,0001,276
Structured notes
Amortized cost$25,000,000197
Fair value$25,021,000200
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$120,557,0001,275
U.S. Government securities$112,116,000964
U.S. Treasury securities$01,157
U.S. Government agency obligations$112,116,000938
Securities issued by states & political subdivisions$8,441,0002,905
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,340,0001,523
Mortgage-backed securities$81,043,000918
Certificates of participation in pools of residential mortgages$75,417,000640
Issued or guaranteed by U.S.$75,417,000640
Privately issued$094
Collaterized mortgage obligations$5,626,0002,048
CMOs issued by government agencies or sponsored agencies$5,626,0001,944
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$120,557,0001,156
Total debt securities$120,557,0001,259
Structured notes
Amortized cost$28,350,000197
Fair value$28,164,000198
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$111,227,0001,327
U.S. Government securities$104,814,000968
U.S. Treasury securities$01,076
U.S. Government agency obligations$104,814,000940
Securities issued by states & political subdivisions$6,413,0003,249
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,655,0001,618
Mortgage-backed securities$71,413,000982
Certificates of participation in pools of residential mortgages$64,623,000699
Issued or guaranteed by U.S.$64,623,000697
Privately issued$0121
Collaterized mortgage obligations$6,790,0001,870
CMOs issued by government agencies or sponsored agencies$6,790,0001,711
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$111,227,0001,205
Total debt securities$111,227,0001,315
Structured notes
Amortized cost$31,350,000163
Fair value$31,401,000162
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$98,588,0001,440
U.S. Government securities$96,929,0001,022
U.S. Treasury securities$01,126
U.S. Government agency obligations$96,929,000989
Securities issued by states & political subdivisions$1,659,0004,590
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,708,0001,596
Mortgage-backed securities$73,904,000933
Certificates of participation in pools of residential mortgages$65,949,000657
Issued or guaranteed by U.S.$65,949,000652
Privately issued$0132
Collaterized mortgage obligations$7,955,0001,760
CMOs issued by government agencies or sponsored agencies$7,955,0001,586
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$98,588,0001,294
Total debt securities$98,588,0001,423
Structured notes
Amortized cost$23,000,000221
Fair value$23,025,000225
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$91,650,0001,532
U.S. Government securities$91,650,0001,097
U.S. Treasury securities$01,225
U.S. Government agency obligations$91,650,0001,054
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,503,0001,879
Mortgage-backed securities$74,742,000893
Certificates of participation in pools of residential mortgages$66,103,000637
Issued or guaranteed by U.S.$66,103,000634
Privately issued$0125
Collaterized mortgage obligations$8,639,0001,674
CMOs issued by government agencies or sponsored agencies$8,639,0001,492
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$91,650,0001,378
Total debt securities$91,650,0001,509
Structured notes
Amortized cost$16,996,000414
Fair value$16,908,000421
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$82,428,0001,654
U.S. Government securities$82,428,0001,200
U.S. Treasury securities$01,272
U.S. Government agency obligations$82,428,0001,158
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,084,0001,646
Mortgage-backed securities$67,778,000939
Certificates of participation in pools of residential mortgages$58,168,000691
Issued or guaranteed by U.S.$58,168,000688
Privately issued$0136
Collaterized mortgage obligations$9,610,0001,564
CMOs issued by government agencies or sponsored agencies$9,610,0001,372
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$82,428,0001,490
Total debt securities$82,429,0001,637
Structured notes
Amortized cost$14,992,000504
Fair value$14,650,000508
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$63,812,0001,978
U.S. Government securities$63,812,0001,430
U.S. Treasury securities$01,275
U.S. Government agency obligations$63,812,0001,374
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,736,0001,784
Mortgage-backed securities$53,178,0001,122
Certificates of participation in pools of residential mortgages$41,460,000894
Issued or guaranteed by U.S.$41,460,000888
Privately issued$0141
Collaterized mortgage obligations$11,718,0001,367
CMOs issued by government agencies or sponsored agencies$11,718,0001,196
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$63,812,0001,788
Total debt securities$63,812,0001,962
Structured notes
Amortized cost$10,999,000605
Fair value$10,634,000620
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$57,781,0002,113
U.S. Government securities$57,781,0001,535
U.S. Treasury securities$01,180
U.S. Government agency obligations$57,781,0001,470
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,610,0002,037
Mortgage-backed securities$57,781,0001,021
Certificates of participation in pools of residential mortgages$43,267,000810
Issued or guaranteed by U.S.$43,267,000802
Privately issued$0141
Collaterized mortgage obligations$14,514,0001,208
CMOs issued by government agencies or sponsored agencies$14,514,0001,037
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$57,781,0001,887
Total debt securities$57,781,0002,087
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$41,262,0002,775
U.S. Government securities$41,262,0002,076
U.S. Treasury securities$01,121
U.S. Government agency obligations$41,262,0002,006
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,575,0001,937
Mortgage-backed securities$41,262,0001,312
Certificates of participation in pools of residential mortgages$20,377,0001,516
Issued or guaranteed by U.S.$20,377,0001,510
Privately issued$0148
Collaterized mortgage obligations$20,885,000934
CMOs issued by government agencies or sponsored agencies$20,885,000789
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$41,262,0002,489
Total debt securities$41,262,0002,750
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$43,848,0002,675
U.S. Government securities$43,848,0001,990
U.S. Treasury securities$01,130
U.S. Government agency obligations$43,848,0001,927
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,671,0001,637
Mortgage-backed securities$43,848,0001,294
Certificates of participation in pools of residential mortgages$23,726,0001,431
Issued or guaranteed by U.S.$23,726,0001,426
Privately issued$0145
Collaterized mortgage obligations$20,122,000931
CMOs issued by government agencies or sponsored agencies$20,122,000769
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$43,848,0002,388
Total debt securities$43,847,0002,649
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$39,574,0002,880
U.S. Government securities$39,574,0002,125
U.S. Treasury securities$01,077
U.S. Government agency obligations$39,574,0002,064
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,076,0001,662
Mortgage-backed securities$39,574,0001,443
Certificates of participation in pools of residential mortgages$21,592,0001,595
Issued or guaranteed by U.S.$21,592,0001,588
Privately issued$0157
Collaterized mortgage obligations$17,982,0001,015
CMOs issued by government agencies or sponsored agencies$17,982,000826
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$39,574,0002,566
Total debt securities$39,574,0002,863
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$37,358,0003,000
U.S. Government securities$37,358,0002,237
U.S. Treasury securities$01,047
U.S. Government agency obligations$37,358,0002,174
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,049,0001,839
Mortgage-backed securities$37,358,0001,527
Certificates of participation in pools of residential mortgages$18,809,0001,811
Issued or guaranteed by U.S.$18,809,0001,806
Privately issued$0171
Collaterized mortgage obligations$18,549,000973
CMOs issued by government agencies or sponsored agencies$18,549,000774
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$37,358,0002,679
Total debt securities$37,359,0002,972
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$36,286,0003,012
U.S. Government securities$36,286,0002,236
U.S. Treasury securities$01,036
U.S. Government agency obligations$36,286,0002,186
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,967,0001,813
Mortgage-backed securities$36,286,0001,580
Certificates of participation in pools of residential mortgages$16,616,0002,034
Issued or guaranteed by U.S.$16,616,0002,021
Privately issued$0181
Collaterized mortgage obligations$19,670,000917
CMOs issued by government agencies or sponsored agencies$19,670,000717
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$36,286,0002,692
Total debt securities$36,286,0002,980
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$33,425,0003,208
U.S. Government securities$33,425,0002,416
U.S. Treasury securities$0981
U.S. Government agency obligations$33,425,0002,364
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,425,0001,552
Mortgage-backed securities$32,641,0001,696
Certificates of participation in pools of residential mortgages$2,086,0004,710
Issued or guaranteed by U.S.$2,086,0004,697
Privately issued$0191
Collaterized mortgage obligations$30,555,000692
CMOs issued by government agencies or sponsored agencies$30,555,000502
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$33,425,0002,853
Total debt securities$33,425,0003,174
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$32,422,0003,276
U.S. Government securities$32,422,0002,509
U.S. Treasury securities$0973
U.S. Government agency obligations$32,422,0002,456
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,404,0001,630
Mortgage-backed securities$28,077,0001,862
Certificates of participation in pools of residential mortgages$2,352,0004,596
Issued or guaranteed by U.S.$2,352,0004,583
Privately issued$0188
Collaterized mortgage obligations$25,725,000740
CMOs issued by government agencies or sponsored agencies$25,725,000550
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$32,422,0002,913
Total debt securities$32,422,0003,237
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$32,929,0003,166
U.S. Government securities$32,929,0002,402
U.S. Treasury securities$01,019
U.S. Government agency obligations$32,929,0002,354
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,539,0001,735
Mortgage-backed securities$24,292,0001,966
Certificates of participation in pools of residential mortgages$5,460,0003,519
Issued or guaranteed by U.S.$5,460,0003,506
Privately issued$0192
Collaterized mortgage obligations$18,832,000863
CMOs issued by government agencies or sponsored agencies$18,832,000650
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$32,929,0002,810
Total debt securities$32,928,0003,133
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$32,968,0003,217
U.S. Government securities$32,968,0002,431
U.S. Treasury securities$01,021
U.S. Government agency obligations$32,968,0002,382
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,620,0001,694
Mortgage-backed securities$23,839,0001,978
Certificates of participation in pools of residential mortgages$6,184,0003,313
Issued or guaranteed by U.S.$6,184,0003,297
Privately issued$0202
Collaterized mortgage obligations$17,655,000879
CMOs issued by government agencies or sponsored agencies$17,655,000664
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$32,968,0002,874
Total debt securities$32,966,0003,184
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$34,423,0003,112
U.S. Government securities$34,423,0002,325
U.S. Treasury securities$01,044
U.S. Government agency obligations$34,423,0002,277
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,850,0001,612
Mortgage-backed securities$25,028,0001,834
Certificates of participation in pools of residential mortgages$6,597,0003,129
Issued or guaranteed by U.S.$6,597,0003,116
Privately issued$0205
Collaterized mortgage obligations$18,431,000838
CMOs issued by government agencies or sponsored agencies$18,431,000625
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$34,423,0002,777
Total debt securities$34,423,0003,067
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$32,108,0003,299
U.S. Government securities$32,108,0002,524
U.S. Treasury securities$01,146
U.S. Government agency obligations$32,108,0002,469
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,261,0001,736
Mortgage-backed securities$19,446,0001,950
Certificates of participation in pools of residential mortgages$3,694,0003,638
Issued or guaranteed by U.S.$3,694,0003,622
Privately issued$0191
Collaterized mortgage obligations$15,752,000855
CMOs issued by government agencies or sponsored agencies$15,752,000665
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$32,108,0002,907
Total debt securities$32,107,0003,255
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$31,498,0003,330
U.S. Government securities$31,498,0002,585
U.S. Treasury securities$01,235
U.S. Government agency obligations$31,498,0002,530
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,841,0002,480
Mortgage-backed securities$11,963,0002,476
Certificates of participation in pools of residential mortgages$3,713,0003,474
Issued or guaranteed by U.S.$3,713,0003,459
Privately issued$0194
Collaterized mortgage obligations$8,250,0001,236
CMOs issued by government agencies or sponsored agencies$8,250,0001,005
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$31,498,0002,920
Total debt securities$31,499,0003,287
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$31,437,0003,318
U.S. Government securities$31,437,0002,585
U.S. Treasury securities$01,362
U.S. Government agency obligations$31,437,0002,513
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,378,0002,422
Mortgage-backed securities$12,215,0002,382
Certificates of participation in pools of residential mortgages$3,705,0003,429
Issued or guaranteed by U.S.$3,705,0003,416
Privately issued$0207
Collaterized mortgage obligations$8,510,0001,173
CMOs issued by government agencies or sponsored agencies$8,510,000942
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$31,437,0002,910
Total debt securities$31,437,0003,279
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$35,784,0003,043
U.S. Government securities$35,784,0002,318
U.S. Treasury securities$01,448
U.S. Government agency obligations$35,784,0002,250
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,334,0001,598
Mortgage-backed securities$12,957,0002,304
Certificates of participation in pools of residential mortgages$3,912,0003,345
Issued or guaranteed by U.S.$3,912,0003,327
Privately issued$0218
Collaterized mortgage obligations$9,045,0001,118
CMOs issued by government agencies or sponsored agencies$9,045,000906
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$35,784,0002,641
Total debt securities$35,783,0003,000
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$12,384,0005,708
U.S. Government securities$12,384,0004,977
U.S. Treasury securities$01,498
U.S. Government agency obligations$12,384,0004,855
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,812,0004,993
Mortgage-backed securities$9,391,0002,733
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$9,391,0001,089
CMOs issued by government agencies or sponsored agencies$9,391,000892
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$12,384,0005,103
Total debt securities$12,383,0005,665
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$12,742,0005,700
U.S. Government securities$12,742,0004,956
U.S. Treasury securities$01,574
U.S. Government agency obligations$12,742,0004,827
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$997,0006,350
Mortgage-backed securities$7,764,0002,983
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$7,764,0001,172
CMOs issued by government agencies or sponsored agencies$7,764,000982
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$12,742,0005,060
Total debt securities$12,742,0005,650
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$5,944,0007,143
U.S. Government securities$5,944,0006,603
U.S. Treasury securities$01,634
U.S. Government agency obligations$5,944,0006,468
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$198,0006,863
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$5,944,0006,399
Total debt securities$5,945,0007,091
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056