Tristate Capital Bank, Securities

2021-12-31Rank
Total securities$1,388,900,000222
U.S. Government securities$736,127,000250
U.S. Treasury securities$39,097,000437
U.S. Government agency obligations$697,030,000242
Securities issued by states & political subdivisions$6,075,0003,078
Other domestic debt securities$646,835,00066
Privately issued residential mortgage-backed securities$461,848,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$184,987,00067
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$38,666,0001,392
Mortgage-backed securities$1,114,856,000159
Certificates of participation in pools of residential mortgages$1,073,963,000105
Issued or guaranteed by U.S.$630,642,000157
Privately issued$443,321,0001
Collaterized mortgage obligations$35,025,000581
CMOs issued by government agencies or sponsored agencies$16,498,000864
Privately issued$18,527,000124
Commercial mortgage-backed securities$5,868,0001,088
Commercial mortgage pass-through securities$5,868,000648
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$802,712,00081
Available-for-sale securities (fair market value)$586,325,000354
Total debt securities$1,389,038,000220
Structured notes
Amortized cost$01,002
Fair value$01,002
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$1,412,811,000209
U.S. Government securities$773,100,000242
U.S. Treasury securities$39,073,000340
U.S. Government agency obligations$734,027,000230
Securities issued by states & political subdivisions$6,441,0003,047
Other domestic debt securities$633,316,00061
Privately issued residential mortgage-backed securities$449,349,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$183,967,00061
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$38,509,0001,352
Mortgage-backed securities$1,137,889,000157
Certificates of participation in pools of residential mortgages$1,113,391,000102
Issued or guaranteed by U.S.$664,042,000143
Privately issued$449,349,0001
Collaterized mortgage obligations$17,558,000864
CMOs issued by government agencies or sponsored agencies$17,558,000823
Privately issued$0491
Commercial mortgage-backed securities$6,940,0001,024
Commercial mortgage pass-through securities$6,940,000609
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$857,248,00073
Available-for-sale securities (fair market value)$555,609,000363
Total debt securities$1,412,857,000205
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$1,325,841,000209
U.S. Government securities$801,194,000223
U.S. Treasury securities$39,049,000287
U.S. Government agency obligations$762,145,000215
Securities issued by states & political subdivisions$9,987,0002,666
Other domestic debt securities$514,730,00064
Privately issued residential mortgage-backed securities$328,464,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$186,266,00063
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$40,843,0001,292
Mortgage-backed securities$952,265,000166
Certificates of participation in pools of residential mortgages$925,237,000103
Issued or guaranteed by U.S.$596,773,000147
Privately issued$328,464,0002
Collaterized mortgage obligations$19,136,000787
CMOs issued by government agencies or sponsored agencies$19,136,000753
Privately issued$0478
Commercial mortgage-backed securities$7,892,000964
Commercial mortgage pass-through securities$7,892,000558
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$1,014,782,00061
Available-for-sale securities (fair market value)$311,129,000581
Total debt securities$1,325,913,000206
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$1,219,790,000206
U.S. Government securities$767,488,000220
U.S. Treasury securities$39,027,000208
U.S. Government agency obligations$728,461,000215
Securities issued by states & political subdivisions$5,033,0003,199
Other domestic debt securities$447,429,00069
Privately issued residential mortgage-backed securities$257,783,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$189,646,00059
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$128,045,000505
Mortgage-backed securities$899,773,000166
Certificates of participation in pools of residential mortgages$866,426,000101
Issued or guaranteed by U.S.$608,643,000133
Privately issued$257,783,0004
Collaterized mortgage obligations$20,196,000746
CMOs issued by government agencies or sponsored agencies$20,196,000706
Privately issued$0475
Commercial mortgage-backed securities$13,151,000712
Commercial mortgage pass-through securities$13,151,000383
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$1,030,732,00057
Available-for-sale securities (fair market value)$189,218,000826
Total debt securities$1,219,951,000204
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$829,261,000259
U.S. Government securities$493,457,000263
U.S. Treasury securities$01,194
U.S. Government agency obligations$493,457,000255
Securities issued by states & political subdivisions$6,577,0002,978
Other domestic debt securities$329,376,00081
Privately issued residential mortgage-backed securities$124,152,00037
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$205,224,00054
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$32,408,0001,440
Mortgage-backed securities$560,677,000211
Certificates of participation in pools of residential mortgages$524,082,000132
Issued or guaranteed by U.S.$399,930,000169
Privately issued$124,152,0007
Collaterized mortgage obligations$22,089,000704
CMOs issued by government agencies or sponsored agencies$22,089,000668
Privately issued$0474
Commercial mortgage-backed securities$14,506,000634
Commercial mortgage pass-through securities$14,506,000337
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$211,840,000125
Available-for-sale securities (fair market value)$617,570,000280
Total debt securities$829,410,000254
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$806,939,000251
U.S. Government securities$442,500,000264
U.S. Treasury securities$01,216
U.S. Government agency obligations$442,500,000252
Securities issued by states & political subdivisions$7,741,0002,742
Other domestic debt securities$356,698,00075
Privately issued residential mortgage-backed securities$139,161,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$217,537,00051
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$31,194,0001,437
Mortgage-backed securities$493,261,000216
Certificates of participation in pools of residential mortgages$453,972,000139
Issued or guaranteed by U.S.$314,811,000184
Privately issued$139,161,0007
Collaterized mortgage obligations$22,955,000691
CMOs issued by government agencies or sponsored agencies$22,955,000658
Privately issued$0464
Commercial mortgage-backed securities$16,334,000578
Commercial mortgage pass-through securities$16,334,000305
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$254,041,000110
Available-for-sale securities (fair market value)$552,898,000285
Total debt securities$806,938,000246
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$798,860,000242
U.S. Government securities$508,249,000246
U.S. Treasury securities$01,251
U.S. Government agency obligations$508,249,000230
Securities issued by states & political subdivisions$13,606,0002,123
Other domestic debt securities$277,005,00089
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$277,005,00042
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$37,622,0001,288
Mortgage-backed securities$305,540,000292
Certificates of participation in pools of residential mortgages$265,519,000201
Issued or guaranteed by U.S.$265,519,000199
Privately issued$0251
Collaterized mortgage obligations$23,760,000710
CMOs issued by government agencies or sponsored agencies$23,760,000674
Privately issued$0454
Commercial mortgage-backed securities$16,261,000571
Commercial mortgage pass-through securities$16,261,000298
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$235,083,000116
Available-for-sale securities (fair market value)$563,777,000273
Total debt securities$798,860,000238
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$588,012,000297
U.S. Government securities$329,698,000322
U.S. Treasury securities$01,297
U.S. Government agency obligations$329,698,000308
Securities issued by states & political subdivisions$14,575,0001,926
Other domestic debt securities$243,739,00086
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$243,739,00039
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$16,727,0002,031
Mortgage-backed securities$48,432,0001,158
Certificates of participation in pools of residential mortgages$22,773,0001,256
Issued or guaranteed by U.S.$22,773,0001,218
Privately issued$0267
Collaterized mortgage obligations$25,659,000681
CMOs issued by government agencies or sponsored agencies$25,659,000649
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)$312,842,00097
Available-for-sale securities (fair market value)$275,170,000479
Total debt securities$588,012,000290
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$444,826,000352
U.S. Government securities$209,376,000461
U.S. Treasury securities$01,363
U.S. Government agency obligations$209,376,000432
Securities issued by states & political subdivisions$17,094,0001,702
Other domestic debt securities$218,356,00094
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$218,356,00039
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$2,780,0003,634
Mortgage-backed securities$50,062,0001,118
Certificates of participation in pools of residential mortgages$22,869,0001,229
Issued or guaranteed by U.S.$22,869,0001,198
Privately issued$0249
Collaterized mortgage obligations$27,193,000660
CMOs issued by government agencies or sponsored agencies$27,193,000634
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)$196,044,000131
Available-for-sale securities (fair market value)$248,782,000508
Total debt securities$444,827,000347
Structured notes
Amortized cost$0739
Fair value$0739
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$448,390,000345
U.S. Government securities$199,126,000470
U.S. Treasury securities$01,429
U.S. Government agency obligations$199,126,000445
Securities issued by states & political subdivisions$18,765,0001,598
Other domestic debt securities$230,499,00093
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$230,499,00039
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,956,0003,664
Mortgage-backed securities$52,135,0001,062
Certificates of participation in pools of residential mortgages$23,268,0001,156
Issued or guaranteed by U.S.$23,268,0001,126
Privately issued$0287
Collaterized mortgage obligations$28,867,000634
CMOs issued by government agencies or sponsored agencies$28,867,000610
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)$187,210,000144
Available-for-sale securities (fair market value)$261,180,000479
Total debt securities$448,392,000341
Structured notes
Amortized cost$0889
Fair value$0889
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$403,558,000371
U.S. Government securities$151,185,000612
U.S. Treasury securities$01,467
U.S. Government agency obligations$151,185,000573
Securities issued by states & political subdivisions$20,229,0001,529
Other domestic debt securities$232,144,00089
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$232,144,00037
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$14,161,0002,297
Mortgage-backed securities$53,890,0001,022
Certificates of participation in pools of residential mortgages$24,008,0001,122
Issued or guaranteed by U.S.$24,008,0001,110
Privately issued$0244
Collaterized mortgage obligations$29,882,000596
CMOs issued by government agencies or sponsored agencies$29,882,000571
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)$139,092,000180
Available-for-sale securities (fair market value)$264,466,000470
Total debt securities$403,558,000364
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$455,637,000345
U.S. Government securities$231,056,000433
U.S. Treasury securities$01,516
U.S. Government agency obligations$231,056,000414
Securities issued by states & political subdivisions$21,475,0001,528
Other domestic debt securities$203,106,00096
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$203,106,00044
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$3,227,0003,710
Mortgage-backed securities$56,937,000970
Certificates of participation in pools of residential mortgages$24,531,0001,128
Issued or guaranteed by U.S.$24,531,0001,116
Privately issued$0248
Collaterized mortgage obligations$32,406,000546
CMOs issued by government agencies or sponsored agencies$32,406,000518
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)$216,915,000137
Available-for-sale securities (fair market value)$238,722,000516
Total debt securities$455,635,000340
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$429,427,000360
U.S. Government securities$210,978,000463
U.S. Treasury securities$01,513
U.S. Government agency obligations$210,978,000441
Securities issued by states & political subdivisions$22,963,0001,489
Other domestic debt securities$195,486,00098
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$390,000358
Structured financial products - Total$0154
Other domestic debt securities - All other$195,096,00044
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$3,342,0003,710
Mortgage-backed securities$59,391,000940
Certificates of participation in pools of residential mortgages$25,673,0001,099
Issued or guaranteed by U.S.$25,673,0001,091
Privately issued$0211
Collaterized mortgage obligations$33,718,000523
CMOs issued by government agencies or sponsored agencies$33,718,000496
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)$196,131,000159
Available-for-sale securities (fair market value)$233,296,000529
Total debt securities$429,428,000354
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$362,486,000411
U.S. Government securities$136,702,000662
U.S. Treasury securities$24,871,000238
U.S. Government agency obligations$111,831,000724
Securities issued by states & political subdivisions$23,000,0001,483
Other domestic debt securities$202,784,00098
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$477,000345
Structured financial products - Total$0171
Other domestic debt securities - All other$202,307,00042
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$3,492,0003,716
Mortgage-backed securities$59,994,000919
Certificates of participation in pools of residential mortgages$24,812,0001,139
Issued or guaranteed by U.S.$24,812,0001,133
Privately issued$0145
Collaterized mortgage obligations$35,182,000497
CMOs issued by government agencies or sponsored agencies$35,182,000472
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)$96,113,000245
Available-for-sale securities (fair market value)$266,373,000471
Total debt securities$362,485,000405
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$263,565,000542
U.S. Government securities$90,684,000949
U.S. Treasury securities$01,475
U.S. Government agency obligations$90,684,000903
Securities issued by states & political subdivisions$23,042,0001,535
Other domestic debt securities$149,839,000104
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$622,000332
Structured financial products - Total$0186
Other domestic debt securities - All other$149,217,00044
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$3,650,0003,723
Mortgage-backed securities$58,415,000951
Certificates of participation in pools of residential mortgages$21,617,0001,286
Issued or guaranteed by U.S.$21,617,0001,239
Privately issued$0453
Collaterized mortgage obligations$36,798,000481
CMOs issued by government agencies or sponsored agencies$36,798,000456
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)$77,098,000276
Available-for-sale securities (fair market value)$186,467,000642
Total debt securities$263,563,000534
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$219,956,000639
U.S. Government securities$62,312,0001,284
U.S. Treasury securities$01,426
U.S. Government agency obligations$62,312,0001,222
Securities issued by states & political subdivisions$24,183,0001,512
Other domestic debt securities$133,461,000114
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$755,000313
Structured financial products - Total$0193
Other domestic debt securities - All other$132,706,00050
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$3,790,0003,742
Mortgage-backed securities$56,569,000969
Certificates of participation in pools of residential mortgages$18,355,0001,490
Issued or guaranteed by U.S.$18,355,0001,487
Privately issued$067
Collaterized mortgage obligations$38,214,000470
CMOs issued by government agencies or sponsored agencies$38,214,000444
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)$58,355,000343
Available-for-sale securities (fair market value)$161,601,000759
Total debt securities$219,956,000630
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$198,125,000711
U.S. Government securities$59,759,0001,339
U.S. Treasury securities$01,328
U.S. Government agency obligations$59,759,0001,280
Securities issued by states & political subdivisions$25,102,0001,518
Other domestic debt securities$113,264,000126
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$805,000281
Structured financial products - Total$0204
Other domestic debt securities - All other$112,459,00058
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$3,986,0003,765
Mortgage-backed securities$57,775,000974
Certificates of participation in pools of residential mortgages$18,953,0001,471
Issued or guaranteed by U.S.$18,953,0001,470
Privately issued$064
Collaterized mortgage obligations$38,822,000476
CMOs issued by government agencies or sponsored agencies$38,822,000450
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)$59,275,000340
Available-for-sale securities (fair market value)$138,850,000894
Total debt securities$198,125,000703
Structured notes
Amortized cost$0980
Fair value$0981
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$201,477,000702
U.S. Government securities$62,215,0001,313
U.S. Treasury securities$01,313
U.S. Government agency obligations$62,215,0001,252
Securities issued by states & political subdivisions$25,141,0001,541
Other domestic debt securities$114,121,000124
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$5,587,00074
Asset backed securities$894,000268
Structured financial products - Total$0214
Other domestic debt securities - All other$107,640,00065
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$4,217,0003,770
Mortgage-backed securities$65,819,000879
Certificates of participation in pools of residential mortgages$20,204,0001,451
Issued or guaranteed by U.S.$20,204,0001,448
Privately issued$069
Collaterized mortgage obligations$40,028,000475
CMOs issued by government agencies or sponsored agencies$40,028,000447
Privately issued$0584
Commercial mortgage-backed securities$5,587,000676
Commercial mortgage pass-through securities$5,587,000422
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$58,314,000357
Available-for-sale securities (fair market value)$143,163,000866
Total debt securities$201,476,000695
Structured notes
Amortized cost$01,014
Fair value$01,015
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$194,736,000752
U.S. Government securities$67,930,0001,251
U.S. Treasury securities$01,351
U.S. Government agency obligations$67,930,0001,197
Securities issued by states & political subdivisions$25,177,0001,554
Other domestic debt securities$101,629,000129
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$5,755,00071
Asset backed securities$958,000249
Structured financial products - Total$0219
Other domestic debt securities - All other$94,916,00072
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$4,457,0003,762
Mortgage-backed securities$68,717,000867
Certificates of participation in pools of residential mortgages$21,728,0001,407
Issued or guaranteed by U.S.$21,728,0001,406
Privately issued$067
Collaterized mortgage obligations$41,234,000479
CMOs issued by government agencies or sponsored agencies$41,234,000450
Privately issued$0606
Commercial mortgage-backed securities$5,755,000646
Commercial mortgage pass-through securities$5,755,000399
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$61,336,000351
Available-for-sale securities (fair market value)$133,400,000930
Total debt securities$194,736,000741
Structured notes
Amortized cost$01,085
Fair value$01,086
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$213,180,000686
U.S. Government securities$75,229,0001,168
U.S. Treasury securities$01,390
U.S. Government agency obligations$75,229,0001,118
Securities issued by states & political subdivisions$25,212,0001,573
Other domestic debt securities$112,739,000129
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$5,754,00073
Asset backed securities$1,093,000247
Structured financial products - Total$10,002,00070
Other domestic debt securities - All other$95,890,00075
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$4,744,0003,736
Mortgage-backed securities$71,189,000862
Certificates of participation in pools of residential mortgages$23,053,0001,387
Issued or guaranteed by U.S.$23,053,0001,386
Privately issued$066
Collaterized mortgage obligations$42,382,000474
CMOs issued by government agencies or sponsored agencies$42,382,000442
Privately issued$0642
Commercial mortgage-backed securities$5,754,000636
Commercial mortgage pass-through securities$5,754,000389
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$61,371,000358
Available-for-sale securities (fair market value)$151,809,000837
Total debt securities$213,180,000679
Structured notes
Amortized cost$01,166
Fair value$01,167
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$220,480,000653
U.S. Government securities$72,753,0001,178
U.S. Treasury securities$01,367
U.S. Government agency obligations$72,753,0001,133
Securities issued by states & political subdivisions$25,247,0001,559
Other domestic debt securities$122,480,000119
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$5,764,00070
Asset backed securities$1,211,000242
Structured financial products - Total$14,969,00063
Other domestic debt securities - All other$100,536,00073
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$5,062,0003,719
Mortgage-backed securities$73,734,000838
Certificates of participation in pools of residential mortgages$24,149,0001,353
Issued or guaranteed by U.S.$24,149,0001,352
Privately issued$071
Collaterized mortgage obligations$43,821,000455
CMOs issued by government agencies or sponsored agencies$43,821,000422
Privately issued$0666
Commercial mortgage-backed securities$5,764,000615
Commercial mortgage pass-through securities$5,764,000374
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$53,940,000384
Available-for-sale securities (fair market value)$166,540,000762
Total debt securities$220,480,000646
Structured notes
Amortized cost$01,171
Fair value$01,171
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$225,835,000642
U.S. Government securities$76,176,0001,132
U.S. Treasury securities$01,214
U.S. Government agency obligations$76,176,0001,085
Securities issued by states & political subdivisions$25,282,0001,560
Other domestic debt securities$124,377,000120
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$5,759,00073
Asset backed securities$1,349,000235
Structured financial products - Total$14,986,00062
Other domestic debt securities - All other$102,283,00077
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$5,387,0003,704
Mortgage-backed securities$77,192,000806
Certificates of participation in pools of residential mortgages$25,858,0001,297
Issued or guaranteed by U.S.$25,858,0001,296
Privately issued$067
Collaterized mortgage obligations$45,575,000460
CMOs issued by government agencies or sponsored agencies$45,575,000423
Privately issued$0671
Commercial mortgage-backed securities$5,759,000582
Commercial mortgage pass-through securities$5,759,000337
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$50,977,000403
Available-for-sale securities (fair market value)$174,858,000728
Total debt securities$225,835,000634
Structured notes
Amortized cost$01,157
Fair value$01,159
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$220,508,000663
U.S. Government securities$78,808,0001,116
U.S. Treasury securities$01,253
U.S. Government agency obligations$78,808,0001,068
Securities issued by states & political subdivisions$25,328,0001,563
Other domestic debt securities$116,372,000128
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$5,746,00070
Asset backed securities$1,554,000229
Structured financial products - Total$9,870,00076
Other domestic debt securities - All other$99,202,00082
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$5,765,0003,681
Mortgage-backed securities$79,904,000781
Certificates of participation in pools of residential mortgages$27,296,0001,244
Issued or guaranteed by U.S.$27,296,0001,240
Privately issued$071
Collaterized mortgage obligations$46,862,000463
CMOs issued by government agencies or sponsored agencies$46,862,000430
Privately issued$0687
Commercial mortgage-backed securities$5,746,000562
Commercial mortgage pass-through securities$5,746,000311
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$44,774,000450
Available-for-sale securities (fair market value)$175,734,000726
Total debt securities$220,507,000653
Structured notes
Amortized cost$01,289
Fair value$01,290
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$225,925,000651
U.S. Government securities$83,005,0001,089
U.S. Treasury securities$01,296
U.S. Government agency obligations$83,005,0001,033
Securities issued by states & political subdivisions$25,355,0001,551
Other domestic debt securities$117,565,000123
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$5,712,00074
Asset backed securities$1,677,000220
Structured financial products - Total$9,811,00074
Other domestic debt securities - All other$100,365,00080
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$6,106,0003,674
Mortgage-backed securities$81,587,000769
Certificates of participation in pools of residential mortgages$28,110,0001,208
Issued or guaranteed by U.S.$28,110,0001,207
Privately issued$066
Collaterized mortgage obligations$47,765,000460
CMOs issued by government agencies or sponsored agencies$47,765,000431
Privately issued$0699
Commercial mortgage-backed securities$5,712,000548
Commercial mortgage pass-through securities$5,712,000304
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$47,256,000441
Available-for-sale securities (fair market value)$178,669,000726
Total debt securities$225,924,000645
Structured notes
Amortized cost$01,470
Fair value$01,471
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$207,850,000705
U.S. Government securities$85,225,0001,083
U.S. Treasury securities$01,367
U.S. Government agency obligations$85,225,0001,023
Securities issued by states & political subdivisions$25,389,0001,551
Other domestic debt securities$97,236,000139
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$5,743,00069
Asset backed securities$1,852,000226
Structured financial products - Total$9,859,00070
Other domestic debt securities - All other$79,782,00093
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$6,368,0003,652
Mortgage-backed securities$83,783,000743
Certificates of participation in pools of residential mortgages$28,669,0001,207
Issued or guaranteed by U.S.$28,669,0001,205
Privately issued$066
Collaterized mortgage obligations$49,371,000450
CMOs issued by government agencies or sponsored agencies$49,371,000422
Privately issued$0704
Commercial mortgage-backed securities$5,743,000509
Commercial mortgage pass-through securities$5,743,000284
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$47,290,000447
Available-for-sale securities (fair market value)$160,560,000796
Total debt securities$207,850,000697
Structured notes
Amortized cost$01,623
Fair value$01,624
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$212,148,000696
U.S. Government securities$87,297,0001,066
U.S. Treasury securities$01,303
U.S. Government agency obligations$87,297,0001,012
Securities issued by states & political subdivisions$24,526,0001,602
Other domestic debt securities$100,325,000140
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$6,222,00071
Asset backed securities$2,000,000229
Structured financial products - Total$9,894,00070
Other domestic debt securities - All other$82,209,00095
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$6,743,0003,629
Mortgage-backed securities$86,345,000721
Certificates of participation in pools of residential mortgages$28,763,0001,203
Issued or guaranteed by U.S.$28,763,0001,202
Privately issued$065
Collaterized mortgage obligations$51,360,000438
CMOs issued by government agencies or sponsored agencies$51,360,000414
Privately issued$0721
Commercial mortgage-backed securities$6,222,000477
Commercial mortgage pass-through securities$6,222,000276
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$46,427,000456
Available-for-sale securities (fair market value)$165,721,000781
Total debt securities$212,148,000689
Structured notes
Amortized cost$01,824
Fair value$01,825
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$211,518,000713
U.S. Government securities$90,137,0001,072
U.S. Treasury securities$01,348
U.S. Government agency obligations$90,137,0001,019
Securities issued by states & political subdivisions$24,054,0001,589
Other domestic debt securities$97,327,000134
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$7,831,00063
Asset backed securities$0391
Structured financial products - Total$9,948,00069
Other domestic debt securities - All other$79,548,00089
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$7,210,0003,597
Mortgage-backed securities$90,805,000712
Certificates of participation in pools of residential mortgages$29,528,0001,228
Issued or guaranteed by U.S.$29,528,0001,227
Privately issued$067
Collaterized mortgage obligations$53,446,000437
CMOs issued by government agencies or sponsored agencies$53,446,000414
Privately issued$0741
Commercial mortgage-backed securities$7,831,000398
Commercial mortgage pass-through securities$7,831,000216
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$44,955,000468
Available-for-sale securities (fair market value)$166,563,000789
Total debt securities$211,518,000707
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$181,558,000836
U.S. Government securities$94,602,0001,042
U.S. Treasury securities$01,327
U.S. Government agency obligations$94,602,000989
Securities issued by states & political subdivisions$22,770,0001,638
Other domestic debt securities$64,186,000183
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$9,474,00057
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$54,712,000127
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$7,695,0003,553
Mortgage-backed securities$95,371,000688
Certificates of participation in pools of residential mortgages$30,848,0001,177
Issued or guaranteed by U.S.$30,848,0001,177
Privately issued$070
Collaterized mortgage obligations$55,049,000427
CMOs issued by government agencies or sponsored agencies$55,049,000403
Privately issued$0776
Commercial mortgage-backed securities$9,474,000346
Commercial mortgage pass-through securities$9,474,000188
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$37,221,000535
Available-for-sale securities (fair market value)$144,337,000895
Total debt securities$181,558,000824
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$198,125,000757
U.S. Government securities$103,480,000949
U.S. Treasury securities$01,361
U.S. Government agency obligations$103,480,000911
Securities issued by states & political subdivisions$20,139,0001,818
Other domestic debt securities$74,506,000168
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$11,585,00056
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$62,921,000107
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$8,211,0003,496
Mortgage-backed securities$101,328,000667
Certificates of participation in pools of residential mortgages$32,880,0001,154
Issued or guaranteed by U.S.$32,880,0001,152
Privately issued$075
Collaterized mortgage obligations$56,863,000423
CMOs issued by government agencies or sponsored agencies$56,863,000402
Privately issued$0785
Commercial mortgage-backed securities$11,585,000298
Commercial mortgage pass-through securities$11,585,000168
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$39,591,000513
Available-for-sale securities (fair market value)$158,534,000836
Total debt securities$198,126,000747
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$217,591,000692
U.S. Government securities$124,162,000826
U.S. Treasury securities$01,381
U.S. Government agency obligations$124,162,000794
Securities issued by states & political subdivisions$20,171,0001,828
Other domestic debt securities$73,258,000162
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$11,785,00055
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$61,473,000112
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$8,719,0003,433
Mortgage-backed securities$104,165,000657
Certificates of participation in pools of residential mortgages$33,432,0001,172
Issued or guaranteed by U.S.$33,432,0001,172
Privately issued$073
Collaterized mortgage obligations$58,948,000421
CMOs issued by government agencies or sponsored agencies$58,948,000400
Privately issued$0821
Commercial mortgage-backed securities$11,785,000293
Commercial mortgage pass-through securities$11,785,000169
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$47,124,000460
Available-for-sale securities (fair market value)$170,467,000771
Total debt securities$217,591,000684
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$203,440,000753
U.S. Government securities$117,137,000876
U.S. Treasury securities$01,342
U.S. Government agency obligations$117,137,000843
Securities issued by states & political subdivisions$20,202,0001,820
Other domestic debt securities$66,101,000184
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$11,876,00053
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$54,225,000132
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$9,250,0003,364
Mortgage-backed securities$107,301,000644
Certificates of participation in pools of residential mortgages$34,701,0001,171
Issued or guaranteed by U.S.$34,701,0001,171
Privately issued$075
Collaterized mortgage obligations$60,724,000409
CMOs issued by government agencies or sponsored agencies$60,724,000387
Privately issued$0840
Commercial mortgage-backed securities$11,876,000280
Commercial mortgage pass-through securities$11,876,000162
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$30,202,000614
Available-for-sale securities (fair market value)$173,238,000769
Total debt securities$203,440,000742
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$201,280,000773
U.S. Government securities$103,122,000994
U.S. Treasury securities$01,198
U.S. Government agency obligations$103,122,000956
Securities issued by states & political subdivisions$20,233,0001,831
Other domestic debt securities$77,925,000162
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$77,925,00098
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$9,896,0003,303
Mortgage-backed securities$98,509,000701
Certificates of participation in pools of residential mortgages$35,367,0001,153
Issued or guaranteed by U.S.$35,367,0001,153
Privately issued$076
Collaterized mortgage obligations$63,142,000395
CMOs issued by government agencies or sponsored agencies$63,142,000375
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)$25,233,000677
Available-for-sale securities (fair market value)$176,047,000758
Total debt securities$201,280,000759
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$227,844,000673
U.S. Government securities$122,875,000847
U.S. Treasury securities$01,131
U.S. Government agency obligations$122,875,000818
Securities issued by states & political subdivisions$20,263,0001,825
Other domestic debt securities$84,706,000152
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$7,694,00063
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$77,012,00099
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$27,287,0001,811
Mortgage-backed securities$125,956,000560
Certificates of participation in pools of residential mortgages$36,311,0001,124
Issued or guaranteed by U.S.$36,311,0001,124
Privately issued$081
Collaterized mortgage obligations$81,951,000334
CMOs issued by government agencies or sponsored agencies$81,951,000311
Privately issued$0906
Commercial mortgage-backed securities$7,694,000319
Commercial mortgage pass-through securities$7,694,000183
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$25,263,000668
Available-for-sale securities (fair market value)$202,581,000655
Total debt securities$227,844,000663
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$239,406,000648
U.S. Government securities$134,069,000772
U.S. Treasury securities$01,131
U.S. Government agency obligations$134,069,000742
Securities issued by states & political subdivisions$20,293,0001,828
Other domestic debt securities$85,044,000164
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$7,750,00065
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$77,294,000103
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$29,154,0001,714
Mortgage-backed securities$141,819,000507
Certificates of participation in pools of residential mortgages$47,998,000890
Issued or guaranteed by U.S.$47,998,000889
Privately issued$080
Collaterized mortgage obligations$86,071,000328
CMOs issued by government agencies or sponsored agencies$86,071,000301
Privately issued$0947
Commercial mortgage-backed securities$7,750,000315
Commercial mortgage pass-through securities$7,750,000170
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$25,293,000647
Available-for-sale securities (fair market value)$214,113,000639
Total debt securities$239,406,000637
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$241,256,000641
U.S. Government securities$140,719,000739
U.S. Treasury securities$01,152
U.S. Government agency obligations$140,719,000713
Securities issued by states & political subdivisions$20,323,0001,812
Other domestic debt securities$80,214,000174
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$7,609,00066
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$72,605,000109
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$32,214,0001,582
Mortgage-backed securities$148,328,000501
Certificates of participation in pools of residential mortgages$48,991,000874
Issued or guaranteed by U.S.$48,991,000873
Privately issued$083
Collaterized mortgage obligations$91,728,000318
CMOs issued by government agencies or sponsored agencies$91,728,000291
Privately issued$0969
Commercial mortgage-backed securities$7,609,000299
Commercial mortgage pass-through securities$7,609,000171
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$20,323,000693
Available-for-sale securities (fair market value)$220,933,000626
Total debt securities$241,257,000630
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$14,048,00073
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$198,465,000792
U.S. Government securities$108,002,000963
U.S. Treasury securities$01,161
U.S. Government agency obligations$108,002,000931
Securities issued by states & political subdivisions$16,700,0002,111
Other domestic debt securities$73,763,000184
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$8,306,00066
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$65,457,000117
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$35,610,0001,491
Mortgage-backed securities$116,308,000624
Certificates of participation in pools of residential mortgages$41,095,0001,030
Issued or guaranteed by U.S.$41,095,0001,030
Privately issued$083
Collaterized mortgage obligations$66,907,000409
CMOs issued by government agencies or sponsored agencies$66,907,000376
Privately issued$01,005
Commercial mortgage-backed securities$8,306,000252
Commercial mortgage pass-through securities$8,306,000157
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$198,465,000706
Total debt securities$198,465,000778
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$191,187,000792
U.S. Government securities$108,844,000926
U.S. Treasury securities$01,135
U.S. Government agency obligations$108,844,000890
Securities issued by states & political subdivisions$20,118,0001,785
Other domestic debt securities$62,225,000197
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$8,322,00069
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$53,903,000127
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$38,049,0001,405
Mortgage-backed securities$117,166,000609
Certificates of participation in pools of residential mortgages$52,975,000812
Issued or guaranteed by U.S.$52,975,000811
Privately issued$085
Collaterized mortgage obligations$55,869,000476
CMOs issued by government agencies or sponsored agencies$55,869,000445
Privately issued$01,025
Commercial mortgage-backed securities$8,322,000223
Commercial mortgage pass-through securities$8,322,000135
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$191,187,000703
Total debt securities$191,187,000778
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$195,869,000782
U.S. Government securities$114,851,000914
U.S. Treasury securities$01,086
U.S. Government agency obligations$114,851,000884
Securities issued by states & political subdivisions$17,917,0001,933
Other domestic debt securities$63,101,000202
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$8,133,00070
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$54,968,000129
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$40,950,0001,319
Mortgage-backed securities$122,984,000627
Certificates of participation in pools of residential mortgages$54,463,000836
Issued or guaranteed by U.S.$54,463,000836
Privately issued$088
Collaterized mortgage obligations$60,388,000474
CMOs issued by government agencies or sponsored agencies$60,388,000446
Privately issued$01,068
Commercial mortgage-backed securities$8,133,000211
Commercial mortgage pass-through securities$8,133,000116
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$195,869,000700
Total debt securities$195,869,000770
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$181,039,000855
U.S. Government securities$103,202,0001,008
U.S. Treasury securities$01,068
U.S. Government agency obligations$103,202,000973
Securities issued by states & political subdivisions$11,784,0002,507
Other domestic debt securities$66,053,000199
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$7,710,00069
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$58,343,000121
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$43,177,0001,281
Mortgage-backed securities$110,912,000697
Certificates of participation in pools of residential mortgages$39,485,0001,135
Issued or guaranteed by U.S.$39,485,0001,135
Privately issued$094
Collaterized mortgage obligations$63,717,000467
CMOs issued by government agencies or sponsored agencies$63,717,000438
Privately issued$01,117
Commercial mortgage-backed securities$7,710,000199
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$7,710,000116
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$181,039,000761
Total debt securities$181,039,000843
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$177,713,000879
U.S. Government securities$124,940,000882
U.S. Treasury securities$01,157
U.S. Government agency obligations$124,940,000851
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$52,773,000231
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$52,773,000129
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$48,719,0001,164
Mortgage-backed securities$124,940,000641
Certificates of participation in pools of residential mortgages$57,750,000808
Issued or guaranteed by U.S.$57,750,000808
Privately issued$094
Collaterized mortgage obligations$67,190,000468
CMOs issued by government agencies or sponsored agencies$67,190,000438
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)$177,713,000779
Total debt securities$177,713,000863
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$163,392,000925
U.S. Government securities$114,106,000916
U.S. Treasury securities$01,076
U.S. Government agency obligations$114,106,000890
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$49,286,000253
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$49,286,000130
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$50,345,0001,057
Mortgage-backed securities$114,106,000674
Certificates of participation in pools of residential mortgages$43,783,000980
Issued or guaranteed by U.S.$43,783,000979
Privately issued$0121
Collaterized mortgage obligations$70,323,000455
CMOs issued by government agencies or sponsored agencies$70,323,000400
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)$163,392,000824
Total debt securities$163,392,000913
Structured notes
Amortized cost$02,967
Fair value$02,967
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$152,367,000958
U.S. Government securities$102,799,000967
U.S. Treasury securities$01,126
U.S. Government agency obligations$102,799,000941
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$49,568,000250
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$49,568,000125
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$3,287,0004,688
Mortgage-backed securities$102,799,000714
Certificates of participation in pools of residential mortgages$29,268,0001,299
Issued or guaranteed by U.S.$29,268,0001,295
Privately issued$0132
Collaterized mortgage obligations$73,531,000447
CMOs issued by government agencies or sponsored agencies$73,531,000386
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)$152,367,000853
Total debt securities$152,367,000946
Structured notes
Amortized cost$03,032
Fair value$03,032
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$115,795,0001,241
U.S. Government securities$83,579,0001,199
U.S. Treasury securities$01,225
U.S. Government agency obligations$83,579,0001,148
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$32,216,000325
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$32,216,000163
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$3,353,0004,725
Mortgage-backed securities$83,579,000823
Certificates of participation in pools of residential mortgages$17,441,0001,859
Issued or guaranteed by U.S.$17,441,0001,857
Privately issued$0125
Collaterized mortgage obligations$66,138,000467
CMOs issued by government agencies or sponsored agencies$66,138,000404
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)$115,795,0001,111
Total debt securities$115,795,0001,228
Structured notes
Amortized cost$03,156
Fair value$03,156
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$138,851,0001,037
U.S. Government securities$106,596,000946
U.S. Treasury securities$24,178,000188
U.S. Government agency obligations$82,418,0001,159
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$32,255,000331
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$32,255,000159
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$3,316,0004,737
Mortgage-backed securities$82,418,000811
Certificates of participation in pools of residential mortgages$14,418,0002,058
Issued or guaranteed by U.S.$14,418,0002,053
Privately issued$0136
Collaterized mortgage obligations$68,000,000446
CMOs issued by government agencies or sponsored agencies$68,000,000384
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)$138,851,000911
Total debt securities$138,851,0001,021
Structured notes
Amortized cost$03,198
Fair value$03,198
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$143,836,000951
U.S. Government securities$90,434,0001,044
U.S. Treasury securities$24,246,000195
U.S. Government agency obligations$66,188,0001,332
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$53,402,000256
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$53,402,000118
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$3,320,0004,738
Mortgage-backed securities$66,188,000923
Certificates of participation in pools of residential mortgages$14,514,0001,967
Issued or guaranteed by U.S.$14,514,0001,961
Privately issued$0141
Collaterized mortgage obligations$51,674,000528
CMOs issued by government agencies or sponsored agencies$51,674,000448
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)$143,836,000841
Total debt securities$143,836,000941
Structured notes
Amortized cost$03,095
Fair value$03,095
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$95,366,0001,384
U.S. Government securities$41,379,0002,029
U.S. Treasury securities$01,180
U.S. Government agency obligations$41,379,0001,958
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$53,987,000248
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$53,987,000113
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$3,417,0004,755
Mortgage-backed securities$41,379,0001,329
Certificates of participation in pools of residential mortgages$11,692,0002,223
Issued or guaranteed by U.S.$11,692,0002,217
Privately issued$0141
Collaterized mortgage obligations$29,687,000784
CMOs issued by government agencies or sponsored agencies$29,687,000664
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)$95,366,0001,230
Total debt securities$95,367,0001,365
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$96,860,0001,356
U.S. Government securities$43,207,0001,999
U.S. Treasury securities$01,121
U.S. Government agency obligations$43,207,0001,927
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$53,653,000251
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$53,653,000112
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$3,504,0004,787
Mortgage-backed securities$43,207,0001,265
Certificates of participation in pools of residential mortgages$12,037,0002,197
Issued or guaranteed by U.S.$12,037,0002,190
Privately issued$0148
Collaterized mortgage obligations$31,170,000736
CMOs issued by government agencies or sponsored agencies$31,170,000606
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)$96,860,0001,205
Total debt securities$96,860,0001,336
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$45,729,0002,580
U.S. Government securities$45,729,0001,935
U.S. Treasury securities$01,130
U.S. Government agency obligations$45,729,0001,875
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$3,540,0004,839
Mortgage-backed securities$45,729,0001,251
Certificates of participation in pools of residential mortgages$12,200,0002,255
Issued or guaranteed by U.S.$12,200,0002,250
Privately issued$0145
Collaterized mortgage obligations$33,529,000697
CMOs issued by government agencies or sponsored agencies$33,529,000570
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)$45,729,0002,294
Total debt securities$45,729,0002,555
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$47,699,0002,476
U.S. Government securities$47,699,0001,824
U.S. Treasury securities$01,077
U.S. Government agency obligations$47,699,0001,764
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$3,518,0004,873
Mortgage-backed securities$47,699,0001,236
Certificates of participation in pools of residential mortgages$12,231,0002,319
Issued or guaranteed by U.S.$12,231,0002,311
Privately issued$0157
Collaterized mortgage obligations$35,468,000658
CMOs issued by government agencies or sponsored agencies$35,468,000516
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)$47,699,0002,193
Total debt securities$47,699,0002,447
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$102,998,0001,242
U.S. Government securities$48,300,0001,770
U.S. Treasury securities$01,047
U.S. Government agency obligations$48,300,0001,717
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$54,698,000289
Privately issued residential mortgage-backed securities$4,217,000743
Commercial mortgage-backed securities - Total$13,707,00062
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$36,774,000143
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$3,678,0004,832
Mortgage-backed securities$66,224,000933
Certificates of participation in pools of residential mortgages$11,495,0002,479
Issued or guaranteed by U.S.$11,495,0002,469
Privately issued$0171
Collaterized mortgage obligations$41,022,000598
CMOs issued by government agencies or sponsored agencies$36,805,000490
Privately issued$4,217,000713
Commercial mortgage-backed securities$13,707,00062
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$13,707,00042
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$102,998,0001,085
Total debt securities$102,998,0001,223
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$43,013,0002,635
U.S. Government securities$43,013,0001,913
U.S. Treasury securities$01,036
U.S. Government agency obligations$43,013,0001,869
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$3,713,0004,842
Mortgage-backed securities$43,013,0001,354
Certificates of participation in pools of residential mortgages$4,901,0003,700
Issued or guaranteed by U.S.$4,901,0003,689
Privately issued$0181
Collaterized mortgage obligations$38,112,000598
CMOs issued by government agencies or sponsored agencies$38,112,000449
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)$43,013,0002,329
Total debt securities$43,013,0002,612
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$88,060,0001,402
U.S. Government securities$44,438,0001,892
U.S. Treasury securities$0981
U.S. Government agency obligations$44,438,0001,849
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$43,622,000342
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$43,622,000130
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$5,053,0004,451
Mortgage-backed securities$44,438,0001,343
Certificates of participation in pools of residential mortgages$5,053,0003,750
Issued or guaranteed by U.S.$5,053,0003,737
Privately issued$0191
Collaterized mortgage obligations$39,385,000581
CMOs issued by government agencies or sponsored agencies$39,385,000418
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)$88,060,0001,229
Total debt securities$88,060,0001,381
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$103,182,0001,183
U.S. Government securities$90,184,000946
U.S. Treasury securities$0973
U.S. Government agency obligations$90,184,000925
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$12,998,000714
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$12,998,000310
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$11,484,0003,212
Mortgage-backed securities$90,184,000713
Certificates of participation in pools of residential mortgages$49,682,000833
Issued or guaranteed by U.S.$49,682,000825
Privately issued$0188
Collaterized mortgage obligations$40,502,000549
CMOs issued by government agencies or sponsored agencies$40,502,000395
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)$12,998,000988
Available-for-sale securities (fair market value)$90,184,0001,175
Total debt securities$103,182,0001,161
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$135,967,000876
U.S. Government securities$90,967,000904
U.S. Treasury securities$01,019
U.S. Government agency obligations$90,967,000884
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$45,000,000333
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$45,000,000118
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$31,669,0001,583
Mortgage-backed securities$90,967,000672
Certificates of participation in pools of residential mortgages$48,253,000822
Issued or guaranteed by U.S.$48,253,000812
Privately issued$0192
Collaterized mortgage obligations$42,714,000509
CMOs issued by government agencies or sponsored agencies$42,714,000357
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)$45,000,000388
Available-for-sale securities (fair market value)$90,967,0001,128
Total debt securities$135,967,000860
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$127,296,000954
U.S. Government securities$89,955,000938
U.S. Treasury securities$01,021
U.S. Government agency obligations$89,955,000915
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$37,341,000376
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$37,341,000147
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$32,372,0001,538
Mortgage-backed securities$89,955,000673
Certificates of participation in pools of residential mortgages$45,390,000868
Issued or guaranteed by U.S.$45,390,000858
Privately issued$0202
Collaterized mortgage obligations$44,565,000488
CMOs issued by government agencies or sponsored agencies$44,565,000336
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)$37,341,000451
Available-for-sale securities (fair market value)$89,955,0001,171
Total debt securities$127,296,000938
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$83,260,0001,445
U.S. Government securities$46,180,0001,792
U.S. Treasury securities$01,044
U.S. Government agency obligations$46,180,0001,759
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$37,080,000374
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$37,080,000157
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$25,756,0001,835
Mortgage-backed securities$46,180,0001,150
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$46,180,000464
CMOs issued by government agencies or sponsored agencies$46,180,000323
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)$37,080,000439
Available-for-sale securities (fair market value)$46,180,0002,177
Total debt securities$83,260,0001,411
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$110,131,0001,096
U.S. Government securities$109,198,000769
U.S. Treasury securities$01,146
U.S. Government agency obligations$109,198,000749
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$933,0001,047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,200,000672
Mortgage-backed securities$49,072,000997
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$49,072,000431
CMOs issued by government agencies or sponsored agencies$49,072,000303
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)$60,126,000296
Available-for-sale securities (fair market value)$50,005,0002,004
Total debt securities$109,198,0001,084
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$75,129,0001,590
U.S. Government securities$68,129,0001,265
U.S. Treasury securities$29,993,00094
U.S. Government agency obligations$38,136,0002,109
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$7,000,000926
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$7,000,000534
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$34,027,0001,399
Mortgage-backed securities$38,136,0001,126
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$38,136,000484
CMOs issued by government agencies or sponsored agencies$38,136,000359
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)$36,993,000487
Available-for-sale securities (fair market value)$38,136,0002,510
Total debt securities$75,129,0001,551
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$107,786,0001,129
U.S. Government securities$97,794,000872
U.S. Treasury securities$58,982,00057
U.S. Government agency obligations$38,812,0002,073
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$9,992,000705
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$9,992,000391
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$30,948,0001,499
Mortgage-backed securities$38,812,0001,093
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$38,812,000466
CMOs issued by government agencies or sponsored agencies$38,812,000359
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)$9,992,0001,254
Available-for-sale securities (fair market value)$97,794,0001,077
Total debt securities$107,786,0001,106
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$97,447,0001,242
U.S. Government securities$97,447,000876
U.S. Treasury securities$97,447,00044
U.S. Government agency obligations$08,164
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$06,814
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
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)$97,447,0001,079
Total debt securities$97,447,0001,206
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