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SunTrust Bank, Securities

2019-09-30Rank
Total securities$31,329,506,00019
U.S. Government securities$29,624,544,00018
U.S. Treasury securities$3,985,709,00020
U.S. Government agency obligations$25,638,835,00018
Securities issued by states & political subdivisions$572,140,00047
Other domestic debt securities$1,070,468,00030
Privately issued residential mortgage-backed securities$97,000589
Commercial mortgage-backed securities - Total$1,063,981,00010
Asset backed securities$157,000405
Structured financial products - Total$0154
Other domestic debt securities - All other$6,233,000539
Foreign debt securities$5,300,00075
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,936,034,00029
Mortgage-backed securities$26,579,003,00018
Certificates of participation in pools of residential mortgages$21,637,831,00012
Issued or guaranteed by U.S.$21,637,831,00012
Privately issued$0287
Collaterized mortgage obligations$893,902,00074
CMOs issued by government agencies or sponsored agencies$893,805,00068
Privately issued$97,000365
Commercial mortgage-backed securities$4,047,270,00019
Commercial mortgage pass-through securities$809,986,00023
Other commercial mortgage-backed securities$3,237,284,00019
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$31,272,452,00017
Total debt securities$31,272,452,00019
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$4,939,419,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$345,931,00016
2019-06-30Rank
Total securities$32,455,119,00018
U.S. Government securities$30,749,995,00017
U.S. Treasury securities$4,312,629,00021
U.S. Government agency obligations$26,437,366,00018
Securities issued by states & political subdivisions$589,775,00046
Other domestic debt securities$1,052,320,00028
Privately issued residential mortgage-backed securities$101,000560
Commercial mortgage-backed securities - Total$1,045,731,00010
Asset backed securities$164,000390
Structured financial products - Total$0152
Other domestic debt securities - All other$6,324,000543
Foreign debt securities$5,300,00077
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,354,149,00036
Mortgage-backed securities$27,342,178,00018
Certificates of participation in pools of residential mortgages$22,773,305,00011
Issued or guaranteed by U.S.$22,773,305,00011
Privately issued$0244
Collaterized mortgage obligations$461,940,000111
CMOs issued by government agencies or sponsored agencies$461,839,000107
Privately issued$101,000374
Commercial mortgage-backed securities$4,106,933,00019
Commercial mortgage pass-through securities$736,651,00021
Other commercial mortgage-backed securities$3,370,282,00017
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$32,397,390,00016
Total debt securities$32,397,390,00018
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$4,382,801,0007
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$259,072,00016
2019-03-31Rank
Total securities$31,813,875,00019
U.S. Government securities$30,140,606,00017
U.S. Treasury securities$4,226,896,00019
U.S. Government agency obligations$25,913,710,00018
Securities issued by states & political subdivisions$592,627,00047
Other domestic debt securities$1,019,746,00031
Privately issued residential mortgage-backed securities$105,000570
Commercial mortgage-backed securities - Total$1,012,248,00010
Asset backed securities$182,000379
Structured financial products - Total$0154
Other domestic debt securities - All other$7,211,000510
Foreign debt securities$5,300,00081
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,328,104,00038
Mortgage-backed securities$26,783,841,00017
Certificates of participation in pools of residential mortgages$22,916,140,00011
Issued or guaranteed by U.S.$22,916,140,00011
Privately issued$0248
Collaterized mortgage obligations$231,284,000158
CMOs issued by government agencies or sponsored agencies$231,179,000154
Privately issued$105,000384
Commercial mortgage-backed securities$3,636,417,00020
Commercial mortgage pass-through securities$465,263,00030
Other commercial mortgage-backed securities$3,171,154,00018
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$31,758,279,00016
Total debt securities$31,758,279,00019
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$3,881,725,0009
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$263,524,00015
2018-12-31Rank
Total securities$31,414,275,00018
U.S. Government securities$29,825,024,00017
U.S. Treasury securities$4,180,285,00021
U.S. Government agency obligations$25,644,739,00017
Securities issued by states & political subdivisions$589,190,00050
Other domestic debt securities$924,789,00032
Privately issued residential mortgage-backed securities$107,000533
Commercial mortgage-backed securities - Total$916,105,00010
Asset backed securities$186,000378
Structured financial products - Total$0154
Other domestic debt securities - All other$8,391,000466
Foreign debt securities$5,300,00081
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,261,052,00037
Mortgage-backed securities$26,340,414,00016
Certificates of participation in pools of residential mortgages$22,796,681,00011
Issued or guaranteed by U.S.$22,796,681,00011
Privately issued$0211
Collaterized mortgage obligations$350,0002,687
CMOs issued by government agencies or sponsored agencies$243,0002,687
Privately issued$107,000381
Commercial mortgage-backed securities$3,543,383,00018
Commercial mortgage pass-through securities$434,308,00028
Other commercial mortgage-backed securities$3,109,075,00017
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$31,344,303,00016
Total debt securities$31,344,303,00018
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$3,426,523,0009
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$377,010,00015
2018-09-30Rank
Total securities$30,937,714,00018
U.S. Government securities$29,362,746,00017
U.S. Treasury securities$4,102,914,00021
U.S. Government agency obligations$25,259,832,00017
Securities issued by states & political subdivisions$600,847,00051
Other domestic debt securities$913,532,00033
Privately issued residential mortgage-backed securities$225,000434
Commercial mortgage-backed securities - Total$904,896,00011
Asset backed securities$201,000370
Structured financial products - Total$0171
Other domestic debt securities - All other$8,210,000465
Foreign debt securities$5,300,00083
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,372,053,00036
Mortgage-backed securities$25,942,050,00017
Certificates of participation in pools of residential mortgages$22,434,902,00011
Issued or guaranteed by U.S.$22,434,902,00011
Privately issued$0145
Collaterized mortgage obligations$488,0002,616
CMOs issued by government agencies or sponsored agencies$263,0002,684
Privately issued$225,000346
Commercial mortgage-backed securities$3,506,660,00017
Commercial mortgage pass-through securities$384,805,00030
Other commercial mortgage-backed securities$3,121,855,00014
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$30,882,425,00016
Total debt securities$30,882,425,00018
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$3,401,692,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$664,409,00013
2018-06-30Rank
Total securities$30,921,094,00018
U.S. Government securities$29,290,898,00017
U.S. Treasury securities$4,095,304,00019
U.S. Government agency obligations$25,195,594,00017
Securities issued by states & political subdivisions$613,437,00052
Other domestic debt securities$926,226,00032
Privately issued residential mortgage-backed securities$234,000692
Commercial mortgage-backed securities - Total$915,640,00011
Asset backed securities$230,000358
Structured financial products - Total$0186
Other domestic debt securities - All other$10,122,000410
Foreign debt securities$5,300,00083
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,241,212,00037
Mortgage-backed securities$25,867,996,00017
Certificates of participation in pools of residential mortgages$22,383,799,00010
Issued or guaranteed by U.S.$22,383,799,00010
Privately issued$0453
Collaterized mortgage obligations$517,0002,628
CMOs issued by government agencies or sponsored agencies$283,0002,693
Privately issued$234,000361
Commercial mortgage-backed securities$3,483,680,00016
Commercial mortgage pass-through securities$368,444,00031
Other commercial mortgage-backed securities$3,115,236,00014
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$30,835,861,00016
Total debt securities$30,835,861,00018
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$2,985,382,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$608,565,00014
2018-03-31Rank
Total securities$30,947,585,00018
U.S. Government securities$29,234,364,00017
U.S. Treasury securities$4,308,878,00017
U.S. Government agency obligations$24,925,486,00017
Securities issued by states & political subdivisions$634,411,00050
Other domestic debt securities$948,116,00032
Privately issued residential mortgage-backed securities$56,449,00051
Commercial mortgage-backed securities - Total$873,345,00012
Asset backed securities$7,315,000151
Structured financial products - Total$0193
Other domestic debt securities - All other$11,007,000392
Foreign debt securities$5,300,00083
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,750,044,00032
Mortgage-backed securities$25,606,003,00016
Certificates of participation in pools of residential mortgages$22,433,684,00010
Issued or guaranteed by U.S.$22,433,684,00010
Privately issued$067
Collaterized mortgage obligations$56,757,000364
CMOs issued by government agencies or sponsored agencies$308,0002,672
Privately issued$56,449,00049
Commercial mortgage-backed securities$3,115,562,00017
Commercial mortgage pass-through securities$339,697,00031
Other commercial mortgage-backed securities$2,775,865,00015
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$30,822,191,00015
Total debt securities$30,822,191,00018
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$3,137,662,0009
Revaluation gains on off-balance sheet contracts$689,874,00012
Revaluation losses on off-balance sheet contracts$557,831,00013
2017-12-31Rank
Total securities$30,862,994,00018
U.S. Government securities$29,257,702,00017
U.S. Treasury securities$4,299,131,00017
U.S. Government agency obligations$24,958,571,00017
Securities issued by states & political subdivisions$615,974,00051
Other domestic debt securities$944,546,00030
Privately issued residential mortgage-backed securities$58,637,00050
Commercial mortgage-backed securities - Total$865,871,00011
Asset backed securities$7,825,000144
Structured financial products - Total$0204
Other domestic debt securities - All other$12,213,000369
Foreign debt securities$5,300,00082
Equity securities$39,472,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,278,393,00030
Mortgage-backed securities$25,629,032,00016
Certificates of participation in pools of residential mortgages$22,617,758,00010
Issued or guaranteed by U.S.$22,617,758,00010
Privately issued$064
Collaterized mortgage obligations$58,966,000357
CMOs issued by government agencies or sponsored agencies$329,0002,654
Privately issued$58,637,00048
Commercial mortgage-backed securities$2,952,308,00018
Commercial mortgage pass-through securities$330,439,00029
Other commercial mortgage-backed securities$2,621,869,00015
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$30,862,994,00014
Total debt securities$30,823,522,00018
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$3,364,591,0008
Revaluation gains on off-balance sheet contracts$823,960,00011
Revaluation losses on off-balance sheet contracts$77,380,00027
2017-09-30Rank
Total securities$30,818,032,00017
U.S. Government securities$29,377,045,00016
U.S. Treasury securities$4,229,210,00017
U.S. Government agency obligations$25,147,835,00017
Securities issued by states & political subdivisions$561,580,00053
Other domestic debt securities$847,951,00033
Privately issued residential mortgage-backed securities$62,271,00047
Commercial mortgage-backed securities - Total$750,080,00015
Asset backed securities$8,248,000133
Structured financial products - Total$0214
Other domestic debt securities - All other$27,352,000205
Foreign debt securities$5,300,00084
Equity securities$26,156,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,273,876,00037
Mortgage-backed securities$25,700,044,00017
Certificates of participation in pools of residential mortgages$23,026,143,0009
Issued or guaranteed by U.S.$23,026,143,0009
Privately issued$069
Collaterized mortgage obligations$62,629,000347
CMOs issued by government agencies or sponsored agencies$358,0002,657
Privately issued$62,271,00044
Commercial mortgage-backed securities$2,611,272,00021
Commercial mortgage pass-through securities$302,762,00029
Other commercial mortgage-backed securities$2,308,510,00017
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$30,818,032,00014
Total debt securities$30,791,876,00018
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$4,335,959,0008
Revaluation gains on off-balance sheet contracts$903,022,00011
Revaluation losses on off-balance sheet contracts$156,223,00019
2017-06-30Rank
Total securities$30,452,414,00018
U.S. Government securities$29,118,927,00016
U.S. Treasury securities$4,976,164,00017
U.S. Government agency obligations$24,142,763,00017
Securities issued by states & political subdivisions$505,389,00060
Other domestic debt securities$772,297,00036
Privately issued residential mortgage-backed securities$67,619,00046
Commercial mortgage-backed securities - Total$668,187,00016
Asset backed securities$8,685,000121
Structured financial products - Total$0219
Other domestic debt securities - All other$27,806,000212
Foreign debt securities$5,300,00091
Equity securities$50,501,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,766,973,00038
Mortgage-backed securities$24,597,986,00017
Certificates of participation in pools of residential mortgages$22,266,707,00010
Issued or guaranteed by U.S.$22,266,707,00010
Privately issued$067
Collaterized mortgage obligations$68,005,000340
CMOs issued by government agencies or sponsored agencies$386,0002,666
Privately issued$67,619,00044
Commercial mortgage-backed securities$2,263,274,00023
Commercial mortgage pass-through securities$302,795,00028
Other commercial mortgage-backed securities$1,960,479,00021
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$30,452,414,00014
Total debt securities$30,401,913,00018
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$4,191,104,0008
Revaluation gains on off-balance sheet contracts$801,463,00012
Revaluation losses on off-balance sheet contracts$91,514,00025
2017-03-31Rank
Total securities$30,461,687,00018
U.S. Government securities$29,381,557,00016
U.S. Treasury securities$5,407,410,00017
U.S. Government agency obligations$23,974,147,00017
Securities issued by states & political subdivisions$320,793,00090
Other domestic debt securities$642,222,00039
Privately issued residential mortgage-backed securities$71,141,00046
Commercial mortgage-backed securities - Total$533,244,00016
Asset backed securities$9,386,000121
Structured financial products - Total$0221
Other domestic debt securities - All other$28,451,000207
Foreign debt securities$5,300,00093
Equity securities$111,815,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,314,485,00036
Mortgage-backed securities$24,292,680,00017
Certificates of participation in pools of residential mortgages$22,326,944,0009
Issued or guaranteed by U.S.$22,326,944,0009
Privately issued$066
Collaterized mortgage obligations$71,552,000328
CMOs issued by government agencies or sponsored agencies$411,0002,694
Privately issued$71,141,00044
Commercial mortgage-backed securities$1,894,184,00026
Commercial mortgage pass-through securities$253,226,00027
Other commercial mortgage-backed securities$1,640,958,00021
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$30,461,687,00015
Total debt securities$30,349,872,00018
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$4,054,216,0007
Revaluation gains on off-balance sheet contracts$866,044,00011
Revaluation losses on off-balance sheet contracts$20,809,00046
2016-12-31Rank
Total securities$29,979,571,00018
U.S. Government securities$29,236,051,00017
U.S. Treasury securities$5,390,076,00017
U.S. Government agency obligations$23,845,975,00017
Securities issued by states & political subdivisions$277,505,000105
Other domestic debt securities$365,642,00063
Privately issued residential mortgage-backed securities$73,835,00047
Commercial mortgage-backed securities - Total$251,973,00022
Asset backed securities$10,187,000115
Structured financial products - Total$0226
Other domestic debt securities - All other$29,647,000201
Foreign debt securities$5,300,00091
Equity securities$95,073,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,935,686,00052
Mortgage-backed securities$23,874,496,00017
Certificates of participation in pools of residential mortgages$22,322,469,0009
Issued or guaranteed by U.S.$22,322,469,0009
Privately issued$071
Collaterized mortgage obligations$74,289,000315
CMOs issued by government agencies or sponsored agencies$454,0002,660
Privately issued$73,835,00045
Commercial mortgage-backed securities$1,477,738,00030
Commercial mortgage pass-through securities$110,209,00049
Other commercial mortgage-backed securities$1,367,529,00025
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$29,979,571,00015
Total debt securities$29,884,498,00018
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$4,028,622,0008
Revaluation gains on off-balance sheet contracts$906,944,00012
Revaluation losses on off-balance sheet contracts$106,733,00024
2016-09-30Rank
Total securities$28,951,788,00018
U.S. Government securities$28,475,076,00016
U.S. Treasury securities$4,967,469,00016
U.S. Government agency obligations$23,507,607,00017
Securities issued by states & political subdivisions$259,070,000109
Other domestic debt securities$117,060,000122
Privately issued residential mortgage-backed securities$76,162,00047
Commercial mortgage-backed securities - Total$0131
Asset backed securities$10,732,000111
Structured financial products - Total$0228
Other domestic debt securities - All other$30,166,000201
Foreign debt securities$5,300,00090
Equity securities$95,282,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,485,900,00035
Mortgage-backed securities$23,270,538,00019
Certificates of participation in pools of residential mortgages$21,946,906,0009
Issued or guaranteed by U.S.$21,946,906,0009
Privately issued$067
Collaterized mortgage obligations$76,639,000316
CMOs issued by government agencies or sponsored agencies$477,0002,675
Privately issued$76,162,00046
Commercial mortgage-backed securities$1,246,993,00031
Commercial mortgage pass-through securities$106,404,00049
Other commercial mortgage-backed securities$1,140,589,00026
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$28,951,788,00017
Total debt securities$28,856,506,00018
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$4,116,961,0007
Revaluation gains on off-balance sheet contracts$829,606,00012
Revaluation losses on off-balance sheet contracts$339,304,00019
2016-06-30Rank
Total securities$28,537,717,00018
U.S. Government securities$28,162,163,00016
U.S. Treasury securities$4,425,436,00017
U.S. Government agency obligations$23,736,727,00017
Securities issued by states & political subdivisions$169,035,000180
Other domestic debt securities$124,078,000121
Privately issued residential mortgage-backed securities$82,920,00045
Commercial mortgage-backed securities - Total$0142
Asset backed securities$10,806,000111
Structured financial products - Total$0235
Other domestic debt securities - All other$30,352,000200
Foreign debt securities$5,300,00088
Equity securities$77,141,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,618,045,00026
Mortgage-backed securities$23,474,400,00017
Certificates of participation in pools of residential mortgages$22,233,635,0009
Issued or guaranteed by U.S.$22,233,635,0009
Privately issued$071
Collaterized mortgage obligations$83,440,000305
CMOs issued by government agencies or sponsored agencies$520,0002,682
Privately issued$82,920,00044
Commercial mortgage-backed securities$1,157,325,00031
Commercial mortgage pass-through securities$91,863,00052
Other commercial mortgage-backed securities$1,065,462,00028
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$28,537,717,00015
Total debt securities$28,460,576,00018
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$4,312,770,0009
Revaluation gains on off-balance sheet contracts$1,021,736,00013
Revaluation losses on off-balance sheet contracts$681,446,00014
2016-03-31Rank
Total securities$27,517,911,00018
U.S. Government securities$27,193,313,00016
U.S. Treasury securities$3,781,660,00018
U.S. Government agency obligations$23,411,653,00015
Securities issued by states & political subdivisions$151,948,000196
Other domestic debt securities$131,154,000116
Privately issued residential mortgage-backed securities$88,006,00045
Commercial mortgage-backed securities - Total$0153
Asset backed securities$11,462,000110
Structured financial products - Total$0235
Other domestic debt securities - All other$31,686,000197
Foreign debt securities$5,300,00087
Equity securities$36,196,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,729,906,00063
Mortgage-backed securities$23,138,022,00017
Certificates of participation in pools of residential mortgages$22,381,110,0009
Issued or guaranteed by U.S.$22,381,110,0009
Privately issued$066
Collaterized mortgage obligations$88,558,000297
CMOs issued by government agencies or sponsored agencies$552,0002,687
Privately issued$88,006,00044
Commercial mortgage-backed securities$668,354,00039
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$668,354,00031
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$27,517,911,00016
Total debt securities$27,481,715,00018
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$4,557,871,0008
Revaluation gains on off-balance sheet contracts$1,121,842,00013
Revaluation losses on off-balance sheet contracts$665,602,00016
2015-12-31Rank
Total securities$27,180,743,00017
U.S. Government securities$26,793,466,00015
U.S. Treasury securities$3,435,002,00017
U.S. Government agency obligations$23,358,464,00015
Securities issued by states & political subdivisions$157,610,000187
Other domestic debt securities$139,005,000113
Privately issued residential mortgage-backed securities$94,050,00044
Commercial mortgage-backed securities - Total$0131
Asset backed securities$12,417,000111
Structured financial products - Total$0235
Other domestic debt securities - All other$32,538,000194
Foreign debt securities$5,300,00084
Equity securities$85,362,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,165,636,00034
Mortgage-backed securities$23,074,802,00015
Certificates of participation in pools of residential mortgages$22,611,080,0009
Issued or guaranteed by U.S.$22,611,080,0009
Privately issued$066
Collaterized mortgage obligations$94,637,000291
CMOs issued by government agencies or sponsored agencies$587,0002,702
Privately issued$94,050,00042
Commercial mortgage-backed securities$369,085,00050
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$369,085,00045
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$27,180,743,00016
Total debt securities$27,095,381,00017
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$4,232,412,0008
Revaluation gains on off-balance sheet contracts$941,679,00012
Revaluation losses on off-balance sheet contracts$499,234,00015
2015-09-30Rank
Total securities$26,625,381,00017
U.S. Government securities$26,204,301,00015
U.S. Treasury securities$3,065,692,00019
U.S. Government agency obligations$23,138,609,00015
Securities issued by states & political subdivisions$162,766,000182
Other domestic debt securities$149,537,000108
Privately issued residential mortgage-backed securities$101,752,00040
Commercial mortgage-backed securities - Total$0140
Asset backed securities$15,066,000110
Structured financial products - Total$0235
Other domestic debt securities - All other$32,719,000186
Foreign debt securities$5,300,00087
Equity securities$103,477,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,842,899,00044
Mortgage-backed securities$22,853,704,00015
Certificates of participation in pools of residential mortgages$22,373,249,0009
Issued or guaranteed by U.S.$22,373,249,0009
Privately issued$065
Collaterized mortgage obligations$102,374,000274
CMOs issued by government agencies or sponsored agencies$622,0002,721
Privately issued$101,752,00038
Commercial mortgage-backed securities$378,081,00046
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$378,081,00039
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$26,625,381,00016
Total debt securities$26,521,905,00017
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$4,327,000,0009
Revaluation gains on off-balance sheet contracts$1,048,261,00014
Revaluation losses on off-balance sheet contracts$593,082,00015
2015-06-30Rank
Total securities$26,299,990,00017
U.S. Government securities$25,918,876,00015
U.S. Treasury securities$2,912,664,00017
U.S. Government agency obligations$23,006,212,00016
Securities issued by states & political subdivisions$163,649,000169
Other domestic debt securities$162,678,00097
Privately issued residential mortgage-backed securities$111,565,00038
Commercial mortgage-backed securities - Total$0123
Asset backed securities$17,487,000102
Structured financial products - Total$0242
Other domestic debt securities - All other$33,626,000171
Foreign debt securities$3,600,000108
Equity securities$51,187,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,031,191,00041
Mortgage-backed securities$22,683,910,00016
Certificates of participation in pools of residential mortgages$22,167,759,0008
Issued or guaranteed by U.S.$22,167,759,0008
Privately issued$067
Collaterized mortgage obligations$113,357,000265
CMOs issued by government agencies or sponsored agencies$1,792,0002,311
Privately issued$111,565,00035
Commercial mortgage-backed securities$402,794,00044
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$402,794,00038
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$26,299,990,00016
Total debt securities$26,248,803,00017
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$4,260,107,0009
Revaluation gains on off-balance sheet contracts$941,273,00012
Revaluation losses on off-balance sheet contracts$393,502,00015
2015-03-31Rank
Total securities$25,898,735,00018
U.S. Government securities$25,354,107,00016
U.S. Treasury securities$2,145,229,00023
U.S. Government agency obligations$23,208,878,00015
Securities issued by states & political subdivisions$170,638,000156
Other domestic debt securities$173,548,00096
Privately issued residential mortgage-backed securities$118,814,00037
Commercial mortgage-backed securities - Total$0117
Asset backed securities$20,756,00094
Structured financial products - Total$0236
Other domestic debt securities - All other$33,978,000175
Foreign debt securities$5,200,00093
Equity securities$195,242,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,838,967,00046
Mortgage-backed securities$22,899,261,00014
Certificates of participation in pools of residential mortgages$22,332,852,0007
Issued or guaranteed by U.S.$22,332,852,0007
Privately issued$070
Collaterized mortgage obligations$122,766,000253
CMOs issued by government agencies or sponsored agencies$3,952,0001,857
Privately issued$118,814,00035
Commercial mortgage-backed securities$443,643,00040
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$443,643,00034
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$25,898,735,00015
Total debt securities$25,703,493,00018
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$4,401,153,0009
Revaluation gains on off-balance sheet contracts$1,109,057,00013
Revaluation losses on off-balance sheet contracts$612,005,00015
2014-12-31Rank
Total securities$25,728,180,00016
U.S. Government securities$25,227,381,00015
U.S. Treasury securities$1,921,613,00019
U.S. Government agency obligations$23,305,768,00015
Securities issued by states & political subdivisions$185,423,000128
Other domestic debt securities$179,223,00095
Privately issued residential mortgage-backed securities$122,601,00033
Commercial mortgage-backed securities - Total$0120
Asset backed securities$21,106,00091
Structured financial products - Total$0236
Other domestic debt securities - All other$35,516,000168
Foreign debt securities$5,200,00081
Equity securities$130,953,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,579,386,00049
Mortgage-backed securities$22,992,066,00013
Certificates of participation in pools of residential mortgages$22,404,668,0006
Issued or guaranteed by U.S.$22,404,668,0006
Privately issued$075
Collaterized mortgage obligations$133,386,000238
CMOs issued by government agencies or sponsored agencies$10,785,0001,210
Privately issued$122,601,00032
Commercial mortgage-backed securities$454,012,00039
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$454,012,00034
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$25,728,180,00015
Total debt securities$25,597,228,00016
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$4,154,151,0009
Revaluation gains on off-balance sheet contracts$1,177,430,00011
Revaluation losses on off-balance sheet contracts$490,580,00016
2014-09-30Rank
Total securities$25,053,393,00016
U.S. Government securities$24,543,201,00015
U.S. Treasury securities$1,011,058,00027
U.S. Government agency obligations$23,532,143,00014
Securities issued by states & political subdivisions$212,777,000112
Other domestic debt securities$189,338,00096
Privately issued residential mortgage-backed securities$132,173,00032
Commercial mortgage-backed securities - Total$0141
Asset backed securities$21,365,00090
Structured financial products - Total$0253
Other domestic debt securities - All other$35,800,000171
Foreign debt securities$5,200,00081
Equity securities$102,877,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,605,055,00020
Mortgage-backed securities$22,755,727,00013
Certificates of participation in pools of residential mortgages$22,158,155,0006
Issued or guaranteed by U.S.$22,158,155,0006
Privately issued$073
Collaterized mortgage obligations$153,606,000219
CMOs issued by government agencies or sponsored agencies$21,433,000813
Privately issued$132,173,00031
Commercial mortgage-backed securities$443,966,00036
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$443,966,00032
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$25,053,393,00015
Total debt securities$24,950,516,00016
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$3,730,216,0009
Revaluation gains on off-balance sheet contracts$1,184,851,00011
Revaluation losses on off-balance sheet contracts$391,225,00016
2014-06-30Rank
Total securities$22,933,392,00018
U.S. Government securities$22,366,118,00016
U.S. Treasury securities$1,573,455,00017
U.S. Government agency obligations$20,792,663,00014
Securities issued by states & political subdivisions$224,497,000105
Other domestic debt securities$197,700,00094
Privately issued residential mortgage-backed securities$139,698,00032
Commercial mortgage-backed securities - Total$0128
Asset backed securities$21,721,00097
Structured financial products - Total$0259
Other domestic debt securities - All other$36,281,000177
Foreign debt securities$5,200,00078
Equity securities$139,877,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,582,929,00013
Mortgage-backed securities$20,005,063,00015
Certificates of participation in pools of residential mortgages$19,366,287,0007
Issued or guaranteed by U.S.$19,366,287,0007
Privately issued$075
Collaterized mortgage obligations$173,520,000205
CMOs issued by government agencies or sponsored agencies$33,822,000597
Privately issued$139,698,00031
Commercial mortgage-backed securities$465,256,00035
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$465,256,00030
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$22,933,392,00015
Total debt securities$22,793,515,00018
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$3,354,238,0009
Revaluation gains on off-balance sheet contracts$1,267,321,00010
Revaluation losses on off-balance sheet contracts$379,023,00016
2014-03-31Rank
Total securities$22,303,698,00019
U.S. Government securities$21,747,664,00016
U.S. Treasury securities$1,556,648,00014
U.S. Government agency obligations$20,191,016,00015
Securities issued by states & political subdivisions$256,731,00087
Other domestic debt securities$252,305,00086
Privately issued residential mortgage-backed securities$149,278,00032
Commercial mortgage-backed securities - Total$0127
Asset backed securities$66,525,00053
Structured financial products - Total$0268
Other domestic debt securities - All other$36,502,000187
Foreign debt securities$5,200,00083
Equity securities$41,798,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,611,817,00016
Mortgage-backed securities$19,416,404,00015
Certificates of participation in pools of residential mortgages$18,761,403,0008
Issued or guaranteed by U.S.$18,761,403,0008
Privately issued$076
Collaterized mortgage obligations$195,317,000194
CMOs issued by government agencies or sponsored agencies$46,039,000482
Privately issued$149,278,00031
Commercial mortgage-backed securities$459,684,00035
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$459,684,00030
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$22,303,698,00015
Total debt securities$22,261,899,00019
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$3,362,654,0009
Revaluation gains on off-balance sheet contracts$1,160,181,00010
Revaluation losses on off-balance sheet contracts$392,756,00017
2013-12-31Rank
Total securities$21,475,511,00019
U.S. Government securities$20,926,954,00016
U.S. Treasury securities$1,292,796,00015
U.S. Government agency obligations$19,634,158,00015
Securities issued by states & political subdivisions$182,445,000131
Other domestic debt securities$270,373,00083
Privately issued residential mortgage-backed securities$154,016,00034
Commercial mortgage-backed securities - Total$0125
Asset backed securities$79,595,00051
Structured financial products - Total$0292
Other domestic debt securities - All other$36,762,000187
Foreign debt securities$5,200,00084
Equity securities$90,539,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,034,475,00015
Mortgage-backed securities$18,876,924,00015
Certificates of participation in pools of residential mortgages$18,211,008,0008
Issued or guaranteed by U.S.$18,211,008,0008
Privately issued$081
Collaterized mortgage obligations$214,556,000173
CMOs issued by government agencies or sponsored agencies$60,540,000380
Privately issued$154,016,00033
Commercial mortgage-backed securities$451,360,00035
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$451,360,00030
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$21,475,511,00016
Total debt securities$21,384,973,00019
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$3,372,692,00010
Revaluation gains on off-balance sheet contracts$1,145,067,00011
Revaluation losses on off-balance sheet contracts$501,495,00013
2013-09-30Rank
Total securities$21,623,979,00019
U.S. Government securities$21,038,639,00016
U.S. Treasury securities$770,728,00017
U.S. Government agency obligations$20,267,911,00015
Securities issued by states & political subdivisions$190,976,000114
Other domestic debt securities$299,172,00078
Privately issued residential mortgage-backed securities$165,647,00034
Commercial mortgage-backed securities - Total$0126
Asset backed securities$96,243,00047
Structured financial products - Total$0318
Other domestic debt securities - All other$37,282,000184
Foreign debt securities$5,200,00090
Equity securities$89,992,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,788,217,00017
Mortgage-backed securities$18,351,310,00016
Certificates of participation in pools of residential mortgages$17,649,472,0009
Issued or guaranteed by U.S.$17,649,472,0009
Privately issued$080
Collaterized mortgage obligations$245,023,000164
CMOs issued by government agencies or sponsored agencies$79,376,000315
Privately issued$165,647,00032
Commercial mortgage-backed securities$456,815,00032
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$456,815,00027
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$21,623,979,00016
Total debt securities$21,533,987,00019
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$3,682,198,0009
Revaluation gains on off-balance sheet contracts$1,157,934,00011
Revaluation losses on off-balance sheet contracts$487,763,00015
2013-06-30Rank
Total securities$22,293,356,00019
U.S. Government securities$21,628,076,00016
U.S. Treasury securities$776,683,00017
U.S. Government agency obligations$20,851,393,00015
Securities issued by states & political subdivisions$201,259,000104
Other domestic debt securities$344,640,00073
Privately issued residential mortgage-backed securities$181,160,00034
Commercial mortgage-backed securities - Total$0134
Asset backed securities$125,287,00047
Structured financial products - Total$0318
Other domestic debt securities - All other$38,193,000182
Foreign debt securities$1,600,000147
Equity securities$117,781,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,197,983,00019
Mortgage-backed securities$18,910,872,00017
Certificates of participation in pools of residential mortgages$18,170,027,0009
Issued or guaranteed by U.S.$18,170,027,0009
Privately issued$083
Collaterized mortgage obligations$289,610,000145
CMOs issued by government agencies or sponsored agencies$108,450,000261
Privately issued$181,160,00032
Commercial mortgage-backed securities$451,235,00032
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$451,235,00026
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$22,293,356,00017
Total debt securities$22,175,576,00019
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$3,908,806,0009
Revaluation gains on off-balance sheet contracts$1,277,895,00011
Revaluation losses on off-balance sheet contracts$496,412,00016
2013-03-31Rank
Total securities$22,776,986,00017
U.S. Government securities$22,058,720,00017
U.S. Treasury securities$816,785,00018
U.S. Government agency obligations$21,241,935,00016
Securities issued by states & political subdivisions$230,784,00089
Other domestic debt securities$398,149,00063
Privately issued residential mortgage-backed securities$202,407,00032
Commercial mortgage-backed securities - Total$0135
Asset backed securities$156,025,00044
Structured financial products - Total$0323
Other domestic debt securities - All other$39,717,000178
Foreign debt securities$5,100,00094
Equity securities$84,233,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,845,535,00017
Mortgage-backed securities$19,252,570,00016
Certificates of participation in pools of residential mortgages$18,471,489,0009
Issued or guaranteed by U.S.$18,471,489,0009
Privately issued$083
Collaterized mortgage obligations$324,191,000137
CMOs issued by government agencies or sponsored agencies$121,784,000249
Privately issued$202,407,00031
Commercial mortgage-backed securities$456,890,00031
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$456,890,00026
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$22,776,986,00017
Total debt securities$22,692,753,00018
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$3,937,452,0009
Revaluation gains on off-balance sheet contracts$1,407,460,00010
Revaluation losses on off-balance sheet contracts$616,207,00014
2012-12-31Rank
Total securities$20,888,979,00019
U.S. Government securities$20,135,798,00018
U.S. Treasury securities$219,061,00036
U.S. Government agency obligations$19,916,737,00016
Securities issued by states & political subdivisions$256,018,00077
Other domestic debt securities$435,955,00056
Privately issued residential mortgage-backed securities$209,395,00034
Commercial mortgage-backed securities - Total$0125
Asset backed securities$185,744,00042
Structured financial products - Total$0329
Other domestic debt securities - All other$40,816,000160
Foreign debt securities$5,100,00091
Equity securities$56,108,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,397,416,00016
Mortgage-backed securities$18,153,934,00016
Certificates of participation in pools of residential mortgages$17,372,829,00010
Issued or guaranteed by U.S.$17,372,829,00010
Privately issued$085
Collaterized mortgage obligations$342,395,000133
CMOs issued by government agencies or sponsored agencies$133,000,000243
Privately issued$209,395,00033
Commercial mortgage-backed securities$438,710,00031
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$438,710,00024
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$20,888,979,00018
Total debt securities$20,832,871,00019
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$4,142,793,0009
Revaluation gains on off-balance sheet contracts$1,530,420,00010
Revaluation losses on off-balance sheet contracts$531,689,00017
2012-09-30Rank
Total securities$20,189,762,00020
U.S. Government securities$19,279,702,00018
U.S. Treasury securities$220,347,00035
U.S. Government agency obligations$19,059,355,00016
Securities issued by states & political subdivisions$288,702,00064
Other domestic debt securities$488,971,00053
Privately issued residential mortgage-backed securities$217,250,00036
Commercial mortgage-backed securities - Total$0122
Asset backed securities$230,859,00041
Structured financial products - Total$0340
Other domestic debt securities - All other$40,862,000171
Foreign debt securities$5,100,00089
Equity securities$127,287,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,892,597,00019
Mortgage-backed securities$17,557,243,00017
Certificates of participation in pools of residential mortgages$16,707,563,0009
Issued or guaranteed by U.S.$16,707,563,0009
Privately issued$088
Collaterized mortgage obligations$357,021,000136
CMOs issued by government agencies or sponsored agencies$139,771,000245
Privately issued$217,250,00035
Commercial mortgage-backed securities$492,659,00029
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$492,659,00022
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$20,189,762,00019
Total debt securities$20,062,475,00020
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$4,374,835,0008
Revaluation gains on off-balance sheet contracts$1,876,653,0009
Revaluation losses on off-balance sheet contracts$845,937,00013
2012-06-30Rank
Total securities$21,322,123,00019
U.S. Government securities$19,841,861,00017
U.S. Treasury securities$220,110,00036
U.S. Government agency obligations$19,621,751,00016
Securities issued by states & political subdivisions$302,407,00061
Other domestic debt securities$524,732,00049
Privately issued residential mortgage-backed securities$208,083,00038
Commercial mortgage-backed securities - Total$0125
Asset backed securities$276,858,00038
Structured financial products - Total$0339
Other domestic debt securities - All other$39,791,000173
Foreign debt securities$5,100,00079
Equity securities$648,023,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,927,460,00019
Mortgage-backed securities$18,125,157,00016
Certificates of participation in pools of residential mortgages$17,256,157,0009
Issued or guaranteed by U.S.$17,256,157,0009
Privately issued$094
Collaterized mortgage obligations$355,867,000136
CMOs issued by government agencies or sponsored agencies$147,784,000237
Privately issued$208,083,00036
Commercial mortgage-backed securities$513,133,00025
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$513,133,00020
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$21,322,123,00017
Total debt securities$20,674,100,00019
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$4,284,896,0009
Revaluation gains on off-balance sheet contracts$1,736,840,0009
Revaluation losses on off-balance sheet contracts$843,242,00014
2012-03-31Rank
Total securities$24,338,948,00019
U.S. Government securities$22,650,346,00016
U.S. Treasury securities$225,493,00037
U.S. Government agency obligations$22,424,853,00015
Securities issued by states & political subdivisions$348,990,00051
Other domestic debt securities$628,168,00049
Privately issued residential mortgage-backed securities$216,198,00038
Commercial mortgage-backed securities - Total$0130
Asset backed securities$371,431,00032
Structured financial products - Total$0346
Other domestic debt securities - All other$40,539,000164
Foreign debt securities$5,000,00066
Equity securities$706,444,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,258,787,00020
Mortgage-backed securities$20,974,519,00016
Certificates of participation in pools of residential mortgages$20,085,837,0009
Issued or guaranteed by U.S.$20,085,837,0009
Privately issued$094
Collaterized mortgage obligations$369,276,000134
CMOs issued by government agencies or sponsored agencies$153,078,000243
Privately issued$216,198,00036
Commercial mortgage-backed securities$519,406,00024
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$519,406,00019
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$24,338,948,00016
Total debt securities$23,632,505,00019
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$4,043,647,00010
Revaluation gains on off-balance sheet contracts$1,380,042,00010
Revaluation losses on off-balance sheet contracts$775,203,00014
2011-12-31Rank
Total securities$25,297,587,00017
U.S. Government securities$23,547,855,00014
U.S. Treasury securities$688,824,00020
U.S. Government agency obligations$22,859,031,00013
Securities issued by states & political subdivisions$377,066,00046
Other domestic debt securities$703,231,00048
Privately issued residential mortgage-backed securities$221,203,00046
Commercial mortgage-backed securities - Total$0110
Asset backed securities$442,114,00024
Structured financial products - Total$0321
Other domestic debt securities - All other$39,914,000152
Foreign debt securities$5,000,00059
Equity securities$664,435,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,344,496,00019
Mortgage-backed securities$21,220,390,00015
Certificates of participation in pools of residential mortgages$20,306,807,0008
Issued or guaranteed by U.S.$20,306,807,0008
Privately issued$0121
Collaterized mortgage obligations$375,290,000127
CMOs issued by government agencies or sponsored agencies$154,087,000224
Privately issued$221,203,00044
Commercial mortgage-backed securities$538,293,00017
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$538,293,00013
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$25,297,587,00016
Total debt securities$24,633,153,00017
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$3,844,200,00010
Revaluation gains on off-balance sheet contracts$1,480,257,00010
Revaluation losses on off-balance sheet contracts$972,910,00012
2011-09-30Rank
Total securities$24,898,674,00017
U.S. Government securities$22,747,723,00015
U.S. Treasury securities$379,354,00028
U.S. Government agency obligations$22,368,369,00013
Securities issued by states & political subdivisions$410,485,00042
Other domestic debt securities$1,125,879,00041
Privately issued residential mortgage-backed securities$286,932,00041
Commercial mortgage-backed securities - Total$092
Asset backed securities$798,809,00017
Structured financial products - Total$0323
Other domestic debt securities - All other$40,138,000152
Foreign debt securities$5,000,00063
Equity securities$609,587,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,215,264,00018
Mortgage-backed securities$20,077,571,00015
Certificates of participation in pools of residential mortgages$19,105,582,0007
Issued or guaranteed by U.S.$19,105,582,0007
Privately issued$0132
Collaterized mortgage obligations$443,267,000111
CMOs issued by government agencies or sponsored agencies$156,335,000214
Privately issued$286,932,00039
Commercial mortgage-backed securities$528,722,00016
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$528,722,00013
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$24,898,674,00015
Total debt securities$24,289,086,00017
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$3,452,966,00010
Revaluation gains on off-balance sheet contracts$1,449,835,00011
Revaluation losses on off-balance sheet contracts$1,079,040,00011
2011-06-30Rank
Total securities$24,632,594,00015
U.S. Government securities$22,364,291,00015
U.S. Treasury securities$719,215,00018
U.S. Government agency obligations$21,645,076,00014
Securities issued by states & political subdivisions$430,285,00042
Other domestic debt securities$1,239,884,00034
Privately issued residential mortgage-backed securities$311,219,00042
Commercial mortgage-backed securities - Total$087
Asset backed securities$887,742,00015
Structured financial products - Total$0330
Other domestic debt securities - All other$40,923,000139
Foreign debt securities$5,000,00061
Equity securities$593,134,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,780,325,00022
Mortgage-backed securities$19,452,190,00015
Certificates of participation in pools of residential mortgages$18,537,264,0007
Issued or guaranteed by U.S.$18,537,264,0007
Privately issued$0125
Collaterized mortgage obligations$466,527,000104
CMOs issued by government agencies or sponsored agencies$155,308,000209
Privately issued$311,219,00040
Commercial mortgage-backed securities$448,399,00015
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$448,399,00012
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$24,632,594,00014
Total debt securities$24,039,461,00016
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$4,103,995,00010
Revaluation gains on off-balance sheet contracts$2,234,935,0009
Revaluation losses on off-balance sheet contracts$1,942,804,0009
2011-03-31Rank
Total securities$23,882,925,00016
U.S. Government securities$21,753,679,00015
U.S. Treasury securities$215,353,00039
U.S. Government agency obligations$21,538,326,00013
Securities issued by states & political subdivisions$462,515,00037
Other domestic debt securities$1,094,011,00041
Privately issued residential mortgage-backed securities$338,169,00041
Commercial mortgage-backed securities - Total$081
Asset backed securities$714,851,00019
Structured financial products - Total$0337
Other domestic debt securities - All other$40,991,000140
Foreign debt securities$5,000,00059
Equity securities$567,720,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,152,620,00023
Mortgage-backed securities$18,127,999,00016
Certificates of participation in pools of residential mortgages$17,189,194,0008
Issued or guaranteed by U.S.$17,189,194,0008
Privately issued$0136
Collaterized mortgage obligations$502,778,00094
CMOs issued by government agencies or sponsored agencies$164,609,000192
Privately issued$338,169,00039
Commercial mortgage-backed securities$436,027,00012
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$436,027,00010
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$23,882,925,00015
Total debt securities$23,315,205,00017
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$3,890,094,00010
Revaluation gains on off-balance sheet contracts$2,000,559,00010
Revaluation losses on off-balance sheet contracts$1,662,868,0009
2010-12-31Rank
Total securities$19,855,118,00020
U.S. Government securities$17,164,645,00019
U.S. Treasury securities$1,139,169,00012
U.S. Government agency obligations$16,025,476,00019
Securities issued by states & political subdivisions$521,429,00032
Other domestic debt securities$1,514,653,00036
Privately issued residential mortgage-backed securities$346,754,00042
Commercial mortgage-backed securities - Total$0438
Asset backed securities$714,790,00021
Structured financial products - Total$50,000,00020
Other domestic debt securities - All other$403,109,00032
Foreign debt securities$5,000,00053
Equity securities$649,391,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,157,738,00018
Mortgage-backed securities$14,542,378,00019
Certificates of participation in pools of residential mortgages$13,611,069,00010
Issued or guaranteed by U.S.$13,611,069,00010
Privately issued$0141
Collaterized mortgage obligations$931,309,00061
CMOs issued by government agencies or sponsored agencies$584,555,00069
Privately issued$346,754,00040
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)$19,855,118,00019
Total debt securities$19,205,728,00021
Structured notes
Amortized cost$50,000,00099
Fair value$50,000,00094
Trading account assets$3,658,479,00010
Revaluation gains on off-balance sheet contracts$1,945,867,00010
Revaluation losses on off-balance sheet contracts$1,536,306,0009
2010-09-30Rank
Total securities$23,327,013,00017
U.S. Government securities$20,614,866,00017
U.S. Treasury securities$1,870,239,00011
U.S. Government agency obligations$18,744,627,00017
Securities issued by states & political subdivisions$573,094,00027
Other domestic debt securities$1,557,774,00037
Privately issued residential mortgage-backed securities$364,437,00039
Commercial mortgage-backed securities - Total$0411
Asset backed securities$784,600,00020
Structured financial products - Total$0351
Other domestic debt securities - All other$408,737,00031
Foreign debt securities$5,000,00052
Equity securities$576,279,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,722,519,00021
Mortgage-backed securities$17,250,724,00017
Certificates of participation in pools of residential mortgages$16,298,209,0008
Issued or guaranteed by U.S.$16,298,204,0008
Privately issued$5,000134
Collaterized mortgage obligations$952,515,00056
CMOs issued by government agencies or sponsored agencies$588,083,00062
Privately issued$364,432,00036
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)$23,327,013,00016
Total debt securities$22,750,733,00017
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$4,097,756,00011
Revaluation gains on off-balance sheet contracts$2,503,103,00010
Revaluation losses on off-balance sheet contracts$1,644,286,0009
2010-06-30Rank
Total securities$20,880,153,00018
U.S. Government securities$17,935,902,00019
U.S. Treasury securities$956,014,00013
U.S. Government agency obligations$16,979,888,00018
Securities issued by states & political subdivisions$742,559,00020
Other domestic debt securities$1,624,513,00033
Privately issued residential mortgage-backed securities$365,361,00041
Commercial mortgage-backed securities - Total$0407
Asset backed securities$834,711,00018
Structured financial products - Total$0352
Other domestic debt securities - All other$424,441,00028
Foreign debt securities$5,000,00049
Equity securities$572,179,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,381,317,00019
Mortgage-backed securities$16,431,602,00018
Certificates of participation in pools of residential mortgages$15,485,531,0008
Issued or guaranteed by U.S.$15,485,521,0008
Privately issued$10,000141
Collaterized mortgage obligations$946,071,00059
CMOs issued by government agencies or sponsored agencies$580,720,00060
Privately issued$365,351,00038
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)$20,880,153,00017
Total debt securities$20,307,974,00018
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$3,287,673,00012
Revaluation gains on off-balance sheet contracts$1,813,576,00011
Revaluation losses on off-balance sheet contracts$1,782,787,0009
2010-03-31Rank
Total securities$18,482,364,00019
U.S. Government securities$15,679,169,00019
U.S. Treasury securities$188,348,00048
U.S. Government agency obligations$15,490,821,00017
Securities issued by states & political subdivisions$787,780,00020
Other domestic debt securities$1,468,466,00033
Privately issued residential mortgage-backed securities$369,206,00041
Commercial mortgage-backed securities - Total$0422
Asset backed securities$915,626,00015
Structured financial products - Total$0358
Other domestic debt securities - All other$183,634,00048
Foreign debt securities$4,550,00054
Equity securities$542,399,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,603,436,00019
Mortgage-backed securities$13,898,893,00018
Certificates of participation in pools of residential mortgages$12,996,585,00011
Issued or guaranteed by U.S.$12,996,571,00011
Privately issued$14,000135
Collaterized mortgage obligations$902,308,00058
CMOs issued by government agencies or sponsored agencies$533,116,00065
Privately issued$369,192,00037
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)$18,482,364,00018
Total debt securities$17,939,965,00020
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$4,260,852,00010
Revaluation gains on off-balance sheet contracts$2,365,787,0009
Revaluation losses on off-balance sheet contracts$1,590,630,0009
2009-12-31Rank
Total securities$20,692,704,00019
U.S. Government securities$18,596,905,00016
U.S. Treasury securities$187,819,00038
U.S. Government agency obligations$18,409,086,00015
Securities issued by states & political subdivisions$815,872,00020
Other domestic debt securities$802,829,00050
Privately issued residential mortgage-backed securities$378,083,00043
Commercial mortgage-backed securities - Total$0408
Asset backed securities$242,064,00030
Structured financial products - Total$0366
Other domestic debt securities - All other$182,682,00049
Foreign debt securities$4,550,00048
Equity securities$472,548,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,431,904,00018
Mortgage-backed securities$16,089,216,00018
Certificates of participation in pools of residential mortgages$15,193,218,0009
Issued or guaranteed by U.S.$15,193,199,0009
Privately issued$19,000144
Collaterized mortgage obligations$895,998,00058
CMOs issued by government agencies or sponsored agencies$517,934,00060
Privately issued$378,064,00039
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)$20,692,704,00018
Total debt securities$20,220,156,00019
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$3,402,613,00014
Revaluation gains on off-balance sheet contracts$2,323,731,00010
Revaluation losses on off-balance sheet contracts$1,669,429,00010
2009-09-30Rank
Total securities$19,383,885,00020
U.S. Government securities$17,140,682,00015
U.S. Treasury securities$945,298,00014
U.S. Government agency obligations$16,195,384,00014
Securities issued by states & political subdivisions$866,550,00020
Other domestic debt securities$812,292,00056
Privately issued residential mortgage-backed securities$391,913,00049
Commercial mortgage-backed securities - Total$0419
Asset backed securities$238,221,00031
Structured financial products - Total$0375
Other domestic debt securities - All other$182,158,00050
Foreign debt securities$4,550,00049
Equity securities$559,811,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,862,058,00020
Mortgage-backed securities$12,641,148,00019
Certificates of participation in pools of residential mortgages$11,719,657,00012
Issued or guaranteed by U.S.$11,719,634,00012
Privately issued$23,000154
Collaterized mortgage obligations$921,491,00062
CMOs issued by government agencies or sponsored agencies$529,601,00060
Privately issued$391,890,00043
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$19,383,885,00018
Total debt securities$18,824,074,00020
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$3,699,893,00014
Revaluation gains on off-balance sheet contracts$2,863,298,00010
Revaluation losses on off-balance sheet contracts$2,055,309,00011
2009-06-30Rank
Total securities$16,883,049,00022
U.S. Government securities$14,716,916,00015
U.S. Treasury securities$187,242,00030
U.S. Government agency obligations$14,529,674,00015
Securities issued by states & political subdivisions$870,192,00017
Other domestic debt securities$677,122,00062
Privately issued residential mortgage-backed securities$416,537,00046
Commercial mortgage-backed securities - Total$0346
Asset backed securities$25,824,00057
Structured financial products - Total$0397
Other domestic debt securities - All other$234,761,00039
Foreign debt securities$4,550,00045
Equity securities$614,269,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,646,143,00022
Mortgage-backed securities$14,577,941,00017
Certificates of participation in pools of residential mortgages$13,655,858,0009
Issued or guaranteed by U.S.$13,655,831,0009
Privately issued$27,000165
Collaterized mortgage obligations$922,083,00064
CMOs issued by government agencies or sponsored agencies$505,573,00060
Privately issued$416,510,00041
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)$16,883,049,00019
Total debt securities$16,268,780,00022
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$3,510,141,00015
Revaluation gains on off-balance sheet contracts$2,679,687,00010
Revaluation losses on off-balance sheet contracts$1,926,736,00011
2009-03-31Rank
Total securities$16,960,843,00021
U.S. Government securities$14,522,776,00014
U.S. Treasury securities$134,242,00037
U.S. Government agency obligations$14,388,534,00013
Securities issued by states & political subdivisions$928,020,00016
Other domestic debt securities$702,479,00054
Privately issued residential mortgage-backed securities$449,311,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$28,341,00060
Structured financial products - TotalNANA
Other domestic debt securities - All other$224,827,00035
Foreign debt securities$4,550,00041
Equity securities$803,018,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,971,865,00021
Mortgage-backed securities$14,463,379,00017
Certificates of participation in pools of residential mortgages$13,512,830,0009
Issued or guaranteed by U.S.$13,512,798,0009
Privately issued$32,000174
Collaterized mortgage obligations$950,549,00064
CMOs issued by government agencies or sponsored agencies$501,270,00061
Privately issued$449,279,00043
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)$16,960,843,00018
Total debt securities$16,157,822,00021
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$4,651,026,00014
Revaluation gains on off-balance sheet contracts$3,561,801,00011
Revaluation losses on off-balance sheet contracts$2,180,429,00011
2008-12-31Rank
Total securities$17,455,182,00019
U.S. Government securities$14,824,518,00014
U.S. Treasury securities$124,645,00035
U.S. Government agency obligations$14,699,873,00012
Securities issued by states & political subdivisions$959,557,00014
Other domestic debt securities$776,430,00050
Privately issued residential mortgage-backed securities$505,952,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$29,108,00058
Structured financial products - TotalNANA
Other domestic debt securities - All other$241,370,00029
Foreign debt securities$4,800,00034
Equity securities$889,877,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,946,484,00025
Mortgage-backed securities$14,853,490,00016
Certificates of participation in pools of residential mortgages$13,916,406,0009
Issued or guaranteed by U.S.$13,916,370,0009
Privately issued$36,000170
Collaterized mortgage obligations$937,084,00058
CMOs issued by government agencies or sponsored agencies$431,168,00067
Privately issued$505,916,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$17,455,182,00017
Total debt securities$16,565,304,00019
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$7,263,194,00012
Revaluation gains on off-balance sheet contracts$3,825,828,00011
Revaluation losses on off-balance sheet contracts$2,440,464,00012
2008-09-30Rank
Total securities$12,144,656,00022
U.S. Government securities$9,748,726,00017
U.S. Treasury securities$120,174,00031
U.S. Government agency obligations$9,628,552,00015
Securities issued by states & political subdivisions$952,944,00017
Other domestic debt securities$787,354,00051
Privately issued residential mortgage-backed securities$532,467,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$33,680,00055
Structured financial products - TotalNANA
Other domestic debt securities - All other$221,207,00027
Foreign debt securities$4,800,00036
Equity securities$650,832,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,302,270,00026
Mortgage-backed securities$9,606,535,00021
Certificates of participation in pools of residential mortgages$8,650,779,00011
Issued or guaranteed by U.S.$8,650,739,00011
Privately issued$40,000167
Collaterized mortgage obligations$955,756,00057
CMOs issued by government agencies or sponsored agencies$423,329,00065
Privately issued$532,427,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$12,144,656,00019
Total debt securities$11,493,822,00023
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$6,144,607,00012
Revaluation gains on off-balance sheet contracts$1,720,255,00011
Revaluation losses on off-balance sheet contracts$1,244,062,00011
2008-06-30Rank
Total securities$12,735,430,00025
U.S. Government securities$9,684,218,00016
U.S. Treasury securities$123,337,00033
U.S. Government agency obligations$9,560,881,00017
Securities issued by states & political subdivisions$969,854,00016
Other domestic debt securities$871,248,00053
Privately issued residential mortgage-backed securities$583,264,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,350,00048
Structured financial products - TotalNANA
Other domestic debt securities - All other$237,634,00034
Foreign debt securities$4,800,00036
Equity securities$1,205,310,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,879,034,00028
Mortgage-backed securities$9,674,438,00024
Certificates of participation in pools of residential mortgages$8,678,990,00013
Issued or guaranteed by U.S.$8,678,929,00010
Privately issued$61,000175
Collaterized mortgage obligations$995,448,00057
CMOs issued by government agencies or sponsored agencies$412,245,00066
Privately issued$583,203,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$12,735,430,00022
Total debt securities$11,530,120,00026
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$7,586,997,00010
Revaluation gains on off-balance sheet contracts$1,687,082,00010
Revaluation losses on off-balance sheet contracts$1,383,374,00010
2008-03-31Rank
Total securities$13,313,937,00024
U.S. Government securities$9,565,392,00017
U.S. Treasury securities$142,721,00028
U.S. Government agency obligations$9,422,671,00017
Securities issued by states & political subdivisions$1,152,669,00013
Other domestic debt securities$1,096,523,00048
Privately issued residential mortgage-backed securities$675,489,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$174,451,00037
Structured financial products - TotalNANA
Other domestic debt securities - All other$246,583,00034
Foreign debt securities$4,800,00040
Equity securities$1,494,553,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,165,433,00024
Mortgage-backed securities$9,835,446,00022
Certificates of participation in pools of residential mortgages$8,798,428,00011
Issued or guaranteed by U.S.$8,756,047,00010
Privately issued$42,381,00036
Collaterized mortgage obligations$1,037,018,00056
CMOs issued by government agencies or sponsored agencies$403,910,00065
Privately issued$633,108,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$13,313,937,00021
Total debt securities$11,819,385,00025
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$7,887,210,00011
Revaluation gains on off-balance sheet contracts$2,500,815,00010
Revaluation losses on off-balance sheet contracts$1,882,828,00010
2007-12-31Rank
Total securities$13,669,101,00024
U.S. Government securities$9,564,863,00017
U.S. Treasury securities$137,299,00030
U.S. Government agency obligations$9,427,564,00018
Securities issued by states & political subdivisions$1,006,845,00016
Other domestic debt securities$1,161,459,00047
Privately issued residential mortgage-backed securities$754,214,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$210,350,00034
Structured financial products - TotalNANA
Other domestic debt securities - All other$196,895,00039
Foreign debt securities$4,800,00043
Equity securities$1,931,134,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,277,945,00026
Mortgage-backed securities$9,934,580,00024
Certificates of participation in pools of residential mortgages$8,985,023,00012
Issued or guaranteed by U.S.$8,936,040,00011
Privately issued$48,983,00034
Collaterized mortgage obligations$949,557,00062
CMOs issued by government agencies or sponsored agencies$244,326,00097
Privately issued$705,231,00045
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$13,669,101,00022
Total debt securities$11,737,968,00024
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$7,199,765,00010
Revaluation gains on off-balance sheet contracts$1,767,371,00010
Revaluation losses on off-balance sheet contracts$1,544,029,00010
2007-09-30Rank
Total securities$12,718,647,00025
U.S. Government securities$9,444,798,00020
U.S. Treasury securities$36,971,00077
U.S. Government agency obligations$9,407,827,00020
Securities issued by states & political subdivisions$997,293,00014
Other domestic debt securities$719,990,00061
Privately issued residential mortgage-backed securities$452,708,00057
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$240,914,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,368,000197
Foreign debt securities$4,800,00039
Equity securities$1,551,766,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,216,557,00030
Mortgage-backed securities$9,649,285,00024
Certificates of participation in pools of residential mortgages$9,014,376,00014
Issued or guaranteed by U.S.$8,961,785,00011
Privately issued$52,591,00035
Collaterized mortgage obligations$634,909,00076
CMOs issued by government agencies or sponsored agencies$234,792,00095
Privately issued$400,117,00054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$12,718,647,00023
Total debt securities$11,166,882,00028
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$7,428,555,00010
Revaluation gains on off-balance sheet contracts$1,486,013,00010
Revaluation losses on off-balance sheet contracts$1,422,183,0009
2007-06-30Rank
Total securities$12,425,162,00025
U.S. Government securities$9,596,175,00020
U.S. Treasury securities$36,301,00087
U.S. Government agency obligations$9,559,874,00020
Securities issued by states & political subdivisions$971,933,00013
Other domestic debt securities$487,479,00074
Privately issued residential mortgage-backed securities$172,361,000103
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$288,557,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,561,000185
Foreign debt securities$4,800,00040
Equity securities$1,364,775,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,328,488,00023
Mortgage-backed securities$9,523,623,00023
Certificates of participation in pools of residential mortgages$9,180,581,00013
Issued or guaranteed by U.S.$9,120,154,00010
Privately issued$60,427,00040
Collaterized mortgage obligations$343,042,000119
CMOs issued by government agencies or sponsored agencies$231,108,000113
Privately issued$111,934,000114
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$12,425,162,00023
Total debt securities$11,060,388,00026
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$12,012,798,0007
Revaluation gains on off-balance sheet contracts$1,136,861,00010
Revaluation losses on off-balance sheet contracts$1,265,129,00010
2007-03-31Rank
Total securities$11,078,551,00026
U.S. Government securities$8,066,679,00021
U.S. Treasury securities$31,534,000102
U.S. Government agency obligations$8,035,145,00021
Securities issued by states & political subdivisions$991,456,00013
Other domestic debt securities$538,677,00069
Privately issued residential mortgage-backed securities$199,197,00099
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$311,767,00024
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,713,000184
Foreign debt securities$4,800,00040
Equity securities$1,476,939,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,031,895,00026
Mortgage-backed securities$8,039,893,00025
Certificates of participation in pools of residential mortgages$7,696,391,00015
Issued or guaranteed by U.S.$7,629,897,00012
Privately issued$66,494,00036
Collaterized mortgage obligations$343,502,000124
CMOs issued by government agencies or sponsored agencies$210,799,000116
Privately issued$132,703,000104
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)$11,078,551,00023
Total debt securities$9,601,613,00029
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$20,039,783,0006
Revaluation gains on off-balance sheet contracts$1,062,945,00010
Revaluation losses on off-balance sheet contracts$1,136,518,0009
2006-12-31Rank
Total securities$22,841,838,00011
U.S. Government securities$15,683,563,0009
U.S. Treasury securities$141,154,00036
U.S. Government agency obligations$15,542,409,0009
Securities issued by states & political subdivisions$971,882,00013
Other domestic debt securities$4,369,354,00021
Privately issued residential mortgage-backed securities$2,842,296,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,112,339,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$414,719,00018
Foreign debt securities$4,800,00040
Equity securities$1,812,239,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,467,031,0009
Mortgage-backed securities$17,130,437,00014
Certificates of participation in pools of residential mortgages$11,879,101,00010
Issued or guaranteed by U.S.$11,807,471,0007
Privately issued$71,630,00029
Collaterized mortgage obligations$5,251,336,00017
CMOs issued by government agencies or sponsored agencies$2,480,670,00014
Privately issued$2,770,666,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$22,841,838,00010
Total debt securities$21,029,598,00014
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$1,735,068,00017
Revaluation gains on off-balance sheet contracts$1,139,012,00010
Revaluation losses on off-balance sheet contracts$1,249,488,0009
2006-09-30Rank
Total securities$23,306,983,00012
U.S. Government securities$16,311,450,00010
U.S. Treasury securities$218,325,00025
U.S. Government agency obligations$16,093,125,00010
Securities issued by states & political subdivisions$929,558,00012
Other domestic debt securities$4,714,137,00017
Privately issued residential mortgage-backed securities$2,698,840,00024
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,309,314,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$705,983,00013
Foreign debt securities$4,800,00040
Equity securities$1,347,038,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,828,204,0009
Mortgage-backed securities$16,720,043,00015
Certificates of participation in pools of residential mortgages$11,470,841,00011
Issued or guaranteed by U.S.$11,392,549,00010
Privately issued$78,292,00032
Collaterized mortgage obligations$5,249,202,00016
CMOs issued by government agencies or sponsored agencies$2,628,654,00017
Privately issued$2,620,548,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$23,306,983,00012
Total debt securities$21,959,947,00013
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$2,408,255,00014
Revaluation gains on off-balance sheet contracts$1,179,350,0009
Revaluation losses on off-balance sheet contracts$1,156,000,0009
2006-06-30Rank
Total securities$24,193,578,00012
U.S. Government securities$17,104,243,0009
U.S. Treasury securities$115,555,00045
U.S. Government agency obligations$16,988,688,0007
Securities issued by states & political subdivisions$893,272,00012
Other domestic debt securities$4,772,866,00016
Privately issued residential mortgage-backed securities$2,472,065,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,469,020,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$831,781,0009
Foreign debt securities$4,800,00040
Equity securities$1,418,397,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,043,201,0009
Mortgage-backed securities$16,743,594,00013
Certificates of participation in pools of residential mortgages$11,154,175,0009
Issued or guaranteed by U.S.$11,068,105,0008
Privately issued$86,070,00033
Collaterized mortgage obligations$5,589,419,00016
CMOs issued by government agencies or sponsored agencies$3,203,424,00012
Privately issued$2,385,995,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$24,193,578,00011
Total debt securities$22,775,183,00013
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$2,137,400,00013
Revaluation gains on off-balance sheet contracts$1,299,310,00010
Revaluation losses on off-balance sheet contracts$1,408,065,0009
2006-03-31Rank
Total securities$24,867,626,00010
U.S. Government securities$17,568,711,0008
U.S. Treasury securities$108,712,00057
U.S. Government agency obligations$17,459,999,0007
Securities issued by states & political subdivisions$883,784,00013
Other domestic debt securities$5,030,283,00016
Privately issued residential mortgage-backed securities$2,509,452,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,555,173,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$965,658,0008
Foreign debt securities$4,800,00039
Equity securities$1,380,048,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,721,639,00010
Mortgage-backed securities$17,286,631,00012
Certificates of participation in pools of residential mortgages$11,579,930,0008
Issued or guaranteed by U.S.$11,485,063,0008
Privately issued$94,867,00033
Collaterized mortgage obligations$5,706,701,00016
CMOs issued by government agencies or sponsored agencies$3,292,116,00013
Privately issued$2,414,585,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$24,867,626,00010
Total debt securities$23,487,578,00013
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$1,997,854,00014
Revaluation gains on off-balance sheet contracts$1,286,193,0009
Revaluation losses on off-balance sheet contracts$1,353,230,0009
2005-12-31Rank
Total securities$24,047,398,00011
U.S. Government securities$16,877,470,00010
U.S. Treasury securities$106,826,00060
U.S. Government agency obligations$16,770,644,0008
Securities issued by states & political subdivisions$881,719,00011
Other domestic debt securities$4,810,785,00016
Privately issued residential mortgage-backed securities$2,350,965,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,512,772,00011
Structured financial products - TotalNANA
Other domestic debt securities - All other$947,048,0008
Foreign debt securities$4,800,00039
Equity securities$1,472,624,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,823,960,0009
Mortgage-backed securities$17,022,125,00012
Certificates of participation in pools of residential mortgages$11,739,196,0008
Issued or guaranteed by U.S.$11,638,621,0008
Privately issued$100,575,00028
Collaterized mortgage obligations$5,282,929,00018
CMOs issued by government agencies or sponsored agencies$3,032,539,00014
Privately issued$2,250,390,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$24,047,398,00010
Total debt securities$22,574,774,00012
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$1,660,730,00014
Revaluation gains on off-balance sheet contracts$1,070,219,0009
Revaluation losses on off-balance sheet contracts$1,006,652,0009
2005-09-30Rank
Total securities$24,380,197,00010
U.S. Government securities$17,347,673,00010
U.S. Treasury securities$107,980,00054
U.S. Government agency obligations$17,239,693,0008
Securities issued by states & political subdivisions$878,556,00012
Other domestic debt securities$4,812,307,00017
Privately issued residential mortgage-backed securities$2,296,896,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,506,280,00011
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,009,131,0006
Foreign debt securities$4,800,00041
Equity securities$1,336,861,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,943,672,00010
Mortgage-backed securities$17,493,382,00011
Certificates of participation in pools of residential mortgages$12,183,266,0008
Issued or guaranteed by U.S.$12,073,778,0007
Privately issued$109,488,00026
Collaterized mortgage obligations$5,310,116,00019
CMOs issued by government agencies or sponsored agencies$3,122,708,00016
Privately issued$2,187,408,00020
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$24,380,197,00010
Total debt securities$23,043,336,00013
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$1,320,931,00015
Revaluation gains on off-balance sheet contracts$909,665,00012
Revaluation losses on off-balance sheet contracts$778,204,00012
2005-06-30Rank
Total securities$26,037,826,0008
U.S. Government securities$18,195,047,0009
U.S. Treasury securities$107,906,00054
U.S. Government agency obligations$18,087,141,0007
Securities issued by states & political subdivisions$867,330,00010
Other domestic debt securities$5,777,945,00012
Privately issued residential mortgage-backed securities$2,481,793,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,151,158,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,144,994,0006
Foreign debt securities$4,800,00040
Equity securities$1,192,704,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,029,989,00010
Mortgage-backed securities$18,096,912,0009
Certificates of participation in pools of residential mortgages$11,975,578,0006
Issued or guaranteed by U.S.$11,850,003,0006
Privately issued$125,575,00025
Collaterized mortgage obligations$6,121,334,00016
CMOs issued by government agencies or sponsored agencies$3,765,116,00014
Privately issued$2,356,218,00020
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$26,037,826,0008
Total debt securities$24,845,123,0009
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$1,616,727,00015
Revaluation gains on off-balance sheet contracts$989,415,00011
Revaluation losses on off-balance sheet contracts$739,495,00011
2005-03-31Rank
Total securities$21,024,250,00012
U.S. Government securities$14,121,012,00013
U.S. Treasury securities$61,783,00092
U.S. Government agency obligations$14,059,229,00012
Securities issued by states & political subdivisions$798,318,00015
Other domestic debt securities$4,960,870,00016
Privately issued residential mortgage-backed securities$1,640,193,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,216,208,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,104,469,0007
Foreign debt securities$3,300,00053
Equity securities$1,140,750,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,997,625,00011
Mortgage-backed securities$13,739,153,00013
Certificates of participation in pools of residential mortgages$9,889,229,0009
Issued or guaranteed by U.S.$9,754,763,0009
Privately issued$134,466,00021
Collaterized mortgage obligations$3,849,924,00024
CMOs issued by government agencies or sponsored agencies$2,344,197,00021
Privately issued$1,505,727,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$21,024,250,00011
Total debt securities$19,847,141,00014
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$1,364,169,00015
Revaluation gains on off-balance sheet contracts$727,059,00012
Revaluation losses on off-balance sheet contracts$602,864,00014
2004-12-31Rank
Total securities$20,546,491,00012
U.S. Government securities$13,583,710,00014
U.S. Treasury securities$62,462,00094
U.S. Government agency obligations$13,521,248,00014
Securities issued by states & political subdivisions$786,535,00014
Other domestic debt securities$4,941,074,00013
Privately issued residential mortgage-backed securities$1,474,911,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,273,103,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,193,060,0007
Foreign debt securities$3,300,00055
Equity securities$1,231,872,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,360,092,00011
Mortgage-backed securities$13,482,316,00013
Certificates of participation in pools of residential mortgages$8,811,707,00011
Issued or guaranteed by U.S.$8,671,307,00011
Privately issued$140,400,00021
Collaterized mortgage obligations$4,670,609,00021
CMOs issued by government agencies or sponsored agencies$3,336,098,00014
Privately issued$1,334,511,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$20,546,491,00012
Total debt securities$19,272,928,00014
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$1,601,923,00015
Revaluation gains on off-balance sheet contracts$1,071,526,00011
Revaluation losses on off-balance sheet contracts$837,924,00011
2004-09-30Rank
Total securities$22,069,096,00012
U.S. Government securities$13,049,770,00015
U.S. Treasury securities$16,772,000259
U.S. Government agency obligations$13,032,998,00015
Securities issued by states & political subdivisions$800,626,00014
Other domestic debt securities$7,035,738,0008
Privately issued residential mortgage-backed securities$2,060,951,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,654,740,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,320,047,0005
Foreign debt securities$3,300,00057
Equity securities$1,179,662,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,038,819,0009
Mortgage-backed securities$13,469,707,00012
Certificates of participation in pools of residential mortgages$8,277,675,00012
Issued or guaranteed by U.S.$8,125,104,00011
Privately issued$152,571,00018
Collaterized mortgage obligations$5,192,032,00014
CMOs issued by government agencies or sponsored agencies$3,283,652,00013
Privately issued$1,908,380,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$22,069,096,00010
Total debt securities$20,889,435,00013
Structured notes
Amortized cost$2,000,0001,484
Fair value$2,006,0001,486
Trading account assets$1,203,501,00020
Revaluation gains on off-balance sheet contracts$917,039,00012
Revaluation losses on off-balance sheet contracts$806,258,00012
2004-06-30Rank
Total securities$23,009,751,00010
U.S. Government securities$13,613,969,00014
U.S. Treasury securities$17,971,000259
U.S. Government agency obligations$13,595,998,00014
Securities issued by states & political subdivisions$779,921,00013
Other domestic debt securities$7,122,675,00010
Privately issued residential mortgage-backed securities$1,567,607,00025
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,027,154,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,527,914,0005
Foreign debt securities$3,300,00055
Equity securities$1,489,886,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,069,941,00010
Mortgage-backed securities$12,969,173,00012
Certificates of participation in pools of residential mortgages$7,714,053,00015
Issued or guaranteed by U.S.$7,542,767,00015
Privately issued$171,286,00015
Collaterized mortgage obligations$5,255,120,00012
CMOs issued by government agencies or sponsored agencies$3,858,799,00011
Privately issued$1,396,321,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$23,009,751,00010
Total debt securities$21,519,869,00011
Structured notes
Amortized cost$2,000,0001,462
Fair value$2,018,0001,448
Trading account assets$1,198,917,00016
Revaluation gains on off-balance sheet contracts$980,813,00012
Revaluation losses on off-balance sheet contracts$1,043,294,00011
2004-03-31Rank
Total securities$23,533,904,00012
U.S. Government securities$14,169,734,00014
U.S. Treasury securities$18,450,000246
U.S. Government agency obligations$14,151,284,00014
Securities issued by states & political subdivisions$354,641,00034
Other domestic debt securities$7,500,418,0009
Privately issued residential mortgage-backed securities$1,561,541,00029
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,280,727,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,658,150,0005
Foreign debt securities$3,300,00060
Equity securities$1,505,811,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,757,308,00010
Mortgage-backed securities$13,043,094,00013
Certificates of participation in pools of residential mortgages$7,183,313,00016
Issued or guaranteed by U.S.$6,981,837,00018
Privately issued$201,476,00016
Collaterized mortgage obligations$5,859,781,00012
CMOs issued by government agencies or sponsored agencies$4,499,716,00010
Privately issued$1,360,065,00028
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$23,533,904,00012
Total debt securities$22,028,093,00013
Structured notes
Amortized cost$2,000,0001,296
Fair value$2,038,0001,294
Trading account assets$1,599,086,00015
Revaluation gains on off-balance sheet contracts$1,244,589,00012
Revaluation losses on off-balance sheet contracts$1,019,445,00013
2003-12-31Rank
Total securities$23,084,151,00011
U.S. Government securities$13,184,371,00015
U.S. Treasury securities$58,938,000103
U.S. Government agency obligations$13,125,433,00015
Securities issued by states & political subdivisions$346,711,00036
Other domestic debt securities$8,055,785,0009
Privately issued residential mortgage-backed securities$1,359,389,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,113,813,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,582,583,0007
Foreign debt securities$3,300,00063
Equity securities$1,493,984,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,249,212,0009
Mortgage-backed securities$12,272,208,00014
Certificates of participation in pools of residential mortgages$6,173,436,00017
Issued or guaranteed by U.S.$5,947,796,00017
Privately issued$225,640,00013
Collaterized mortgage obligations$6,098,772,00010
CMOs issued by government agencies or sponsored agencies$4,965,023,0007
Privately issued$1,133,749,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$23,084,151,00011
Total debt securities$21,590,167,00012
Structured notes
Amortized cost$2,000,0001,180
Fair value$2,051,0001,169
Trading account assets$1,366,262,00015
Revaluation gains on off-balance sheet contracts$1,161,676,00012
Revaluation losses on off-balance sheet contracts$1,041,579,00013
2003-09-30Rank
Total securities$23,205,838,00011
U.S. Government securities$13,944,046,00013
U.S. Treasury securities$59,376,00099
U.S. Government agency obligations$13,884,670,00012
Securities issued by states & political subdivisions$345,854,00037
Other domestic debt securities$7,718,317,0009
Privately issued residential mortgage-backed securities$1,293,886,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,796,042,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,628,389,0005
Foreign debt securities$3,300,00064
Equity securities$1,194,321,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,644,201,00012
Mortgage-backed securities$12,375,254,00013
Certificates of participation in pools of residential mortgages$5,883,677,00017
Issued or guaranteed by U.S.$5,615,923,00017
Privately issued$267,754,00011
Collaterized mortgage obligations$6,491,577,0008
CMOs issued by government agencies or sponsored agencies$5,465,445,0006
Privately issued$1,026,132,00019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$23,205,838,00011
Total debt securities$22,011,515,00012
Structured notes
Amortized cost$3,000,000780
Fair value$3,063,000776
Trading account assets$1,281,322,00016
Revaluation gains on off-balance sheet contracts$1,155,624,00013
Revaluation losses on off-balance sheet contracts$1,004,514,00013
2003-06-30Rank
Total securities$19,854,955,00013
U.S. Government securities$10,648,005,00017
U.S. Treasury securities$60,506,00098
U.S. Government agency obligations$10,587,499,00017
Securities issued by states & political subdivisions$367,541,00033
Other domestic debt securities$6,958,656,0009
Privately issued residential mortgage-backed securities$862,593,00025
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,490,787,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,605,276,0004
Foreign debt securities$3,300,00063
Equity securities$1,877,453,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,291,115,00011
Mortgage-backed securities$8,580,791,00021
Certificates of participation in pools of residential mortgages$3,045,282,00027
Issued or guaranteed by U.S.$2,696,772,00027
Privately issued$348,510,0008
Collaterized mortgage obligations$5,535,509,00017
CMOs issued by government agencies or sponsored agencies$5,021,426,00012
Privately issued$514,083,00031
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$19,854,955,00013
Total debt securities$17,977,502,00015
Structured notes
Amortized cost$3,000,000606
Fair value$3,088,000601
Trading account assets$1,472,750,00015
Revaluation gains on off-balance sheet contracts$1,390,234,00012
Revaluation losses on off-balance sheet contracts$1,178,978,00013
2003-03-31Rank
Total securities$22,035,405,00012
U.S. Government securities$12,579,957,00014
U.S. Treasury securities$60,643,000104
U.S. Government agency obligations$12,519,314,00014
Securities issued by states & political subdivisions$374,672,00032
Other domestic debt securities$7,320,031,0009
Privately issued residential mortgage-backed securities$882,410,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,049,808,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,387,813,0005
Foreign debt securities$3,300,00063
Equity securities$1,757,445,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,739,982,00010
Mortgage-backed securities$10,003,017,00017
Certificates of participation in pools of residential mortgages$2,763,169,00029
Issued or guaranteed by U.S.$2,323,474,00034
Privately issued$439,695,0008
Collaterized mortgage obligations$7,239,848,00011
CMOs issued by government agencies or sponsored agencies$6,797,133,0008
Privately issued$442,715,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$22,035,405,00011
Total debt securities$20,277,961,00012
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$1,298,146,00014
Revaluation gains on off-balance sheet contracts$1,197,290,00012
Revaluation losses on off-balance sheet contracts$1,047,399,00012
2002-12-31Rank
Total securities$21,254,873,00011
U.S. Government securities$12,289,698,00012
U.S. Treasury securities$68,543,00097
U.S. Government agency obligations$12,221,155,00012
Securities issued by states & political subdivisions$375,038,00035
Other domestic debt securities$6,811,718,0009
Privately issued residential mortgage-backed securities$994,392,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,516,919,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,300,407,0005
Foreign debt securities$3,300,00060
Equity securities$1,775,119,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,004,543,0007
Mortgage-backed securities$9,619,058,00015
Certificates of participation in pools of residential mortgages$2,767,083,00029
Issued or guaranteed by U.S.$2,229,890,00035
Privately issued$537,193,0007
Collaterized mortgage obligations$6,851,975,00010
CMOs issued by government agencies or sponsored agencies$6,394,776,0005
Privately issued$457,199,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$21,254,873,00011
Total debt securities$19,479,754,00012
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$1,079,432,00016
Revaluation gains on off-balance sheet contracts$1,062,815,00014
Revaluation losses on off-balance sheet contracts$929,380,00014
2001-12-31Rank
Total securities$17,051,421,00013
U.S. Government securities$9,478,329,00015
U.S. Treasury securities$181,314,00041
U.S. Government agency obligations$9,297,015,00014
Securities issued by states & political subdivisions$436,521,00026
Other domestic debt securities$5,740,945,00010
Privately issued residential mortgage-backed securities$1,131,504,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,542,893,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,066,548,0004
Foreign debt securities$3,300,00064
Equity securities$1,392,326,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,676,723,0007
Mortgage-backed securities$8,288,398,00020
Certificates of participation in pools of residential mortgages$3,510,121,00023
Issued or guaranteed by U.S.$2,432,193,00033
Privately issued$1,077,928,0006
Collaterized mortgage obligations$4,778,277,0009
CMOs issued by government agencies or sponsored agencies$4,724,701,0007
Privately issued$53,576,000116
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$17,051,421,00012
Total debt securities$15,659,095,00013
Structured notes
Amortized cost$247,000784
Fair value$257,000746
Trading account assets$679,638,00018
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$16,421,141,00010
U.S. Government securities$10,468,519,0008
U.S. Treasury securities$308,621,00028
U.S. Government agency obligations$10,159,898,0009
Securities issued by states & political subdivisions$450,140,00023
Other domestic debt securities$3,341,520,00013
Privately issued residential mortgage-backed securities$35,770,000149
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,305,750,0007
Foreign debt securities$3,275,00063
Equity securities$2,157,687,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,212,770,0004
Mortgage-backed securities$7,675,632,00017
Certificates of participation in pools of residential mortgages$3,239,791,00021
Issued or guaranteed by U.S.$3,239,363,00020
Privately issued$428,000190
Collaterized mortgage obligations$4,435,841,00013
CMOs issued by government agencies or sponsored agencies$4,400,499,0007
Privately issued$35,342,000127
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$16,421,141,0008
Total debt securities$14,263,454,00010
Structured notes
Amortized cost$1,408,000265
Fair value$1,429,000256
Trading account assets$160,174,00028
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$3,595,042,00058
U.S. Government securities$1,455,129,00096
U.S. Treasury securities$48,279,000210
U.S. Government agency obligations$1,406,850,00095
Securities issued by states & political subdivisions$85,000,000131
Other domestic debt securities$387,138,00078
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$387,138,00039
Foreign debt securities$0343
Equity securities$1,667,775,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,515,067,00037
Mortgage-backed securities$996,694,000114
Certificates of participation in pools of residential mortgages$209,194,000213
Issued or guaranteed by U.S.$209,194,000208
Privately issued$0307
Collaterized mortgage obligations$787,500,00060
CMOs issued by government agencies or sponsored agencies$787,500,00043
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$3,595,042,00052
Total debt securities$1,927,267,000103
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$70,521,00043
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$3,225,581,00057
U.S. Government securities$1,408,220,00096
U.S. Treasury securities$230,009,00067
U.S. Government agency obligations$1,178,211,00098
Securities issued by states & political subdivisions$93,003,000126
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$1,724,358,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,353,078,00040
Mortgage-backed securities$1,058,126,000107
Certificates of participation in pools of residential mortgages$201,833,000229
Issued or guaranteed by U.S.$201,833,000225
Privately issued$0349
Collaterized mortgage obligations$856,293,00058
CMOs issued by government agencies or sponsored agencies$856,293,00040
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$3,225,581,00048
Total debt securities$1,501,223,000114
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$37,301,00058
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$3,041,872,00053
U.S. Government securities$1,223,890,000116
U.S. Treasury securities$413,696,00055
U.S. Government agency obligations$810,194,000135
Securities issued by states & political subdivisions$108,003,00089
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$1,709,979,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,178,337,00062
Mortgage-backed securities$690,599,000132
Certificates of participation in pools of residential mortgages$372,930,000145
Issued or guaranteed by U.S.$372,930,000140
Privately issued$0394
Collaterized mortgage obligations$317,669,000105
CMOs issued by government agencies or sponsored agencies$317,669,00092
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$3,041,872,00043
Total debt securities$1,331,893,000125
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$86,555,00037
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$2,751,741,00061
U.S. Government securities$1,270,410,000111
U.S. Treasury securities$547,608,00042
U.S. Government agency obligations$722,802,000146
Securities issued by states & political subdivisions$129,972,00072
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$1,351,359,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,118,212,00071
Mortgage-backed securities$636,670,000151
Certificates of participation in pools of residential mortgages$338,911,000170
Issued or guaranteed by U.S.$338,911,000164
Privately issued$0472
Collaterized mortgage obligations$297,759,000110
CMOs issued by government agencies or sponsored agencies$297,759,00096
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$2,751,741,00043
Total debt securities$1,400,382,000121
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$21,298,00074
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$2,388,006,00072
U.S. Government securities$1,287,687,000120
U.S. Treasury securities$533,533,00054
U.S. Government agency obligations$754,154,000150
Securities issued by states & political subdivisions$143,141,00060
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$957,178,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,197,134,00060
Mortgage-backed securities$706,483,000156
Certificates of participation in pools of residential mortgages$386,285,000156
Issued or guaranteed by U.S.$386,285,000146
Privately issued$0558
Collaterized mortgage obligations$320,198,000116
CMOs issued by government agencies or sponsored agencies$320,198,00098
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$2,388,006,00052
Total debt securities$1,430,828,000129
Structured notes
Amortized cost$5,631,000591
Fair value$5,569,000581
Trading account assets$11,054,00096
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$2,128,066,00082
U.S. Government securities$1,323,399,000124
U.S. Treasury securities$631,236,00054
U.S. Government agency obligations$692,163,000153
Securities issued by states & political subdivisions$135,186,00063
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$669,481,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,234,174,00056
Mortgage-backed securities$683,339,000158
Certificates of participation in pools of residential mortgages$417,043,000144
Issued or guaranteed by U.S.$417,043,000130
Privately issued$0564
Collaterized mortgage obligations$266,296,000145
CMOs issued by government agencies or sponsored agencies$266,296,000128
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$2,128,066,00025
Total debt securities$1,458,585,000139
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$72,508,00045
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$2,345,987,00065
U.S. Government securities$1,604,550,00092
U.S. Treasury securities$753,565,00065
U.S. Government agency obligations$850,985,000112
Securities issued by states & political subdivisions$162,941,00056
Other domestic debt securities$1,588,0002,683
Privately issued residential mortgage-backed securities$311,0002,027
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,277,0002,277
Foreign debt securities$0649
Equity securities$576,908,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,535,344,00039
Mortgage-backed securities$821,717,000127
Certificates of participation in pools of residential mortgages$406,770,000144
Issued or guaranteed by U.S.$406,770,000123
Privately issued$0731
Collaterized mortgage obligations$414,947,00094
CMOs issued by government agencies or sponsored agencies$414,636,00090
Privately issued$311,0001,671
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,769,079,000101
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$102,187,00043
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$1,547,321,00099
U.S. Government securities$1,355,446,00093
U.S. Treasury securities$731,177,00057
U.S. Government agency obligations$624,269,000155
Securities issued by states & political subdivisions$172,067,00048
Other domestic debt securities$9,695,0001,072
Privately issued residential mortgage-backed securities$7,950,000505
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,745,0002,232
Foreign debt securities$0699
Equity securities$10,113,000328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,188,288,00045
Mortgage-backed securities$387,172,000235
Certificates of participation in pools of residential mortgages$188,450,000251
Issued or guaranteed by U.S.$188,450,000229
Privately issued$0831
Collaterized mortgage obligations$198,722,000179
CMOs issued by government agencies or sponsored agencies$190,772,000160
Privately issued$7,950,000322
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,537,208,00099
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$268,063,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA