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Bank of the West, Securities

2021-12-31Rank
Total securities$22,939,182,00034
U.S. Government securities$22,722,150,00031
U.S. Treasury securities$5,199,666,00023
U.S. Government agency obligations$17,522,484,00031
Securities issued by states & political subdivisions$99,897,000574
Other domestic debt securities$20,133,000648
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,552,000380
Structured financial products - Total$0173
Other domestic debt securities - All other$16,581,000469
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,744,576,00021
Mortgage-backed securities$17,522,484,00029
Certificates of participation in pools of residential mortgages$11,516,913,00024
Issued or guaranteed by U.S.$11,516,913,00024
Privately issued$0246
Collaterized mortgage obligations$3,531,636,00039
CMOs issued by government agencies or sponsored agencies$3,531,636,00033
Privately issued$0500
Commercial mortgage-backed securities$2,473,935,00038
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$2,473,935,00030
Held to maturity securities (book value)$8,931,000813
Available-for-sale securities (fair market value)$22,833,249,00030
Total debt securities$22,842,180,00034
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$132,598,00042
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$36,472,00045
2021-09-30Rank
Total securities$23,926,408,00031
U.S. Government securities$23,700,773,00029
U.S. Treasury securities$5,413,581,00025
U.S. Government agency obligations$18,287,192,00030
Securities issued by states & political subdivisions$109,268,000497
Other domestic debt securities$20,311,000610
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,530,000358
Structured financial products - Total$0173
Other domestic debt securities - All other$15,781,000458
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,678,961,00020
Mortgage-backed securities$18,287,192,00027
Certificates of participation in pools of residential mortgages$11,795,027,00022
Issued or guaranteed by U.S.$11,795,027,00022
Privately issued$0234
Collaterized mortgage obligations$3,878,538,00033
CMOs issued by government agencies or sponsored agencies$3,878,538,00028
Privately issued$0491
Commercial mortgage-backed securities$2,613,627,00038
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$2,613,627,00028
Held to maturity securities (book value)$10,121,000736
Available-for-sale securities (fair market value)$23,820,231,00026
Total debt securities$23,830,354,00031
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$207,501,00036
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$29,785,00054
2021-06-30Rank
Total securities$22,336,300,00030
U.S. Government securities$22,105,091,00029
U.S. Treasury securities$5,573,985,00023
U.S. Government agency obligations$16,531,106,00030
Securities issued by states & political subdivisions$118,095,000422
Other domestic debt securities$21,562,000572
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,711,000333
Structured financial products - Total$0166
Other domestic debt securities - All other$15,851,000428
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,097,278,00020
Mortgage-backed securities$16,531,106,00028
Certificates of participation in pools of residential mortgages$9,727,622,00023
Issued or guaranteed by U.S.$9,727,622,00023
Privately issued$0247
Collaterized mortgage obligations$4,093,840,00029
CMOs issued by government agencies or sponsored agencies$4,093,840,00025
Privately issued$0478
Commercial mortgage-backed securities$2,709,644,00036
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$2,709,644,00026
Held to maturity securities (book value)$11,478,000678
Available-for-sale securities (fair market value)$22,233,270,00027
Total debt securities$22,244,748,00030
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$238,490,00034
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$22,793,00066
2021-03-31Rank
Total securities$22,608,266,00029
U.S. Government securities$22,362,883,00028
U.S. Treasury securities$5,518,049,00020
U.S. Government agency obligations$16,844,834,00029
Securities issued by states & political subdivisions$135,782,000341
Other domestic debt securities$23,003,000539
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,068,000305
Structured financial products - Total$0158
Other domestic debt securities - All other$15,935,000405
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,714,932,00023
Mortgage-backed securities$16,844,834,00027
Certificates of participation in pools of residential mortgages$9,745,353,00022
Issued or guaranteed by U.S.$9,745,353,00022
Privately issued$0261
Collaterized mortgage obligations$4,357,003,00030
CMOs issued by government agencies or sponsored agencies$4,357,003,00025
Privately issued$0475
Commercial mortgage-backed securities$2,742,478,00035
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$2,742,478,00026
Held to maturity securities (book value)$13,308,000613
Available-for-sale securities (fair market value)$22,508,360,00027
Total debt securities$22,521,668,00029
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$236,836,00034
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$43,920,00055
2020-12-31Rank
Total securities$23,171,454,00029
U.S. Government securities$22,908,381,00027
U.S. Treasury securities$5,374,470,00019
U.S. Government agency obligations$17,533,911,00027
Securities issued by states & political subdivisions$155,084,000273
Other domestic debt securities$24,803,000476
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,400,000271
Structured financial products - Total$0156
Other domestic debt securities - All other$16,403,000381
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,147,021,00023
Mortgage-backed securities$17,533,911,00027
Certificates of participation in pools of residential mortgages$13,055,533,00020
Issued or guaranteed by U.S.$13,055,533,00020
Privately issued$0245
Collaterized mortgage obligations$1,528,349,00054
CMOs issued by government agencies or sponsored agencies$1,528,349,00050
Privately issued$0474
Commercial mortgage-backed securities$2,950,029,00033
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$2,950,029,00026
Held to maturity securities (book value)$15,326,000547
Available-for-sale securities (fair market value)$23,072,942,00026
Total debt securities$23,088,268,00029
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$414,216,00033
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$8,917,00098
2020-09-30Rank
Total securities$22,281,391,00030
U.S. Government securities$22,015,881,00028
U.S. Treasury securities$5,131,271,00021
U.S. Government agency obligations$16,884,610,00028
Securities issued by states & political subdivisions$159,719,000240
Other domestic debt securities$25,904,000446
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,837,000243
Structured financial products - Total$0152
Other domestic debt securities - All other$16,067,000371
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,889,076,00024
Mortgage-backed securities$16,884,610,00027
Certificates of participation in pools of residential mortgages$13,650,807,00020
Issued or guaranteed by U.S.$13,650,807,00019
Privately issued$0251
Collaterized mortgage obligations$218,577,000165
CMOs issued by government agencies or sponsored agencies$218,577,000151
Privately issued$0464
Commercial mortgage-backed securities$3,015,226,00030
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$3,015,226,00025
Held to maturity securities (book value)$17,781,000499
Available-for-sale securities (fair market value)$22,183,723,00027
Total debt securities$22,201,504,00030
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$477,434,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$3,343,000109
2020-06-30Rank
Total securities$22,289,215,00029
U.S. Government securities$22,022,743,00027
U.S. Treasury securities$5,140,652,00018
U.S. Government agency obligations$16,882,091,00027
Securities issued by states & political subdivisions$169,433,000213
Other domestic debt securities$25,092,000446
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,458,000200
Structured financial products - Total$0154
Other domestic debt securities - All other$13,634,000394
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,206,848,00062
Mortgage-backed securities$16,882,091,00027
Certificates of participation in pools of residential mortgages$14,947,921,00018
Issued or guaranteed by U.S.$14,947,921,00017
Privately issued$0251
Collaterized mortgage obligations$279,266,000143
CMOs issued by government agencies or sponsored agencies$279,266,000135
Privately issued$0454
Commercial mortgage-backed securities$1,654,904,00037
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$1,654,904,00029
Held to maturity securities (book value)$20,671,000454
Available-for-sale securities (fair market value)$22,196,597,00023
Total debt securities$22,217,269,00029
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$540,006,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$37,204,00064
2020-03-31Rank
Total securities$22,057,396,00027
U.S. Government securities$21,768,904,00025
U.S. Treasury securities$5,131,616,00016
U.S. Government agency obligations$16,637,288,00027
Securities issued by states & political subdivisions$181,090,000174
Other domestic debt securities$36,085,000340
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,931,000172
Structured financial products - Total$0155
Other domestic debt securities - All other$23,154,000266
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,557,016,00053
Mortgage-backed securities$16,637,288,00028
Certificates of participation in pools of residential mortgages$15,686,279,00017
Issued or guaranteed by U.S.$15,686,279,00016
Privately issued$0267
Collaterized mortgage obligations$342,845,000131
CMOs issued by government agencies or sponsored agencies$342,845,000126
Privately issued$0460
Commercial mortgage-backed securities$608,164,00069
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$608,164,00053
Held to maturity securities (book value)$22,687,000445
Available-for-sale securities (fair market value)$21,963,392,00022
Total debt securities$21,986,079,00027
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$524,042,00034
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$39,291,00067
2019-12-31Rank
Total securities$20,591,571,00027
U.S. Government securities$20,290,394,00025
U.S. Treasury securities$4,758,322,00018
U.S. Government agency obligations$15,532,072,00026
Securities issued by states & political subdivisions$188,811,000153
Other domestic debt securities$39,780,000305
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$14,796,000158
Structured financial products - Total$0159
Other domestic debt securities - All other$24,984,000224
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,810,233,00059
Mortgage-backed securities$15,532,072,00026
Certificates of participation in pools of residential mortgages$15,139,504,00016
Issued or guaranteed by U.S.$15,139,504,00016
Privately issued$0249
Collaterized mortgage obligations$392,568,000122
CMOs issued by government agencies or sponsored agencies$392,568,000117
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$23,885,000461
Available-for-sale securities (fair market value)$20,495,100,00022
Total debt securities$20,518,985,00027
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$207,882,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,623,00059
2019-09-30Rank
Total securities$16,604,003,00029
U.S. Government securities$16,320,979,00028
U.S. Treasury securities$2,049,415,00030
U.S. Government agency obligations$14,271,564,00028
Securities issued by states & political subdivisions$220,342,000122
Other domestic debt securities$17,585,000467
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$16,865,000143
Structured financial products - Total$0154
Other domestic debt securities - All other$720,0001,225
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,845,905,00062
Mortgage-backed securities$14,271,564,00027
Certificates of participation in pools of residential mortgages$13,373,074,00020
Issued or guaranteed by U.S.$13,373,074,00020
Privately issued$0287
Collaterized mortgage obligations$898,490,00073
CMOs issued by government agencies or sponsored agencies$898,490,00067
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$25,288,000478
Available-for-sale securities (fair market value)$16,533,618,00025
Total debt securities$16,558,906,00029
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$276,214,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$22,947,00060
2019-06-30Rank
Total securities$16,199,294,00028
U.S. Government securities$15,913,751,00028
U.S. Treasury securities$2,662,800,00028
U.S. Government agency obligations$13,250,951,00029
Securities issued by states & political subdivisions$221,101,000123
Other domestic debt securities$19,807,000420
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$19,023,000127
Structured financial products - Total$0152
Other domestic debt securities - All other$784,0001,235
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,585,348,00045
Mortgage-backed securities$13,250,950,00028
Certificates of participation in pools of residential mortgages$11,873,124,00020
Issued or guaranteed by U.S.$11,873,124,00020
Privately issued$0244
Collaterized mortgage obligations$1,377,826,00054
CMOs issued by government agencies or sponsored agencies$1,377,826,00049
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$26,753,000485
Available-for-sale securities (fair market value)$16,127,906,00024
Total debt securities$16,154,659,00029
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$205,751,00033
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$21,925,00057
2019-03-31Rank
Total securities$15,711,486,00029
U.S. Government securities$15,416,635,00028
U.S. Treasury securities$2,501,354,00029
U.S. Government agency obligations$12,915,281,00030
Securities issued by states & political subdivisions$228,590,000124
Other domestic debt securities$22,036,000394
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$21,197,000116
Structured financial products - Total$0154
Other domestic debt securities - All other$839,0001,234
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,347,711,00050
Mortgage-backed securities$12,915,280,00029
Certificates of participation in pools of residential mortgages$11,394,917,00020
Issued or guaranteed by U.S.$11,394,917,00020
Privately issued$0248
Collaterized mortgage obligations$1,520,363,00052
CMOs issued by government agencies or sponsored agencies$1,520,363,00050
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$28,076,000488
Available-for-sale securities (fair market value)$15,639,185,00024
Total debt securities$15,667,261,00030
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$102,715,00036
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$31,220,00042
2018-12-31Rank
Total securities$12,960,589,00034
U.S. Government securities$12,657,735,00031
U.S. Treasury securities$1,986,708,00031
U.S. Government agency obligations$10,671,027,00032
Securities issued by states & political subdivisions$235,133,000118
Other domestic debt securities$24,183,000353
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$23,308,000101
Structured financial products - Total$0154
Other domestic debt securities - All other$875,0001,228
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,071,392,00056
Mortgage-backed securities$10,671,026,00032
Certificates of participation in pools of residential mortgages$9,330,380,00021
Issued or guaranteed by U.S.$9,330,380,00021
Privately issued$0211
Collaterized mortgage obligations$1,340,646,00057
CMOs issued by government agencies or sponsored agencies$1,340,646,00055
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$29,026,000502
Available-for-sale securities (fair market value)$12,888,025,00026
Total debt securities$12,917,051,00034
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$71,607,00040
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$66,493,00031
2018-09-30Rank
Total securities$12,032,585,00036
U.S. Government securities$11,759,611,00034
U.S. Treasury securities$1,951,508,00033
U.S. Government agency obligations$9,808,103,00033
Securities issued by states & political subdivisions$239,621,000116
Other domestic debt securities$26,533,000320
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$25,593,00098
Structured financial products - Total$0171
Other domestic debt securities - All other$940,0001,215
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,133,218,00053
Mortgage-backed securities$9,808,078,00033
Certificates of participation in pools of residential mortgages$8,592,046,00023
Issued or guaranteed by U.S.$8,592,046,00023
Privately issued$0145
Collaterized mortgage obligations$1,216,032,00056
CMOs issued by government agencies or sponsored agencies$1,216,032,00054
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$30,137,000497
Available-for-sale securities (fair market value)$11,995,628,00027
Total debt securities$12,025,765,00036
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$46,804,00046
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$134,555,00027
2018-06-30Rank
Total securities$12,116,276,00034
U.S. Government securities$11,836,645,00034
U.S. Treasury securities$1,962,301,00032
U.S. Government agency obligations$9,874,344,00033
Securities issued by states & political subdivisions$243,178,000117
Other domestic debt securities$29,191,000332
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$28,166,00096
Structured financial products - Total$0186
Other domestic debt securities - All other$1,025,0001,131
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,137,897,00052
Mortgage-backed securities$9,874,318,00032
Certificates of participation in pools of residential mortgages$8,665,267,00023
Issued or guaranteed by U.S.$8,665,267,00023
Privately issued$0453
Collaterized mortgage obligations$1,209,051,00053
CMOs issued by government agencies or sponsored agencies$1,209,051,00052
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$31,569,000489
Available-for-sale securities (fair market value)$12,077,445,00027
Total debt securities$12,109,014,00034
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$49,465,00046
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$117,315,00027
2018-03-31Rank
Total securities$12,178,701,00034
U.S. Government securities$11,891,450,00034
U.S. Treasury securities$1,971,308,00032
U.S. Government agency obligations$9,920,142,00033
Securities issued by states & political subdivisions$247,934,000117
Other domestic debt securities$32,081,000287
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$30,982,00088
Structured financial products - Total$0193
Other domestic debt securities - All other$1,099,0001,137
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,415,046,00048
Mortgage-backed securities$9,920,115,00032
Certificates of participation in pools of residential mortgages$8,801,059,00024
Issued or guaranteed by U.S.$8,801,059,00024
Privately issued$067
Collaterized mortgage obligations$1,119,056,00056
CMOs issued by government agencies or sponsored agencies$1,119,056,00055
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$33,072,000480
Available-for-sale securities (fair market value)$12,138,393,00029
Total debt securities$12,171,465,00034
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$45,111,00046
Revaluation gains on off-balance sheet contracts$37,543,00038
Revaluation losses on off-balance sheet contracts$97,675,00028
2017-12-31Rank
Total securities$12,410,746,00035
U.S. Government securities$12,110,646,00033
U.S. Treasury securities$1,998,611,00031
U.S. Government agency obligations$10,112,035,00033
Securities issued by states & political subdivisions$257,912,000116
Other domestic debt securities$33,885,000270
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$33,885,00079
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$8,303,000163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,738,045,00043
Mortgage-backed securities$10,112,008,00031
Certificates of participation in pools of residential mortgages$9,011,548,00024
Issued or guaranteed by U.S.$9,011,548,00024
Privately issued$064
Collaterized mortgage obligations$1,100,460,00056
CMOs issued by government agencies or sponsored agencies$1,100,460,00055
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$34,459,000470
Available-for-sale securities (fair market value)$12,376,287,00028
Total debt securities$12,402,443,00035
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$54,450,00042
Revaluation gains on off-balance sheet contracts$47,078,00034
Revaluation losses on off-balance sheet contracts$52,516,00029
2017-09-30Rank
Total securities$11,982,825,00036
U.S. Government securities$11,681,167,00035
U.S. Treasury securities$2,018,970,00031
U.S. Government agency obligations$9,662,197,00033
Securities issued by states & political subdivisions$294,564,000101
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$7,094,000178
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,907,660,00041
Mortgage-backed securities$9,662,167,00033
Certificates of participation in pools of residential mortgages$8,712,950,00025
Issued or guaranteed by U.S.$8,712,950,00025
Privately issued$069
Collaterized mortgage obligations$949,217,00057
CMOs issued by government agencies or sponsored agencies$949,217,00055
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$36,227,000482
Available-for-sale securities (fair market value)$11,946,598,00029
Total debt securities$11,975,731,00036
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$70,738,00038
Revaluation gains on off-balance sheet contracts$63,402,00030
Revaluation losses on off-balance sheet contracts$48,769,00029
2017-06-30Rank
Total securities$11,976,504,00038
U.S. Government securities$11,640,173,00033
U.S. Treasury securities$2,018,424,00031
U.S. Government agency obligations$9,621,749,00033
Securities issued by states & political subdivisions$329,433,00087
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$6,898,000180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,580,834,00044
Mortgage-backed securities$9,621,717,00033
Certificates of participation in pools of residential mortgages$8,768,989,00024
Issued or guaranteed by U.S.$8,768,989,00024
Privately issued$067
Collaterized mortgage obligations$852,728,00063
CMOs issued by government agencies or sponsored agencies$852,728,00061
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$38,175,000475
Available-for-sale securities (fair market value)$11,938,329,00029
Total debt securities$11,969,606,00038
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$79,592,00039
Revaluation gains on off-balance sheet contracts$72,273,00029
Revaluation losses on off-balance sheet contracts$50,473,00031
2017-03-31Rank
Total securities$11,975,432,00038
U.S. Government securities$11,610,290,00033
U.S. Treasury securities$2,006,795,00029
U.S. Government agency obligations$9,603,495,00033
Securities issued by states & political subdivisions$358,436,00084
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$6,706,000181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,098,956,00037
Mortgage-backed securities$9,603,461,00034
Certificates of participation in pools of residential mortgages$8,773,346,00023
Issued or guaranteed by U.S.$8,773,346,00023
Privately issued$066
Collaterized mortgage obligations$830,115,00065
CMOs issued by government agencies or sponsored agencies$830,115,00063
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$39,774,000477
Available-for-sale securities (fair market value)$11,935,658,00031
Total debt securities$11,968,726,00038
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$67,859,00039
Revaluation gains on off-balance sheet contracts$60,700,00032
Revaluation losses on off-balance sheet contracts$59,607,00026
2016-12-31Rank
Total securities$12,065,366,00038
U.S. Government securities$11,686,584,00033
U.S. Treasury securities$2,042,210,00026
U.S. Government agency obligations$9,644,374,00033
Securities issued by states & political subdivisions$371,743,00078
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$7,039,000178
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,839,708,00030
Mortgage-backed securities$9,644,337,00032
Certificates of participation in pools of residential mortgages$8,842,269,00022
Issued or guaranteed by U.S.$8,842,269,00022
Privately issued$071
Collaterized mortgage obligations$802,068,00066
CMOs issued by government agencies or sponsored agencies$802,068,00063
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$41,198,000464
Available-for-sale securities (fair market value)$12,024,168,00031
Total debt securities$12,058,327,00038
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$107,303,00037
Revaluation gains on off-balance sheet contracts$98,042,00027
Revaluation losses on off-balance sheet contracts$105,276,00025
2016-09-30Rank
Total securities$12,143,450,00036
U.S. Government securities$11,732,496,00031
U.S. Treasury securities$2,320,464,00024
U.S. Government agency obligations$9,412,032,00034
Securities issued by states & political subdivisions$404,207,00071
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$6,747,000181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,802,593,00030
Mortgage-backed securities$9,411,993,00033
Certificates of participation in pools of residential mortgages$8,661,130,00021
Issued or guaranteed by U.S.$8,661,130,00021
Privately issued$067
Collaterized mortgage obligations$750,863,00073
CMOs issued by government agencies or sponsored agencies$750,863,00071
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$43,870,000446
Available-for-sale securities (fair market value)$12,099,580,00028
Total debt securities$12,136,703,00036
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$206,403,00034
Revaluation gains on off-balance sheet contracts$199,736,00027
Revaluation losses on off-balance sheet contracts$210,617,00023
2016-06-30Rank
Total securities$11,314,354,00038
U.S. Government securities$10,876,312,00031
U.S. Treasury securities$1,506,879,00027
U.S. Government agency obligations$9,369,433,00032
Securities issued by states & political subdivisions$431,572,00067
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$6,470,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,113,046,00030
Mortgage-backed securities$9,369,391,00032
Certificates of participation in pools of residential mortgages$8,554,506,00020
Issued or guaranteed by U.S.$8,554,506,00020
Privately issued$071
Collaterized mortgage obligations$814,885,00065
CMOs issued by government agencies or sponsored agencies$814,885,00062
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$46,675,000439
Available-for-sale securities (fair market value)$11,267,679,00029
Total debt securities$11,307,884,00038
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$68,990,00050
Revaluation gains on off-balance sheet contracts$61,957,00045
Revaluation losses on off-balance sheet contracts$75,242,00038
2016-03-31Rank
Total securities$10,766,708,00037
U.S. Government securities$10,309,032,00032
U.S. Treasury securities$1,494,485,00027
U.S. Government agency obligations$8,814,547,00033
Securities issued by states & political subdivisions$451,138,00063
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$6,538,000185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,396,641,00029
Mortgage-backed securities$8,814,502,00035
Certificates of participation in pools of residential mortgages$8,125,817,00020
Issued or guaranteed by U.S.$8,125,817,00020
Privately issued$066
Collaterized mortgage obligations$688,685,00073
CMOs issued by government agencies or sponsored agencies$688,685,00072
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$48,534,000433
Available-for-sale securities (fair market value)$10,718,174,00029
Total debt securities$10,760,170,00037
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$164,358,00035
Revaluation gains on off-balance sheet contracts$157,798,00028
Revaluation losses on off-balance sheet contracts$165,902,00025
2015-12-31Rank
Total securities$10,021,679,00037
U.S. Government securities$9,529,853,00032
U.S. Treasury securities$1,331,147,00030
U.S. Government agency obligations$8,198,706,00033
Securities issued by states & political subdivisions$485,635,00050
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$6,191,000193
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,168,026,00025
Mortgage-backed securities$8,198,659,00034
Certificates of participation in pools of residential mortgages$7,474,762,00021
Issued or guaranteed by U.S.$7,474,762,00020
Privately issued$066
Collaterized mortgage obligations$723,897,00069
CMOs issued by government agencies or sponsored agencies$723,897,00066
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$49,627,000438
Available-for-sale securities (fair market value)$9,972,052,00032
Total debt securities$10,015,488,00037
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$192,337,00030
Revaluation gains on off-balance sheet contracts$185,723,00025
Revaluation losses on off-balance sheet contracts$181,846,00022
2015-09-30Rank
Total securities$9,979,780,00036
U.S. Government securities$9,478,175,00032
U.S. Treasury securities$1,202,714,00031
U.S. Government agency obligations$8,275,461,00033
Securities issued by states & political subdivisions$495,350,00053
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$6,255,000198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,722,751,00025
Mortgage-backed securities$8,275,410,00035
Certificates of participation in pools of residential mortgages$7,164,497,00021
Issued or guaranteed by U.S.$7,164,497,00020
Privately issued$065
Collaterized mortgage obligations$1,110,913,00053
CMOs issued by government agencies or sponsored agencies$1,110,913,00050
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$50,549,000432
Available-for-sale securities (fair market value)$9,929,231,00032
Total debt securities$9,973,525,00036
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$254,614,00029
Revaluation gains on off-balance sheet contracts$248,008,00025
Revaluation losses on off-balance sheet contracts$243,320,00021
2015-06-30Rank
Total securities$10,346,378,00035
U.S. Government securities$9,692,458,00031
U.S. Treasury securities$1,489,089,00025
U.S. Government agency obligations$8,203,369,00032
Securities issued by states & political subdivisions$551,282,00045
Other domestic debt securities$96,357,000135
Privately issued residential mortgage-backed securities$9,000734
Commercial mortgage-backed securities - Total$0123
Asset backed securities$1,000389
Structured financial products - Total$0242
Other domestic debt securities - All other$96,347,00078
Foreign debt securities$0330
Equity securities$6,281,000191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,140,425,00024
Mortgage-backed securities$8,203,284,00035
Certificates of participation in pools of residential mortgages$7,016,936,00023
Issued or guaranteed by U.S.$7,016,936,00022
Privately issued$067
Collaterized mortgage obligations$1,186,348,00053
CMOs issued by government agencies or sponsored agencies$1,186,339,00051
Privately issued$9,000699
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$51,124,000434
Available-for-sale securities (fair market value)$10,295,254,00029
Total debt securities$10,340,097,00035
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$204,884,00030
Revaluation gains on off-balance sheet contracts$198,166,00026
Revaluation losses on off-balance sheet contracts$192,426,00022
2015-03-31Rank
Total securities$10,322,524,00035
U.S. Government securities$9,541,795,00030
U.S. Treasury securities$1,624,116,00025
U.S. Government agency obligations$7,917,679,00032
Securities issued by states & political subdivisions$575,838,00044
Other domestic debt securities$198,623,00090
Privately issued residential mortgage-backed securities$12,000771
Commercial mortgage-backed securities - Total$0117
Asset backed securities$1,000399
Structured financial products - Total$0236
Other domestic debt securities - All other$198,610,00044
Foreign debt securities$0332
Equity securities$6,268,000198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,817,569,00027
Mortgage-backed securities$7,917,594,00035
Certificates of participation in pools of residential mortgages$6,651,237,00022
Issued or guaranteed by U.S.$6,651,237,00021
Privately issued$070
Collaterized mortgage obligations$1,266,357,00047
CMOs issued by government agencies or sponsored agencies$1,266,345,00046
Privately issued$12,000732
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$10,322,524,00029
Total debt securities$10,316,256,00035
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$263,228,00030
Revaluation gains on off-balance sheet contracts$256,586,00026
Revaluation losses on off-balance sheet contracts$252,735,00023
2014-12-31Rank
Total securities$9,255,844,00040
U.S. Government securities$8,485,246,00034
U.S. Treasury securities$1,788,589,00021
U.S. Government agency obligations$6,696,657,00038
Securities issued by states & political subdivisions$502,119,00049
Other domestic debt securities$262,315,00074
Privately issued residential mortgage-backed securities$13,000771
Commercial mortgage-backed securities - Total$0120
Asset backed securities$1,000396
Structured financial products - Total$64,794,00030
Other domestic debt securities - All other$197,507,00045
Foreign debt securities$0316
Equity securities$6,164,000200
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,540,514,00025
Mortgage-backed securities$6,696,569,00038
Certificates of participation in pools of residential mortgages$5,369,620,00025
Issued or guaranteed by U.S.$5,369,620,00022
Privately issued$075
Collaterized mortgage obligations$1,326,949,00046
CMOs issued by government agencies or sponsored agencies$1,326,936,00045
Privately issued$13,000729
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$9,255,844,00031
Total debt securities$9,249,680,00040
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$231,420,00029
Revaluation gains on off-balance sheet contracts$224,808,00026
Revaluation losses on off-balance sheet contracts$220,390,00022
2014-09-30Rank
Total securities$9,420,468,00038
U.S. Government securities$8,610,494,00031
U.S. Treasury securities$2,100,200,00016
U.S. Government agency obligations$6,510,294,00041
Securities issued by states & political subdivisions$498,872,00049
Other domestic debt securities$304,898,00071
Privately issued residential mortgage-backed securities$16,000801
Commercial mortgage-backed securities - Total$0141
Asset backed securities$1,000402
Structured financial products - Total$108,273,00023
Other domestic debt securities - All other$196,608,00047
Foreign debt securities$0309
Equity securities$6,204,000204
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,191,341,00027
Mortgage-backed securities$6,510,203,00039
Certificates of participation in pools of residential mortgages$5,117,175,00027
Issued or guaranteed by U.S.$5,117,175,00025
Privately issued$073
Collaterized mortgage obligations$1,393,028,00045
CMOs issued by government agencies or sponsored agencies$1,393,012,00044
Privately issued$16,000762
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$9,420,468,00030
Total debt securities$9,414,264,00037
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$220,090,00029
Revaluation gains on off-balance sheet contracts$213,281,00025
Revaluation losses on off-balance sheet contracts$208,696,00019
2014-06-30Rank
Total securities$9,450,807,00037
U.S. Government securities$8,646,159,00031
U.S. Treasury securities$2,119,180,00015
U.S. Government agency obligations$6,526,979,00040
Securities issued by states & political subdivisions$488,413,00049
Other domestic debt securities$310,008,00070
Privately issued residential mortgage-backed securities$19,000821
Commercial mortgage-backed securities - Total$0128
Asset backed securities$2,000424
Structured financial products - Total$111,935,00022
Other domestic debt securities - All other$198,052,00044
Foreign debt securities$0311
Equity securities$6,227,000207
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,341,547,00026
Mortgage-backed securities$6,526,887,00039
Certificates of participation in pools of residential mortgages$5,049,688,00027
Issued or guaranteed by U.S.$5,049,688,00025
Privately issued$075
Collaterized mortgage obligations$1,477,199,00044
CMOs issued by government agencies or sponsored agencies$1,477,180,00043
Privately issued$19,000785
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$9,450,807,00030
Total debt securities$9,444,580,00036
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$247,122,00029
Revaluation gains on off-balance sheet contracts$240,540,00024
Revaluation losses on off-balance sheet contracts$231,031,00018
2014-03-31Rank
Total securities$9,502,821,00036
U.S. Government securities$8,703,102,00031
U.S. Treasury securities$2,238,165,00011
U.S. Government agency obligations$6,464,937,00039
Securities issued by states & political subdivisions$500,920,00048
Other domestic debt securities$292,548,00076
Privately issued residential mortgage-backed securities$22,000848
Commercial mortgage-backed securities - Total$0127
Asset backed securities$2,000441
Structured financial products - Total$125,487,00021
Other domestic debt securities - All other$167,037,00056
Foreign debt securities$0314
Equity securities$6,251,000218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,798,454,00030
Mortgage-backed securities$6,464,845,00038
Certificates of participation in pools of residential mortgages$5,124,101,00027
Issued or guaranteed by U.S.$5,124,101,00025
Privately issued$076
Collaterized mortgage obligations$1,340,744,00048
CMOs issued by government agencies or sponsored agencies$1,340,722,00047
Privately issued$22,000809
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$9,502,821,00028
Total debt securities$9,496,570,00035
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$251,498,00027
Revaluation gains on off-balance sheet contracts$244,877,00023
Revaluation losses on off-balance sheet contracts$234,908,00018
2013-12-31Rank
Total securities$8,685,416,00040
U.S. Government securities$7,984,946,00031
U.S. Treasury securities$2,497,581,00011
U.S. Government agency obligations$5,487,365,00041
Securities issued by states & political subdivisions$522,575,00044
Other domestic debt securities$171,705,000104
Privately issued residential mortgage-backed securities$46,000847
Commercial mortgage-backed securities - Total$0125
Asset backed securities$2,000444
Structured financial products - Total$128,870,00022
Other domestic debt securities - All other$42,787,000166
Foreign debt securities$0320
Equity securities$6,190,000222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,798,639,00024
Mortgage-backed securities$5,487,284,00040
Certificates of participation in pools of residential mortgages$4,108,128,00031
Issued or guaranteed by U.S.$4,108,128,00029
Privately issued$081
Collaterized mortgage obligations$1,379,156,00047
CMOs issued by government agencies or sponsored agencies$1,379,110,00046
Privately issued$46,000810
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$8,685,416,00030
Total debt securities$8,679,226,00040
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$267,592,00028
Revaluation gains on off-balance sheet contracts$261,030,00023
Revaluation losses on off-balance sheet contracts$252,422,00019
2013-09-30Rank
Total securities$7,974,191,00042
U.S. Government securities$7,313,990,00033
U.S. Treasury securities$1,804,018,00011
U.S. Government agency obligations$5,509,972,00042
Securities issued by states & political subdivisions$524,841,00044
Other domestic debt securities$128,952,000125
Privately issued residential mortgage-backed securities$60,000865
Commercial mortgage-backed securities - Total$0126
Asset backed securities$118,002,00045
Structured financial products - Total$10,890,00068
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$6,408,000218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,320,918,00027
Mortgage-backed securities$5,509,901,00039
Certificates of participation in pools of residential mortgages$4,338,152,00030
Issued or guaranteed by U.S.$4,338,152,00028
Privately issued$080
Collaterized mortgage obligations$1,171,749,00053
CMOs issued by government agencies or sponsored agencies$1,171,689,00051
Privately issued$60,000829
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$7,974,191,00033
Total debt securities$7,967,783,00041
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$291,654,00026
Revaluation gains on off-balance sheet contracts$284,932,00023
Revaluation losses on off-balance sheet contracts$276,141,00019
2013-06-30Rank
Total securities$8,297,124,00039
U.S. Government securities$7,602,201,00032
U.S. Treasury securities$2,012,369,00010
U.S. Government agency obligations$5,589,832,00041
Securities issued by states & political subdivisions$558,032,00041
Other domestic debt securities$130,766,000126
Privately issued residential mortgage-backed securities$86,000863
Commercial mortgage-backed securities - Total$0134
Asset backed securities$119,725,00049
Structured financial products - Total$10,955,00063
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$6,125,000224
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,535,918,00026
Mortgage-backed securities$5,589,770,00040
Certificates of participation in pools of residential mortgages$4,814,304,00027
Issued or guaranteed by U.S.$4,814,304,00025
Privately issued$083
Collaterized mortgage obligations$775,466,00073
CMOs issued by government agencies or sponsored agencies$775,380,00068
Privately issued$86,000824
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$8,297,124,00032
Total debt securities$8,290,999,00039
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$305,535,00029
Revaluation gains on off-balance sheet contracts$298,886,00025
Revaluation losses on off-balance sheet contracts$290,715,00021
2013-03-31Rank
Total securities$7,268,405,00042
U.S. Government securities$6,564,168,00037
U.S. Treasury securities$1,547,007,00013
U.S. Government agency obligations$5,017,161,00042
Securities issued by states & political subdivisions$572,055,00040
Other domestic debt securities$125,801,000126
Privately issued residential mortgage-backed securities$226,000789
Commercial mortgage-backed securities - Total$0135
Asset backed securities$115,020,00046
Structured financial products - Total$10,555,00062
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$6,381,000222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,302,611,00027
Mortgage-backed securities$5,017,235,00042
Certificates of participation in pools of residential mortgages$4,970,474,00026
Issued or guaranteed by U.S.$4,970,474,00024
Privately issued$083
Collaterized mortgage obligations$46,761,000530
CMOs issued by government agencies or sponsored agencies$46,535,000501
Privately issued$226,000758
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$7,268,405,00038
Total debt securities$7,262,024,00042
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$389,122,00026
Revaluation gains on off-balance sheet contracts$382,573,00023
Revaluation losses on off-balance sheet contracts$355,551,00019
2012-12-31Rank
Total securities$8,164,040,00042
U.S. Government securities$7,432,128,00033
U.S. Treasury securities$1,798,631,00012
U.S. Government agency obligations$5,633,497,00040
Securities issued by states & political subdivisions$603,108,00033
Other domestic debt securities$122,352,000129
Privately issued residential mortgage-backed securities$323,000777
Commercial mortgage-backed securities - Total$0125
Asset backed securities$111,754,00049
Structured financial products - Total$10,275,00057
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$6,452,000214
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,881,257,00028
Mortgage-backed securities$5,582,971,00039
Certificates of participation in pools of residential mortgages$5,532,086,00024
Issued or guaranteed by U.S.$5,532,086,00022
Privately issued$085
Collaterized mortgage obligations$50,885,000513
CMOs issued by government agencies or sponsored agencies$50,562,000481
Privately issued$323,000745
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$8,164,040,00038
Total debt securities$8,157,588,00042
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$435,731,00029
Revaluation gains on off-balance sheet contracts$429,096,00025
Revaluation losses on off-balance sheet contracts$399,518,00022
2012-09-30Rank
Total securities$7,719,735,00043
U.S. Government securities$6,937,373,00035
U.S. Treasury securities$1,997,697,00012
U.S. Government agency obligations$4,939,676,00040
Securities issued by states & political subdivisions$605,863,00032
Other domestic debt securities$170,158,000107
Privately issued residential mortgage-backed securities$356,000804
Commercial mortgage-backed securities - Total$0122
Asset backed securities$142,639,00047
Structured financial products - Total$27,163,00027
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$6,341,000213
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,323,858,00028
Mortgage-backed securities$4,870,765,00042
Certificates of participation in pools of residential mortgages$4,814,813,00028
Issued or guaranteed by U.S.$4,814,813,00026
Privately issued$088
Collaterized mortgage obligations$55,952,000501
CMOs issued by government agencies or sponsored agencies$55,596,000470
Privately issued$356,000771
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$7,719,735,00040
Total debt securities$7,713,394,00043
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$472,737,00028
Revaluation gains on off-balance sheet contracts$466,087,00024
Revaluation losses on off-balance sheet contracts$426,401,00020
2012-06-30Rank
Total securities$7,523,294,00043
U.S. Government securities$6,726,787,00034
U.S. Treasury securities$1,947,249,00012
U.S. Government agency obligations$4,779,538,00042
Securities issued by states & political subdivisions$617,135,00031
Other domestic debt securities$173,051,000106
Privately issued residential mortgage-backed securities$561,000781
Commercial mortgage-backed securities - Total$0125
Asset backed securities$134,523,00046
Structured financial products - Total$37,967,00021
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$6,321,000204
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,413,488,00028
Mortgage-backed securities$4,710,351,00043
Certificates of participation in pools of residential mortgages$4,648,896,00029
Issued or guaranteed by U.S.$4,648,896,00027
Privately issued$094
Collaterized mortgage obligations$61,455,000477
CMOs issued by government agencies or sponsored agencies$60,894,000451
Privately issued$561,000753
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$7,523,294,00042
Total debt securities$7,516,973,00042
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$467,960,00028
Revaluation gains on off-balance sheet contracts$460,760,00024
Revaluation losses on off-balance sheet contracts$429,677,00023
2012-03-31Rank
Total securities$7,577,786,00043
U.S. Government securities$6,746,045,00035
U.S. Treasury securities$1,901,101,00014
U.S. Government agency obligations$4,844,944,00041
Securities issued by states & political subdivisions$646,440,00029
Other domestic debt securities$179,067,000104
Privately issued residential mortgage-backed securities$648,000791
Commercial mortgage-backed securities - Total$0130
Asset backed securities$139,728,00044
Structured financial products - Total$38,691,00021
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$6,234,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,365,900,00029
Mortgage-backed securities$4,725,167,00044
Certificates of participation in pools of residential mortgages$4,659,405,00028
Issued or guaranteed by U.S.$4,659,405,00026
Privately issued$094
Collaterized mortgage obligations$65,762,000479
CMOs issued by government agencies or sponsored agencies$65,114,000448
Privately issued$648,000764
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$7,577,786,00041
Total debt securities$7,571,552,00043
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$424,684,00028
Revaluation gains on off-balance sheet contracts$418,053,00024
Revaluation losses on off-balance sheet contracts$386,335,00022
2011-12-31Rank
Total securities$7,717,655,00042
U.S. Government securities$6,865,356,00035
U.S. Treasury securities$1,026,316,00014
U.S. Government agency obligations$5,839,040,00035
Securities issued by states & political subdivisions$670,589,00026
Other domestic debt securities$175,614,000116
Privately issued residential mortgage-backed securities$1,648,000654
Commercial mortgage-backed securities - Total$0110
Asset backed securities$128,833,00038
Structured financial products - Total$45,133,00019
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$6,096,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,414,568,00027
Mortgage-backed securities$5,719,660,00036
Certificates of participation in pools of residential mortgages$5,648,598,00023
Issued or guaranteed by U.S.$5,648,598,00023
Privately issued$0121
Collaterized mortgage obligations$71,062,000453
CMOs issued by government agencies or sponsored agencies$69,414,000406
Privately issued$1,648,000624
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$7,717,655,00040
Total debt securities$7,711,559,00042
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$448,758,00030
Revaluation gains on off-balance sheet contracts$442,387,00023
Revaluation losses on off-balance sheet contracts$409,926,00021
2011-09-30Rank
Total securities$7,135,312,00041
U.S. Government securities$6,207,980,00037
U.S. Treasury securities$517,933,00021
U.S. Government agency obligations$5,690,047,00036
Securities issued by states & political subdivisions$699,474,00024
Other domestic debt securities$221,687,000102
Privately issued residential mortgage-backed securities$2,030,000644
Commercial mortgage-backed securities - Total$092
Asset backed securities$172,958,00034
Structured financial products - Total$46,699,00019
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$6,171,000202
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,483,743,00025
Mortgage-backed securities$5,525,867,00035
Certificates of participation in pools of residential mortgages$5,180,435,00022
Issued or guaranteed by U.S.$5,180,435,00022
Privately issued$0132
Collaterized mortgage obligations$345,432,000133
CMOs issued by government agencies or sponsored agencies$343,402,000118
Privately issued$2,030,000607
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$7,135,312,00040
Total debt securities$7,129,141,00040
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$463,058,00031
Revaluation gains on off-balance sheet contracts$456,863,00023
Revaluation losses on off-balance sheet contracts$432,985,00022
2011-06-30Rank
Total securities$8,068,844,00037
U.S. Government securities$7,116,531,00030
U.S. Treasury securities$608,637,00020
U.S. Government agency obligations$6,507,894,00032
Securities issued by states & political subdivisions$701,961,00024
Other domestic debt securities$244,567,00097
Privately issued residential mortgage-backed securities$2,329,000616
Commercial mortgage-backed securities - Total$087
Asset backed securities$181,223,00034
Structured financial products - Total$61,015,00019
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$5,785,000218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,465,636,00025
Mortgage-backed securities$6,190,980,00033
Certificates of participation in pools of residential mortgages$4,811,063,00021
Issued or guaranteed by U.S.$4,811,063,00021
Privately issued$0125
Collaterized mortgage obligations$1,379,917,00053
CMOs issued by government agencies or sponsored agencies$1,377,588,00047
Privately issued$2,329,000584
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$8,068,844,00034
Total debt securities$8,063,059,00037
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$358,787,00033
Revaluation gains on off-balance sheet contracts$353,228,00023
Revaluation losses on off-balance sheet contracts$319,349,00022
2011-03-31Rank
Total securities$7,139,967,00041
U.S. Government securities$6,083,900,00034
U.S. Treasury securities$311,242,00032
U.S. Government agency obligations$5,772,658,00034
Securities issued by states & political subdivisions$791,565,00021
Other domestic debt securities$258,421,00093
Privately issued residential mortgage-backed securities$3,221,000578
Commercial mortgage-backed securities - Total$081
Asset backed securities$182,512,00035
Structured financial products - Total$72,688,00018
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$6,081,000207
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,008,046,00029
Mortgage-backed securities$5,291,220,00033
Certificates of participation in pools of residential mortgages$2,709,308,00033
Issued or guaranteed by U.S.$2,709,308,00032
Privately issued$0136
Collaterized mortgage obligations$2,581,912,00036
CMOs issued by government agencies or sponsored agencies$2,578,691,00030
Privately issued$3,221,000553
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$7,139,967,00038
Total debt securities$7,133,886,00040
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$317,555,00032
Revaluation gains on off-balance sheet contracts$311,993,00024
Revaluation losses on off-balance sheet contracts$269,468,00024
2010-12-31Rank
Total securities$6,128,762,00044
U.S. Government securities$4,645,354,00041
U.S. Treasury securities$171,394,00051
U.S. Government agency obligations$4,473,960,00041
Securities issued by states & political subdivisions$1,272,593,00013
Other domestic debt securities$204,570,000101
Privately issued residential mortgage-backed securities$4,169,000556
Commercial mortgage-backed securities - Total$0438
Asset backed securities$133,409,00035
Structured financial products - Total$66,992,00018
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$6,245,000211
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,633,940,00027
Mortgage-backed securities$3,992,181,00045
Certificates of participation in pools of residential mortgages$1,451,061,00059
Issued or guaranteed by U.S.$1,451,061,00057
Privately issued$0141
Collaterized mortgage obligations$2,541,120,00035
CMOs issued by government agencies or sponsored agencies$2,536,951,00031
Privately issued$4,169,000529
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)$6,128,762,00042
Total debt securities$6,122,290,00043
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$366,648,00033
Revaluation gains on off-balance sheet contracts$360,779,00023
Revaluation losses on off-balance sheet contracts$310,467,00022
2010-09-30Rank
Total securities$5,381,314,00046
U.S. Government securities$3,760,999,00049
U.S. Treasury securities$160,781,00049
U.S. Government agency obligations$3,600,218,00049
Securities issued by states & political subdivisions$1,411,712,00012
Other domestic debt securities$202,522,000100
Privately issued residential mortgage-backed securities$7,188,000470
Commercial mortgage-backed securities - Total$0411
Asset backed securities$130,652,00032
Structured financial products - Total$64,682,00019
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$6,081,000222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,394,594,00026
Mortgage-backed securities$3,023,790,00051
Certificates of participation in pools of residential mortgages$1,016,327,00068
Issued or guaranteed by U.S.$1,016,327,00067
Privately issued$0141
Collaterized mortgage obligations$2,007,463,00040
CMOs issued by government agencies or sponsored agencies$2,000,275,00032
Privately issued$7,188,000449
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)$5,381,314,00043
Total debt securities$5,375,006,00045
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$511,379,00030
Revaluation gains on off-balance sheet contracts$505,882,00021
Revaluation losses on off-balance sheet contracts$455,428,00021
2010-06-30Rank
Total securities$5,963,146,00042
U.S. Government securities$3,794,334,00048
U.S. Treasury securities$161,112,00048
U.S. Government agency obligations$3,633,222,00045
Securities issued by states & political subdivisions$1,537,313,00010
Other domestic debt securities$625,286,00053
Privately issued residential mortgage-backed securities$411,431,00038
Commercial mortgage-backed securities - Total$0407
Asset backed securities$133,806,00031
Structured financial products - Total$80,049,00017
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$6,213,000218
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,896,853,00022
Mortgage-backed securities$3,529,519,00044
Certificates of participation in pools of residential mortgages$1,428,807,00058
Issued or guaranteed by U.S.$1,428,807,00057
Privately issued$0148
Collaterized mortgage obligations$2,100,712,00038
CMOs issued by government agencies or sponsored agencies$1,689,281,00036
Privately issued$411,431,00035
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)$5,963,146,00041
Total debt securities$5,956,706,00042
Structured notes
Amortized cost$7,640,000852
Fair value$8,207,000808
Trading account assets$437,083,00034
Revaluation gains on off-balance sheet contracts$431,971,00021
Revaluation losses on off-balance sheet contracts$377,937,00022
2010-03-31Rank
Total securities$6,579,602,00038
U.S. Government securities$4,000,768,00047
U.S. Treasury securities$161,256,00051
U.S. Government agency obligations$3,839,512,00044
Securities issued by states & political subdivisions$1,594,346,00010
Other domestic debt securities$978,377,00043
Privately issued residential mortgage-backed securities$753,539,00028
Commercial mortgage-backed securities - Total$0422
Asset backed securities$145,817,00029
Structured financial products - Total$79,021,00018
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$6,111,000222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,854,980,00022
Mortgage-backed securities$3,602,636,00043
Certificates of participation in pools of residential mortgages$1,665,605,00051
Issued or guaranteed by U.S.$1,665,605,00049
Privately issued$0145
Collaterized mortgage obligations$1,937,031,00041
CMOs issued by government agencies or sponsored agencies$1,183,492,00044
Privately issued$753,539,00025
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)$6,579,602,00036
Total debt securities$6,566,303,00038
Structured notes
Amortized cost$22,663,000225
Fair value$23,585,000210
Trading account assets$343,927,00034
Revaluation gains on off-balance sheet contracts$338,818,00023
Revaluation losses on off-balance sheet contracts$277,673,00022
2009-12-31Rank
Total securities$6,449,316,00040
U.S. Government securities$3,778,887,00049
U.S. Treasury securities$161,749,00046
U.S. Government agency obligations$3,617,138,00049
Securities issued by states & political subdivisions$1,667,192,00011
Other domestic debt securities$997,146,00044
Privately issued residential mortgage-backed securities$770,816,00028
Commercial mortgage-backed securities - Total$0408
Asset backed securities$146,577,00036
Structured financial products - Total$79,753,00019
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$6,091,000247
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,438,180,00023
Mortgage-backed securities$3,645,535,00043
Certificates of participation in pools of residential mortgages$2,219,955,00037
Issued or guaranteed by U.S.$2,219,955,00036
Privately issued$0157
Collaterized mortgage obligations$1,425,580,00049
CMOs issued by government agencies or sponsored agencies$654,764,00053
Privately issued$770,816,00024
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)$6,449,316,00038
Total debt securities$6,436,101,00040
Structured notes
Amortized cost$30,180,00088
Fair value$31,121,00082
Trading account assets$326,099,00037
Revaluation gains on off-balance sheet contracts$320,992,00023
Revaluation losses on off-balance sheet contracts$257,664,00022
2009-09-30Rank
Total securities$6,575,875,00041
U.S. Government securities$3,604,128,00047
U.S. Treasury securities$162,051,00038
U.S. Government agency obligations$3,442,077,00049
Securities issued by states & political subdivisions$1,730,189,00010
Other domestic debt securities$1,227,229,00042
Privately issued residential mortgage-backed securities$897,349,00029
Commercial mortgage-backed securities - Total$0419
Asset backed securities$197,499,00032
Structured financial products - Total$132,381,00014
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$14,329,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,196,698,00022
Mortgage-backed securities$3,492,168,00046
Certificates of participation in pools of residential mortgages$2,356,938,00036
Issued or guaranteed by U.S.$2,356,938,00036
Privately issued$0171
Collaterized mortgage obligations$1,135,230,00056
CMOs issued by government agencies or sponsored agencies$237,881,000123
Privately issued$897,349,00023
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)$6,575,875,00038
Total debt securities$6,558,730,00040
Structured notes
Amortized cost$31,876,00057
Fair value$32,859,00055
Trading account assets$376,611,00038
Revaluation gains on off-balance sheet contracts$371,006,00023
Revaluation losses on off-balance sheet contracts$301,899,00023
2009-06-30Rank
Total securities$6,986,527,00037
U.S. Government securities$3,964,833,00039
U.S. Treasury securities$156,887,00037
U.S. Government agency obligations$3,807,946,00041
Securities issued by states & political subdivisions$1,677,583,0009
Other domestic debt securities$1,335,552,00042
Privately issued residential mortgage-backed securities$959,567,00029
Commercial mortgage-backed securities - Total$2,000340
Asset backed securities$199,524,00033
Structured financial products - Total$176,459,00011
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$8,559,000238
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,649,989,00021
Mortgage-backed securities$3,685,061,00040
Certificates of participation in pools of residential mortgages$2,576,963,00033
Issued or guaranteed by U.S.$2,576,963,00033
Privately issued$0181
Collaterized mortgage obligations$1,108,096,00055
CMOs issued by government agencies or sponsored agencies$148,529,000166
Privately issued$959,567,00024
Commercial mortgage-backed securities$2,000340
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$2,000119
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$6,986,527,00034
Total debt securities$6,975,063,00035
Structured notes
Amortized cost$35,340,00031
Fair value$36,249,00031
Trading account assets$339,804,00039
Revaluation gains on off-balance sheet contracts$334,649,00025
Revaluation losses on off-balance sheet contracts$266,636,00024
2009-03-31Rank
Total securities$7,060,566,00037
U.S. Government securities$3,911,496,00040
U.S. Treasury securities$228,227,00025
U.S. Government agency obligations$3,683,269,00042
Securities issued by states & political subdivisions$1,698,404,0008
Other domestic debt securities$1,442,649,00036
Privately issued residential mortgage-backed securities$1,051,449,00029
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$391,200,00027
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$8,017,000256
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,929,910,00022
Mortgage-backed securities$3,713,673,00040
Certificates of participation in pools of residential mortgages$2,493,872,00033
Issued or guaranteed by U.S.$2,493,749,00032
Privately issued$123,000159
Collaterized mortgage obligations$1,219,801,00055
CMOs issued by government agencies or sponsored agencies$168,475,000146
Privately issued$1,051,326,00026
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)$7,060,566,00035
Total debt securities$7,049,187,00034
Structured notes
Amortized cost$114,404,00011
Fair value$115,955,00011
Trading account assets$456,101,00037
Revaluation gains on off-balance sheet contracts$450,950,00025
Revaluation losses on off-balance sheet contracts$383,821,00024
2008-12-31Rank
Total securities$8,387,213,00031
U.S. Government securities$4,880,527,00034
U.S. Treasury securities$237,504,00022
U.S. Government agency obligations$4,643,023,00034
Securities issued by states & political subdivisions$1,753,752,0007
Other domestic debt securities$1,745,379,00031
Privately issued residential mortgage-backed securities$1,267,282,00027
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$478,097,00023
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$7,555,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,179,677,00018
Mortgage-backed securities$4,147,184,00034
Certificates of participation in pools of residential mortgages$2,809,183,00030
Issued or guaranteed by U.S.$2,696,444,00030
Privately issued$112,739,00021
Collaterized mortgage obligations$1,338,001,00048
CMOs issued by government agencies or sponsored agencies$183,458,000129
Privately issued$1,154,543,00026
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)$8,387,213,00029
Total debt securities$8,379,538,00031
Structured notes
Amortized cost$116,738,00012
Fair value$117,894,00011
Trading account assets$526,981,00037
Revaluation gains on off-balance sheet contracts$521,836,00024
Revaluation losses on off-balance sheet contracts$462,487,00025
2008-09-30Rank
Total securities$7,311,435,00035
U.S. Government securities$3,989,259,00037
U.S. Treasury securities$216,013,00020
U.S. Government agency obligations$3,773,246,00039
Securities issued by states & political subdivisions$1,714,948,0009
Other domestic debt securities$1,592,407,00034
Privately issued residential mortgage-backed securities$1,216,520,00030
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$375,887,00024
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$14,821,000134
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,062,486,00020
Mortgage-backed securities$3,776,481,00039
Certificates of participation in pools of residential mortgages$2,489,974,00032
Issued or guaranteed by U.S.$2,368,329,00031
Privately issued$121,645,00022
Collaterized mortgage obligations$1,286,507,00047
CMOs issued by government agencies or sponsored agencies$191,632,000119
Privately issued$1,094,875,00031
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)$7,311,435,00032
Total debt securities$7,296,444,00035
Structured notes
Amortized cost$217,487,0004
Fair value$216,032,0004
Trading account assets$159,009,00051
Revaluation gains on off-balance sheet contracts$153,903,00028
Revaluation losses on off-balance sheet contracts$102,260,00027
2008-06-30Rank
Total securities$7,896,553,00037
U.S. Government securities$4,110,950,00041
U.S. Treasury securities$136,604,00030
U.S. Government agency obligations$3,974,346,00041
Securities issued by states & political subdivisions$1,768,558,00010
Other domestic debt securities$1,920,011,00036
Privately issued residential mortgage-backed securities$1,353,020,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$566,991,00023
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$97,034,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,741,645,00017
Mortgage-backed securities$3,995,677,00042
Certificates of participation in pools of residential mortgages$2,566,058,00033
Issued or guaranteed by U.S.$2,440,161,00032
Privately issued$125,897,00023
Collaterized mortgage obligations$1,429,619,00047
CMOs issued by government agencies or sponsored agencies$202,496,000121
Privately issued$1,227,123,00032
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)$7,896,553,00035
Total debt securities$7,799,349,00037
Structured notes
Amortized cost$218,634,0004
Fair value$217,379,0004
Trading account assets$133,562,00054
Revaluation gains on off-balance sheet contracts$128,485,00031
Revaluation losses on off-balance sheet contracts$79,273,00029
2008-03-31Rank
Total securities$8,010,899,00037
U.S. Government securities$3,966,863,00038
U.S. Treasury securities$142,529,00029
U.S. Government agency obligations$3,824,334,00039
Securities issued by states & political subdivisions$1,805,029,0009
Other domestic debt securities$2,147,514,00036
Privately issued residential mortgage-backed securities$1,510,005,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$637,509,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$91,493,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,869,484,00017
Mortgage-backed securities$4,154,872,00041
Certificates of participation in pools of residential mortgages$2,540,265,00033
Issued or guaranteed by U.S.$2,420,275,00033
Privately issued$119,990,00026
Collaterized mortgage obligations$1,614,607,00046
CMOs issued by government agencies or sponsored agencies$224,592,000109
Privately issued$1,390,015,00032
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)$8,010,899,00036
Total debt securities$7,919,236,00037
Structured notes
Amortized cost$145,003,0009
Fair value$147,240,0008
Trading account assets$203,394,00053
Revaluation gains on off-balance sheet contracts$203,394,00031
Revaluation losses on off-balance sheet contracts$158,521,00027
2007-12-31Rank
Total securities$8,586,673,00030
U.S. Government securities$4,031,540,00038
U.S. Treasury securities$140,939,00028
U.S. Government agency obligations$3,890,601,00038
Securities issued by states & political subdivisions$1,820,155,0008
Other domestic debt securities$2,582,026,00030
Privately issued residential mortgage-backed securities$1,666,595,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$915,431,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$152,952,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,432,633,00017
Mortgage-backed securities$4,295,195,00040
Certificates of participation in pools of residential mortgages$2,559,289,00032
Issued or guaranteed by U.S.$2,437,496,00030
Privately issued$121,793,00025
Collaterized mortgage obligations$1,735,906,00046
CMOs issued by government agencies or sponsored agencies$191,104,000119
Privately issued$1,544,802,00031
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)$8,586,673,00028
Total debt securities$8,366,382,00033
Structured notes
Amortized cost$146,386,0007
Fair value$142,506,0009
Trading account assets$99,881,00064
Revaluation gains on off-balance sheet contracts$93,750,00032
Revaluation losses on off-balance sheet contracts$57,517,00031
2007-09-30Rank
Total securities$7,982,732,00035
U.S. Government securities$4,149,871,00042
U.S. Treasury securities$136,743,00030
U.S. Government agency obligations$4,013,128,00041
Securities issued by states & political subdivisions$854,592,00018
Other domestic debt securities$2,751,231,00032
Privately issued residential mortgage-backed securities$1,691,498,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,059,733,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$227,038,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,619,637,00019
Mortgage-backed securities$4,261,574,00041
Certificates of participation in pools of residential mortgages$2,489,079,00031
Issued or guaranteed by U.S.$2,367,822,00031
Privately issued$121,257,00029
Collaterized mortgage obligations$1,772,495,00044
CMOs issued by government agencies or sponsored agencies$202,254,000111
Privately issued$1,570,241,00030
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)$7,982,732,00032
Total debt securities$7,755,694,00036
Structured notes
Amortized cost$176,409,0007
Fair value$178,015,0007
Trading account assets$63,005,00066
Revaluation gains on off-balance sheet contracts$56,863,00033
Revaluation losses on off-balance sheet contracts$25,448,00033
2007-06-30Rank
Total securities$8,383,466,00032
U.S. Government securities$4,589,685,00037
U.S. Treasury securities$135,927,00029
U.S. Government agency obligations$4,453,758,00038
Securities issued by states & political subdivisions$742,802,00020
Other domestic debt securities$2,782,460,00028
Privately issued residential mortgage-backed securities$1,737,029,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,045,431,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$268,519,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,187,384,00016
Mortgage-backed securities$4,726,965,00040
Certificates of participation in pools of residential mortgages$2,895,103,00026
Issued or guaranteed by U.S.$2,774,803,00027
Privately issued$120,300,00031
Collaterized mortgage obligations$1,831,862,00049
CMOs issued by government agencies or sponsored agencies$215,133,000117
Privately issued$1,616,729,00029
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)$8,383,466,00030
Total debt securities$8,114,947,00034
Structured notes
Amortized cost$148,752,00012
Fair value$147,193,00011
Trading account assets$61,627,00066
Revaluation gains on off-balance sheet contracts$55,634,00031
Revaluation losses on off-balance sheet contracts$28,029,00036
2007-03-31Rank
Total securities$7,312,667,00034
U.S. Government securities$4,278,004,00040
U.S. Treasury securities$139,207,00032
U.S. Government agency obligations$4,138,797,00041
Securities issued by states & political subdivisions$617,623,00024
Other domestic debt securities$2,268,840,00031
Privately issued residential mortgage-backed securities$1,418,929,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$849,911,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$148,200,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,397,362,00018
Mortgage-backed securities$4,026,792,00043
Certificates of participation in pools of residential mortgages$2,526,857,00028
Issued or guaranteed by U.S.$2,403,511,00028
Privately issued$123,346,00030
Collaterized mortgage obligations$1,499,935,00053
CMOs issued by government agencies or sponsored agencies$204,352,000120
Privately issued$1,295,583,00030
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)$7,312,667,00030
Total debt securities$7,164,467,00036
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$51,385,00075
Revaluation gains on off-balance sheet contracts$45,377,00032
Revaluation losses on off-balance sheet contracts$19,432,00034
2006-12-31Rank
Total securities$6,890,840,00035
U.S. Government securities$4,605,107,00038
U.S. Treasury securities$156,626,00031
U.S. Government agency obligations$4,448,481,00038
Securities issued by states & political subdivisions$446,369,00034
Other domestic debt securities$1,805,003,00035
Privately issued residential mortgage-backed securities$1,440,594,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$364,409,00022
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$34,361,00097
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,044,268,00024
Mortgage-backed securities$4,253,583,00041
Certificates of participation in pools of residential mortgages$2,671,911,00028
Issued or guaranteed by U.S.$2,548,696,00028
Privately issued$123,215,00027
Collaterized mortgage obligations$1,581,672,00054
CMOs issued by government agencies or sponsored agencies$264,293,000105
Privately issued$1,317,379,00033
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)$6,890,840,00032
Total debt securities$6,856,479,00035
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$48,017,00055
Revaluation gains on off-balance sheet contracts$41,975,00033
Revaluation losses on off-balance sheet contracts$20,008,00034
2006-09-30Rank
Total securities$8,155,445,00035
U.S. Government securities$5,838,477,00032
U.S. Treasury securities$181,421,00031
U.S. Government agency obligations$5,657,056,00032
Securities issued by states & political subdivisions$378,244,00042
Other domestic debt securities$1,905,359,00034
Privately issued residential mortgage-backed securities$1,583,268,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$322,091,00025
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$33,365,000101
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,756,199,00021
Mortgage-backed securities$5,169,352,00041
Certificates of participation in pools of residential mortgages$3,114,759,00029
Issued or guaranteed by U.S.$2,991,416,00027
Privately issued$123,343,00030
Collaterized mortgage obligations$2,054,593,00047
CMOs issued by government agencies or sponsored agencies$594,668,00064
Privately issued$1,459,925,00029
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)$8,155,445,00032
Total debt securities$8,122,080,00035
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$42,229,00061
Revaluation gains on off-balance sheet contracts$41,263,00034
Revaluation losses on off-balance sheet contracts$21,209,00034
2006-06-30Rank
Total securities$8,348,986,00033
U.S. Government securities$6,060,348,00030
U.S. Treasury securities$171,662,00035
U.S. Government agency obligations$5,888,686,00030
Securities issued by states & political subdivisions$359,347,00045
Other domestic debt securities$1,896,581,00034
Privately issued residential mortgage-backed securities$1,607,948,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$288,633,00027
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$32,710,000100
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,038,110,00020
Mortgage-backed securities$5,331,402,00038
Certificates of participation in pools of residential mortgages$3,197,766,00025
Issued or guaranteed by U.S.$3,077,546,00023
Privately issued$120,220,00029
Collaterized mortgage obligations$2,133,636,00047
CMOs issued by government agencies or sponsored agencies$645,908,00060
Privately issued$1,487,728,00030
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)$8,348,986,00029
Total debt securities$8,316,276,00033
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$64,240,00057
Revaluation gains on off-balance sheet contracts$62,628,00030
Revaluation losses on off-balance sheet contracts$43,483,00032
2006-03-31Rank
Total securities$8,175,320,00033
U.S. Government securities$6,023,743,00030
U.S. Treasury securities$173,267,00044
U.S. Government agency obligations$5,850,476,00030
Securities issued by states & political subdivisions$348,600,00043
Other domestic debt securities$1,744,393,00039
Privately issued residential mortgage-backed securities$1,453,813,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$290,580,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$58,584,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,789,649,00020
Mortgage-backed securities$5,169,220,00037
Certificates of participation in pools of residential mortgages$3,152,762,00025
Issued or guaranteed by U.S.$3,030,471,00025
Privately issued$122,291,00030
Collaterized mortgage obligations$2,016,458,00047
CMOs issued by government agencies or sponsored agencies$684,936,00057
Privately issued$1,331,522,00030
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)$8,175,320,00028
Total debt securities$8,116,736,00033
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$41,379,00060
Revaluation gains on off-balance sheet contracts$38,978,00031
Revaluation losses on off-balance sheet contracts$22,937,00034
2005-12-31Rank
Total securities$8,294,456,00032
U.S. Government securities$6,284,567,00030
U.S. Treasury securities$179,513,00041
U.S. Government agency obligations$6,105,054,00029
Securities issued by states & political subdivisions$393,342,00036
Other domestic debt securities$1,562,499,00039
Privately issued residential mortgage-backed securities$1,302,885,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$259,614,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$54,048,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,239,234,00025
Mortgage-backed securities$5,154,709,00037
Certificates of participation in pools of residential mortgages$3,156,993,00026
Issued or guaranteed by U.S.$3,033,271,00028
Privately issued$123,722,00026
Collaterized mortgage obligations$1,997,716,00048
CMOs issued by government agencies or sponsored agencies$818,553,00056
Privately issued$1,179,163,00034
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)$8,294,456,00026
Total debt securities$8,240,408,00032
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$36,374,00057
Revaluation gains on off-balance sheet contracts$33,622,00029
Revaluation losses on off-balance sheet contracts$19,747,00033
2005-09-30Rank
Total securities$7,059,349,00038
U.S. Government securities$5,567,432,00039
U.S. Treasury securities$166,752,00037
U.S. Government agency obligations$5,400,680,00036
Securities issued by states & political subdivisions$78,166,000188
Other domestic debt securities$1,360,740,00044
Privately issued residential mortgage-backed securities$1,190,257,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$170,483,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$53,011,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,929,342,00026
Mortgage-backed securities$4,541,118,00040
Certificates of participation in pools of residential mortgages$3,037,903,00029
Issued or guaranteed by U.S.$2,930,632,00030
Privately issued$107,271,00028
Collaterized mortgage obligations$1,503,215,00055
CMOs issued by government agencies or sponsored agencies$420,229,00081
Privately issued$1,082,986,00035
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)$7,059,349,00034
Total debt securities$7,006,338,00038
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$34,213,00056
Revaluation gains on off-balance sheet contracts$32,633,00028
Revaluation losses on off-balance sheet contracts$19,654,00028
2005-06-30Rank
Total securities$6,902,213,00043
U.S. Government securities$5,742,137,00039
U.S. Treasury securities$154,435,00042
U.S. Government agency obligations$5,587,702,00037
Securities issued by states & political subdivisions$57,009,000275
Other domestic debt securities$1,046,404,00053
Privately issued residential mortgage-backed securities$884,464,00043
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$161,940,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$56,663,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,719,544,00025
Mortgage-backed securities$4,503,634,00039
Certificates of participation in pools of residential mortgages$3,281,610,00026
Issued or guaranteed by U.S.$3,235,257,00025
Privately issued$46,353,00036
Collaterized mortgage obligations$1,222,024,00067
CMOs issued by government agencies or sponsored agencies$383,913,00089
Privately issued$838,111,00039
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)$6,902,213,00036
Total debt securities$6,845,550,00044
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$40,480,00055
Revaluation gains on off-balance sheet contracts$36,038,00027
Revaluation losses on off-balance sheet contracts$24,448,00024
2005-03-31Rank
Total securities$6,621,776,00048
U.S. Government securities$5,669,477,00042
U.S. Treasury securities$169,827,00044
U.S. Government agency obligations$5,499,650,00040
Securities issued by states & political subdivisions$50,945,000311
Other domestic debt securities$845,462,00062
Privately issued residential mortgage-backed securities$616,971,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$228,491,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$55,892,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,648,678,00026
Mortgage-backed securities$4,157,411,00044
Certificates of participation in pools of residential mortgages$3,128,308,00029
Issued or guaranteed by U.S.$3,128,308,00026
Privately issued$0207
Collaterized mortgage obligations$1,029,103,00074
CMOs issued by government agencies or sponsored agencies$412,132,00084
Privately issued$616,971,00044
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)$6,621,776,00039
Total debt securities$6,565,884,00048
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$29,466,00059
Revaluation gains on off-balance sheet contracts$24,573,00030
Revaluation losses on off-balance sheet contracts$15,849,00032
2004-12-31Rank
Total securities$5,889,229,00050
U.S. Government securities$5,053,402,00045
U.S. Treasury securities$161,167,00047
U.S. Government agency obligations$4,892,235,00042
Securities issued by states & political subdivisions$49,020,000332
Other domestic debt securities$732,414,00064
Privately issued residential mortgage-backed securities$494,246,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$238,168,00027
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$54,393,00076
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,904,446,00032
Mortgage-backed securities$3,960,895,00047
Certificates of participation in pools of residential mortgages$3,088,906,00032
Issued or guaranteed by U.S.$3,088,906,00028
Privately issued$0203
Collaterized mortgage obligations$871,989,00080
CMOs issued by government agencies or sponsored agencies$377,743,00087
Privately issued$494,246,00051
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)$5,889,229,00041
Total debt securities$5,834,836,00050
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$34,271,00064
Revaluation gains on off-balance sheet contracts$29,586,00031
Revaluation losses on off-balance sheet contracts$20,679,00031
2004-09-30Rank
Total securities$4,466,285,00059
U.S. Government securities$3,692,974,00057
U.S. Treasury securities$136,431,00052
U.S. Government agency obligations$3,556,543,00056
Securities issued by states & political subdivisions$6,638,0002,612
Other domestic debt securities$716,843,00065
Privately issued residential mortgage-backed securities$412,061,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$304,782,00025
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$49,830,00081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,321,259,00035
Mortgage-backed securities$3,151,188,00051
Certificates of participation in pools of residential mortgages$2,332,693,00041
Issued or guaranteed by U.S.$2,332,693,00038
Privately issued$0225
Collaterized mortgage obligations$818,495,00079
CMOs issued by government agencies or sponsored agencies$406,434,00078
Privately issued$412,061,00051
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)$4,466,285,00049
Total debt securities$4,416,455,00059
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$35,399,00069
Revaluation gains on off-balance sheet contracts$31,865,00033
Revaluation losses on off-balance sheet contracts$23,064,00033
2004-06-30Rank
Total securities$4,118,998,00066
U.S. Government securities$3,377,267,00064
U.S. Treasury securities$136,056,00059
U.S. Government agency obligations$3,241,211,00062
Securities issued by states & political subdivisions$6,475,0002,641
Other domestic debt securities$686,202,00062
Privately issued residential mortgage-backed securities$373,192,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$313,010,00024
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$49,054,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,965,522,00037
Mortgage-backed securities$3,019,208,00053
Certificates of participation in pools of residential mortgages$2,219,104,00045
Issued or guaranteed by U.S.$2,219,104,00040
Privately issued$0225
Collaterized mortgage obligations$800,104,00079
CMOs issued by government agencies or sponsored agencies$426,912,00077
Privately issued$373,192,00056
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)$4,118,998,00057
Total debt securities$4,069,944,00067
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$28,544,00068
Revaluation gains on off-balance sheet contracts$23,818,00034
Revaluation losses on off-balance sheet contracts$16,696,00036
2004-03-31Rank
Total securities$4,153,053,00066
U.S. Government securities$3,443,503,00063
U.S. Treasury securities$127,496,00057
U.S. Government agency obligations$3,316,007,00062
Securities issued by states & political subdivisions$6,781,0002,583
Other domestic debt securities$651,599,00073
Privately issued residential mortgage-backed securities$263,711,00081
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$387,888,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$51,170,00089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,012,084,00034
Mortgage-backed securities$3,075,901,00053
Certificates of participation in pools of residential mortgages$2,332,188,00040
Issued or guaranteed by U.S.$2,332,188,00037
Privately issued$0230
Collaterized mortgage obligations$743,713,00087
CMOs issued by government agencies or sponsored agencies$480,002,00081
Privately issued$263,711,00073
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)$4,153,053,00058
Total debt securities$4,101,883,00066
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$49,099,00060
Revaluation gains on off-balance sheet contracts$39,056,00033
Revaluation losses on off-balance sheet contracts$31,957,00032
2003-12-31Rank
Total securities$4,016,450,00067
U.S. Government securities$3,286,190,00063
U.S. Treasury securities$133,045,00054
U.S. Government agency obligations$3,153,145,00061
Securities issued by states & political subdivisions$14,798,0001,337
Other domestic debt securities$675,002,00057
Privately issued residential mortgage-backed securities$276,830,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$398,172,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$40,460,000108
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,854,677,00038
Mortgage-backed securities$2,927,958,00057
Certificates of participation in pools of residential mortgages$2,211,581,00040
Issued or guaranteed by U.S.$2,211,581,00037
Privately issued$0248
Collaterized mortgage obligations$716,377,00081
CMOs issued by government agencies or sponsored agencies$439,547,00092
Privately issued$276,830,00045
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)$4,016,450,00058
Total debt securities$3,975,990,00067
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$51,448,00061
Revaluation gains on off-balance sheet contracts$32,340,00034
Revaluation losses on off-balance sheet contracts$26,430,00032
2003-09-30Rank
Total securities$3,593,391,00070
U.S. Government securities$2,999,213,00066
U.S. Treasury securities$143,295,00053
U.S. Government agency obligations$2,855,918,00064
Securities issued by states & political subdivisions$14,461,0001,361
Other domestic debt securities$538,806,00059
Privately issued residential mortgage-backed securities$153,467,00072
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$385,339,00018
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$40,911,000106
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,430,449,00037
Mortgage-backed securities$2,582,798,00063
Certificates of participation in pools of residential mortgages$2,024,270,00042
Issued or guaranteed by U.S.$2,024,270,00039
Privately issued$0253
Collaterized mortgage obligations$558,528,00094
CMOs issued by government agencies or sponsored agencies$405,061,00094
Privately issued$153,467,00061
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)$3,593,391,00061
Total debt securities$3,552,480,00071
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$96,227,00048
Revaluation gains on off-balance sheet contracts$37,615,00035
Revaluation losses on off-balance sheet contracts$32,707,00032
2003-06-30Rank
Total securities$3,440,761,00075
U.S. Government securities$2,914,971,00063
U.S. Treasury securities$124,283,00053
U.S. Government agency obligations$2,790,688,00061
Securities issued by states & political subdivisions$14,739,0001,307
Other domestic debt securities$477,905,00060
Privately issued residential mortgage-backed securities$86,753,000103
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$391,152,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$33,146,000142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,237,612,00035
Mortgage-backed securities$2,424,470,00065
Certificates of participation in pools of residential mortgages$1,986,715,00043
Issued or guaranteed by U.S.$1,986,045,00040
Privately issued$670,000142
Collaterized mortgage obligations$437,755,000114
CMOs issued by government agencies or sponsored agencies$351,672,000114
Privately issued$86,083,00094
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)$3,440,761,00064
Total debt securities$3,407,615,00074
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$106,054,00046
Revaluation gains on off-balance sheet contracts$41,881,00034
Revaluation losses on off-balance sheet contracts$38,054,00033
2003-03-31Rank
Total securities$2,926,587,00080
U.S. Government securities$2,522,507,00071
U.S. Treasury securities$99,928,00072
U.S. Government agency obligations$2,422,579,00069
Securities issued by states & political subdivisions$14,155,0001,309
Other domestic debt securities$351,366,00074
Privately issued residential mortgage-backed securities$73,912,000113
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$277,454,00021
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$38,559,000119
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,696,761,00040
Mortgage-backed securities$1,962,296,00082
Certificates of participation in pools of residential mortgages$1,744,207,00050
Issued or guaranteed by U.S.$1,743,398,00046
Privately issued$809,000140
Collaterized mortgage obligations$218,089,000183
CMOs issued by government agencies or sponsored agencies$144,986,000218
Privately issued$73,103,000101
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)$2,926,587,00070
Total debt securities$2,888,028,00078
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$105,489,00042
Revaluation gains on off-balance sheet contracts$38,447,00034
Revaluation losses on off-balance sheet contracts$35,177,00032
2002-12-31Rank
Total securities$2,388,779,000102
U.S. Government securities$1,977,263,00095
U.S. Treasury securities$151,904,00050
U.S. Government agency obligations$1,825,359,000101
Securities issued by states & political subdivisions$13,673,0001,347
Other domestic debt securities$359,993,00073
Privately issued residential mortgage-backed securities$71,202,000117
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$288,791,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$37,850,000124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,166,414,00054
Mortgage-backed securities$1,429,420,000102
Certificates of participation in pools of residential mortgages$1,266,627,00065
Issued or guaranteed by U.S.$1,265,256,00061
Privately issued$1,371,000111
Collaterized mortgage obligations$162,793,000214
CMOs issued by government agencies or sponsored agencies$92,962,000266
Privately issued$69,831,000104
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)$2,388,779,00089
Total debt securities$2,350,929,000103
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$90,323,00047
Revaluation gains on off-balance sheet contracts$46,893,00033
Revaluation losses on off-balance sheet contracts$44,106,00029
2001-12-31Rank
Total securities$1,585,632,000130
U.S. Government securities$1,357,375,000113
U.S. Treasury securities$20,331,000257
U.S. Government agency obligations$1,337,044,000110
Securities issued by states & political subdivisions$295,0006,317
Other domestic debt securities$218,794,000108
Privately issued residential mortgage-backed securities$109,904,00088
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$108,890,00039
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$9,168,000457
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,506,914,00059
Mortgage-backed securities$946,061,000123
Certificates of participation in pools of residential mortgages$756,822,00087
Issued or guaranteed by U.S.$754,525,00085
Privately issued$2,297,000103
Collaterized mortgage obligations$189,239,000189
CMOs issued by government agencies or sponsored agencies$81,632,000297
Privately issued$107,607,00079
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)$1,585,632,000117
Total debt securities$1,576,464,000129
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$1,222,000133
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$1,442,247,000130
U.S. Government securities$1,091,143,000125
U.S. Treasury securities$53,530,000157
U.S. Government agency obligations$1,037,613,000120
Securities issued by states & political subdivisions$8,409,0001,918
Other domestic debt securities$299,238,00083
Privately issued residential mortgage-backed securities$186,347,00059
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$112,891,000101
Foreign debt securities$0313
Equity securities$43,457,000148
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,330,750,00059
Mortgage-backed securities$701,637,000128
Certificates of participation in pools of residential mortgages$434,716,000116
Issued or guaranteed by U.S.$428,516,000116
Privately issued$6,200,00070
Collaterized mortgage obligations$266,921,000128
CMOs issued by government agencies or sponsored agencies$86,774,000229
Privately issued$180,147,00052
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$92,940,000273
Available-for-sale securities (fair market value)$1,349,307,000109
Total debt securities$1,398,790,000129
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$1,175,000115
Revaluation gains on off-balance sheet contracts$1,175,00043
Revaluation losses on off-balance sheet contracts$1,138,00051
1999-12-31Rank
Total securities$1,134,958,000163
U.S. Government securities$699,111,000173
U.S. Treasury securities$78,765,000136
U.S. Government agency obligations$620,346,000172
Securities issued by states & political subdivisions$20,157,000798
Other domestic debt securities$368,743,00081
Privately issued residential mortgage-backed securities$249,283,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$119,460,00094
Foreign debt securities$0343
Equity securities$46,947,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$949,219,00090
Mortgage-backed securities$608,985,000154
Certificates of participation in pools of residential mortgages$336,869,000145
Issued or guaranteed by U.S.$328,771,000143
Privately issued$8,098,00067
Collaterized mortgage obligations$272,116,000138
CMOs issued by government agencies or sponsored agencies$30,931,000494
Privately issued$241,185,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$142,868,000204
Available-for-sale securities (fair market value)$992,090,000144
Total debt securities$1,088,011,000164
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$355,000136
Revaluation gains on off-balance sheet contracts$355,00045
Revaluation losses on off-balance sheet contracts$112,00046
1998-12-31Rank
Total securities$927,852,000170
U.S. Government securities$512,278,000223
U.S. Treasury securities$147,198,000101
U.S. Government agency obligations$365,080,000258
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$382,340,00060
Privately issued residential mortgage-backed securities$269,557,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$112,783,00080
Foreign debt securities$0363
Equity securities$33,234,000177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$699,159,00092
Mortgage-backed securities$554,680,000168
Certificates of participation in pools of residential mortgages$274,411,000176
Issued or guaranteed by U.S.$257,255,000184
Privately issued$17,156,00057
Collaterized mortgage obligations$280,269,000127
CMOs issued by government agencies or sponsored agencies$27,868,000548
Privately issued$252,401,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$290,922,000107
Available-for-sale securities (fair market value)$636,930,000192
Total debt securities$894,618,000171
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$177,000171
Revaluation gains on off-balance sheet contracts$177,00049
Revaluation losses on off-balance sheet contracts$92,00050
1997-12-31Rank
Total securities$858,686,000177
U.S. Government securities$444,329,000264
U.S. Treasury securities$105,839,000189
U.S. Government agency obligations$338,490,000290
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$391,823,00049
Privately issued residential mortgage-backed securities$280,430,00043
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$111,393,00064
Foreign debt securities$0390
Equity securities$22,534,000211
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$529,752,000111
Mortgage-backed securities$586,665,000152
Certificates of participation in pools of residential mortgages$303,016,000173
Issued or guaranteed by U.S.$261,162,000190
Privately issued$41,854,00047
Collaterized mortgage obligations$283,649,000117
CMOs issued by government agencies or sponsored agencies$45,073,000377
Privately issued$238,576,00031
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$313,114,000124
Available-for-sale securities (fair market value)$545,572,000207
Total debt securities$836,152,000178
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$913,000161
Revaluation gains on off-balance sheet contracts$913,00042
Revaluation losses on off-balance sheet contracts$189,00049
1996-12-31Rank
Total securities$931,807,000178
U.S. Government securities$590,768,000219
U.S. Treasury securities$251,215,000102
U.S. Government agency obligations$339,553,000296
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$326,508,00055
Privately issued residential mortgage-backed securities$204,400,00054
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$122,108,00051
Foreign debt securities$0466
Equity securities$14,531,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$488,187,000128
Mortgage-backed securities$473,073,000192
Certificates of participation in pools of residential mortgages$277,173,000193
Issued or guaranteed by U.S.$214,362,000237
Privately issued$62,811,00046
Collaterized mortgage obligations$195,900,000160
CMOs issued by government agencies or sponsored agencies$54,311,000348
Privately issued$141,589,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$270,742,000163
Available-for-sale securities (fair market value)$661,065,000171
Total debt securities$917,276,000178
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$536,000186
Revaluation gains on off-balance sheet contracts$536,00058
Revaluation losses on off-balance sheet contracts$323,00059
1995-12-31Rank
Total securities$948,951,000197
U.S. Government securities$565,720,000251
U.S. Treasury securities$356,106,00090
U.S. Government agency obligations$209,614,000436
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$383,231,00055
Privately issued residential mortgage-backed securities$240,892,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$142,339,00047
Foreign debt securities$0553
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$447,127,000152
Mortgage-backed securities$326,490,000277
Certificates of participation in pools of residential mortgages$100,470,000413
Issued or guaranteed by U.S.$22,070,0001,216
Privately issued$78,400,00042
Collaterized mortgage obligations$226,020,000161
CMOs issued by government agencies or sponsored agencies$63,528,000354
Privately issued$162,492,00045
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$312,168,000156
Available-for-sale securities (fair market value)$636,783,000193
Total debt securities$948,951,000193
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$341,000206
Revaluation gains on off-balance sheet contracts$274,00067
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$1,006,892,000200
U.S. Government securities$608,484,000246
U.S. Treasury securities$453,948,00081
U.S. Government agency obligations$154,536,000531
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$398,408,00051
Privately issued residential mortgage-backed securities$268,284,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$130,124,00058
Foreign debt securities$0600
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$521,440,000141
Mortgage-backed securities$360,743,000255
Certificates of participation in pools of residential mortgages$96,184,000438
Issued or guaranteed by U.S.$21,955,0001,274
Privately issued$74,229,00048
Collaterized mortgage obligations$264,559,000148
CMOs issued by government agencies or sponsored agencies$70,504,000330
Privately issued$194,055,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$642,565,000185
Available-for-sale securities (fair market value)$364,327,000191
Total debt securities$1,006,892,000197
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$256,000247
Revaluation gains on off-balance sheet contracts$256,00052
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$982,781,000199
U.S. Government securities$512,640,000290
U.S. Treasury securities$317,057,000136
U.S. Government agency obligations$195,583,000439
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$470,141,00046
Privately issued residential mortgage-backed securities$188,561,00064
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$281,580,00029
Foreign debt securities$0649
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$215,840,000229
Mortgage-backed securities$296,464,000306
Certificates of participation in pools of residential mortgages$24,974,0001,270
Issued or guaranteed by U.S.$24,974,0001,248
Privately issued$0731
Collaterized mortgage obligations$271,490,000150
CMOs issued by government agencies or sponsored agencies$82,929,000318
Privately issued$188,561,00027
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$982,781,000196
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,000328
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$914,260,000204
U.S. Government securities$419,477,000315
U.S. Treasury securities$285,798,000150
U.S. Government agency obligations$133,679,000569
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$494,783,00035
Privately issued residential mortgage-backed securities$130,755,00074
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$364,028,00019
Foreign debt securities$0699
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$211,071,000209
Mortgage-backed securities$130,755,000536
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$130,755,000244
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$130,755,00032
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$914,260,000201
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA