Carthage Federal Savings and Loan Association, Securities

2021-12-31Rank
Total securities$50,521,0002,674
U.S. Government securities$47,413,0001,928
U.S. Treasury securities$12,513,000906
U.S. Government agency obligations$34,900,0002,068
Securities issued by states & political subdivisions$3,108,0003,432
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
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$26,198,0001,753
Mortgage-backed securities$23,658,0002,057
Certificates of participation in pools of residential mortgages$23,658,0001,556
Issued or guaranteed by U.S.$23,658,0001,524
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$1,435,0001,273
Available-for-sale securities (fair market value)$49,086,0002,544
Total debt securities$50,521,0002,653
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$50,663,0002,598
U.S. Government securities$47,513,0001,870
U.S. Treasury securities$10,619,000823
U.S. Government agency obligations$36,894,0001,979
Securities issued by states & political subdivisions$3,150,0003,456
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
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$27,530,0001,661
Mortgage-backed securities$25,510,0001,989
Certificates of participation in pools of residential mortgages$25,510,0001,471
Issued or guaranteed by U.S.$25,510,0001,438
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$1,649,0001,229
Available-for-sale securities (fair market value)$49,014,0002,488
Total debt securities$50,663,0002,582
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$51,227,0002,523
U.S. Government securities$48,058,0001,781
U.S. Treasury securities$10,655,000731
U.S. Government agency obligations$37,403,0001,917
Securities issued by states & political subdivisions$3,169,0003,470
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
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$26,311,0001,696
Mortgage-backed securities$26,070,0001,933
Certificates of participation in pools of residential mortgages$26,070,0001,401
Issued or guaranteed by U.S.$26,070,0001,368
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$1,832,0001,197
Available-for-sale securities (fair market value)$49,395,0002,427
Total debt securities$51,227,0002,509
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$34,926,0002,907
U.S. Government securities$34,926,0002,023
U.S. Treasury securities$4,698,000845
U.S. Government agency obligations$30,228,0002,047
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
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$8,853,0002,740
Mortgage-backed securities$16,712,0002,262
Certificates of participation in pools of residential mortgages$16,712,0001,722
Issued or guaranteed by U.S.$16,712,0001,667
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$1,488,0001,224
Available-for-sale securities (fair market value)$33,438,0002,786
Total debt securities$34,926,0002,886
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$34,399,0002,822
U.S. Government securities$34,399,0001,904
U.S. Treasury securities$4,741,000607
U.S. Government agency obligations$29,658,0001,970
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
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$8,879,0002,724
Mortgage-backed securities$13,651,0002,380
Certificates of participation in pools of residential mortgages$13,651,0001,827
Issued or guaranteed by U.S.$13,651,0001,780
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$1,754,0001,163
Available-for-sale securities (fair market value)$32,645,0002,721
Total debt securities$34,399,0002,804
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$29,476,0002,930
U.S. Government securities$29,476,0002,023
U.S. Treasury securities$5,269,000547
U.S. Government agency obligations$24,207,0002,143
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
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$7,948,0002,813
Mortgage-backed securities$13,553,0002,364
Certificates of participation in pools of residential mortgages$13,553,0001,792
Issued or guaranteed by U.S.$13,553,0001,745
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$2,043,0001,124
Available-for-sale securities (fair market value)$27,433,0002,828
Total debt securities$29,476,0002,913
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$28,844,0002,909
U.S. Government securities$28,844,0002,045
U.S. Treasury securities$7,298,000497
U.S. Government agency obligations$21,546,0002,284
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
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$7,645,0002,854
Mortgage-backed securities$11,508,0002,517
Certificates of participation in pools of residential mortgages$11,508,0001,914
Issued or guaranteed by U.S.$11,508,0001,866
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$2,330,0001,092
Available-for-sale securities (fair market value)$26,514,0002,820
Total debt securities$28,844,0002,888
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$28,796,0002,881
U.S. Government securities$27,628,0002,106
U.S. Treasury securities$7,820,000503
U.S. Government agency obligations$19,808,0002,388
Securities issued by states & political subdivisions$1,168,0003,782
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
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$7,717,0002,811
Mortgage-backed securities$7,203,0002,918
Certificates of participation in pools of residential mortgages$7,203,0002,354
Issued or guaranteed by U.S.$7,203,0002,281
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$2,585,0001,078
Available-for-sale securities (fair market value)$26,211,0002,805
Total debt securities$28,796,0002,864
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$26,080,0003,055
U.S. Government securities$26,080,0002,229
U.S. Treasury securities$7,620,000534
U.S. Government agency obligations$18,460,0002,526
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
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$8,283,0002,805
Mortgage-backed securities$2,832,0003,457
Certificates of participation in pools of residential mortgages$2,832,0003,031
Issued or guaranteed by U.S.$2,832,0002,944
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
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)$2,832,0001,094
Available-for-sale securities (fair market value)$23,248,0002,968
Total debt securities$26,080,0003,036
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$17,418,0003,550
U.S. Government securities$17,418,0002,784
U.S. Treasury securities$2,011,000927
U.S. Government agency obligations$15,407,0002,768
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
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$8,778,0002,774
Mortgage-backed securities$830,0003,883
Certificates of participation in pools of residential mortgages$830,0003,617
Issued or guaranteed by U.S.$830,0003,529
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
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)$830,0001,455
Available-for-sale securities (fair market value)$16,588,0003,372
Total debt securities$17,418,0003,531
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$16,486,0003,687
U.S. Government securities$16,486,0002,906
U.S. Treasury securities$3,003,000835
U.S. Government agency obligations$13,483,0002,974
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
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$8,576,0002,867
Mortgage-backed securities$905,0003,869
Certificates of participation in pools of residential mortgages$905,0003,600
Issued or guaranteed by U.S.$905,0003,520
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
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)$905,0001,478
Available-for-sale securities (fair market value)$15,581,0003,492
Total debt securities$16,486,0003,666
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$20,203,0003,494
U.S. Government securities$20,203,0002,661
U.S. Treasury securities$5,475,000635
U.S. Government agency obligations$14,728,0002,892
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
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$12,872,0002,454
Mortgage-backed securities$948,0003,891
Certificates of participation in pools of residential mortgages$948,0003,602
Issued or guaranteed by U.S.$948,0003,517
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
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)$948,0001,499
Available-for-sale securities (fair market value)$19,255,0003,308
Total debt securities$20,203,0003,473
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$23,855,0003,311
U.S. Government securities$23,855,0002,470
U.S. Treasury securities$7,953,000530
U.S. Government agency obligations$15,902,0002,826
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
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$19,202,0001,982
Mortgage-backed securities$989,0003,894
Certificates of participation in pools of residential mortgages$989,0003,606
Issued or guaranteed by U.S.$989,0003,534
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
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)$987,0001,527
Available-for-sale securities (fair market value)$22,868,0003,121
Total debt securities$23,855,0003,291
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$19,750,0003,604
U.S. Government securities$19,750,0002,739
U.S. Treasury securities$3,955,000753
U.S. Government agency obligations$15,795,0002,875
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
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$11,620,0002,576
Mortgage-backed securities$1,021,0003,928
Certificates of participation in pools of residential mortgages$1,021,0003,640
Issued or guaranteed by U.S.$1,021,0003,611
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
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)$1,019,0001,528
Available-for-sale securities (fair market value)$18,731,0003,387
Total debt securities$19,750,0003,582
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$18,837,0003,710
U.S. Government securities$17,777,0002,875
U.S. Treasury securities$2,969,000811
U.S. Government agency obligations$14,808,0002,977
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$1,060,0001,587
Privately issued residential mortgage-backed securities$1,060,000474
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
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$10,941,0002,685
Mortgage-backed securities$1,064,0003,964
Certificates of participation in pools of residential mortgages$1,064,0003,685
Issued or guaranteed by U.S.$4,0004,239
Privately issued$1,060,000253
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
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)$1,062,0001,545
Available-for-sale securities (fair market value)$17,775,0003,507
Total debt securities$18,837,0003,688
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$14,420,0004,084
U.S. Government securities$14,420,0003,238
U.S. Treasury securities$989,0001,133
U.S. Government agency obligations$13,431,0003,181
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
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$10,077,0002,810
Mortgage-backed securities$86,0004,412
Certificates of participation in pools of residential mortgages$86,0004,234
Issued or guaranteed by U.S.$86,0004,227
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
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)$84,0001,940
Available-for-sale securities (fair market value)$14,336,0003,807
Total debt securities$14,420,0004,059
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$10,520,0004,472
U.S. Government securities$10,520,0003,674
U.S. Treasury securities$1,000,0001,032
U.S. Government agency obligations$9,520,0003,645
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,990,0003,430
Mortgage-backed securities$92,0004,451
Certificates of participation in pools of residential mortgages$92,0004,276
Issued or guaranteed by U.S.$92,0004,271
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
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)$90,0001,961
Available-for-sale securities (fair market value)$10,430,0004,193
Total debt securities$10,520,0004,445
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$12,093,0004,368
U.S. Government securities$12,093,0003,527
U.S. Treasury securities$999,0001,051
U.S. Government agency obligations$11,094,0003,477
Securities issued by states & political subdivisions$04,737
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$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,247,0003,428
Mortgage-backed securities$100,0004,505
Certificates of participation in pools of residential mortgages$100,0004,331
Issued or guaranteed by U.S.$100,0004,327
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
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)$98,0002,015
Available-for-sale securities (fair market value)$11,995,0004,088
Total debt securities$12,093,0004,344
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$13,322,0004,318
U.S. Government securities$13,117,0003,458
U.S. Treasury securities$998,0001,088
U.S. Government agency obligations$12,119,0003,431
Securities issued by states & political subdivisions$205,0004,712
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$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,851,0003,526
Mortgage-backed securities$121,0004,524
Certificates of participation in pools of residential mortgages$121,0004,343
Issued or guaranteed by U.S.$121,0004,337
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
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)$118,0002,017
Available-for-sale securities (fair market value)$13,204,0004,027
Total debt securities$13,322,0004,298
Structured notes
Amortized cost$500,000804
Fair value$499,000826
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$12,316,0004,446
U.S. Government securities$12,108,0003,609
U.S. Treasury securities$997,0001,120
U.S. Government agency obligations$11,111,0003,579
Securities issued by states & political subdivisions$208,0004,771
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$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,630,0003,408
Mortgage-backed securities$131,0004,583
Certificates of participation in pools of residential mortgages$131,0004,401
Issued or guaranteed by U.S.$131,0004,396
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
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)$128,0002,046
Available-for-sale securities (fair market value)$12,188,0004,144
Total debt securities$12,316,0004,425
Structured notes
Amortized cost$1,500,000551
Fair value$1,497,000559
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$10,822,0004,594
U.S. Government securities$10,613,0003,767
U.S. Treasury securities$998,0001,091
U.S. Government agency obligations$9,615,0003,742
Securities issued by states & political subdivisions$209,0004,824
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$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,269,0004,076
Mortgage-backed securities$143,0004,609
Certificates of participation in pools of residential mortgages$143,0004,429
Issued or guaranteed by U.S.$143,0004,423
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
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)$140,0002,059
Available-for-sale securities (fair market value)$10,682,0004,282
Total debt securities$10,821,0004,568
Structured notes
Amortized cost$1,000,000635
Fair value$996,000665
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$8,990,0004,806
U.S. Government securities$8,778,0004,016
U.S. Treasury securities$1,000,000984
U.S. Government agency obligations$7,778,0004,039
Securities issued by states & political subdivisions$212,0004,851
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$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,200,0004,128
Mortgage-backed securities$153,0004,649
Certificates of participation in pools of residential mortgages$153,0004,459
Issued or guaranteed by U.S.$153,0004,455
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
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)$150,0002,081
Available-for-sale securities (fair market value)$8,840,0004,485
Total debt securities$8,990,0004,779
Structured notes
Amortized cost$1,000,000621
Fair value$1,003,000632
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$8,577,0004,910
U.S. Government securities$8,363,0004,166
U.S. Treasury securities$1,003,000997
U.S. Government agency obligations$7,360,0004,208
Securities issued by states & political subdivisions$214,0004,894
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$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,200,0004,214
Mortgage-backed securities$201,0004,671
Certificates of participation in pools of residential mortgages$201,0004,485
Issued or guaranteed by U.S.$201,0004,479
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
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)$198,0002,104
Available-for-sale securities (fair market value)$8,379,0004,582
Total debt securities$8,577,0004,886
Structured notes
Amortized cost$1,500,000626
Fair value$1,502,000629
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$7,505,0005,088
U.S. Government securities$7,288,0004,444
U.S. Treasury securities$1,000,0001,030
U.S. Government agency obligations$6,288,0004,479
Securities issued by states & political subdivisions$217,0004,935
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$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,552
Mortgage-backed securities$227,0004,699
Certificates of participation in pools of residential mortgages$227,0004,510
Issued or guaranteed by U.S.$227,0004,505
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
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)$224,0002,126
Available-for-sale securities (fair market value)$7,281,0004,765
Total debt securities$7,505,0005,066
Structured notes
Amortized cost$1,000,000864
Fair value$1,000,000906
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$9,490,0004,952
U.S. Government securities$9,272,0004,206
U.S. Treasury securities$993,0001,104
U.S. Government agency obligations$8,279,0004,215
Securities issued by states & political subdivisions$218,0004,975
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$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,594
Mortgage-backed securities$244,0004,728
Certificates of participation in pools of residential mortgages$244,0004,527
Issued or guaranteed by U.S.$244,0004,523
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
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)$240,0002,154
Available-for-sale securities (fair market value)$9,250,0004,628
Total debt securities$9,490,0004,931
Structured notes
Amortized cost$1,000,000988
Fair value$1,000,0001,022
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$9,539,0005,046
U.S. Government securities$9,323,0004,279
U.S. Treasury securities$1,000,0001,023
U.S. Government agency obligations$8,323,0004,302
Securities issued by states & political subdivisions$216,0005,031
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$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,667
Mortgage-backed securities$259,0004,786
Certificates of participation in pools of residential mortgages$259,0004,573
Issued or guaranteed by U.S.$259,0004,568
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
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)$755,0001,956
Available-for-sale securities (fair market value)$8,784,0004,751
Total debt securities$9,539,0005,023
Structured notes
Amortized cost$500,0001,416
Fair value$506,0001,420
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$9,524,0005,124
U.S. Government securities$9,308,0004,408
U.S. Treasury securities$998,0001,054
U.S. Government agency obligations$8,310,0004,440
Securities issued by states & political subdivisions$216,0005,067
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,704
Mortgage-backed securities$276,0004,853
Certificates of participation in pools of residential mortgages$276,0004,643
Issued or guaranteed by U.S.$276,0004,639
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$772,0001,981
Available-for-sale securities (fair market value)$8,752,0004,831
Total debt securities$9,523,0005,103
Structured notes
Amortized cost$1,500,0001,122
Fair value$1,497,0001,133
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$11,075,0005,031
U.S. Government securities$10,856,0004,263
U.S. Treasury securities$998,0001,052
U.S. Government agency obligations$9,858,0004,289
Securities issued by states & political subdivisions$219,0005,077
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,780
Mortgage-backed securities$303,0004,888
Certificates of participation in pools of residential mortgages$303,0004,676
Issued or guaranteed by U.S.$303,0004,669
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$2,299,0001,678
Available-for-sale securities (fair market value)$8,776,0004,876
Total debt securities$11,075,0005,013
Structured notes
Amortized cost$2,500,000908
Fair value$2,497,000926
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$10,562,0005,153
U.S. Government securities$10,342,0004,396
U.S. Treasury securities$990,0001,078
U.S. Government agency obligations$9,352,0004,419
Securities issued by states & political subdivisions$220,0005,157
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,837
Mortgage-backed securities$318,0004,969
Certificates of participation in pools of residential mortgages$318,0004,746
Issued or guaranteed by U.S.$318,0004,740
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$2,314,0001,704
Available-for-sale securities (fair market value)$8,248,0005,011
Total debt securities$10,562,0005,130
Structured notes
Amortized cost$2,000,0001,057
Fair value$1,997,0001,088
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$10,953,0005,220
U.S. Government securities$10,733,0004,454
U.S. Treasury securities$985,0001,086
U.S. Government agency obligations$9,748,0004,461
Securities issued by states & political subdivisions$220,0005,215
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0004,895
Mortgage-backed securities$338,0005,044
Certificates of participation in pools of residential mortgages$338,0004,824
Issued or guaranteed by U.S.$338,0004,819
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$4,334,0001,477
Available-for-sale securities (fair market value)$6,619,0005,269
Total debt securities$10,953,0005,199
Structured notes
Amortized cost$3,900,000855
Fair value$3,881,000844
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$11,497,0005,228
U.S. Government securities$11,278,0004,450
U.S. Treasury securities$987,0001,040
U.S. Government agency obligations$10,291,0004,467
Securities issued by states & political subdivisions$219,0005,272
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,900,0005,010
Mortgage-backed securities$368,0005,083
Certificates of participation in pools of residential mortgages$368,0004,854
Issued or guaranteed by U.S.$368,0004,850
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$5,363,0001,405
Available-for-sale securities (fair market value)$6,134,0005,368
Total debt securities$11,497,0005,205
Structured notes
Amortized cost$3,900,000889
Fair value$3,879,000874
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$8,979,0005,525
U.S. Government securities$8,760,0004,824
U.S. Treasury securities$980,000921
U.S. Government agency obligations$7,780,0004,878
Securities issued by states & political subdivisions$219,0005,313
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,900,0005,052
Mortgage-backed securities$394,0005,120
Certificates of participation in pools of residential mortgages$394,0004,883
Issued or guaranteed by U.S.$394,0004,878
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$4,389,0001,499
Available-for-sale securities (fair market value)$4,590,0005,610
Total debt securities$8,979,0005,500
Structured notes
Amortized cost$3,900,000897
Fair value$3,855,000871
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$6,495,0005,818
U.S. Government securities$6,277,0005,204
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,277,0005,103
Securities issued by states & political subdivisions$218,0005,369
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,700,0005,163
Mortgage-backed securities$420,0005,146
Certificates of participation in pools of residential mortgages$420,0004,898
Issued or guaranteed by U.S.$420,0004,894
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$4,415,0001,482
Available-for-sale securities (fair market value)$2,080,0005,946
Total debt securities$6,495,0005,796
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$7,049,0005,816
U.S. Government securities$6,829,0005,163
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,829,0005,068
Securities issued by states & political subdivisions$220,0005,403
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0005,055
Mortgage-backed securities$448,0005,169
Certificates of participation in pools of residential mortgages$448,0004,915
Issued or guaranteed by U.S.$448,0004,910
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$4,943,0001,405
Available-for-sale securities (fair market value)$2,106,0006,023
Total debt securities$7,049,0005,793
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$5,596,0005,999
U.S. Government securities$5,374,0005,439
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,374,0005,329
Securities issued by states & political subdivisions$222,0005,410
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,100,0005,077
Mortgage-backed securities$488,0005,155
Certificates of participation in pools of residential mortgages$488,0004,878
Issued or guaranteed by U.S.$488,0004,874
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$4,483,0001,387
Available-for-sale securities (fair market value)$1,113,0006,182
Total debt securities$5,596,0005,972
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$5,175,0006,104
U.S. Government securities$4,946,0005,548
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,946,0005,434
Securities issued by states & political subdivisions$229,0005,426
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0005,192
Mortgage-backed securities$545,0005,189
Certificates of participation in pools of residential mortgages$545,0004,899
Issued or guaranteed by U.S.$545,0004,897
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$3,039,0001,511
Available-for-sale securities (fair market value)$2,136,0006,099
Total debt securities$5,175,0006,080
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$7,259,0005,880
U.S. Government securities$7,028,0005,172
U.S. Treasury securities$01,135
U.S. Government agency obligations$7,028,0005,070
Securities issued by states & political subdivisions$231,0005,464
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,500,0004,690
Mortgage-backed securities$621,0005,194
Certificates of participation in pools of residential mortgages$621,0004,889
Issued or guaranteed by U.S.$621,0004,888
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$4,115,0001,408
Available-for-sale securities (fair market value)$3,144,0006,009
Total debt securities$7,259,0005,852
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$6,685,0006,056
U.S. Government securities$6,453,0005,424
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,453,0005,311
Securities issued by states & political subdivisions$232,0005,509
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,500,0004,745
Mortgage-backed securities$724,0005,258
Certificates of participation in pools of residential mortgages$724,0004,950
Issued or guaranteed by U.S.$724,0004,947
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,718,0001,456
Available-for-sale securities (fair market value)$2,967,0006,126
Total debt securities$6,685,0006,028
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$8,870,0005,832
U.S. Government securities$8,638,0005,099
U.S. Treasury securities$01,068
U.S. Government agency obligations$8,638,0005,010
Securities issued by states & political subdivisions$232,0005,526
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,526,0004,780
Mortgage-backed securities$799,0005,276
Certificates of participation in pools of residential mortgages$799,0004,938
Issued or guaranteed by U.S.$799,0004,935
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$4,293,0001,398
Available-for-sale securities (fair market value)$4,577,0005,967
Total debt securities$8,870,0005,803
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$7,741,0006,025
U.S. Government securities$7,511,0005,407
U.S. Treasury securities$01,157
U.S. Government agency obligations$7,511,0005,303
Securities issued by states & political subdivisions$230,0005,519
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,536,0004,501
Mortgage-backed securities$875,0005,257
Certificates of participation in pools of residential mortgages$875,0004,918
Issued or guaranteed by U.S.$875,0004,916
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$5,468,0001,298
Available-for-sale securities (fair market value)$2,273,0006,330
Total debt securities$7,742,0006,000
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$8,250,0005,978
U.S. Government securities$8,035,0005,295
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,035,0005,199
Securities issued by states & political subdivisions$215,0005,528
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$975,0005,211
Certificates of participation in pools of residential mortgages$975,0004,823
Issued or guaranteed by U.S.$975,0004,816
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,029,0001,266
Available-for-sale securities (fair market value)$2,221,0006,348
Total debt securities$8,250,0005,949
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$8,383,0005,959
U.S. Government securities$8,168,0005,247
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,168,0005,146
Securities issued by states & political subdivisions$215,0005,547
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,097,0005,166
Certificates of participation in pools of residential mortgages$1,097,0004,754
Issued or guaranteed by U.S.$1,097,0004,744
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,161,0001,253
Available-for-sale securities (fair market value)$2,222,0006,410
Total debt securities$8,383,0005,922
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$12,724,0005,415
U.S. Government securities$12,509,0004,651
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,509,0004,534
Securities issued by states & political subdivisions$215,0005,538
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,184,0005,139
Certificates of participation in pools of residential mortgages$1,184,0004,719
Issued or guaranteed by U.S.$1,184,0004,711
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,001,0001,142
Available-for-sale securities (fair market value)$4,723,0006,121
Total debt securities$12,724,0005,383
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$14,203,0005,222
U.S. Government securities$13,987,0004,385
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,987,0004,259
Securities issued by states & political subdivisions$216,0005,558
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,416,0005,028
Certificates of participation in pools of residential mortgages$1,416,0004,590
Issued or guaranteed by U.S.$1,416,0004,582
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,811,000986
Available-for-sale securities (fair market value)$3,392,0006,339
Total debt securities$14,203,0005,185
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$12,392,0005,383
U.S. Government securities$12,176,0004,511
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,176,0004,391
Securities issued by states & political subdivisions$216,0005,570
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,600,0004,919
Certificates of participation in pools of residential mortgages$1,600,0004,416
Issued or guaranteed by U.S.$1,600,0004,411
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,668,0001,037
Available-for-sale securities (fair market value)$2,724,0006,440
Total debt securities$12,392,0005,347
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$13,171,0005,215
U.S. Government securities$12,954,0004,337
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,954,0004,225
Securities issued by states & political subdivisions$217,0005,559
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,849,0004,850
Certificates of participation in pools of residential mortgages$1,849,0004,294
Issued or guaranteed by U.S.$1,849,0004,287
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,447,0001,015
Available-for-sale securities (fair market value)$2,724,0006,462
Total debt securities$13,171,0005,178
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$13,374,0005,200
U.S. Government securities$13,157,0004,370
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,157,0004,262
Securities issued by states & political subdivisions$217,0005,533
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,058,0004,799
Certificates of participation in pools of residential mortgages$2,058,0004,270
Issued or guaranteed by U.S.$2,058,0004,261
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,649,0001,039
Available-for-sale securities (fair market value)$2,725,0006,539
Total debt securities$13,374,0005,167
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$14,509,0005,092
U.S. Government securities$14,292,0004,250
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,292,0004,141
Securities issued by states & political subdivisions$217,0005,564
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,710,0005,025
Certificates of participation in pools of residential mortgages$1,710,0004,543
Issued or guaranteed by U.S.$1,710,0004,534
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,777,0001,332
Available-for-sale securities (fair market value)$7,732,0005,708
Total debt securities$14,509,0005,061
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$17,168,0004,726
U.S. Government securities$16,950,0003,863
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,950,0003,780
Securities issued by states & political subdivisions$218,0005,596
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,847,0005,064
Certificates of participation in pools of residential mortgages$1,847,0004,566
Issued or guaranteed by U.S.$1,847,0004,558
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,942,0001,428
Available-for-sale securities (fair market value)$11,226,0005,102
Total debt securities$17,168,0004,692
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$17,827,0004,699
U.S. Government securities$17,609,0003,771
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,609,0003,698
Securities issued by states & political subdivisions$218,0005,628
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,970,0005,100
Certificates of participation in pools of residential mortgages$1,970,0004,615
Issued or guaranteed by U.S.$1,970,0004,606
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,600,0001,405
Available-for-sale securities (fair market value)$11,227,0005,141
Total debt securities$17,827,0004,648
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$18,436,0004,620
U.S. Government securities$18,217,0003,674
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,217,0003,600
Securities issued by states & political subdivisions$219,0005,669
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,122,0005,087
Certificates of participation in pools of residential mortgages$2,122,0004,602
Issued or guaranteed by U.S.$2,122,0004,589
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,209,0001,351
Available-for-sale securities (fair market value)$11,227,0005,126
Total debt securities$18,436,0004,577
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$15,694,0004,986
U.S. Government securities$15,475,0004,117
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,475,0004,039
Securities issued by states & political subdivisions$219,0005,613
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,492,0005,046
Certificates of participation in pools of residential mortgages$2,492,0004,566
Issued or guaranteed by U.S.$2,492,0004,555
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,465,0001,351
Available-for-sale securities (fair market value)$8,229,0005,702
Total debt securities$15,694,0004,944
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$12,439,0005,511
U.S. Government securities$12,439,0004,681
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,439,0004,597
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,959,0004,881
Certificates of participation in pools of residential mortgages$2,959,0004,377
Issued or guaranteed by U.S.$2,959,0004,366
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,930,0001,319
Available-for-sale securities (fair market value)$4,509,0006,448
Total debt securities$12,439,0005,466
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$13,542,0005,275
U.S. Government securities$13,542,0004,438
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,542,0004,361
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,122,0004,749
Certificates of participation in pools of residential mortgages$3,122,0004,238
Issued or guaranteed by U.S.$3,122,0004,226
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,033,0001,219
Available-for-sale securities (fair market value)$4,509,0006,434
Total debt securities$13,542,0005,235
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$11,654,0005,639
U.S. Government securities$11,654,0004,811
U.S. Treasury securitiesNANA
U.S. Government agency obligations$11,654,0004,727
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,285,0004,706
Certificates of participation in pools of residential mortgages$3,285,0004,199
Issued or guaranteed by U.S.$3,285,0004,184
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,644,0001,337
Available-for-sale securities (fair market value)$4,010,0006,614
Total debt securities$11,654,0005,582
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$7,443,0006,464
U.S. Government securities$7,443,0005,763
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,443,0005,677
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,425,0004,926
Certificates of participation in pools of residential mortgages$2,425,0004,427
Issued or guaranteed by U.S.$2,425,0004,410
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,432,0001,607
Available-for-sale securities (fair market value)$2,011,0007,075
Total debt securities$7,443,0006,395
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$9,518,0006,110
U.S. Government securities$9,518,0005,354
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,518,0005,256
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,520,0004,657
Certificates of participation in pools of residential mortgages$2,520,0004,111
Issued or guaranteed by U.S.$2,520,0004,094
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,507,0001,411
Available-for-sale securities (fair market value)$2,011,0007,113
Total debt securities$9,518,0006,040
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$13,561,0005,445
U.S. Government securities$13,561,0004,651
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,561,0004,552
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,625,0004,487
Certificates of participation in pools of residential mortgages$2,625,0003,910
Issued or guaranteed by U.S.$2,625,0003,893
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,049,0001,178
Available-for-sale securities (fair market value)$2,512,0007,031
Total debt securities$13,561,0005,401
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$15,140,0005,178
U.S. Government securities$15,140,0004,371
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,140,0004,263
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,734,0004,413
Certificates of participation in pools of residential mortgages$2,734,0003,820
Issued or guaranteed by U.S.$2,734,0003,808
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,627,0001,147
Available-for-sale securities (fair market value)$3,513,0006,838
Total debt securities$15,140,0005,135
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$15,294,0005,207
U.S. Government securities$15,294,0004,386
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,294,0004,275
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,841,0004,349
Certificates of participation in pools of residential mortgages$2,841,0003,763
Issued or guaranteed by U.S.$2,841,0003,748
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,781,0001,227
Available-for-sale securities (fair market value)$4,513,0006,645
Total debt securities$15,294,0005,165
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$15,374,0005,232
U.S. Government securities$15,374,0004,422
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,374,0004,307
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,942,0004,299
Certificates of participation in pools of residential mortgages$2,942,0003,725
Issued or guaranteed by U.S.$2,942,0003,714
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,860,0001,244
Available-for-sale securities (fair market value)$4,514,0006,674
Total debt securities$15,374,0005,189
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$15,443,0005,258
U.S. Government securities$15,443,0004,463
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,443,0004,338
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,024,0004,261
Certificates of participation in pools of residential mortgages$3,024,0003,679
Issued or guaranteed by U.S.$3,024,0003,657
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,928,0001,282
Available-for-sale securities (fair market value)$4,515,0006,709
Total debt securities$15,443,0005,217
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$15,989,0005,162
U.S. Government securities$15,989,0004,355
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,989,0004,227
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,120,0004,228
Certificates of participation in pools of residential mortgages$3,120,0003,653
Issued or guaranteed by U.S.$3,120,0003,638
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,473,0001,259
Available-for-sale securities (fair market value)$4,516,0006,739
Total debt securities$15,989,0005,113
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$17,632,0004,963
U.S. Government securities$17,632,0004,147
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,632,0004,015
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,249,0004,222
Certificates of participation in pools of residential mortgages$3,249,0003,639
Issued or guaranteed by U.S.$3,249,0003,623
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,115,0001,198
Available-for-sale securities (fair market value)$4,517,0006,777
Total debt securities$17,632,0004,907
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$18,280,0004,867
U.S. Government securities$18,280,0004,038
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,280,0003,912
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,377,0004,193
Certificates of participation in pools of residential mortgages$3,377,0003,602
Issued or guaranteed by U.S.$3,377,0003,587
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,763,0001,194
Available-for-sale securities (fair market value)$4,517,0006,802
Total debt securities$18,280,0004,819
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$18,951,0004,762
U.S. Government securities$18,951,0003,900
U.S. Treasury securitiesNANA
U.S. Government agency obligations$18,951,0003,773
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,526,0004,184
Certificates of participation in pools of residential mortgages$3,526,0003,591
Issued or guaranteed by U.S.$3,526,0003,578
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,932,0001,188
Available-for-sale securities (fair market value)$5,019,0006,704
Total debt securities$18,951,0004,709
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$19,187,0004,753
U.S. Government securities$19,187,0003,897
U.S. Treasury securitiesNANA
U.S. Government agency obligations$19,187,0003,766
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,725,0004,209
Certificates of participation in pools of residential mortgages$3,725,0003,622
Issued or guaranteed by U.S.$3,725,0003,607
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,167,0001,194
Available-for-sale securities (fair market value)$5,020,0006,729
Total debt securities$19,187,0004,687
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$17,318,0005,091
U.S. Government securities$17,318,0004,251
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,318,0004,112
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,898,0004,240
Certificates of participation in pools of residential mortgages$3,898,0003,643
Issued or guaranteed by U.S.$3,898,0003,633
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,297,0001,309
Available-for-sale securities (fair market value)$5,021,0006,795
Total debt securities$17,318,0005,032
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$17,018,0005,163
U.S. Government securities$17,018,0004,285
U.S. Treasury securitiesNANA
U.S. Government agency obligations$17,018,0004,150
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,028,0004,238
Certificates of participation in pools of residential mortgages$4,028,0003,619
Issued or guaranteed by U.S.$4,028,0003,611
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,996,0001,347
Available-for-sale securities (fair market value)$5,022,0006,837
Total debt securities$17,018,0005,092
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$16,662,0005,235
U.S. Government securities$16,662,0004,302
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,662,0004,167
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,146,0004,222
Certificates of participation in pools of residential mortgages$4,146,0003,612
Issued or guaranteed by U.S.$4,146,0003,604
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,639,0001,378
Available-for-sale securities (fair market value)$5,023,0006,862
Total debt securities$16,662,0005,160
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$14,645,0005,636
U.S. Government securities$14,645,0004,776
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,645,0004,612
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,214,0005,048
Certificates of participation in pools of residential mortgages$2,214,0004,443
Issued or guaranteed by U.S.$2,214,0004,427
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,119,0001,555
Available-for-sale securities (fair market value)$5,526,0006,800
Total debt securities$14,645,0005,570
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$10,332,0006,500
U.S. Government securities$10,332,0005,655
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,332,0005,513
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,260,0005,596
Certificates of participation in pools of residential mortgages$1,260,0005,063
Issued or guaranteed by U.S.$1,260,0005,048
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,303,0002,165
Available-for-sale securities (fair market value)$6,029,0006,691
Total debt securities$10,332,0006,415
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$13,229,0005,951
U.S. Government securities$13,229,0005,015
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,229,0004,869
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$259,0006,505
Certificates of participation in pools of residential mortgages$259,0006,091
Issued or guaranteed by U.S.$259,0006,067
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,770,0002,590
Available-for-sale securities (fair market value)$10,459,0005,768
Total debt securities$13,229,0005,859
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$14,793,0005,576
U.S. Government securities$14,793,0004,580
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,793,0004,420
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$354,0006,424
Certificates of participation in pools of residential mortgages$354,0005,993
Issued or guaranteed by U.S.$354,0005,968
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,829,0002,591
Available-for-sale securities (fair market value)$11,964,0005,407
Total debt securities$14,793,0005,490
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$9,779,0006,551
U.S. Government securities$9,779,0005,613
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,779,0005,442
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$331,0006,503
Certificates of participation in pools of residential mortgages$331,0006,062
Issued or guaranteed by U.S.$331,0006,041
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,305,0002,461
Available-for-sale securities (fair market value)$6,474,0006,542
Total debt securities$9,779,0006,446
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$9,886,0006,529
U.S. Government securities$9,886,0005,606
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,886,0005,425
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$361,0006,490
Certificates of participation in pools of residential mortgages$361,0006,023
Issued or guaranteed by U.S.$361,0006,005
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,834,0002,001
Available-for-sale securities (fair market value)$4,052,0007,211
Total debt securities$9,886,0006,433
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$7,411,0007,177
U.S. Government securities$7,411,0006,349
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,411,0006,152
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$381,0006,488
Certificates of participation in pools of residential mortgages$381,0005,980
Issued or guaranteed by U.S.$381,0005,961
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,351,0002,301
Available-for-sale securities (fair market value)$3,060,0007,511
Total debt securities$7,411,0007,093
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$5,364,0007,822
U.S. Government securities$5,957,0006,853
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,957,0006,620
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$41,0004,054
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$41,0003,512
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$634,0001
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$490,0006,360
Certificates of participation in pools of residential mortgages$490,0005,726
Issued or guaranteed by U.S.$490,0005,705
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,776,0002,332
Available-for-sale securities (fair market value)$588,0008,371
Total debt securities$5,998,0007,517
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$8,816,0007,146
U.S. Government securities$7,440,0006,746
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,440,0006,372
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$1,376,0002,247
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,376,0001,948
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$688,0005,868
Certificates of participation in pools of residential mortgages$688,0005,163
Issued or guaranteed by U.S.$688,0005,149
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,172,0002,120
Available-for-sale securities (fair market value)$644,0008,660
Total debt securities$8,816,0007,017
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$7,395,0007,863
U.S. Government securities$7,168,0007,109
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,168,0006,582
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$227,0003,280
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$227,0002,803
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$821,0006,038
Certificates of participation in pools of residential mortgages$821,0005,262
Issued or guaranteed by U.S.$821,0005,253
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,219,0002,754
Available-for-sale securities (fair market value)$1,176,0008,705
Total debt securities$7,395,0007,744
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$7,650,0007,818
U.S. Government securities$5,996,0007,595
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,996,0006,725
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$1,654,0001,862
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,654,0001,517
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,246,0005,875
Certificates of participation in pools of residential mortgages$1,246,0005,001
Issued or guaranteed by U.S.$1,246,0004,985
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,918,0002,890
Available-for-sale securities (fair market value)$732,0008,997
Total debt securities$7,650,0007,685
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$10,543,0007,244
U.S. Government securities$9,026,0006,846
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,026,0005,577
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$1,517,0001,539
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,517,0001,212
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,780,0005,578
Certificates of participation in pools of residential mortgages$1,780,0004,556
Issued or guaranteed by U.S.$1,780,0004,540
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,222,0002,765
Available-for-sale securities (fair market value)$321,0009,613
Total debt securities$10,543,0007,109
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$10,197,0007,872
U.S. Government securities$9,661,0007,140
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,661,0005,619
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$509,0002,627
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$509,0001,994
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-27,000879
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,960,0005,908
Certificates of participation in pools of residential mortgages$1,960,0004,775
Issued or guaranteed by U.S.$1,960,0004,752
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,760,0003,224
Available-for-sale securities (fair market value)$437,0009,866
Total debt securities$10,170,0007,747
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$11,604,0007,723
U.S. Government securities$10,716,0007,030
U.S. Treasury securities$3,187,0005,844
U.S. Government agency obligations$7,529,0006,459
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$855,0002,669
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$855,0002,079
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-33,000957
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,777,0005,682
Certificates of participation in pools of residential mortgages$2,777,0004,313
Issued or guaranteed by U.S.$2,777,0004,287
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,381,0003,314
Available-for-sale securities (fair market value)$1,223,0009,835
Total debt securities$11,571,0007,610
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$8,542,0009,317
U.S. Government securities$8,017,0008,649
U.S. Treasury securities$4,663,0005,774
U.S. Government agency obligations$3,354,0008,822
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$506,0003,511
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$506,0002,807
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-19,000961
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$371,0008,806
Certificates of participation in pools of residential mortgages$371,0007,770
Issued or guaranteed by U.S.$371,0007,744
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,161,0006,839
Available-for-sale securities (fair market value)$1,381,0009,358
Total debt securities$8,523,0009,225
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$2,380,00012,418
U.S. Government securities$2,344,00012,021
U.S. Treasury securities$166,00011,448
U.S. Government agency obligations$2,178,00010,078
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-36,0001,091
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$651,0008,961
Certificates of participation in pools of residential mortgages$651,0007,722
Issued or guaranteed by U.S.$651,0007,672
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
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$2,344,00012,313
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$3,494,00012,357
U.S. Government securities$3,446,00011,815
U.S. Treasury securities$154,00011,986
U.S. Government agency obligations$3,292,0009,299
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-48,0001,363
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,253,0008,571
Certificates of participation in pools of residential mortgages$1,253,0007,135
Issued or guaranteed by U.S.$1,253,0007,076
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$3,446,00012,265
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