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Citibank, Securities

2022-03-31Rank
Total securities$473,187,000,0003
U.S. Government securities$317,801,000,0004
U.S. Treasury securities$217,518,000,0003
U.S. Government agency obligations$100,283,000,0007
Securities issued by states & political subdivisions$10,897,000,0004
Other domestic debt securities$32,675,000,0004
Privately issued residential mortgage-backed securities$1,034,000,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$290,000,00036
Structured financial products - Total$30,515,000,0003
Other domestic debt securities - All other$01,905
Foreign debt securities$111,842,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$251,398,000,0001
Mortgage-backed securities$102,153,000,0007
Certificates of participation in pools of residential mortgages$95,011,000,0006
Issued or guaranteed by U.S.$94,735,000,0006
Privately issued$276,000,0003
Collaterized mortgage obligations$3,766,000,00035
CMOs issued by government agencies or sponsored agencies$3,008,000,00036
Privately issued$758,000,00016
Commercial mortgage-backed securities$3,376,000,00032
Commercial mortgage pass-through securities$1,523,000,00021
Other commercial mortgage-backed securities$1,853,000,00034
Held to maturity securities (book value)$239,792,000,0004
Available-for-sale securities (fair market value)$233,423,000,0004
Total debt securities$473,215,000,0003
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$133,880,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$39,299,000,0002
2021-12-31Rank
Total securities$469,710,000,0003
U.S. Government securities$321,969,000,0004
U.S. Treasury securities$231,182,000,0003
U.S. Government agency obligations$90,787,000,0008
Securities issued by states & political subdivisions$10,877,000,0004
Other domestic debt securities$30,588,000,0004
Privately issued residential mortgage-backed securities$1,115,000,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$293,000,00035
Structured financial products - Total$28,367,000,0003
Other domestic debt securities - All other$01,853
Foreign debt securities$106,329,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$247,967,000,0001
Mortgage-backed securities$92,715,000,0008
Certificates of participation in pools of residential mortgages$85,066,000,0006
Issued or guaranteed by U.S.$84,741,000,0006
Privately issued$325,000,0002
Collaterized mortgage obligations$4,101,000,00030
CMOs issued by government agencies or sponsored agencies$3,311,000,00035
Privately issued$790,000,00016
Commercial mortgage-backed securities$3,548,000,00030
Commercial mortgage pass-through securities$1,609,000,00020
Other commercial mortgage-backed securities$1,939,000,00032
Held to maturity securities (book value)$214,226,000,0004
Available-for-sale securities (fair market value)$255,537,000,0004
Total debt securities$469,763,000,0003
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$128,088,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$32,510,000,0002
2021-09-30Rank
Total securities$457,057,000,0003
U.S. Government securities$306,091,000,0004
U.S. Treasury securities$208,796,000,0003
U.S. Government agency obligations$97,295,000,0007
Securities issued by states & political subdivisions$10,948,000,0005
Other domestic debt securities$31,615,000,0004
Privately issued residential mortgage-backed securities$1,101,000,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$253,000,00036
Structured financial products - Total$29,493,000,0003
Other domestic debt securities - All other$01,795
Foreign debt securities$108,389,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$249,964,000,0001
Mortgage-backed securities$99,164,000,0007
Certificates of participation in pools of residential mortgages$91,121,000,0006
Issued or guaranteed by U.S.$90,813,000,0006
Privately issued$308,000,0002
Collaterized mortgage obligations$4,407,000,00029
CMOs issued by government agencies or sponsored agencies$3,614,000,00032
Privately issued$793,000,00015
Commercial mortgage-backed securities$3,636,000,00028
Commercial mortgage pass-through securities$1,659,000,00018
Other commercial mortgage-backed securities$1,977,000,00032
Held to maturity securities (book value)$195,408,000,0004
Available-for-sale securities (fair market value)$261,635,000,0002
Total debt securities$457,043,000,0003
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$123,312,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$34,561,000,0002
2021-06-30Rank
Total securities$443,594,000,0003
U.S. Government securities$295,503,000,0004
U.S. Treasury securities$198,197,000,0003
U.S. Government agency obligations$97,306,000,0007
Securities issued by states & political subdivisions$11,015,000,0005
Other domestic debt securities$28,527,000,0005
Privately issued residential mortgage-backed securities$1,160,000,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$196,000,00047
Structured financial products - Total$26,108,000,0003
Other domestic debt securities - All other$335,000,00045
Foreign debt securities$108,569,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$236,899,000,0001
Mortgage-backed securities$99,194,000,0007
Certificates of participation in pools of residential mortgages$90,729,000,0006
Issued or guaranteed by U.S.$90,383,000,0006
Privately issued$346,000,0001
Collaterized mortgage obligations$4,772,000,00025
CMOs issued by government agencies or sponsored agencies$3,958,000,00030
Privately issued$814,000,00011
Commercial mortgage-backed securities$3,693,000,00028
Commercial mortgage pass-through securities$1,667,000,00018
Other commercial mortgage-backed securities$2,026,000,00032
Held to maturity securities (book value)$173,958,000,0004
Available-for-sale securities (fair market value)$269,656,000,0002
Total debt securities$443,614,000,0003
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$144,299,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$52,343,000,0001
2021-03-31Rank
Total securities$432,932,000,0003
U.S. Government securities$280,240,000,0004
U.S. Treasury securities$180,692,000,0003
U.S. Government agency obligations$99,548,000,0007
Securities issued by states & political subdivisions$11,517,000,0005
Other domestic debt securities$28,862,000,0005
Privately issued residential mortgage-backed securities$1,543,000,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$250,000,00035
Structured financial products - Total$26,047,000,0003
Other domestic debt securities - All other$335,000,00040
Foreign debt securities$112,219,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,806,000,0001
Mortgage-backed securities$101,728,000,0007
Certificates of participation in pools of residential mortgages$92,071,000,0006
Issued or guaranteed by U.S.$91,692,000,0006
Privately issued$379,000,0002
Collaterized mortgage obligations$5,515,000,00022
CMOs issued by government agencies or sponsored agencies$4,351,000,00026
Privately issued$1,164,000,00010
Commercial mortgage-backed securities$4,142,000,00024
Commercial mortgage pass-through securities$1,991,000,00016
Other commercial mortgage-backed securities$2,151,000,00030
Held to maturity securities (book value)$158,980,000,0004
Available-for-sale securities (fair market value)$273,858,000,0003
Total debt securities$432,838,000,0003
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$138,199,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$54,516,000,0001
2020-12-31Rank
Total securities$406,424,000,0004
U.S. Government securities$252,352,000,0005
U.S. Treasury securities$167,086,000,0002
U.S. Government agency obligations$85,266,000,0007
Securities issued by states & political subdivisions$11,706,000,0005
Other domestic debt securities$24,291,000,0005
Privately issued residential mortgage-backed securities$1,694,000,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$248,000,00035
Structured financial products - Total$21,360,000,0003
Other domestic debt securities - All other$345,000,00037
Foreign debt securities$117,982,000,0001
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,259,000,0001
Mortgage-backed securities$87,553,000,0007
Certificates of participation in pools of residential mortgages$77,733,000,0006
Issued or guaranteed by U.S.$77,223,000,0006
Privately issued$510,000,0001
Collaterized mortgage obligations$5,927,000,00022
CMOs issued by government agencies or sponsored agencies$4,743,000,00026
Privately issued$1,184,000,00010
Commercial mortgage-backed securities$3,893,000,00027
Commercial mortgage pass-through securities$1,690,000,00017
Other commercial mortgage-backed securities$2,203,000,00029
Held to maturity securities (book value)$102,130,000,0004
Available-for-sale securities (fair market value)$304,201,000,0002
Total debt securities$406,331,000,0004
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$151,143,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$56,702,000,0002
2020-09-30Rank
Total securities$408,788,000,0003
U.S. Government securities$256,192,000,0004
U.S. Treasury securities$174,916,000,0002
U.S. Government agency obligations$81,276,000,0007
Securities issued by states & political subdivisions$11,808,000,0005
Other domestic debt securities$24,499,000,0005
Privately issued residential mortgage-backed securities$1,679,000,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$237,000,00036
Structured financial products - Total$21,362,000,0003
Other domestic debt securities - All other$639,000,00019
Foreign debt securities$116,196,000,0001
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$226,705,000,0001
Mortgage-backed securities$83,440,000,0006
Certificates of participation in pools of residential mortgages$73,324,000,0006
Issued or guaranteed by U.S.$72,800,000,0006
Privately issued$524,000,0001
Collaterized mortgage obligations$6,328,000,00024
CMOs issued by government agencies or sponsored agencies$5,173,000,00025
Privately issued$1,155,000,0009
Commercial mortgage-backed securities$3,788,000,00025
Commercial mortgage pass-through securities$1,706,000,00015
Other commercial mortgage-backed securities$2,082,000,00029
Held to maturity securities (book value)$93,511,000,0004
Available-for-sale securities (fair market value)$315,184,000,0002
Total debt securities$408,695,000,0003
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$133,619,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$45,046,000,0002
2020-06-30Rank
Total securities$395,606,000,0003
U.S. Government securities$240,340,000,0004
U.S. Treasury securities$150,952,000,0002
U.S. Government agency obligations$89,388,000,0006
Securities issued by states & political subdivisions$12,662,000,0004
Other domestic debt securities$24,531,000,0005
Privately issued residential mortgage-backed securities$1,776,000,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$232,000,00030
Structured financial products - Total$21,368,000,0003
Other domestic debt securities - All other$639,000,00020
Foreign debt securities$118,069,000,0001
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$225,281,000,0001
Mortgage-backed securities$88,581,000,0006
Certificates of participation in pools of residential mortgages$77,325,000,0006
Issued or guaranteed by U.S.$76,783,000,0006
Privately issued$542,000,0003
Collaterized mortgage obligations$7,131,000,00021
CMOs issued by government agencies or sponsored agencies$5,897,000,00021
Privately issued$1,234,000,0008
Commercial mortgage-backed securities$4,125,000,00020
Commercial mortgage pass-through securities$1,707,000,00015
Other commercial mortgage-backed securities$2,418,000,00025
Held to maturity securities (book value)$81,294,000,0003
Available-for-sale securities (fair market value)$314,308,000,0002
Total debt securities$395,602,000,0003
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$130,524,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$46,911,000,0002
2020-03-31Rank
Total securities$360,918,000,0004
U.S. Government securities$207,389,000,0004
U.S. Treasury securities$121,158,000,0002
U.S. Government agency obligations$86,231,000,0006
Securities issued by states & political subdivisions$12,580,000,0004
Other domestic debt securities$25,301,000,0006
Privately issued residential mortgage-backed securities$1,862,000,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$399,000,00022
Structured financial products - Total$21,377,000,0003
Other domestic debt securities - All other$1,169,000,00013
Foreign debt securities$115,580,000,0001
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$221,867,000,0001
Mortgage-backed securities$84,484,000,0006
Certificates of participation in pools of residential mortgages$72,683,000,0006
Issued or guaranteed by U.S.$72,187,000,0006
Privately issued$496,000,0002
Collaterized mortgage obligations$7,743,000,00021
CMOs issued by government agencies or sponsored agencies$6,377,000,00020
Privately issued$1,366,000,0006
Commercial mortgage-backed securities$4,058,000,00020
Commercial mortgage pass-through securities$1,713,000,00015
Other commercial mortgage-backed securities$2,345,000,00025
Held to maturity securities (book value)$79,939,000,0003
Available-for-sale securities (fair market value)$280,911,000,0002
Total debt securities$360,850,000,0004
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$151,126,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$62,439,000,0001
2019-12-31Rank
Total securities$328,743,000,0004
U.S. Government securities$184,124,000,0004
U.S. Treasury securities$106,048,000,0002
U.S. Government agency obligations$78,076,000,0006
Securities issued by states & political subdivisions$11,881,000,0004
Other domestic debt securities$25,169,000,0005
Privately issued residential mortgage-backed securities$1,828,000,0005
Commercial mortgage-backed securities - Total$418,000,00019
Asset backed securities$435,000,00021
Structured financial products - Total$21,320,000,0003
Other domestic debt securities - All other$1,168,000,00011
Foreign debt securities$107,476,000,0001
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,831,000,0001
Mortgage-backed securities$75,003,000,0006
Certificates of participation in pools of residential mortgages$63,549,000,0006
Issued or guaranteed by U.S.$63,022,000,0006
Privately issued$527,000,0002
Collaterized mortgage obligations$7,834,000,00017
CMOs issued by government agencies or sponsored agencies$6,533,000,00019
Privately issued$1,301,000,0005
Commercial mortgage-backed securities$3,620,000,00022
Commercial mortgage pass-through securities$1,710,000,00012
Other commercial mortgage-backed securities$1,910,000,00026
Held to maturity securities (book value)$77,886,000,0004
Available-for-sale securities (fair market value)$250,764,000,0003
Total debt securities$328,650,000,0004
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$115,512,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$40,111,000,0002
2019-09-30Rank
Total securities$320,831,000,0004
U.S. Government securities$182,739,000,0004
U.S. Treasury securities$101,692,000,0002
U.S. Government agency obligations$81,047,000,0006
Securities issued by states & political subdivisions$11,993,000,0004
Other domestic debt securities$24,617,000,0005
Privately issued residential mortgage-backed securities$1,484,000,0005
Commercial mortgage-backed securities - Total$343,000,00022
Asset backed securities$442,000,00023
Structured financial products - Total$20,649,000,0003
Other domestic debt securities - All other$1,699,000,0008
Foreign debt securities$101,353,000,0001
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,927,000,0001
Mortgage-backed securities$76,607,000,0006
Certificates of participation in pools of residential mortgages$63,630,000,0006
Issued or guaranteed by U.S.$63,125,000,0006
Privately issued$505,000,0002
Collaterized mortgage obligations$8,059,000,00017
CMOs issued by government agencies or sponsored agencies$7,080,000,00018
Privately issued$979,000,0009
Commercial mortgage-backed securities$4,918,000,00016
Commercial mortgage pass-through securities$1,786,000,00012
Other commercial mortgage-backed securities$3,132,000,00020
Held to maturity securities (book value)$72,997,000,0004
Available-for-sale securities (fair market value)$247,705,000,0003
Total debt securities$320,702,000,0004
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$118,720,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$42,652,000,0002
2019-06-30Rank
Total securities$312,014,000,0003
U.S. Government securities$178,239,000,0004
U.S. Treasury securities$101,973,000,0001
U.S. Government agency obligations$76,266,000,0006
Securities issued by states & political subdivisions$11,228,000,0004
Other domestic debt securities$22,815,000,0005
Privately issued residential mortgage-backed securities$2,149,000,0005
Commercial mortgage-backed securities - Total$281,000,00024
Asset backed securities$498,000,00020
Structured financial products - Total$18,188,000,0003
Other domestic debt securities - All other$1,699,000,0008
Foreign debt securities$99,625,000,0001
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,905,000,0001
Mortgage-backed securities$71,249,000,0006
Certificates of participation in pools of residential mortgages$57,369,000,0006
Issued or guaranteed by U.S.$56,842,000,0006
Privately issued$527,000,0002
Collaterized mortgage obligations$8,687,000,00014
CMOs issued by government agencies or sponsored agencies$7,065,000,00018
Privately issued$1,622,000,0005
Commercial mortgage-backed securities$5,193,000,00014
Commercial mortgage pass-through securities$1,862,000,00012
Other commercial mortgage-backed securities$3,331,000,00018
Held to maturity securities (book value)$65,803,000,0004
Available-for-sale securities (fair market value)$246,104,000,0003
Total debt securities$311,907,000,0003
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$124,993,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$36,519,000,0002
2019-03-31Rank
Total securities$313,349,000,0003
U.S. Government securities$177,069,000,0003
U.S. Treasury securities$99,202,000,0001
U.S. Government agency obligations$77,867,000,0006
Securities issued by states & political subdivisions$11,944,000,0004
Other domestic debt securities$24,701,000,0005
Privately issued residential mortgage-backed securities$2,431,000,0003
Commercial mortgage-backed securities - Total$245,000,00022
Asset backed securities$1,280,000,00016
Structured financial products - Total$18,073,000,0003
Other domestic debt securities - All other$2,672,000,0004
Foreign debt securities$99,510,000,0001
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,029,000,0001
Mortgage-backed securities$72,159,000,0006
Certificates of participation in pools of residential mortgages$57,637,000,0006
Issued or guaranteed by U.S.$57,145,000,0006
Privately issued$492,000,0002
Collaterized mortgage obligations$9,171,000,00013
CMOs issued by government agencies or sponsored agencies$7,232,000,00019
Privately issued$1,939,000,0005
Commercial mortgage-backed securities$5,351,000,00015
Commercial mortgage pass-through securities$1,926,000,00010
Other commercial mortgage-backed securities$3,425,000,00015
Held to maturity securities (book value)$64,860,000,0004
Available-for-sale securities (fair market value)$248,364,000,0002
Total debt securities$313,224,000,0003
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$117,282,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$35,706,000,0002
2018-12-31Rank
Total securities$323,535,000,0003
U.S. Government securities$186,269,000,0003
U.S. Treasury securities$108,061,000,0001
U.S. Government agency obligations$78,208,000,0006
Securities issued by states & political subdivisions$12,178,000,0004
Other domestic debt securities$25,689,000,0005
Privately issued residential mortgage-backed securities$2,648,000,0003
Commercial mortgage-backed securities - Total$187,000,00024
Asset backed securities$685,000,00019
Structured financial products - Total$18,676,000,0003
Other domestic debt securities - All other$3,493,000,0004
Foreign debt securities$99,278,000,0001
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$141,435,000,0001
Mortgage-backed securities$71,891,000,0006
Certificates of participation in pools of residential mortgages$57,161,000,0005
Issued or guaranteed by U.S.$56,758,000,0005
Privately issued$403,000,0002
Collaterized mortgage obligations$9,522,000,00010
CMOs issued by government agencies or sponsored agencies$7,277,000,00015
Privately issued$2,245,000,0006
Commercial mortgage-backed securities$5,208,000,00015
Commercial mortgage pass-through securities$1,799,000,00010
Other commercial mortgage-backed securities$3,409,000,00015
Held to maturity securities (book value)$61,346,000,0004
Available-for-sale securities (fair market value)$262,068,000,0001
Total debt securities$323,414,000,0003
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$105,836,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$37,728,000,0002
2018-09-30Rank
Total securities$310,078,000,0003
U.S. Government securities$178,499,000,0003
U.S. Treasury securities$106,516,000,0001
U.S. Government agency obligations$71,983,000,0006
Securities issued by states & political subdivisions$12,192,000,0004
Other domestic debt securities$25,615,000,0005
Privately issued residential mortgage-backed securities$2,912,000,0004
Commercial mortgage-backed securities - Total$78,000,00031
Asset backed securities$822,000,00016
Structured financial products - Total$18,287,000,0003
Other domestic debt securities - All other$3,516,000,0003
Foreign debt securities$93,654,000,0001
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,218,000,0001
Mortgage-backed securities$65,420,000,0006
Certificates of participation in pools of residential mortgages$51,473,000,0006
Issued or guaranteed by U.S.$51,003,000,0006
Privately issued$470,000,0002
Collaterized mortgage obligations$10,424,000,00010
CMOs issued by government agencies or sponsored agencies$7,982,000,00014
Privately issued$2,442,000,0005
Commercial mortgage-backed securities$3,523,000,00016
Commercial mortgage pass-through securities$979,000,00017
Other commercial mortgage-backed securities$2,544,000,00019
Held to maturity securities (book value)$51,100,000,0004
Available-for-sale securities (fair market value)$258,860,000,0001
Total debt securities$309,960,000,0003
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$111,105,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$38,062,000,0002
2018-06-30Rank
Total securities$313,477,000,0003
U.S. Government securities$178,336,000,0003
U.S. Treasury securities$106,826,000,0001
U.S. Government agency obligations$71,510,000,0006
Securities issued by states & political subdivisions$12,530,000,0004
Other domestic debt securities$25,959,000,0005
Privately issued residential mortgage-backed securities$3,211,000,0004
Commercial mortgage-backed securities - Total$78,000,00031
Asset backed securities$1,030,000,00016
Structured financial products - Total$18,124,000,0003
Other domestic debt securities - All other$3,516,000,0003
Foreign debt securities$96,545,000,0001
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,861,000,0001
Mortgage-backed securities$63,427,000,0006
Certificates of participation in pools of residential mortgages$48,905,000,0006
Issued or guaranteed by U.S.$48,423,000,0006
Privately issued$482,000,0003
Collaterized mortgage obligations$11,602,000,0009
CMOs issued by government agencies or sponsored agencies$8,873,000,00012
Privately issued$2,729,000,0004
Commercial mortgage-backed securities$2,920,000,00019
Commercial mortgage pass-through securities$943,000,00016
Other commercial mortgage-backed securities$1,977,000,00021
Held to maturity securities (book value)$50,568,000,0004
Available-for-sale securities (fair market value)$262,802,000,0001
Total debt securities$313,370,000,0003
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$107,778,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$40,365,000,0002
2018-03-31Rank
Total securities$316,932,000,0003
U.S. Government securities$174,456,000,0003
U.S. Treasury securities$106,743,000,0001
U.S. Government agency obligations$67,713,000,0006
Securities issued by states & political subdivisions$12,810,000,0004
Other domestic debt securities$28,375,000,0005
Privately issued residential mortgage-backed securities$4,145,000,0003
Commercial mortgage-backed securities - Total$62,000,00034
Asset backed securities$1,746,000,00011
Structured financial products - Total$18,930,000,0003
Other domestic debt securities - All other$3,492,000,0003
Foreign debt securities$101,157,000,0001
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$134,489,000,0001
Mortgage-backed securities$61,407,000,0007
Certificates of participation in pools of residential mortgages$46,000,000,0006
Issued or guaranteed by U.S.$45,454,000,0006
Privately issued$546,000,0004
Collaterized mortgage obligations$12,662,000,0009
CMOs issued by government agencies or sponsored agencies$9,063,000,00010
Privately issued$3,599,000,0004
Commercial mortgage-backed securities$2,745,000,00019
Commercial mortgage pass-through securities$1,031,000,00013
Other commercial mortgage-backed securities$1,714,000,00025
Held to maturity securities (book value)$50,153,000,0004
Available-for-sale securities (fair market value)$266,645,000,0002
Total debt securities$316,798,000,0003
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$114,285,000,0002
Revaluation gains on off-balance sheet contracts$44,896,000,0002
Revaluation losses on off-balance sheet contracts$36,349,000,0001
2017-12-31Rank
Total securities$326,684,000,0003
U.S. Government securities$183,421,000,0003
U.S. Treasury securities$107,391,000,0001
U.S. Government agency obligations$76,030,000,0006
Securities issued by states & political subdivisions$12,964,000,0004
Other domestic debt securities$29,440,000,0005
Privately issued residential mortgage-backed securities$4,594,000,0003
Commercial mortgage-backed securities - Total$36,000,00041
Asset backed securities$2,302,000,00010
Structured financial products - Total$19,011,000,0003
Other domestic debt securities - All other$3,497,000,0003
Foreign debt securities$100,751,000,0001
Equity securities$108,000,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,407,000,0001
Mortgage-backed securities$69,967,000,0006
Certificates of participation in pools of residential mortgages$53,161,000,0005
Issued or guaranteed by U.S.$52,661,000,0005
Privately issued$500,000,0004
Collaterized mortgage obligations$13,208,000,0009
CMOs issued by government agencies or sponsored agencies$9,114,000,00010
Privately issued$4,094,000,0004
Commercial mortgage-backed securities$3,598,000,00017
Commercial mortgage pass-through securities$1,630,000,00010
Other commercial mortgage-backed securities$1,968,000,00021
Held to maturity securities (book value)$51,444,000,0004
Available-for-sale securities (fair market value)$275,240,000,0002
Total debt securities$326,576,000,0003
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$110,678,000,0002
Revaluation gains on off-balance sheet contracts$43,180,000,0002
Revaluation losses on off-balance sheet contracts$34,839,000,0002
2017-09-30Rank
Total securities$328,223,000,0003
U.S. Government securities$183,944,000,0003
U.S. Treasury securities$107,446,000,0001
U.S. Government agency obligations$76,498,000,0006
Securities issued by states & political subdivisions$13,048,000,0004
Other domestic debt securities$29,787,000,0005
Privately issued residential mortgage-backed securities$4,878,000,0004
Commercial mortgage-backed securities - Total$16,000,00055
Asset backed securities$2,609,000,00010
Structured financial products - Total$18,776,000,0003
Other domestic debt securities - All other$3,508,000,0003
Foreign debt securities$101,343,000,0001
Equity securities$101,000,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$123,848,000,0001
Mortgage-backed securities$70,641,000,0006
Certificates of participation in pools of residential mortgages$53,028,000,0005
Issued or guaranteed by U.S.$52,502,000,0005
Privately issued$526,000,0004
Collaterized mortgage obligations$13,842,000,0009
CMOs issued by government agencies or sponsored agencies$9,490,000,00010
Privately issued$4,352,000,0004
Commercial mortgage-backed securities$3,771,000,00015
Commercial mortgage pass-through securities$1,695,000,00010
Other commercial mortgage-backed securities$2,076,000,00019
Held to maturity securities (book value)$49,727,000,0004
Available-for-sale securities (fair market value)$278,496,000,0002
Total debt securities$328,122,000,0003
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$115,270,000,0002
Revaluation gains on off-balance sheet contracts$45,875,000,0002
Revaluation losses on off-balance sheet contracts$33,839,000,0002
2017-06-30Rank
Total securities$325,851,000,0003
U.S. Government securities$179,434,000,0003
U.S. Treasury securities$102,210,000,0001
U.S. Government agency obligations$77,224,000,0006
Securities issued by states & political subdivisions$13,631,000,0004
Other domestic debt securities$28,999,000,0006
Privately issued residential mortgage-backed securities$5,058,000,0004
Commercial mortgage-backed securities - Total$0138
Asset backed securities$3,002,000,00010
Structured financial products - Total$17,281,000,0003
Other domestic debt securities - All other$3,658,000,0003
Foreign debt securities$103,665,000,0001
Equity securities$122,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$130,219,000,0001
Mortgage-backed securities$72,083,000,0006
Certificates of participation in pools of residential mortgages$53,831,000,0004
Issued or guaranteed by U.S.$53,667,000,0004
Privately issued$164,000,0005
Collaterized mortgage obligations$14,384,000,0009
CMOs issued by government agencies or sponsored agencies$9,490,000,00010
Privately issued$4,894,000,0004
Commercial mortgage-backed securities$3,868,000,00015
Commercial mortgage pass-through securities$1,688,000,00011
Other commercial mortgage-backed securities$2,180,000,00018
Held to maturity securities (book value)$48,448,000,0004
Available-for-sale securities (fair market value)$277,403,000,0002
Total debt securities$325,729,000,0003
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$117,535,000,0002
Revaluation gains on off-balance sheet contracts$49,859,000,0002
Revaluation losses on off-balance sheet contracts$36,280,000,0002
2017-03-31Rank
Total securities$319,961,000,0003
U.S. Government securities$176,856,000,0003
U.S. Treasury securities$107,497,000,0001
U.S. Government agency obligations$69,359,000,0006
Securities issued by states & political subdivisions$17,435,000,0003
Other domestic debt securities$23,381,000,0006
Privately issued residential mortgage-backed securities$5,211,000,0004
Commercial mortgage-backed securities - Total$0146
Asset backed securities$2,963,000,00010
Structured financial products - Total$14,924,000,0003
Other domestic debt securities - All other$283,000,00034
Foreign debt securities$102,205,000,0001
Equity securities$84,000,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$129,808,000,0001
Mortgage-backed securities$64,711,000,0006
Certificates of participation in pools of residential mortgages$46,401,000,0005
Issued or guaranteed by U.S.$46,376,000,0005
Privately issued$25,000,0009
Collaterized mortgage obligations$14,415,000,0009
CMOs issued by government agencies or sponsored agencies$9,229,000,00010
Privately issued$5,186,000,0004
Commercial mortgage-backed securities$3,895,000,00015
Commercial mortgage pass-through securities$1,636,000,00012
Other commercial mortgage-backed securities$2,259,000,00016
Held to maturity securities (book value)$45,656,000,0005
Available-for-sale securities (fair market value)$274,305,000,0003
Total debt securities$319,877,000,0003
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$113,155,000,0002
Revaluation gains on off-balance sheet contracts$45,771,000,0002
Revaluation losses on off-balance sheet contracts$37,613,000,0002
2016-12-31Rank
Total securities$328,125,000,0003
U.S. Government securities$184,244,000,0003
U.S. Treasury securities$113,740,000,0001
U.S. Government agency obligations$70,504,000,0006
Securities issued by states & political subdivisions$17,486,000,0003
Other domestic debt securities$23,541,000,0006
Privately issued residential mortgage-backed securities$5,685,000,0005
Commercial mortgage-backed securities - Total$0137
Asset backed securities$3,064,000,00011
Structured financial products - Total$14,507,000,0003
Other domestic debt securities - All other$285,000,00035
Foreign debt securities$102,750,000,0001
Equity securities$104,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$154,252,000,0001
Mortgage-backed securities$66,300,000,0006
Certificates of participation in pools of residential mortgages$46,623,000,0005
Issued or guaranteed by U.S.$46,598,000,0005
Privately issued$25,000,0008
Collaterized mortgage obligations$15,231,000,0008
CMOs issued by government agencies or sponsored agencies$9,571,000,00010
Privately issued$5,660,000,0004
Commercial mortgage-backed securities$4,446,000,00013
Commercial mortgage pass-through securities$1,964,000,0009
Other commercial mortgage-backed securities$2,482,000,00016
Held to maturity securities (book value)$43,245,000,0005
Available-for-sale securities (fair market value)$284,880,000,0003
Total debt securities$328,021,000,0003
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$130,618,000,0002
Revaluation gains on off-balance sheet contracts$53,632,000,0002
Revaluation losses on off-balance sheet contracts$43,316,000,0002
2016-09-30Rank
Total securities$326,824,000,0003
U.S. Government securities$181,592,000,0003
U.S. Treasury securities$110,763,000,0001
U.S. Government agency obligations$70,829,000,0006
Securities issued by states & political subdivisions$17,834,000,0003
Other domestic debt securities$23,204,000,0006
Privately issued residential mortgage-backed securities$6,454,000,0004
Commercial mortgage-backed securities - Total$0131
Asset backed securities$3,361,000,00010
Structured financial products - Total$12,875,000,0003
Other domestic debt securities - All other$514,000,00022
Foreign debt securities$103,089,000,0001
Equity securities$1,105,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,715,000,0001
Mortgage-backed securities$66,379,000,0006
Certificates of participation in pools of residential mortgages$45,270,000,0004
Issued or guaranteed by U.S.$45,243,000,0004
Privately issued$27,000,0008
Collaterized mortgage obligations$16,549,000,0008
CMOs issued by government agencies or sponsored agencies$10,122,000,00011
Privately issued$6,427,000,0004
Commercial mortgage-backed securities$4,560,000,00013
Commercial mortgage pass-through securities$2,015,000,0009
Other commercial mortgage-backed securities$2,545,000,00016
Held to maturity securities (book value)$35,363,000,0008
Available-for-sale securities (fair market value)$291,461,000,0002
Total debt securities$325,720,000,0003
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$127,137,000,0002
Revaluation gains on off-balance sheet contracts$51,379,000,0002
Revaluation losses on off-balance sheet contracts$38,943,000,0002
2016-06-30Rank
Total securities$327,504,000,0003
U.S. Government securities$187,834,000,0003
U.S. Treasury securities$114,269,000,0001
U.S. Government agency obligations$73,565,000,0006
Securities issued by states & political subdivisions$18,015,000,0003
Other domestic debt securities$21,251,000,0006
Privately issued residential mortgage-backed securities$6,102,000,0005
Commercial mortgage-backed securities - Total$0142
Asset backed securities$3,616,000,00010
Structured financial products - Total$10,903,000,0003
Other domestic debt securities - All other$630,000,00019
Foreign debt securities$99,562,000,0001
Equity securities$842,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$206,711,000,0001
Mortgage-backed securities$68,575,000,0006
Certificates of participation in pools of residential mortgages$46,722,000,0004
Issued or guaranteed by U.S.$46,694,000,0004
Privately issued$28,000,00011
Collaterized mortgage obligations$17,028,000,0006
CMOs issued by government agencies or sponsored agencies$10,954,000,0009
Privately issued$6,074,000,0004
Commercial mortgage-backed securities$4,825,000,00011
Commercial mortgage pass-through securities$2,021,000,0009
Other commercial mortgage-backed securities$2,804,000,00015
Held to maturity securities (book value)$32,527,000,0008
Available-for-sale securities (fair market value)$294,977,000,0001
Total debt securities$326,662,000,0003
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$142,898,000,0002
Revaluation gains on off-balance sheet contracts$63,279,000,0002
Revaluation losses on off-balance sheet contracts$50,434,000,0002
2016-03-31Rank
Total securities$323,525,000,0002
U.S. Government securities$182,569,000,0003
U.S. Treasury securities$110,456,000,0001
U.S. Government agency obligations$72,113,000,0006
Securities issued by states & political subdivisions$17,774,000,0003
Other domestic debt securities$20,865,000,0006
Privately issued residential mortgage-backed securities$6,687,000,0005
Commercial mortgage-backed securities - Total$0153
Asset backed securities$4,318,000,0009
Structured financial products - Total$9,233,000,0003
Other domestic debt securities - All other$627,000,00019
Foreign debt securities$101,834,000,0001
Equity securities$483,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,592,000,0001
Mortgage-backed securities$68,469,000,0006
Certificates of participation in pools of residential mortgages$45,406,000,0004
Issued or guaranteed by U.S.$45,406,000,0004
Privately issued$066
Collaterized mortgage obligations$18,195,000,0006
CMOs issued by government agencies or sponsored agencies$11,508,000,0008
Privately issued$6,687,000,0004
Commercial mortgage-backed securities$4,868,000,00011
Commercial mortgage pass-through securities$2,036,000,0008
Other commercial mortgage-backed securities$2,832,000,00015
Held to maturity securities (book value)$31,608,000,0008
Available-for-sale securities (fair market value)$291,917,000,0001
Total debt securities$323,042,000,0002
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$138,714,000,0002
Revaluation gains on off-balance sheet contracts$54,435,000,0002
Revaluation losses on off-balance sheet contracts$48,501,000,0002
2015-12-31Rank
Total securities$312,578,000,0003
U.S. Government securities$179,746,000,0003
U.S. Treasury securities$112,627,000,0001
U.S. Government agency obligations$67,119,000,0006
Securities issued by states & political subdivisions$18,198,000,0003
Other domestic debt securities$21,074,000,0006
Privately issued residential mortgage-backed securities$7,203,000,0005
Commercial mortgage-backed securities - Total$0131
Asset backed securities$4,738,000,0009
Structured financial products - Total$8,440,000,0003
Other domestic debt securities - All other$693,000,00018
Foreign debt securities$93,329,000,0001
Equity securities$231,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,025,000,0001
Mortgage-backed securities$64,247,000,0006
Certificates of participation in pools of residential mortgages$40,703,000,0004
Issued or guaranteed by U.S.$40,703,000,0004
Privately issued$066
Collaterized mortgage obligations$19,091,000,0006
CMOs issued by government agencies or sponsored agencies$11,888,000,0008
Privately issued$7,203,000,0004
Commercial mortgage-backed securities$4,453,000,00011
Commercial mortgage pass-through securities$1,696,000,00010
Other commercial mortgage-backed securities$2,757,000,00014
Held to maturity securities (book value)$30,761,000,0008
Available-for-sale securities (fair market value)$281,817,000,0002
Total debt securities$312,347,000,0003
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$133,079,000,0002
Revaluation gains on off-balance sheet contracts$50,705,000,0002
Revaluation losses on off-balance sheet contracts$47,165,000,0002
2015-09-30Rank
Total securities$308,446,000,0003
U.S. Government securities$175,412,000,0003
U.S. Treasury securities$111,876,000,0001
U.S. Government agency obligations$63,536,000,0006
Securities issued by states & political subdivisions$18,242,000,0003
Other domestic debt securities$20,312,000,0006
Privately issued residential mortgage-backed securities$7,537,000,0005
Commercial mortgage-backed securities - Total$0140
Asset backed securities$5,171,000,0009
Structured financial products - Total$6,913,000,0003
Other domestic debt securities - All other$691,000,00017
Foreign debt securities$94,404,000,0001
Equity securities$76,000,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$196,695,000,0001
Mortgage-backed securities$60,969,000,0006
Certificates of participation in pools of residential mortgages$37,460,000,0004
Issued or guaranteed by U.S.$37,460,000,0004
Privately issued$065
Collaterized mortgage obligations$19,964,000,0005
CMOs issued by government agencies or sponsored agencies$12,427,000,0008
Privately issued$7,537,000,0004
Commercial mortgage-backed securities$3,545,000,00013
Commercial mortgage pass-through securities$1,211,000,00011
Other commercial mortgage-backed securities$2,334,000,00015
Held to maturity securities (book value)$28,244,000,0008
Available-for-sale securities (fair market value)$280,202,000,0002
Total debt securities$308,370,000,0003
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$135,033,000,0002
Revaluation gains on off-balance sheet contracts$51,907,000,0002
Revaluation losses on off-balance sheet contracts$47,995,000,0002
2015-06-30Rank
Total securities$297,428,000,0004
U.S. Government securities$174,193,000,0003
U.S. Treasury securities$114,448,000,0001
U.S. Government agency obligations$59,745,000,0006
Securities issued by states & political subdivisions$18,539,000,0003
Other domestic debt securities$19,640,000,0006
Privately issued residential mortgage-backed securities$7,638,000,0005
Commercial mortgage-backed securities - Total$8,000,00060
Asset backed securities$6,439,000,0008
Structured financial products - Total$4,864,000,0003
Other domestic debt securities - All other$691,000,00018
Foreign debt securities$84,916,000,0001
Equity securities$140,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$198,222,000,0001
Mortgage-backed securities$57,703,000,0007
Certificates of participation in pools of residential mortgages$33,917,000,0004
Issued or guaranteed by U.S.$33,893,000,0004
Privately issued$24,000,0009
Collaterized mortgage obligations$20,406,000,0005
CMOs issued by government agencies or sponsored agencies$12,792,000,0008
Privately issued$7,614,000,0004
Commercial mortgage-backed securities$3,380,000,00015
Commercial mortgage pass-through securities$1,179,000,00011
Other commercial mortgage-backed securities$2,201,000,00014
Held to maturity securities (book value)$24,377,000,0008
Available-for-sale securities (fair market value)$273,051,000,0002
Total debt securities$297,288,000,0004
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$142,939,000,0002
Revaluation gains on off-balance sheet contracts$50,586,000,0002
Revaluation losses on off-balance sheet contracts$46,536,000,0002
2015-03-31Rank
Total securities$290,993,000,0004
U.S. Government securities$168,154,000,0003
U.S. Treasury securities$111,383,000,0001
U.S. Government agency obligations$56,771,000,0006
Securities issued by states & political subdivisions$18,705,000,0003
Other domestic debt securities$19,662,000,0006
Privately issued residential mortgage-backed securities$7,815,000,0005
Commercial mortgage-backed securities - Total$7,000,00060
Asset backed securities$6,505,000,0008
Structured financial products - Total$4,651,000,0003
Other domestic debt securities - All other$684,000,00018
Foreign debt securities$84,378,000,0001
Equity securities$94,000,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,324,000,0001
Mortgage-backed securities$55,344,000,0007
Certificates of participation in pools of residential mortgages$30,000,000,0005
Issued or guaranteed by U.S.$29,957,000,0005
Privately issued$43,000,0007
Collaterized mortgage obligations$21,623,000,0005
CMOs issued by government agencies or sponsored agencies$13,851,000,0007
Privately issued$7,772,000,0004
Commercial mortgage-backed securities$3,721,000,00013
Commercial mortgage pass-through securities$1,465,000,00010
Other commercial mortgage-backed securities$2,256,000,00014
Held to maturity securities (book value)$16,802,000,00010
Available-for-sale securities (fair market value)$274,191,000,0003
Total debt securities$290,899,000,0004
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$158,647,000,0002
Revaluation gains on off-balance sheet contracts$62,769,000,0002
Revaluation losses on off-balance sheet contracts$59,695,000,0002
2014-12-31Rank
Total securities$293,840,000,0003
U.S. Government securities$167,307,000,0002
U.S. Treasury securities$110,126,000,0001
U.S. Government agency obligations$57,181,000,0005
Securities issued by states & political subdivisions$19,098,000,0003
Other domestic debt securities$22,037,000,0006
Privately issued residential mortgage-backed securities$9,183,000,0005
Commercial mortgage-backed securities - Total$8,000,00061
Asset backed securities$7,536,000,0007
Structured financial products - Total$4,654,000,0003
Other domestic debt securities - All other$656,000,00018
Foreign debt securities$83,750,000,0001
Equity securities$1,648,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$161,875,000,0001
Mortgage-backed securities$53,558,000,0006
Certificates of participation in pools of residential mortgages$27,920,000,0005
Issued or guaranteed by U.S.$27,865,000,0005
Privately issued$55,000,0008
Collaterized mortgage obligations$21,869,000,0004
CMOs issued by government agencies or sponsored agencies$12,741,000,0008
Privately issued$9,128,000,0004
Commercial mortgage-backed securities$3,769,000,00011
Commercial mortgage pass-through securities$1,568,000,00010
Other commercial mortgage-backed securities$2,201,000,00014
Held to maturity securities (book value)$17,238,000,00010
Available-for-sale securities (fair market value)$276,602,000,0003
Total debt securities$292,192,000,0003
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$168,880,000,0002
Revaluation gains on off-balance sheet contracts$68,381,000,0002
Revaluation losses on off-balance sheet contracts$58,496,000,0002
2014-09-30Rank
Total securities$291,008,000,0003
U.S. Government securities$155,767,000,0002
U.S. Treasury securities$94,798,000,0001
U.S. Government agency obligations$60,969,000,0005
Securities issued by states & political subdivisions$19,129,000,0003
Other domestic debt securities$23,385,000,0006
Privately issued residential mortgage-backed securities$10,302,000,0004
Commercial mortgage-backed securities - Total$16,000,00050
Asset backed securities$7,735,000,0007
Structured financial products - Total$4,687,000,0004
Other domestic debt securities - All other$645,000,00019
Foreign debt securities$90,053,000,0001
Equity securities$2,674,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,450,000,0001
Mortgage-backed securities$54,901,000,0005
Certificates of participation in pools of residential mortgages$28,247,000,0005
Issued or guaranteed by U.S.$28,168,000,0005
Privately issued$79,000,0005
Collaterized mortgage obligations$23,136,000,0004
CMOs issued by government agencies or sponsored agencies$12,913,000,0008
Privately issued$10,223,000,0003
Commercial mortgage-backed securities$3,518,000,00011
Commercial mortgage pass-through securities$1,216,000,00012
Other commercial mortgage-backed securities$2,302,000,00014
Held to maturity securities (book value)$16,699,000,00010
Available-for-sale securities (fair market value)$274,309,000,0002
Total debt securities$288,285,000,0003
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$157,093,000,0002
Revaluation gains on off-balance sheet contracts$60,623,000,0002
Revaluation losses on off-balance sheet contracts$50,706,000,0002
2014-06-30Rank
Total securities$279,942,000,0003
U.S. Government securities$145,494,000,0002
U.S. Treasury securities$88,162,000,0001
U.S. Government agency obligations$57,332,000,0005
Securities issued by states & political subdivisions$19,108,000,0003
Other domestic debt securities$25,211,000,0005
Privately issued residential mortgage-backed securities$10,695,000,0005
Commercial mortgage-backed securities - Total$11,000,00057
Asset backed securities$8,073,000,0007
Structured financial products - Total$5,788,000,0003
Other domestic debt securities - All other$644,000,00019
Foreign debt securities$85,246,000,0002
Equity securities$4,883,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$167,222,000,0001
Mortgage-backed securities$53,027,000,0005
Certificates of participation in pools of residential mortgages$25,539,000,0005
Issued or guaranteed by U.S.$25,408,000,0005
Privately issued$131,000,0005
Collaterized mortgage obligations$23,843,000,0004
CMOs issued by government agencies or sponsored agencies$13,279,000,0006
Privately issued$10,564,000,0004
Commercial mortgage-backed securities$3,645,000,00010
Commercial mortgage pass-through securities$1,597,000,00011
Other commercial mortgage-backed securities$2,048,000,00015
Held to maturity securities (book value)$14,580,000,00011
Available-for-sale securities (fair market value)$265,362,000,0002
Total debt securities$275,010,000,0003
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$144,205,000,0002
Revaluation gains on off-balance sheet contracts$47,045,000,0002
Revaluation losses on off-balance sheet contracts$34,912,000,0002
2014-03-31Rank
Total securities$265,445,000,0003
U.S. Government securities$138,027,000,0002
U.S. Treasury securities$82,577,000,0001
U.S. Government agency obligations$55,450,000,0005
Securities issued by states & political subdivisions$18,973,000,0003
Other domestic debt securities$25,993,000,0005
Privately issued residential mortgage-backed securities$10,914,000,0004
Commercial mortgage-backed securities - Total$10,000,00062
Asset backed securities$8,470,000,0007
Structured financial products - Total$5,938,000,0003
Other domestic debt securities - All other$661,000,00019
Foreign debt securities$78,905,000,0002
Equity securities$3,547,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$168,899,000,0001
Mortgage-backed securities$52,063,000,0005
Certificates of participation in pools of residential mortgages$26,743,000,0005
Issued or guaranteed by U.S.$24,387,000,0005
Privately issued$2,356,000,0003
Collaterized mortgage obligations$21,623,000,0006
CMOs issued by government agencies or sponsored agencies$13,065,000,0006
Privately issued$8,558,000,0003
Commercial mortgage-backed securities$3,697,000,0009
Commercial mortgage pass-through securities$1,838,000,0007
Other commercial mortgage-backed securities$1,859,000,00015
Held to maturity securities (book value)$2,816,000,00029
Available-for-sale securities (fair market value)$262,629,000,0002
Total debt securities$261,830,000,0003
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$143,854,000,0002
Revaluation gains on off-balance sheet contracts$48,283,000,0002
Revaluation losses on off-balance sheet contracts$33,951,000,0002
2013-12-31Rank
Total securities$259,502,000,0003
U.S. Government securities$128,447,000,0002
U.S. Treasury securities$68,872,000,0001
U.S. Government agency obligations$59,575,000,0005
Securities issued by states & political subdivisions$18,699,000,0003
Other domestic debt securities$26,435,000,0005
Privately issued residential mortgage-backed securities$11,266,000,0004
Commercial mortgage-backed securities - Total$10,000,00057
Asset backed securities$8,524,000,0007
Structured financial products - Total$5,974,000,0003
Other domestic debt securities - All other$661,000,00019
Foreign debt securities$83,428,000,0002
Equity securities$2,493,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$163,861,000,0001
Mortgage-backed securities$52,643,000,0005
Certificates of participation in pools of residential mortgages$24,500,000,0005
Issued or guaranteed by U.S.$24,132,000,0005
Privately issued$368,000,0005
Collaterized mortgage obligations$24,248,000,0004
CMOs issued by government agencies or sponsored agencies$13,350,000,0006
Privately issued$10,898,000,0003
Commercial mortgage-backed securities$3,895,000,0009
Commercial mortgage pass-through securities$2,081,000,0007
Other commercial mortgage-backed securities$1,814,000,00016
Held to maturity securities (book value)$2,719,000,00029
Available-for-sale securities (fair market value)$256,783,000,0002
Total debt securities$256,990,000,0003
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$150,584,000,0002
Revaluation gains on off-balance sheet contracts$51,476,000,0002
Revaluation losses on off-balance sheet contracts$36,505,000,0002
2013-09-30Rank
Total securities$253,597,000,0003
U.S. Government securities$125,531,000,0002
U.S. Treasury securities$62,188,000,0001
U.S. Government agency obligations$63,343,000,0005
Securities issued by states & political subdivisions$17,607,000,0003
Other domestic debt securities$27,272,000,0005
Privately issued residential mortgage-backed securities$11,728,000,0004
Commercial mortgage-backed securities - Total$13,000,00054
Asset backed securities$9,075,000,0007
Structured financial products - Total$6,066,000,0003
Other domestic debt securities - All other$390,000,00030
Foreign debt securities$80,329,000,0002
Equity securities$2,858,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$160,183,000,0001
Mortgage-backed securities$54,774,000,0005
Certificates of participation in pools of residential mortgages$26,409,000,0005
Issued or guaranteed by U.S.$26,231,000,0005
Privately issued$178,000,0005
Collaterized mortgage obligations$25,260,000,0004
CMOs issued by government agencies or sponsored agencies$13,710,000,0006
Privately issued$11,550,000,0003
Commercial mortgage-backed securities$3,105,000,00011
Commercial mortgage pass-through securities$1,394,000,0009
Other commercial mortgage-backed securities$1,711,000,00016
Held to maturity securities (book value)$2,652,000,00025
Available-for-sale securities (fair market value)$250,945,000,0002
Total debt securities$250,720,000,0003
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$149,464,000,0002
Revaluation gains on off-balance sheet contracts$50,129,000,0002
Revaluation losses on off-balance sheet contracts$38,305,000,0002
2013-06-30Rank
Total securities$251,824,000,0003
U.S. Government securities$132,867,000,0002
U.S. Treasury securities$62,974,000,0001
U.S. Government agency obligations$69,893,000,0004
Securities issued by states & political subdivisions$16,955,000,0003
Other domestic debt securities$25,331,000,0005
Privately issued residential mortgage-backed securities$10,345,000,0004
Commercial mortgage-backed securities - Total$27,000,00045
Asset backed securities$9,429,000,0006
Structured financial products - Total$5,251,000,0003
Other domestic debt securities - All other$279,000,00037
Foreign debt securities$74,208,000,0002
Equity securities$2,463,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$160,815,000,0001
Mortgage-backed securities$58,791,000,0005
Certificates of participation in pools of residential mortgages$31,298,000,0005
Issued or guaranteed by U.S.$31,112,000,0005
Privately issued$186,000,0004
Collaterized mortgage obligations$24,426,000,0004
CMOs issued by government agencies or sponsored agencies$14,267,000,0007
Privately issued$10,159,000,0003
Commercial mortgage-backed securities$3,067,000,00011
Commercial mortgage pass-through securities$1,375,000,0008
Other commercial mortgage-backed securities$1,692,000,00016
Held to maturity securities (book value)$2,826,000,00018
Available-for-sale securities (fair market value)$248,998,000,0002
Total debt securities$249,341,000,0003
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$150,964,000,0002
Revaluation gains on off-balance sheet contracts$52,557,000,0002
Revaluation losses on off-balance sheet contracts$38,718,000,0002
2013-03-31Rank
Total securities$255,503,000,0003
U.S. Government securities$135,391,000,0002
U.S. Treasury securities$65,546,000,0001
U.S. Government agency obligations$69,845,000,0004
Securities issued by states & political subdivisions$18,305,000,0002
Other domestic debt securities$24,157,000,0005
Privately issued residential mortgage-backed securities$10,281,000,0004
Commercial mortgage-backed securities - Total$90,000,00026
Asset backed securities$8,804,000,0006
Structured financial products - Total$4,698,000,0003
Other domestic debt securities - All other$284,000,00039
Foreign debt securities$74,230,000,0002
Equity securities$3,420,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$171,143,000,0001
Mortgage-backed securities$57,960,000,0005
Certificates of participation in pools of residential mortgages$31,307,000,0005
Issued or guaranteed by U.S.$31,105,000,0005
Privately issued$202,000,0004
Collaterized mortgage obligations$23,910,000,0005
CMOs issued by government agencies or sponsored agencies$13,831,000,0007
Privately issued$10,079,000,0003
Commercial mortgage-backed securities$2,743,000,00012
Commercial mortgage pass-through securities$1,423,000,0008
Other commercial mortgage-backed securities$1,320,000,00015
Held to maturity securities (book value)$3,489,000,00015
Available-for-sale securities (fair market value)$252,014,000,0003
Total debt securities$252,062,000,0003
Structured notes
Amortized cost$2,000,0001,189
Fair value$2,000,0001,231
Trading account assets$156,951,000,0002
Revaluation gains on off-balance sheet contracts$55,543,000,0002
Revaluation losses on off-balance sheet contracts$42,198,000,0002
2012-12-31Rank
Total securities$261,865,000,0003
U.S. Government securities$137,948,000,0002
U.S. Treasury securities$65,313,000,0001
U.S. Government agency obligations$72,635,000,0004
Securities issued by states & political subdivisions$17,898,000,0003
Other domestic debt securities$23,091,000,0006
Privately issued residential mortgage-backed securities$9,742,000,0005
Commercial mortgage-backed securities - Total$123,000,00022
Asset backed securities$8,636,000,0007
Structured financial products - Total$4,302,000,0003
Other domestic debt securities - All other$288,000,00035
Foreign debt securities$79,624,000,0002
Equity securities$3,304,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$172,606,000,0001
Mortgage-backed securities$56,079,000,0005
Certificates of participation in pools of residential mortgages$30,271,000,0004
Issued or guaranteed by U.S.$30,061,000,0004
Privately issued$210,000,0004
Collaterized mortgage obligations$23,350,000,0006
CMOs issued by government agencies or sponsored agencies$13,818,000,0008
Privately issued$9,532,000,0004
Commercial mortgage-backed securities$2,458,000,00013
Commercial mortgage pass-through securities$1,405,000,0008
Other commercial mortgage-backed securities$1,053,000,00015
Held to maturity securities (book value)$3,641,000,00013
Available-for-sale securities (fair market value)$258,224,000,0003
Total debt securities$258,538,000,0003
Structured notes
Amortized cost$2,000,0001,223
Fair value$2,000,0001,292
Trading account assets$175,391,000,0002
Revaluation gains on off-balance sheet contracts$64,567,000,0002
Revaluation losses on off-balance sheet contracts$49,673,000,0002
2012-09-30Rank
Total securities$245,199,000,0003
U.S. Government securities$127,179,000,0002
U.S. Treasury securities$57,140,000,0001
U.S. Government agency obligations$70,039,000,0004
Securities issued by states & political subdivisions$17,670,000,0003
Other domestic debt securities$21,593,000,0006
Privately issued residential mortgage-backed securities$9,598,000,0005
Commercial mortgage-backed securities - Total$307,000,00018
Asset backed securities$7,751,000,0006
Structured financial products - Total$3,601,000,0003
Other domestic debt securities - All other$336,000,00035
Foreign debt securities$77,084,000,0002
Equity securities$1,673,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$159,342,000,0001
Mortgage-backed securities$52,845,000,0005
Certificates of participation in pools of residential mortgages$27,405,000,0005
Issued or guaranteed by U.S.$27,194,000,0005
Privately issued$211,000,0004
Collaterized mortgage obligations$23,181,000,0006
CMOs issued by government agencies or sponsored agencies$13,794,000,0007
Privately issued$9,387,000,0004
Commercial mortgage-backed securities$2,259,000,00014
Commercial mortgage pass-through securities$1,342,000,0007
Other commercial mortgage-backed securities$917,000,00016
Held to maturity securities (book value)$4,420,000,00011
Available-for-sale securities (fair market value)$240,779,000,0003
Total debt securities$243,504,000,0003
Structured notes
Amortized cost$2,000,0001,316
Fair value$2,000,0001,396
Trading account assets$170,758,000,0002
Revaluation gains on off-balance sheet contracts$65,735,000,0002
Revaluation losses on off-balance sheet contracts$51,386,000,0002
2012-06-30Rank
Total securities$254,308,000,0003
U.S. Government securities$133,212,000,0002
U.S. Treasury securities$56,491,000,0001
U.S. Government agency obligations$76,721,000,0004
Securities issued by states & political subdivisions$16,291,000,0003
Other domestic debt securities$20,912,000,0006
Privately issued residential mortgage-backed securities$9,260,000,0005
Commercial mortgage-backed securities - Total$471,000,00015
Asset backed securities$7,327,000,0006
Structured financial products - Total$3,517,000,0003
Other domestic debt securities - All other$337,000,00031
Foreign debt securities$82,349,000,0002
Equity securities$1,544,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,026,000,0001
Mortgage-backed securities$53,837,000,0005
Certificates of participation in pools of residential mortgages$29,388,000,0005
Issued or guaranteed by U.S.$29,170,000,0005
Privately issued$218,000,0004
Collaterized mortgage obligations$22,115,000,0006
CMOs issued by government agencies or sponsored agencies$13,073,000,0007
Privately issued$9,042,000,0004
Commercial mortgage-backed securities$2,334,000,00011
Commercial mortgage pass-through securities$1,254,000,0007
Other commercial mortgage-backed securities$1,080,000,00013
Held to maturity securities (book value)$4,742,000,00011
Available-for-sale securities (fair market value)$249,566,000,0003
Total debt securities$252,743,000,0003
Structured notes
Amortized cost$2,000,0001,486
Fair value$2,000,0001,587
Trading account assets$170,927,000,0002
Revaluation gains on off-balance sheet contracts$67,943,000,0002
Revaluation losses on off-balance sheet contracts$55,561,000,0002
2012-03-31Rank
Total securities$209,584,000,0003
U.S. Government securities$97,780,000,0004
U.S. Treasury securities$32,283,000,0002
U.S. Government agency obligations$65,497,000,0004
Securities issued by states & political subdivisions$13,727,000,0003
Other domestic debt securities$21,133,000,0006
Privately issued residential mortgage-backed securities$9,484,000,0005
Commercial mortgage-backed securities - Total$491,000,00013
Asset backed securities$7,208,000,0006
Structured financial products - Total$3,311,000,0003
Other domestic debt securities - All other$639,000,00017
Foreign debt securities$76,837,000,0002
Equity securities$107,000,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,477,000,0002
Mortgage-backed securities$53,073,000,0005
Certificates of participation in pools of residential mortgages$31,330,000,0004
Issued or guaranteed by U.S.$31,088,000,0004
Privately issued$242,000,0004
Collaterized mortgage obligations$19,415,000,0008
CMOs issued by government agencies or sponsored agencies$10,173,000,00010
Privately issued$9,242,000,0004
Commercial mortgage-backed securities$2,328,000,00011
Commercial mortgage pass-through securities$1,229,000,0007
Other commercial mortgage-backed securities$1,099,000,00012
Held to maturity securities (book value)$5,720,000,0009
Available-for-sale securities (fair market value)$203,864,000,0004
Total debt securities$209,455,000,0003
Structured notes
Amortized cost$2,000,0001,667
Fair value$2,000,0001,735
Trading account assets$160,770,000,0002
Revaluation gains on off-balance sheet contracts$63,584,000,0002
Revaluation losses on off-balance sheet contracts$48,255,000,0002
2011-12-31Rank
Total securities$207,701,000,0003
U.S. Government securities$94,355,000,0003
U.S. Treasury securities$28,632,000,0002
U.S. Government agency obligations$65,723,000,0004
Securities issued by states & political subdivisions$13,972,000,0002
Other domestic debt securities$19,720,000,0006
Privately issued residential mortgage-backed securities$7,787,000,0004
Commercial mortgage-backed securities - Total$512,000,00010
Asset backed securities$6,523,000,0006
Structured financial products - Total$4,246,000,0003
Other domestic debt securities - All other$652,000,00017
Foreign debt securities$76,135,000,0002
Equity securities$3,519,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$124,890,000,0002
Mortgage-backed securities$52,035,000,0005
Certificates of participation in pools of residential mortgages$33,270,000,0004
Issued or guaranteed by U.S.$32,995,000,0004
Privately issued$275,000,0002
Collaterized mortgage obligations$16,568,000,0009
CMOs issued by government agencies or sponsored agencies$9,056,000,00011
Privately issued$7,512,000,0004
Commercial mortgage-backed securities$2,197,000,0008
Commercial mortgage pass-through securities$1,222,000,0004
Other commercial mortgage-backed securities$975,000,0009
Held to maturity securities (book value)$6,497,000,0008
Available-for-sale securities (fair market value)$201,204,000,0003
Total debt securities$204,216,000,0003
Structured notes
Amortized cost$2,000,0001,666
Fair value$2,000,0001,758
Trading account assets$157,962,000,0002
Revaluation gains on off-balance sheet contracts$71,684,000,0002
Revaluation losses on off-balance sheet contracts$56,388,000,0002
2011-09-30Rank
Total securities$211,286,000,0003
U.S. Government securities$94,680,000,0003
U.S. Treasury securities$29,814,000,0002
U.S. Government agency obligations$64,866,000,0004
Securities issued by states & political subdivisions$13,947,000,0002
Other domestic debt securities$17,112,000,0007
Privately issued residential mortgage-backed securities$6,252,000,0005
Commercial mortgage-backed securities - Total$551,000,00010
Asset backed securities$5,128,000,0008
Structured financial products - Total$4,446,000,0003
Other domestic debt securities - All other$735,000,00019
Foreign debt securities$83,213,000,0001
Equity securities$2,334,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,372,000,0002
Mortgage-backed securities$47,841,000,0006
Certificates of participation in pools of residential mortgages$32,329,000,0004
Issued or guaranteed by U.S.$31,973,000,0004
Privately issued$356,000,0005
Collaterized mortgage obligations$13,709,000,00011
CMOs issued by government agencies or sponsored agencies$7,813,000,00011
Privately issued$5,896,000,0006
Commercial mortgage-backed securities$1,803,000,0009
Commercial mortgage pass-through securities$931,000,0004
Other commercial mortgage-backed securities$872,000,0008
Held to maturity securities (book value)$7,024,000,0009
Available-for-sale securities (fair market value)$204,262,000,0003
Total debt securities$208,928,000,0003
Structured notes
Amortized cost$2,000,0001,735
Fair value$2,000,0001,838
Trading account assets$175,367,000,0002
Revaluation gains on off-balance sheet contracts$88,145,000,0002
Revaluation losses on off-balance sheet contracts$69,495,000,0002
2011-06-30Rank
Total securities$239,139,000,0003
U.S. Government securities$110,274,000,0003
U.S. Treasury securities$37,213,000,0002
U.S. Government agency obligations$73,061,000,0004
Securities issued by states & political subdivisions$12,938,000,0002
Other domestic debt securities$17,104,000,0009
Privately issued residential mortgage-backed securities$5,958,000,0006
Commercial mortgage-backed securities - Total$756,000,0008
Asset backed securities$4,750,000,0008
Structured financial products - Total$4,719,000,0003
Other domestic debt securities - All other$921,000,00014
Foreign debt securities$97,710,000,0001
Equity securities$1,113,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,987,000,0002
Mortgage-backed securities$42,150,000,0006
Certificates of participation in pools of residential mortgages$28,947,000,0004
Issued or guaranteed by U.S.$28,547,000,0004
Privately issued$400,000,0005
Collaterized mortgage obligations$11,477,000,00012
CMOs issued by government agencies or sponsored agencies$5,919,000,00015
Privately issued$5,558,000,0006
Commercial mortgage-backed securities$1,726,000,0009
Commercial mortgage pass-through securities$844,000,0003
Other commercial mortgage-backed securities$882,000,0008
Held to maturity securities (book value)$8,465,000,0009
Available-for-sale securities (fair market value)$230,674,000,0003
Total debt securities$237,481,000,0003
Structured notes
Amortized cost$7,000,000892
Fair value$7,000,000913
Trading account assets$155,181,000,0002
Revaluation gains on off-balance sheet contracts$61,240,000,0002
Revaluation losses on off-balance sheet contracts$54,217,000,0002
2011-03-31Rank
Total securities$254,238,000,0003
U.S. Government securities$124,577,000,0003
U.S. Treasury securities$45,682,000,0001
U.S. Government agency obligations$78,895,000,0003
Securities issued by states & political subdivisions$12,435,000,0001
Other domestic debt securities$21,541,000,0006
Privately issued residential mortgage-backed securities$10,647,000,0004
Commercial mortgage-backed securities - Total$796,000,0008
Asset backed securities$4,022,000,0009
Structured financial products - Total$5,070,000,0003
Other domestic debt securities - All other$1,006,000,00014
Foreign debt securities$94,524,000,0001
Equity securities$1,161,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,290,000,0001
Mortgage-backed securities$43,610,000,0006
Certificates of participation in pools of residential mortgages$27,180,000,0004
Issued or guaranteed by U.S.$26,776,000,0004
Privately issued$404,000,0005
Collaterized mortgage obligations$14,948,000,00010
CMOs issued by government agencies or sponsored agencies$4,705,000,00016
Privately issued$10,243,000,0005
Commercial mortgage-backed securities$1,482,000,0009
Commercial mortgage pass-through securities$644,000,0005
Other commercial mortgage-backed securities$838,000,0009
Held to maturity securities (book value)$13,488,000,0003
Available-for-sale securities (fair market value)$240,750,000,0003
Total debt securities$253,076,000,0003
Structured notes
Amortized cost$9,000,000781
Fair value$9,000,000777
Trading account assets$156,705,000,0002
Revaluation gains on off-balance sheet contracts$57,568,000,0002
Revaluation losses on off-balance sheet contracts$53,240,000,0002
2010-12-31Rank
Total securities$245,645,000,0003
U.S. Government securities$104,291,000,0003
U.S. Treasury securities$46,053,000,0001
U.S. Government agency obligations$58,238,000,0004
Securities issued by states & political subdivisions$12,587,000,0001
Other domestic debt securities$31,629,000,0006
Privately issued residential mortgage-backed securities$17,595,000,0004
Commercial mortgage-backed securities - Total$1,235,000,0009
Asset backed securities$4,180,000,0009
Structured financial products - Total$5,441,000,0002
Other domestic debt securities - All other$3,178,000,0005
Foreign debt securities$96,082,000,0001
Equity securities$1,056,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,328,000,0001
Mortgage-backed securities$41,354,000,0005
Certificates of participation in pools of residential mortgages$19,613,000,0006
Issued or guaranteed by U.S.$19,063,000,0007
Privately issued$550,000,0005
Collaterized mortgage obligations$20,506,000,0007
CMOs issued by government agencies or sponsored agencies$3,461,000,00023
Privately issued$17,045,000,0004
Commercial mortgage-backed securities$1,235,000,0009
Commercial mortgage pass-through securities$403,000,0005
Other commercial mortgage-backed securities$832,000,0009
Held to maturity securities (book value)$24,894,000,0001
Available-for-sale securities (fair market value)$220,751,000,0003
Total debt securities$244,590,000,0003
Structured notes
Amortized cost$9,000,000719
Fair value$9,000,000715
Trading account assets$152,538,000,0002
Revaluation gains on off-balance sheet contracts$60,630,000,0002
Revaluation losses on off-balance sheet contracts$54,444,000,0002
2010-09-30Rank
Total securities$266,030,000,0003
U.S. Government securities$115,273,000,0003
U.S. Treasury securities$53,202,000,0001
U.S. Government agency obligations$62,071,000,0004
Securities issued by states & political subdivisions$13,429,000,0001
Other domestic debt securities$33,798,000,0006
Privately issued residential mortgage-backed securities$18,497,000,0004
Commercial mortgage-backed securities - Total$1,267,000,00010
Asset backed securities$3,703,000,0009
Structured financial products - Total$6,994,000,0002
Other domestic debt securities - All other$3,337,000,0005
Foreign debt securities$101,418,000,0001
Equity securities$2,112,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$154,274,000,0001
Mortgage-backed securities$41,392,000,0005
Certificates of participation in pools of residential mortgages$19,097,000,0005
Issued or guaranteed by U.S.$18,517,000,0006
Privately issued$580,000,0005
Collaterized mortgage obligations$21,028,000,0005
CMOs issued by government agencies or sponsored agencies$3,111,000,00023
Privately issued$17,917,000,0004
Commercial mortgage-backed securities$1,267,000,00010
Commercial mortgage pass-through securities$401,000,0005
Other commercial mortgage-backed securities$866,000,0008
Held to maturity securities (book value)$25,732,000,0001
Available-for-sale securities (fair market value)$240,298,000,0003
Total debt securities$263,918,000,0003
Structured notes
Amortized cost$9,000,000680
Fair value$9,000,000697
Trading account assets$167,997,000,0002
Revaluation gains on off-balance sheet contracts$77,301,000,0002
Revaluation losses on off-balance sheet contracts$65,301,000,0002
2010-06-30Rank
Total securities$248,123,000,0003
U.S. Government securities$95,761,000,0003
U.S. Treasury securities$38,829,000,0002
U.S. Government agency obligations$56,932,000,0004
Securities issued by states & political subdivisions$13,496,000,0001
Other domestic debt securities$43,247,000,0005
Privately issued residential mortgage-backed securities$23,802,000,0003
Commercial mortgage-backed securities - Total$1,058,000,00010
Asset backed securities$7,801,000,0006
Structured financial products - Total$7,503,000,0002
Other domestic debt securities - All other$3,083,000,0008
Foreign debt securities$94,501,000,0001
Equity securities$1,118,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$138,934,000,0001
Mortgage-backed securities$44,406,000,0004
Certificates of participation in pools of residential mortgages$17,304,000,0006
Issued or guaranteed by U.S.$17,039,000,0006
Privately issued$265,000,0008
Collaterized mortgage obligations$26,044,000,0003
CMOs issued by government agencies or sponsored agencies$2,507,000,00027
Privately issued$23,537,000,0003
Commercial mortgage-backed securities$1,058,000,00010
Commercial mortgage pass-through securities$33,000,00013
Other commercial mortgage-backed securities$1,025,000,0008
Held to maturity securities (book value)$26,668,000,0001
Available-for-sale securities (fair market value)$221,455,000,0003
Total debt securities$247,005,000,0003
Structured notes
Amortized cost$9,000,000740
Fair value$8,000,000840
Trading account assets$143,597,000,0002
Revaluation gains on off-balance sheet contracts$62,980,000,0002
Revaluation losses on off-balance sheet contracts$51,069,000,0002
2010-03-31Rank
Total securities$240,867,000,0003
U.S. Government securities$78,384,000,0003
U.S. Treasury securities$31,139,000,0002
U.S. Government agency obligations$47,245,000,0004
Securities issued by states & political subdivisions$13,423,000,0001
Other domestic debt securities$46,448,000,0004
Privately issued residential mortgage-backed securities$25,025,000,0002
Commercial mortgage-backed securities - Total$1,130,000,00010
Asset backed securities$9,283,000,0006
Structured financial products - Total$7,941,000,0002
Other domestic debt securities - All other$3,069,000,0006
Foreign debt securities$101,346,000,0001
Equity securities$1,266,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$133,422,000,0002
Mortgage-backed securities$45,710,000,0004
Certificates of participation in pools of residential mortgages$17,328,000,0007
Issued or guaranteed by U.S.$17,029,000,0007
Privately issued$299,000,0008
Collaterized mortgage obligations$27,252,000,0003
CMOs issued by government agencies or sponsored agencies$2,526,000,00025
Privately issued$24,726,000,0002
Commercial mortgage-backed securities$1,130,000,00010
Commercial mortgage pass-through securities$40,000,00012
Other commercial mortgage-backed securities$1,090,000,0008
Held to maturity securities (book value)$36,461,000,0001
Available-for-sale securities (fair market value)$204,406,000,0003
Total debt securities$239,601,000,0003
Structured notes
Amortized cost$12,000,000450
Fair value$11,000,000495
Trading account assets$146,984,000,0002
Revaluation gains on off-balance sheet contracts$55,296,000,0002
Revaluation losses on off-balance sheet contracts$44,439,000,0002
2009-12-31Rank
Total securities$225,627,000,0003
U.S. Government securities$62,978,000,0003
U.S. Treasury securities$25,925,000,0001
U.S. Government agency obligations$37,053,000,0005
Securities issued by states & political subdivisions$13,847,000,0001
Other domestic debt securities$48,368,000,0004
Privately issued residential mortgage-backed securities$28,168,000,0002
Commercial mortgage-backed securities - Total$1,200,000,00010
Asset backed securities$8,089,000,0006
Structured financial products - Total$7,919,000,0002
Other domestic debt securities - All other$2,992,000,0008
Foreign debt securities$99,380,000,0001
Equity securities$1,054,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,459,000,0003
Mortgage-backed securities$48,928,000,0005
Certificates of participation in pools of residential mortgages$17,356,000,0008
Issued or guaranteed by U.S.$17,051,000,0008
Privately issued$305,000,0008
Collaterized mortgage obligations$30,372,000,0002
CMOs issued by government agencies or sponsored agencies$2,509,000,00025
Privately issued$27,863,000,0002
Commercial mortgage-backed securities$1,200,000,00010
Commercial mortgage pass-through securities$37,000,00012
Other commercial mortgage-backed securities$1,163,000,0008
Held to maturity securities (book value)$37,594,000,0001
Available-for-sale securities (fair market value)$188,033,000,0003
Total debt securities$224,573,000,0003
Structured notes
Amortized cost$12,000,000347
Fair value$10,000,000419
Trading account assets$156,044,000,0002
Revaluation gains on off-balance sheet contracts$58,966,000,0002
Revaluation losses on off-balance sheet contracts$46,986,000,0002
2009-09-30Rank
Total securities$180,038,000,0003
U.S. Government securities$36,693,000,0005
U.S. Treasury securities$5,758,000,0003
U.S. Government agency obligations$30,935,000,0005
Securities issued by states & political subdivisions$14,725,000,0001
Other domestic debt securities$49,261,000,0004
Privately issued residential mortgage-backed securities$28,776,000,0002
Commercial mortgage-backed securities - Total$1,197,000,00010
Asset backed securities$8,479,000,0005
Structured financial products - Total$7,831,000,0002
Other domestic debt securities - All other$2,978,000,0008
Foreign debt securities$78,426,000,0001
Equity securities$933,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,765,000,0003
Mortgage-backed securities$52,171,000,0005
Certificates of participation in pools of residential mortgages$19,796,000,0005
Issued or guaranteed by U.S.$19,480,000,0005
Privately issued$316,000,0008
Collaterized mortgage obligations$31,178,000,0001
CMOs issued by government agencies or sponsored agencies$2,718,000,00020
Privately issued$28,460,000,0002
Commercial mortgage-backed securities$1,197,000,00010
Commercial mortgage pass-through securities$35,000,00015
Other commercial mortgage-backed securities$1,162,000,0008
Held to maturity securities (book value)$39,854,000,0001
Available-for-sale securities (fair market value)$140,184,000,0003
Total debt securities$179,105,000,0003
Structured notes
Amortized cost$12,000,000212
Fair value$10,000,000260
Trading account assets$162,930,000,0002
Revaluation gains on off-balance sheet contracts$71,275,000,0002
Revaluation losses on off-balance sheet contracts$52,460,000,0002
2009-06-30Rank
Total securities$182,703,000,0003
U.S. Government securities$41,839,000,0005
U.S. Treasury securities$6,701,000,0003
U.S. Government agency obligations$35,138,000,0005
Securities issued by states & political subdivisions$15,720,000,0001
Other domestic debt securities$50,601,000,0003
Privately issued residential mortgage-backed securities$29,469,000,0001
Commercial mortgage-backed securities - Total$1,157,000,00011
Asset backed securities$9,710,000,0005
Structured financial products - Total$7,219,000,0002
Other domestic debt securities - All other$3,046,000,0007
Foreign debt securities$73,480,000,0001
Equity securities$1,063,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$81,326,000,0003
Mortgage-backed securities$57,613,000,0005
Certificates of participation in pools of residential mortgages$24,943,000,0005
Issued or guaranteed by U.S.$24,941,000,0005
Privately issued$2,000,00087
Collaterized mortgage obligations$31,513,000,0001
CMOs issued by government agencies or sponsored agencies$2,046,000,00023
Privately issued$29,467,000,0001
Commercial mortgage-backed securities$1,157,000,00011
Commercial mortgage pass-through securities$29,000,00017
Other commercial mortgage-backed securities$1,128,000,0009
Held to maturity securities (book value)$42,027,000,0001
Available-for-sale securities (fair market value)$140,676,000,0003
Total debt securities$181,640,000,0003
Structured notes
Amortized cost$12,000,000122
Fair value$9,000,000175
Trading account assets$151,427,000,0002
Revaluation gains on off-balance sheet contracts$72,649,000,0002
Revaluation losses on off-balance sheet contracts$55,888,000,0002
2009-03-31Rank
Total securities$162,229,000,0003
U.S. Government securities$31,112,000,0004
U.S. Treasury securities$4,763,000,0003
U.S. Government agency obligations$26,349,000,0005
Securities issued by states & political subdivisions$12,212,000,0001
Other domestic debt securities$51,394,000,0002
Privately issued residential mortgage-backed securities$32,486,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,849,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,059,000,0005
Foreign debt securities$66,751,000,0001
Equity securities$760,000,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,843,000,0003
Mortgage-backed securities$58,216,000,0004
Certificates of participation in pools of residential mortgages$23,567,000,0004
Issued or guaranteed by U.S.$23,446,000,0004
Privately issued$121,000,00019
Collaterized mortgage obligations$34,649,000,0001
CMOs issued by government agencies or sponsored agencies$2,284,000,00021
Privately issued$32,365,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,106,000,0001
Available-for-sale securities (fair market value)$117,123,000,0003
Total debt securities$161,469,000,0003
Structured notes
Amortized cost$12,000,00087
Fair value$7,000,000162
Trading account assets$161,526,000,0002
Revaluation gains on off-balance sheet contracts$93,768,000,0002
Revaluation losses on off-balance sheet contracts$76,762,000,0002
2008-12-31Rank
Total securities$159,514,000,0003
U.S. Government securities$22,597,000,0007
U.S. Treasury securities$478,000,00011
U.S. Government agency obligations$22,119,000,0007
Securities issued by states & political subdivisions$11,868,000,0001
Other domestic debt securities$55,832,000,0001
Privately issued residential mortgage-backed securities$32,458,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$13,349,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,025,000,0002
Foreign debt securities$68,723,000,0001
Equity securities$494,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,680,000,0002
Mortgage-backed securities$54,505,000,0004
Certificates of participation in pools of residential mortgages$19,817,000,0005
Issued or guaranteed by U.S.$19,677,000,0005
Privately issued$140,000,00018
Collaterized mortgage obligations$34,688,000,0001
CMOs issued by government agencies or sponsored agencies$2,370,000,00020
Privately issued$32,318,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,446,000,0001
Available-for-sale securities (fair market value)$112,068,000,0003
Total debt securities$159,019,000,0003
Structured notes
Amortized cost$12,000,00099
Fair value$8,000,000159
Trading account assets$193,059,000,0002
Revaluation gains on off-balance sheet contracts$119,257,000,0002
Revaluation losses on off-balance sheet contracts$107,079,000,0002
2008-09-30Rank
Total securities$119,499,000,0004
U.S. Government securities$17,319,000,0009
U.S. Treasury securities$592,000,0007
U.S. Government agency obligations$16,727,000,0008
Securities issued by states & political subdivisions$10,159,000,0001
Other domestic debt securities$40,149,000,0004
Privately issued residential mortgage-backed securities$29,394,000,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,395,000,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,360,000,0002
Foreign debt securities$51,264,000,0001
Equity securities$608,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,060,000,0005
Mortgage-backed securities$45,852,000,0005
Certificates of participation in pools of residential mortgages$16,272,000,0007
Issued or guaranteed by U.S.$16,137,000,0007
Privately issued$135,000,00020
Collaterized mortgage obligations$29,580,000,0002
CMOs issued by government agencies or sponsored agencies$321,000,00077
Privately issued$29,259,000,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,550
Available-for-sale securities (fair market value)$119,498,000,0003
Total debt securities$118,890,000,0004
Structured notes
Amortized cost$12,000,00093
Fair value$11,000,00096
Trading account assets$202,793,000,0002
Revaluation gains on off-balance sheet contracts$88,688,000,0002
Revaluation losses on off-balance sheet contracts$77,794,000,0001
2008-06-30Rank
Total securities$134,239,000,0002
U.S. Government securities$20,293,000,0006
U.S. Treasury securities$669,000,0006
U.S. Government agency obligations$19,624,000,0007
Securities issued by states & political subdivisions$10,755,000,0001
Other domestic debt securities$46,475,000,0002
Privately issued residential mortgage-backed securities$35,454,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,341,000,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,680,000,0002
Foreign debt securities$55,858,000,0001
Equity securities$858,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,867,000,0005
Mortgage-backed securities$54,527,000,0005
Certificates of participation in pools of residential mortgages$18,826,000,0005
Issued or guaranteed by U.S.$18,740,000,0005
Privately issued$86,000,00027
Collaterized mortgage obligations$35,701,000,0002
CMOs issued by government agencies or sponsored agencies$333,000,00078
Privately issued$35,368,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,558
Available-for-sale securities (fair market value)$134,238,000,0002
Total debt securities$133,380,000,0002
Structured notes
Amortized cost$12,000,000100
Fair value$11,000,000105
Trading account assets$223,690,000,0002
Revaluation gains on off-balance sheet contracts$97,077,000,0001
Revaluation losses on off-balance sheet contracts$79,293,000,0001
2008-03-31Rank
Total securities$127,989,000,0002
U.S. Government securities$19,309,000,0008
U.S. Treasury securities$691,000,0006
U.S. Government agency obligations$18,618,000,0009
Securities issued by states & political subdivisions$10,903,000,0001
Other domestic debt securities$42,714,000,0002
Privately issued residential mortgage-backed securities$37,870,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,552,000,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,292,000,0009
Foreign debt securities$54,038,000,0001
Equity securities$1,025,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,882,000,0003
Mortgage-backed securities$55,350,000,0005
Certificates of participation in pools of residential mortgages$17,142,000,0006
Issued or guaranteed by U.S.$17,136,000,0006
Privately issued$6,000,00071
Collaterized mortgage obligations$38,208,000,0002
CMOs issued by government agencies or sponsored agencies$344,000,00076
Privately issued$37,864,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,590
Available-for-sale securities (fair market value)$127,988,000,0002
Total debt securities$126,963,000,0002
Structured notes
Amortized cost$12,000,00098
Fair value$11,000,000113
Trading account assets$259,778,000,0002
Revaluation gains on off-balance sheet contracts$105,377,000,0001
Revaluation losses on off-balance sheet contracts$82,505,000,0001
2007-12-31Rank
Total securities$142,678,000,0002
U.S. Government securities$27,216,000,0005
U.S. Treasury securities$4,309,000,0002
U.S. Government agency obligations$22,907,000,0006
Securities issued by states & political subdivisions$11,539,000,0001
Other domestic debt securities$46,128,000,0001
Privately issued residential mortgage-backed securities$39,401,000,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,305,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,422,000,0008
Foreign debt securities$57,563,000,0001
Equity securities$232,000,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,878,000,0002
Mortgage-backed securities$59,864,000,0004
Certificates of participation in pools of residential mortgages$20,113,000,0005
Issued or guaranteed by U.S.$20,106,000,0005
Privately issued$7,000,00067
Collaterized mortgage obligations$39,751,000,0002
CMOs issued by government agencies or sponsored agencies$357,000,00073
Privately issued$39,394,000,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,663
Available-for-sale securities (fair market value)$142,677,000,0002
Total debt securities$142,446,000,0002
Structured notes
Amortized cost$12,000,000165
Fair value$11,000,000193
Trading account assets$215,454,000,0002
Revaluation gains on off-balance sheet contracts$63,887,000,0002
Revaluation losses on off-balance sheet contracts$52,843,000,0002
2007-09-30Rank
Total securities$171,749,000,0002
U.S. Government securities$39,511,000,0004
U.S. Treasury securities$7,394,000,0001
U.S. Government agency obligations$32,117,000,0004
Securities issued by states & political subdivisions$16,783,000,0001
Other domestic debt securities$48,602,000,0001
Privately issued residential mortgage-backed securities$41,794,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,314,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,494,000,00010
Foreign debt securities$66,707,000,0001
Equity securities$146,000,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,377,000,0002
Mortgage-backed securities$71,506,000,0004
Certificates of participation in pools of residential mortgages$29,349,000,0005
Issued or guaranteed by U.S.$29,343,000,0005
Privately issued$6,000,00068
Collaterized mortgage obligations$42,157,000,0002
CMOs issued by government agencies or sponsored agencies$369,000,00071
Privately issued$41,788,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,722
Available-for-sale securities (fair market value)$171,748,000,0002
Total debt securities$171,603,000,0002
Structured notes
Amortized cost$12,000,000223
Fair value$12,000,000222
Trading account assets$182,992,000,0002
Revaluation gains on off-balance sheet contracts$65,950,000,0001
Revaluation losses on off-balance sheet contracts$52,787,000,0002
2007-06-30Rank
Total securities$188,053,000,0001
U.S. Government securities$59,025,000,0004
U.S. Treasury securities$8,478,000,0001
U.S. Government agency obligations$50,547,000,0005
Securities issued by states & political subdivisions$17,188,000,0001
Other domestic debt securities$45,313,000,0002
Privately issued residential mortgage-backed securities$36,977,000,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,827,000,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,509,000,0007
Foreign debt securities$66,359,000,0001
Equity securities$168,000,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,227,000,0002
Mortgage-backed securities$83,594,000,0002
Certificates of participation in pools of residential mortgages$46,240,000,0005
Issued or guaranteed by U.S.$46,233,000,0005
Privately issued$7,000,00073
Collaterized mortgage obligations$37,354,000,0002
CMOs issued by government agencies or sponsored agencies$384,000,00079
Privately issued$36,970,000,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,750
Available-for-sale securities (fair market value)$188,052,000,0001
Total debt securities$187,885,000,0001
Structured notes
Amortized cost$12,000,000250
Fair value$12,000,000242
Trading account assets$126,525,000,0003
Revaluation gains on off-balance sheet contracts$42,335,000,0002
Revaluation losses on off-balance sheet contracts$45,567,000,0002
2007-03-31Rank
Total securities$220,171,000,0001
U.S. Government securities$91,781,000,0002
U.S. Treasury securities$8,831,000,0001
U.S. Government agency obligations$82,950,000,0002
Securities issued by states & political subdivisions$16,915,000,0001
Other domestic debt securities$44,788,000,0002
Privately issued residential mortgage-backed securities$37,180,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,113,000,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,495,000,0007
Foreign debt securities$66,498,000,0001
Equity securities$189,000,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,043,000,0002
Mortgage-backed securities$115,860,000,0002
Certificates of participation in pools of residential mortgages$78,326,000,0002
Issued or guaranteed by U.S.$78,319,000,0002
Privately issued$7,000,00072
Collaterized mortgage obligations$37,534,000,0002
CMOs issued by government agencies or sponsored agencies$361,000,00082
Privately issued$37,173,000,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,791
Available-for-sale securities (fair market value)$220,170,000,0001
Total debt securities$219,982,000,0001
Structured notes
Amortized cost$13,000,000237
Fair value$12,000,000270
Trading account assets$105,980,000,0003
Revaluation gains on off-balance sheet contracts$34,419,000,0002
Revaluation losses on off-balance sheet contracts$33,265,000,0002
2006-12-31Rank
Total securities$208,604,000,0001
U.S. Government securities$84,716,000,0002
U.S. Treasury securities$11,104,000,0001
U.S. Government agency obligations$73,612,000,0003
Securities issued by states & political subdivisions$15,500,000,0001
Other domestic debt securities$45,958,000,0001
Privately issued residential mortgage-backed securities$21,061,000,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,429,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,468,000,0007
Foreign debt securities$62,315,000,0001
Equity securities$115,000,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,675,000,0002
Mortgage-backed securities$90,538,000,0002
Certificates of participation in pools of residential mortgages$69,110,000,0003
Issued or guaranteed by U.S.$69,102,000,0003
Privately issued$8,000,00060
Collaterized mortgage obligations$21,428,000,0002
CMOs issued by government agencies or sponsored agencies$375,000,00081
Privately issued$21,053,000,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,000,0002,840
Available-for-sale securities (fair market value)$208,603,000,0001
Total debt securities$208,489,000,0001
Structured notes
Amortized cost$13,000,000263
Fair value$12,000,000284
Trading account assets$103,945,000,0003
Revaluation gains on off-balance sheet contracts$38,637,000,0002
Revaluation losses on off-balance sheet contracts$38,191,000,0002
2006-09-30Rank
Total securities$153,125,000,0002
U.S. Government securities$40,892,000,0004
U.S. Treasury securities$11,705,000,0001
U.S. Government agency obligations$29,187,000,0007
Securities issued by states & political subdivisions$12,456,000,0001
Other domestic debt securities$27,457,000,0003
Privately issued residential mortgage-backed securities$21,000,000278
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$26,109,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,327,000,0007
Foreign debt securities$72,185,000,0001
Equity securities$135,000,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,463,000,0002
Mortgage-backed securities$24,829,000,0009
Certificates of participation in pools of residential mortgages$24,829,000,0005
Issued or guaranteed by U.S.$24,808,000,0005
Privately issued$21,000,00054
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)$04,052
Available-for-sale securities (fair market value)$153,125,000,0002
Total debt securities$152,990,000,0002
Structured notes
Amortized cost$2,000,0001,480
Fair value$2,000,0001,478
Trading account assets$99,234,000,0003
Revaluation gains on off-balance sheet contracts$40,138,000,0002
Revaluation losses on off-balance sheet contracts$38,589,000,0002
2006-06-30Rank
Total securities$131,342,000,0002
U.S. Government securities$24,014,000,0006
U.S. Treasury securities$12,279,000,0001
U.S. Government agency obligations$11,735,000,00012
Securities issued by states & political subdivisions$13,034,000,0001
Other domestic debt securities$22,906,000,0003
Privately issued residential mortgage-backed securities$21,000,000277
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,481,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,404,000,0004
Foreign debt securities$71,275,000,0001
Equity securities$113,000,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,722,000,0003
Mortgage-backed securities$7,535,000,00026
Certificates of participation in pools of residential mortgages$7,535,000,00014
Issued or guaranteed by U.S.$7,514,000,00013
Privately issued$21,000,00054
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$131,342,000,0002
Total debt securities$131,229,000,0002
Structured notes
Amortized cost$2,000,0001,533
Fair value$2,000,0001,528
Trading account assets$96,521,000,0003
Revaluation gains on off-balance sheet contracts$39,698,000,0002
Revaluation losses on off-balance sheet contracts$39,649,000,0002
2006-03-31Rank
Total securities$131,786,000,0002
U.S. Government securities$24,170,000,0007
U.S. Treasury securities$13,095,000,0001
U.S. Government agency obligations$11,075,000,00015
Securities issued by states & political subdivisions$14,408,000,0001
Other domestic debt securities$21,521,000,0004
Privately issued residential mortgage-backed securities$21,000,000275
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,241,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,259,000,0005
Foreign debt securities$71,568,000,0001
Equity securities$119,000,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,976,000,0002
Mortgage-backed securities$6,089,000,00031
Certificates of participation in pools of residential mortgages$6,089,000,00017
Issued or guaranteed by U.S.$6,068,000,00016
Privately issued$21,000,00053
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)$04,162
Available-for-sale securities (fair market value)$131,786,000,0002
Total debt securities$131,667,000,0002
Structured notes
Amortized cost$2,000,0001,539
Fair value$2,000,0001,534
Trading account assets$97,934,000,0002
Revaluation gains on off-balance sheet contracts$41,959,000,0002
Revaluation losses on off-balance sheet contracts$42,304,000,0002
2005-12-31Rank
Total securities$120,718,000,0002
U.S. Government securities$24,933,000,0006
U.S. Treasury securities$12,676,000,0001
U.S. Government agency obligations$12,257,000,00014
Securities issued by states & political subdivisions$13,371,000,0001
Other domestic debt securities$20,059,000,0005
Privately issued residential mortgage-backed securities$19,000,000294
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,255,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,785,000,0003
Foreign debt securities$62,240,000,0001
Equity securities$115,000,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,439,000,0003
Mortgage-backed securities$6,596,000,00029
Certificates of participation in pools of residential mortgages$6,596,000,00016
Issued or guaranteed by U.S.$6,577,000,00014
Privately issued$19,000,00049
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)$04,235
Available-for-sale securities (fair market value)$120,718,000,0002
Total debt securities$120,542,000,0002
Structured notes
Amortized cost$2,000,0001,536
Fair value$2,000,0001,532
Trading account assets$86,966,000,0003
Revaluation gains on off-balance sheet contracts$38,525,000,0002
Revaluation losses on off-balance sheet contracts$41,099,000,0002
2005-09-30Rank
Total securities$108,701,000,0003
U.S. Government securities$23,051,000,0005
U.S. Treasury securities$11,641,000,0001
U.S. Government agency obligations$11,410,000,00015
Securities issued by states & political subdivisions$11,466,000,0001
Other domestic debt securities$17,706,000,0006
Privately issued residential mortgage-backed securities$19,000,000287
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,876,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,811,000,0003
Foreign debt securities$56,209,000,0001
Equity securities$269,000,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,258,000,0003
Mortgage-backed securities$5,567,000,00033
Certificates of participation in pools of residential mortgages$5,567,000,00018
Issued or guaranteed by U.S.$5,548,000,00015
Privately issued$19,000,00049
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)$04,298
Available-for-sale securities (fair market value)$108,701,000,0003
Total debt securities$108,366,000,0003
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$96,042,000,0002
Revaluation gains on off-balance sheet contracts$46,880,000,0002
Revaluation losses on off-balance sheet contracts$44,983,000,0002
2005-06-30Rank
Total securities$109,935,000,0003
U.S. Government securities$27,492,000,0005
U.S. Treasury securities$12,984,000,0001
U.S. Government agency obligations$14,508,000,00011
Securities issued by states & political subdivisions$10,862,000,0001
Other domestic debt securities$14,485,000,0007
Privately issued residential mortgage-backed securities$20,000,000285
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,436,000,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,029,000,0002
Foreign debt securities$56,871,000,0001
Equity securities$225,000,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,417,000,0003
Mortgage-backed securities$6,322,000,00034
Certificates of participation in pools of residential mortgages$6,321,000,00014
Issued or guaranteed by U.S.$6,301,000,00013
Privately issued$20,000,00050
Collaterized mortgage obligations$1,000,0002,584
CMOs issued by government agencies or sponsored agencies$1,000,0002,318
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)$04,351
Available-for-sale securities (fair market value)$109,935,000,0003
Total debt securities$109,639,000,0003
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$88,291,000,0003
Revaluation gains on off-balance sheet contracts$36,902,000,0002
Revaluation losses on off-balance sheet contracts$38,309,000,0002
2005-03-31Rank
Total securities$108,305,000,0003
U.S. Government securities$29,697,000,0005
U.S. Treasury securities$13,967,000,0001
U.S. Government agency obligations$15,730,000,00010
Securities issued by states & political subdivisions$9,297,000,0001
Other domestic debt securities$11,630,000,0006
Privately issued residential mortgage-backed securities$20,000,000280
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,418,000,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,192,000,0002
Foreign debt securities$57,377,000,0001
Equity securities$304,000,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,652,000,0003
Mortgage-backed securities$7,373,000,00027
Certificates of participation in pools of residential mortgages$7,372,000,00014
Issued or guaranteed by U.S.$7,352,000,00013
Privately issued$20,000,00045
Collaterized mortgage obligations$1,000,0002,624
CMOs issued by government agencies or sponsored agencies$1,000,0002,371
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)$47,000,000498
Available-for-sale securities (fair market value)$108,258,000,0003
Total debt securities$107,932,000,0003
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$89,239,000,0003
Revaluation gains on off-balance sheet contracts$39,964,000,0002
Revaluation losses on off-balance sheet contracts$37,745,000,0002
2004-12-31Rank
Total securities$105,143,000,0002
U.S. Government securities$29,037,000,0005
U.S. Treasury securities$12,605,000,0001
U.S. Government agency obligations$16,432,000,0009
Securities issued by states & political subdivisions$8,806,000,0001
Other domestic debt securities$9,757,000,0007
Privately issued residential mortgage-backed securities$21,000,000273
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,828,000,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,908,000,0001
Foreign debt securities$57,198,000,0001
Equity securities$345,000,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,997,000,0003
Mortgage-backed securities$7,320,000,00029
Certificates of participation in pools of residential mortgages$7,319,000,00016
Issued or guaranteed by U.S.$7,298,000,00015
Privately issued$21,000,00045
Collaterized mortgage obligations$1,000,0002,669
CMOs issued by government agencies or sponsored agencies$1,000,0002,419
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)$47,000,000488
Available-for-sale securities (fair market value)$105,096,000,0002
Total debt securities$104,744,000,0002
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$97,697,000,0002
Revaluation gains on off-balance sheet contracts$49,135,000,0002
Revaluation losses on off-balance sheet contracts$47,259,000,0002
2004-09-30Rank
Total securities$98,192,000,0003
U.S. Government securities$31,304,000,0005
U.S. Treasury securities$12,369,000,0001
U.S. Government agency obligations$18,935,000,0007
Securities issued by states & political subdivisions$8,671,000,0001
Other domestic debt securities$6,889,000,0009
Privately issued residential mortgage-backed securities$20,000,000256
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,344,000,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,525,000,0002
Foreign debt securities$51,011,000,0001
Equity securities$317,000,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,954,000,0001
Mortgage-backed securities$8,059,000,00025
Certificates of participation in pools of residential mortgages$8,058,000,00013
Issued or guaranteed by U.S.$8,038,000,00012
Privately issued$20,000,00042
Collaterized mortgage obligations$1,000,0002,666
CMOs issued by government agencies or sponsored agencies$1,000,0002,427
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)$47,000,000486
Available-for-sale securities (fair market value)$98,145,000,0003
Total debt securities$97,749,000,0003
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$76,074,000,0003
Revaluation gains on off-balance sheet contracts$35,968,000,0002
Revaluation losses on off-balance sheet contracts$33,885,000,0002
2004-06-30Rank
Total securities$103,326,000,0002
U.S. Government securities$37,979,000,0004
U.S. Treasury securities$14,298,000,0001
U.S. Government agency obligations$23,681,000,0006
Securities issued by states & political subdivisions$8,423,000,0001
Other domestic debt securities$6,577,000,00011
Privately issued residential mortgage-backed securities$20,000,000247
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,052,000,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,505,000,0001
Foreign debt securities$49,983,000,0001
Equity securities$364,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,456,000,0003
Mortgage-backed securities$11,803,000,00014
Certificates of participation in pools of residential mortgages$11,802,000,00010
Issued or guaranteed by U.S.$11,782,000,00010
Privately issued$20,000,00039
Collaterized mortgage obligations$1,000,0002,705
CMOs issued by government agencies or sponsored agencies$1,000,0002,462
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)$47,000,000497
Available-for-sale securities (fair market value)$103,279,000,0002
Total debt securities$102,836,000,0002
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$79,265,000,0002
Revaluation gains on off-balance sheet contracts$39,503,000,0002
Revaluation losses on off-balance sheet contracts$35,021,000,0002
2004-03-31Rank
Total securities$99,018,000,0003
U.S. Government securities$38,297,000,0005
U.S. Treasury securities$13,392,000,0002
U.S. Government agency obligations$24,905,000,0006
Securities issued by states & political subdivisions$8,206,000,0001
Other domestic debt securities$6,060,000,00012
Privately issued residential mortgage-backed securities$20,000,000257
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,051,000,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,989,000,0002
Foreign debt securities$46,161,000,0001
Equity securities$294,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,743,000,0003
Mortgage-backed securities$13,235,000,00012
Certificates of participation in pools of residential mortgages$13,234,000,0009
Issued or guaranteed by U.S.$13,214,000,0009
Privately issued$20,000,00038
Collaterized mortgage obligations$1,000,0002,796
CMOs issued by government agencies or sponsored agencies$1,000,0002,541
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)$47,000,000466
Available-for-sale securities (fair market value)$98,971,000,0003
Total debt securities$98,599,000,0003
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$76,538,000,0002
Revaluation gains on off-balance sheet contracts$42,870,000,0002
Revaluation losses on off-balance sheet contracts$42,725,000,0002
2003-12-31Rank
Total securities$84,557,000,0002
U.S. Government securities$33,256,000,0007
U.S. Treasury securities$11,077,000,0001
U.S. Government agency obligations$22,179,000,0007
Securities issued by states & political subdivisions$7,914,000,0001
Other domestic debt securities$4,563,000,00011
Privately issued residential mortgage-backed securities$20,000,000207
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,979,000,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,564,000,0002
Foreign debt securities$38,608,000,0001
Equity securities$216,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,605,000,0003
Mortgage-backed securities$12,722,000,00011
Certificates of participation in pools of residential mortgages$12,721,000,0008
Issued or guaranteed by U.S.$12,701,000,0008
Privately issued$20,000,00044
Collaterized mortgage obligations$1,000,0002,795
CMOs issued by government agencies or sponsored agencies$1,000,0002,657
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,000,000466
Available-for-sale securities (fair market value)$84,510,000,0002
Total debt securities$83,773,000,0002
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$79,871,000,0002
Revaluation gains on off-balance sheet contracts$46,438,000,0002
Revaluation losses on off-balance sheet contracts$47,522,000,0002
2003-09-30Rank
Total securities$85,429,000,0001
U.S. Government securities$35,008,000,0004
U.S. Treasury securities$10,510,000,0001
U.S. Government agency obligations$24,498,000,0007
Securities issued by states & political subdivisions$7,796,000,0001
Other domestic debt securities$2,968,000,00015
Privately issued residential mortgage-backed securities$21,000,000193
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,219,000,00011
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,728,000,0004
Foreign debt securities$39,415,000,0001
Equity securities$242,000,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,821,000,0003
Mortgage-backed securities$14,527,000,00010
Certificates of participation in pools of residential mortgages$14,524,000,0007
Issued or guaranteed by U.S.$14,503,000,0007
Privately issued$21,000,00041
Collaterized mortgage obligations$3,000,0002,031
CMOs issued by government agencies or sponsored agencies$3,000,0001,898
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,000,000364
Available-for-sale securities (fair market value)$85,370,000,0001
Total debt securities$84,567,000,0001
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$61,135,000,0003
Revaluation gains on off-balance sheet contracts$33,917,000,0003
Revaluation losses on off-balance sheet contracts$29,438,000,0002
2003-06-30Rank
Total securities$85,880,000,0002
U.S. Government securities$37,164,000,0005
U.S. Treasury securities$10,368,000,0001
U.S. Government agency obligations$26,796,000,0007
Securities issued by states & political subdivisions$7,308,000,0001
Other domestic debt securities$2,415,000,00018
Privately issued residential mortgage-backed securities$21,000,000201
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$676,000,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,718,000,0003
Foreign debt securities$38,630,000,0001
Equity securities$363,000,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,339,000,0004
Mortgage-backed securities$18,283,000,0008
Certificates of participation in pools of residential mortgages$18,278,000,0006
Issued or guaranteed by U.S.$18,257,000,0006
Privately issued$21,000,00039
Collaterized mortgage obligations$5,000,0001,735
CMOs issued by government agencies or sponsored agencies$5,000,0001,626
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,000,000355
Available-for-sale securities (fair market value)$85,821,000,0002
Total debt securities$84,907,000,0002
Structured notes
Amortized cost$23,000,00057
Fair value$23,000,00057
Trading account assets$48,501,000,0003
Revaluation gains on off-balance sheet contracts$27,022,000,0003
Revaluation losses on off-balance sheet contracts$21,512,000,0003
2003-03-31Rank
Total securities$81,730,000,0001
U.S. Government securities$35,697,000,0004
U.S. Treasury securities$9,657,000,0002
U.S. Government agency obligations$26,040,000,0008
Securities issued by states & political subdivisions$6,831,000,0001
Other domestic debt securities$2,487,000,00021
Privately issued residential mortgage-backed securities$22,000,000191
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$604,000,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,861,000,0002
Foreign debt securities$36,062,000,0001
Equity securities$653,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,913,000,0005
Mortgage-backed securities$17,600,000,0008
Certificates of participation in pools of residential mortgages$17,594,000,0006
Issued or guaranteed by U.S.$17,572,000,0006
Privately issued$22,000,00039
Collaterized mortgage obligations$6,000,0001,650
CMOs issued by government agencies or sponsored agencies$6,000,0001,542
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,000,000353
Available-for-sale securities (fair market value)$81,671,000,0001
Total debt securities$80,161,000,0002
Structured notes
Amortized cost$23,000,00042
Fair value$23,000,00042
Trading account assets$47,370,000,0003
Revaluation gains on off-balance sheet contracts$28,357,000,0003
Revaluation losses on off-balance sheet contracts$26,054,000,0002
2002-12-31Rank
Total securities$75,287,000,0002
U.S. Government securities$32,583,000,0005
U.S. Treasury securities$9,676,000,0002
U.S. Government agency obligations$22,907,000,0007
Securities issued by states & political subdivisions$6,822,000,0001
Other domestic debt securities$1,906,000,00024
Privately issued residential mortgage-backed securities$23,000,000191
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$499,000,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,384,000,0003
Foreign debt securities$33,225,000,0001
Equity securities$751,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,380,000,0004
Mortgage-backed securities$16,660,000,0008
Certificates of participation in pools of residential mortgages$16,653,000,0005
Issued or guaranteed by U.S.$16,630,000,0005
Privately issued$23,000,00038
Collaterized mortgage obligations$7,000,0001,545
CMOs issued by government agencies or sponsored agencies$7,000,0001,443
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,000,000349
Available-for-sale securities (fair market value)$75,228,000,0002
Total debt securities$73,406,000,0002
Structured notes
Amortized cost$23,000,00032
Fair value$23,000,00034
Trading account assets$45,612,000,0003
Revaluation gains on off-balance sheet contracts$26,502,000,0003
Revaluation losses on off-balance sheet contracts$27,113,000,0002
2001-12-31Rank
Total securities$47,054,000,0006
U.S. Government securities$13,310,000,0009
U.S. Treasury securities$1,001,000,0006
U.S. Government agency obligations$12,309,000,0009
Securities issued by states & political subdivisions$5,751,000,0001
Other domestic debt securities$1,741,000,00024
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$124,000,00038
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,617,000,0003
Foreign debt securities$25,555,000,0001
Equity securities$697,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,014,000,0006
Mortgage-backed securities$10,945,000,00010
Certificates of participation in pools of residential mortgages$10,846,000,0008
Issued or guaranteed by U.S.$10,846,000,0007
Privately issued$0260
Collaterized mortgage obligations$99,000,000285
CMOs issued by government agencies or sponsored agencies$99,000,000249
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$47,054,000,0006
Total debt securities$45,799,000,0006
Structured notes
Amortized cost$23,000,00014
Fair value$23,000,00014
Trading account assets$36,633,000,0003
Revaluation gains on off-balance sheet contracts$22,146,000,0002
Revaluation losses on off-balance sheet contracts$18,994,000,0002
2000-12-31Rank
Total securities$42,056,000,0005
U.S. Government securities$2,762,000,00050
U.S. Treasury securities$2,109,000,0003
U.S. Government agency obligations$653,000,000160
Securities issued by states & political subdivisions$4,811,000,0001
Other domestic debt securities$1,765,000,00023
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$1,765,000,00013
Foreign debt securities$27,432,000,0001
Equity securities$5,286,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,850,000,0005
Mortgage-backed securities$389,000,000192
Certificates of participation in pools of residential mortgages$272,000,000158
Issued or guaranteed by U.S.$272,000,000156
Privately issued$0308
Collaterized mortgage obligations$117,000,000225
CMOs issued by government agencies or sponsored agencies$117,000,000191
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$42,056,000,0004
Total debt securities$36,103,000,0005
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$37,616,000,0004
Revaluation gains on off-balance sheet contracts$24,206,000,0003
Revaluation losses on off-balance sheet contracts$24,586,000,0003
1999-12-31Rank
Total securities$40,494,000,0005
U.S. Government securities$3,069,000,00045
U.S. Treasury securities$2,304,000,0004
U.S. Government agency obligations$765,000,000155
Securities issued by states & political subdivisions$3,502,000,0001
Other domestic debt securities$1,633,000,00025
Privately issued residential mortgage-backed securities$3,000,000498
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,630,000,00010
Foreign debt securities$26,965,000,0001
Equity securities$5,325,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,833,000,0005
Mortgage-backed securities$666,000,000147
Certificates of participation in pools of residential mortgages$600,000,00098
Issued or guaranteed by U.S.$600,000,00095
Privately issued$0307
Collaterized mortgage obligations$66,000,000346
CMOs issued by government agencies or sponsored agencies$63,000,000320
Privately issued$3,000,000440
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$40,494,000,0004
Total debt securities$34,258,000,0005
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$28,321,000,0004
Revaluation gains on off-balance sheet contracts$20,928,000,0003
Revaluation losses on off-balance sheet contracts$22,884,000,0003
1998-12-31Rank
Total securities$37,330,000,0004
U.S. Government securities$1,225,000,000105
U.S. Treasury securities$1,060,000,00013
U.S. Government agency obligations$165,000,000510
Securities issued by states & political subdivisions$3,309,000,0001
Other domestic debt securities$1,576,000,00016
Privately issued residential mortgage-backed securities$5,000,000377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,571,000,0004
Foreign debt securities$27,119,000,0001
Equity securities$4,101,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,333,000,00025
Mortgage-backed securities$65,000,000739
Certificates of participation in pools of residential mortgages$60,000,000562
Issued or guaranteed by U.S.$60,000,000556
Privately issued$0349
Collaterized mortgage obligations$5,000,0001,768
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$5,000,000314
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$37,330,000,0003
Total debt securities$32,137,000,0005
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$31,683,000,0004
Revaluation gains on off-balance sheet contracts$25,805,000,0003
Revaluation losses on off-balance sheet contracts$28,760,000,0003
1997-12-31Rank
Total securities$28,951,000,0003
U.S. Government securities$2,561,000,00048
U.S. Treasury securities$2,303,000,00010
U.S. Government agency obligations$258,000,000369
Securities issued by states & political subdivisions$2,707,000,0001
Other domestic debt securities$1,474,000,00010
Privately issued residential mortgage-backed securities$3,000,000378
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,471,000,0004
Foreign debt securities$19,332,000,0001
Equity securities$2,877,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,377,000,00016
Mortgage-backed securities$158,000,000415
Certificates of participation in pools of residential mortgages$155,000,000289
Issued or guaranteed by U.S.$155,000,000279
Privately issued$0394
Collaterized mortgage obligations$3,000,0002,237
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$3,000,000285
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$28,951,000,0003
Total debt securities$25,116,000,0003
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$36,106,000,0004
Revaluation gains on off-balance sheet contracts$24,789,000,0003
Revaluation losses on off-balance sheet contracts$26,099,000,0003
1996-12-31Rank
Total securities$23,558,000,0002
U.S. Government securities$1,898,000,00069
U.S. Treasury securities$1,666,000,00013
U.S. Government agency obligations$232,000,000412
Securities issued by states & political subdivisions$2,404,000,0001
Other domestic debt securities$1,381,000,00011
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$1,381,000,0004
Foreign debt securities$15,582,000,0001
Equity securities$2,293,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,648,000,0009
Mortgage-backed securities$120,000,000523
Certificates of participation in pools of residential mortgages$120,000,000381
Issued or guaranteed by U.S.$120,000,000364
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$23,558,000,0002
Total debt securities$20,290,000,0003
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$27,259,000,0004
Revaluation gains on off-balance sheet contracts$18,005,000,0003
Revaluation losses on off-balance sheet contracts$18,749,000,0003
1995-12-31Rank
Total securities$15,587,000,0004
U.S. Government securities$1,775,000,00077
U.S. Treasury securities$1,567,000,00017
U.S. Government agency obligations$208,000,000438
Securities issued by states & political subdivisions$1,631,000,0001
Other domestic debt securities$1,052,000,00019
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$1,052,000,0005
Foreign debt securities$9,059,000,0001
Equity securities$2,070,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,871,000,00033
Mortgage-backed securities$80,000,000709
Certificates of participation in pools of residential mortgages$80,000,000487
Issued or guaranteed by U.S.$80,000,000474
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$15,587,000,0003
Total debt securities$12,807,000,0004
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$28,407,000,0003
Revaluation gains on off-balance sheet contracts$16,447,000,0003
Revaluation losses on off-balance sheet contracts$15,629,000,0003
1994-12-31Rank
Total securities$15,881,000,0003
U.S. Government securities$2,428,000,00052
U.S. Treasury securities$1,715,000,00022
U.S. Government agency obligations$713,000,000151
Securities issued by states & political subdivisions$1,577,000,0002
Other domestic debt securities$628,000,00031
Privately issued residential mortgage-backed securities$1,000,000933
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$627,000,0009
Foreign debt securities$9,527,000,0001
Equity securities$1,721,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,715,000,00039
Mortgage-backed securities$463,000,000216
Certificates of participation in pools of residential mortgages$89,000,000470
Issued or guaranteed by U.S.$89,000,000455
Privately issued$0564
Collaterized mortgage obligations$374,000,000109
CMOs issued by government agencies or sponsored agencies$373,000,00097
Privately issued$1,000,000724
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,918,000,00015
Available-for-sale securities (fair market value)$11,963,000,0003
Total debt securities$13,729,000,0005
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$35,573,000,0002
Revaluation gains on off-balance sheet contracts$21,585,000,0001
Revaluation losses on off-balance sheet contracts$19,914,000,0001
1993-12-31Rank
Total securities$11,442,000,0005
U.S. Government securities$2,898,000,00036
U.S. Treasury securities$2,008,000,00015
U.S. Government agency obligations$890,000,000108
Securities issued by states & political subdivisions$702,000,0007
Other domestic debt securities$123,000,000143
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$123,000,00061
Foreign debt securities$6,428,000,0001
Equity securities$1,291,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,840,000,00015
Mortgage-backed securities$675,000,000155
Certificates of participation in pools of residential mortgages$175,000,000279
Issued or guaranteed by U.S.$175,000,000259
Privately issued$0731
Collaterized mortgage obligations$500,000,00081
CMOs issued by government agencies or sponsored agencies$500,000,00074
Privately issued$02,902
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$9,553,000,0006
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$15,259,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$10,103,000,0004
U.S. Government securities$3,077,000,00027
U.S. Treasury securities$2,226,000,00010
U.S. Government agency obligations$851,000,000107
Securities issued by states & political subdivisions$45,000,000213
Other domestic debt securities$101,000,000176
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$101,000,00083
Foreign debt securities$5,309,000,0002
Equity securities$1,571,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,116,000,0009
Mortgage-backed securities$604,000,000164
Certificates of participation in pools of residential mortgages$282,000,000187
Issued or guaranteed by U.S.$282,000,000167
Privately issued$0831
Collaterized mortgage obligations$322,000,000117
CMOs issued by government agencies or sponsored agencies$322,000,000103
Privately issued$03,547
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$8,022,000,0006
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$14,842,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA