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Citizens Bank, Securities

2022-03-31Rank
Total securities$27,475,067,00027
U.S. Government securities$25,021,038,00026
U.S. Treasury securities$154,406,000178
U.S. Government agency obligations$24,866,632,00023
Securities issued by states & political subdivisions$2,113,0003,571
Other domestic debt securities$2,351,278,00031
Privately issued residential mortgage-backed securities$132,404,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$687,056,00022
Structured financial products - Total$1,263,445,00011
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,837,152,00039
Mortgage-backed securities$25,267,409,00023
Certificates of participation in pools of residential mortgages$16,953,544,00018
Issued or guaranteed by U.S.$16,821,140,00018
Privately issued$132,404,0007
Collaterized mortgage obligations$4,129,055,00030
CMOs issued by government agencies or sponsored agencies$4,129,055,00026
Privately issued$0536
Commercial mortgage-backed securities$4,184,810,00026
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$4,184,810,00020
Held to maturity securities (book value)$2,055,547,00054
Available-for-sale securities (fair market value)$25,318,882,00025
Total debt securities$27,374,431,00027
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$1,795,093,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$620,586,00015
2021-12-31Rank
Total securities$28,403,594,00027
U.S. Government securities$25,955,255,00026
U.S. Treasury securities$10,675,000983
U.S. Government agency obligations$25,944,580,00024
Securities issued by states & political subdivisions$2,263,0003,587
Other domestic debt securities$2,351,554,00032
Privately issued residential mortgage-backed securities$212,245,00039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$738,299,00022
Structured financial products - Total$1,208,071,00011
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,112,024,00033
Mortgage-backed securities$26,349,764,00025
Certificates of participation in pools of residential mortgages$18,229,727,00017
Issued or guaranteed by U.S.$18,017,482,00017
Privately issued$212,245,0004
Collaterized mortgage obligations$3,855,541,00034
CMOs issued by government agencies or sponsored agencies$3,855,541,00029
Privately issued$0500
Commercial mortgage-backed securities$4,264,496,00025
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$4,264,496,00019
Held to maturity securities (book value)$2,242,301,00035
Available-for-sale securities (fair market value)$26,066,771,00025
Total debt securities$28,309,072,00027
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$1,233,386,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$189,842,00021
2021-09-30Rank
Total securities$27,490,105,00028
U.S. Government securities$25,555,559,00027
U.S. Treasury securities$10,555,000824
U.S. Government agency obligations$25,545,004,00024
Securities issued by states & political subdivisions$2,362,0003,592
Other domestic debt securities$1,844,552,00033
Privately issued residential mortgage-backed securities$239,100,00027
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$787,434,00023
Structured financial products - Total$766,567,00014
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,790,674,00035
Mortgage-backed securities$25,835,555,00024
Certificates of participation in pools of residential mortgages$17,256,942,00019
Issued or guaranteed by U.S.$17,017,842,00019
Privately issued$239,100,0004
Collaterized mortgage obligations$3,860,389,00035
CMOs issued by government agencies or sponsored agencies$3,860,389,00029
Privately issued$0491
Commercial mortgage-backed securities$4,718,224,00023
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$4,718,224,00017
Held to maturity securities (book value)$2,491,916,00033
Available-for-sale securities (fair market value)$24,910,557,00024
Total debt securities$27,402,472,00028
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$1,767,720,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$184,588,00024
2021-06-30Rank
Total securities$27,373,879,00027
U.S. Government securities$26,008,916,00026
U.S. Treasury securities$10,623,000734
U.S. Government agency obligations$25,998,293,00024
Securities issued by states & political subdivisions$2,760,0003,536
Other domestic debt securities$1,282,346,00039
Privately issued residential mortgage-backed securities$280,407,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$825,047,00020
Structured financial products - Total$176,892,00033
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,355,867,00030
Mortgage-backed securities$26,278,700,00024
Certificates of participation in pools of residential mortgages$16,916,667,00019
Issued or guaranteed by U.S.$16,637,462,00019
Privately issued$279,205,0003
Collaterized mortgage obligations$4,396,104,00027
CMOs issued by government agencies or sponsored agencies$4,394,902,00024
Privately issued$1,202,000266
Commercial mortgage-backed securities$4,965,929,00021
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$4,965,929,00017
Held to maturity securities (book value)$2,710,997,00031
Available-for-sale securities (fair market value)$24,583,025,00023
Total debt securities$27,294,024,00027
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$1,642,406,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$116,674,00026
2021-03-31Rank
Total securities$27,533,280,00025
U.S. Government securities$26,261,686,00025
U.S. Treasury securities$10,703,000547
U.S. Government agency obligations$26,250,983,00021
Securities issued by states & political subdivisions$2,946,0003,509
Other domestic debt securities$1,196,693,00038
Privately issued residential mortgage-backed securities$340,298,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$856,395,00019
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,115,706,00038
Mortgage-backed securities$26,591,281,00023
Certificates of participation in pools of residential mortgages$16,346,607,00018
Issued or guaranteed by U.S.$16,010,554,00018
Privately issued$336,053,0003
Collaterized mortgage obligations$4,997,450,00025
CMOs issued by government agencies or sponsored agencies$4,993,205,00023
Privately issued$4,245,000178
Commercial mortgage-backed securities$5,247,224,00021
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$5,247,224,00018
Held to maturity securities (book value)$2,994,711,00030
Available-for-sale securities (fair market value)$24,466,614,00025
Total debt securities$27,461,325,00026
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$1,358,538,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$111,088,00029
2020-12-31Rank
Total securities$26,242,184,00026
U.S. Government securities$24,857,922,00025
U.S. Treasury securities$10,729,000399
U.S. Government agency obligations$24,847,193,00024
Securities issued by states & political subdivisions$3,217,0003,443
Other domestic debt securities$1,315,773,00032
Privately issued residential mortgage-backed securities$422,404,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$893,369,00019
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,510,323,00036
Mortgage-backed securities$25,269,597,00024
Certificates of participation in pools of residential mortgages$15,053,502,00019
Issued or guaranteed by U.S.$14,638,446,00019
Privately issued$415,056,0002
Collaterized mortgage obligations$4,929,356,00027
CMOs issued by government agencies or sponsored agencies$4,922,008,00024
Privately issued$7,348,000141
Commercial mortgage-backed securities$5,286,739,00021
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$5,286,739,00016
Held to maturity securities (book value)$3,234,551,00026
Available-for-sale securities (fair market value)$22,942,361,00027
Total debt securities$26,176,911,00026
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$1,857,603,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$108,418,00035
2020-09-30Rank
Total securities$25,518,538,00027
U.S. Government securities$24,129,487,00026
U.S. Treasury securities$10,681,000393
U.S. Government agency obligations$24,118,806,00024
Securities issued by states & political subdivisions$3,785,0003,292
Other domestic debt securities$1,328,646,00031
Privately issued residential mortgage-backed securities$514,558,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$814,088,00021
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,363,275,00041
Mortgage-backed securities$24,633,364,00022
Certificates of participation in pools of residential mortgages$14,030,638,00019
Issued or guaranteed by U.S.$13,527,810,00020
Privately issued$502,828,0002
Collaterized mortgage obligations$5,377,898,00027
CMOs issued by government agencies or sponsored agencies$5,366,168,00024
Privately issued$11,730,000113
Commercial mortgage-backed securities$5,224,828,00018
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$5,224,828,00016
Held to maturity securities (book value)$2,577,533,00028
Available-for-sale securities (fair market value)$22,884,385,00026
Total debt securities$25,461,918,00027
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$1,975,219,00016
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$85,295,00042
2020-06-30Rank
Total securities$25,048,873,00024
U.S. Government securities$24,407,215,00022
U.S. Treasury securities$10,725,000403
U.S. Government agency obligations$24,396,490,00020
Securities issued by states & political subdivisions$4,250,0003,176
Other domestic debt securities$587,769,00046
Privately issued residential mortgage-backed securities$586,504,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,265,000389
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,829,371,00030
Mortgage-backed securities$24,982,994,00020
Certificates of participation in pools of residential mortgages$15,486,983,00017
Issued or guaranteed by U.S.$14,916,140,00018
Privately issued$570,843,0001
Collaterized mortgage obligations$5,772,037,00025
CMOs issued by government agencies or sponsored agencies$5,756,376,00022
Privately issued$15,661,00094
Commercial mortgage-backed securities$3,723,974,00025
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$3,723,974,00019
Held to maturity securities (book value)$2,855,502,00027
Available-for-sale securities (fair market value)$22,143,732,00024
Total debt securities$24,999,235,00024
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$2,077,865,00016
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$182,981,00030
2020-03-31Rank
Total securities$25,424,735,00024
U.S. Government securities$24,761,571,00020
U.S. Treasury securities$40,791,000164
U.S. Government agency obligations$24,720,780,00019
Securities issued by states & political subdivisions$4,382,0003,105
Other domestic debt securities$612,613,00042
Privately issued residential mortgage-backed securities$611,347,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,266,000368
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,804,959,00032
Mortgage-backed securities$25,332,127,00020
Certificates of participation in pools of residential mortgages$16,157,624,00016
Issued or guaranteed by U.S.$15,565,110,00017
Privately issued$592,514,0001
Collaterized mortgage obligations$6,069,233,00024
CMOs issued by government agencies or sponsored agencies$6,050,400,00021
Privately issued$18,833,00087
Commercial mortgage-backed securities$3,105,270,00026
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$3,105,270,00022
Held to maturity securities (book value)$3,071,431,00025
Available-for-sale securities (fair market value)$22,307,135,00021
Total debt securities$25,378,566,00023
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$2,066,859,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$233,822,00024
2019-12-31Rank
Total securities$23,860,679,00024
U.S. Government securities$23,146,296,00022
U.S. Treasury securities$70,678,000110
U.S. Government agency obligations$23,075,618,00021
Securities issued by states & political subdivisions$4,574,0003,067
Other domestic debt securities$663,523,00037
Privately issued residential mortgage-backed securities$662,095,00014
Commercial mortgage-backed securities - Total$0179
Asset backed securities$1,428,000342
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,597,039,00026
Mortgage-backed securities$23,737,713,00020
Certificates of participation in pools of residential mortgages$15,099,258,00017
Issued or guaranteed by U.S.$14,457,665,00017
Privately issued$641,593,0001
Collaterized mortgage obligations$5,655,548,00025
CMOs issued by government agencies or sponsored agencies$5,635,046,00021
Privately issued$20,502,00081
Commercial mortgage-backed securities$2,982,907,00025
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$2,982,907,00020
Held to maturity securities (book value)$3,201,718,00029
Available-for-sale securities (fair market value)$20,612,675,00021
Total debt securities$23,814,393,00024
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$954,800,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$112,577,00023
2019-09-30Rank
Total securities$24,866,350,00024
U.S. Government securities$23,957,142,00023
U.S. Treasury securities$120,542,00091
U.S. Government agency obligations$23,836,600,00020
Securities issued by states & political subdivisions$4,728,0003,061
Other domestic debt securities$859,253,00033
Privately issued residential mortgage-backed securities$857,584,00011
Commercial mortgage-backed securities - Total$0182
Asset backed securities$1,669,000323
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,246,818,00027
Mortgage-backed securities$24,694,184,00021
Certificates of participation in pools of residential mortgages$16,908,318,00017
Issued or guaranteed by U.S.$16,144,027,00017
Privately issued$764,291,0001
Collaterized mortgage obligations$4,772,395,00025
CMOs issued by government agencies or sponsored agencies$4,679,102,00024
Privately issued$93,293,00034
Commercial mortgage-backed securities$3,013,471,00026
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$3,013,471,00021
Held to maturity securities (book value)$3,319,196,00032
Available-for-sale securities (fair market value)$21,501,927,00022
Total debt securities$24,821,124,00024
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$1,168,561,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$151,507,00022
2019-06-30Rank
Total securities$25,191,054,00023
U.S. Government securities$24,242,577,00021
U.S. Treasury securities$90,170,000104
U.S. Government agency obligations$24,152,407,00019
Securities issued by states & political subdivisions$4,979,0003,079
Other domestic debt securities$896,913,00033
Privately issued residential mortgage-backed securities$895,111,00012
Commercial mortgage-backed securities - Total$0177
Asset backed securities$1,802,000303
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,903,511,00027
Mortgage-backed securities$25,047,518,00019
Certificates of participation in pools of residential mortgages$17,362,882,00014
Issued or guaranteed by U.S.$16,564,612,00015
Privately issued$798,270,0001
Collaterized mortgage obligations$4,613,743,00027
CMOs issued by government agencies or sponsored agencies$4,516,902,00024
Privately issued$96,841,00033
Commercial mortgage-backed securities$3,070,893,00023
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$3,070,893,00019
Held to maturity securities (book value)$3,446,670,00033
Available-for-sale securities (fair market value)$21,697,799,00021
Total debt securities$25,144,470,00023
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$940,581,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$83,198,00025
2019-03-31Rank
Total securities$24,896,780,00022
U.S. Government securities$23,912,424,00020
U.S. Treasury securities$71,569,000125
U.S. Government agency obligations$23,840,855,00019
Securities issued by states & political subdivisions$5,197,0003,102
Other domestic debt securities$931,565,00034
Privately issued residential mortgage-backed securities$929,691,00011
Commercial mortgage-backed securities - Total$0171
Asset backed securities$1,874,000289
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,546,705,00036
Mortgage-backed securities$24,770,546,00019
Certificates of participation in pools of residential mortgages$17,421,510,00014
Issued or guaranteed by U.S.$16,604,786,00014
Privately issued$816,724,0001
Collaterized mortgage obligations$4,370,506,00028
CMOs issued by government agencies or sponsored agencies$4,257,539,00025
Privately issued$112,967,00029
Commercial mortgage-backed securities$2,978,530,00022
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$2,978,530,00019
Held to maturity securities (book value)$3,345,471,00035
Available-for-sale securities (fair market value)$21,503,715,00021
Total debt securities$24,849,187,00022
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$626,998,00020
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$143,930,00018
2018-12-31Rank
Total securities$12,979,263,00033
U.S. Government securities$12,731,408,00030
U.S. Treasury securities$23,983,000253
U.S. Government agency obligations$12,707,425,00029
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$196,344,00097
Privately issued residential mortgage-backed securities$194,378,00023
Commercial mortgage-backed securities - Total$0160
Asset backed securities$1,966,000276
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,327,609,00036
Mortgage-backed securities$12,901,803,00027
Certificates of participation in pools of residential mortgages$9,730,267,00020
Issued or guaranteed by U.S.$9,625,102,00020
Privately issued$105,165,0006
Collaterized mortgage obligations$1,853,671,00044
CMOs issued by government agencies or sponsored agencies$1,764,458,00043
Privately issued$89,213,00037
Commercial mortgage-backed securities$1,317,865,00037
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$1,317,865,00031
Held to maturity securities (book value)$1,827,814,00051
Available-for-sale securities (fair market value)$11,099,938,00031
Total debt securities$12,927,752,00033
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$451,415,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$238,328,00018
2018-09-30Rank
Total securities$13,117,031,00032
U.S. Government securities$12,853,943,00029
U.S. Treasury securities$11,925,000379
U.S. Government agency obligations$12,842,018,00029
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$211,732,00093
Privately issued residential mortgage-backed securities$209,634,00024
Commercial mortgage-backed securities - Total$0150
Asset backed securities$2,098,000263
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,418,286,00035
Mortgage-backed securities$13,051,652,00027
Certificates of participation in pools of residential mortgages$9,853,637,00021
Issued or guaranteed by U.S.$9,741,063,00021
Privately issued$112,574,0006
Collaterized mortgage obligations$1,854,123,00043
CMOs issued by government agencies or sponsored agencies$1,757,063,00041
Privately issued$97,060,00033
Commercial mortgage-backed securities$1,343,892,00034
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$1,343,892,00031
Held to maturity securities (book value)$1,873,863,00051
Available-for-sale securities (fair market value)$11,191,812,00030
Total debt securities$13,065,675,00032
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$292,652,00023
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$385,391,00017
2018-06-30Rank
Total securities$13,735,190,00031
U.S. Government securities$13,458,614,00029
U.S. Treasury securities$11,990,000368
U.S. Government agency obligations$13,446,624,00029
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$227,956,00088
Privately issued residential mortgage-backed securities$225,776,00025
Commercial mortgage-backed securities - Total$0147
Asset backed securities$2,180,000256
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,818,672,00030
Mortgage-backed securities$13,672,400,00028
Certificates of participation in pools of residential mortgages$10,377,592,00020
Issued or guaranteed by U.S.$10,255,924,00020
Privately issued$121,668,0007
Collaterized mortgage obligations$1,921,140,00040
CMOs issued by government agencies or sponsored agencies$1,817,032,00037
Privately issued$104,108,00033
Commercial mortgage-backed securities$1,373,668,00033
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$1,373,668,00029
Held to maturity securities (book value)$1,932,147,00049
Available-for-sale securities (fair market value)$11,754,423,00030
Total debt securities$13,686,570,00031
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$343,967,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$367,443,00017
2018-03-31Rank
Total securities$14,360,439,00031
U.S. Government securities$14,066,203,00029
U.S. Treasury securities$11,934,000367
U.S. Government agency obligations$14,054,269,00027
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$244,340,00083
Privately issued residential mortgage-backed securities$242,082,00025
Commercial mortgage-backed securities - Total$0147
Asset backed securities$2,258,000232
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,849,358,00041
Mortgage-backed securities$14,296,351,00026
Certificates of participation in pools of residential mortgages$10,854,797,00019
Issued or guaranteed by U.S.$10,722,782,00019
Privately issued$132,015,0006
Collaterized mortgage obligations$2,020,049,00040
CMOs issued by government agencies or sponsored agencies$1,909,982,00037
Privately issued$110,067,00030
Commercial mortgage-backed securities$1,421,505,00032
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,421,505,00028
Held to maturity securities (book value)$1,994,629,00046
Available-for-sale securities (fair market value)$12,315,914,00028
Total debt securities$14,310,543,00031
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$414,157,00021
Revaluation gains on off-balance sheet contracts$238,876,00019
Revaluation losses on off-balance sheet contracts$286,272,00017
2017-12-31Rank
Total securities$15,236,132,00031
U.S. Government securities$14,970,630,00029
U.S. Treasury securities$11,897,000360
U.S. Government agency obligations$14,958,733,00025
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$265,502,00068
Privately issued residential mortgage-backed securities$263,222,00025
Commercial mortgage-backed securities - Total$0146
Asset backed securities$2,280,000220
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,985,797,00039
Mortgage-backed securities$15,221,955,00025
Certificates of participation in pools of residential mortgages$11,602,089,00019
Issued or guaranteed by U.S.$11,459,140,00019
Privately issued$142,949,0006
Collaterized mortgage obligations$2,159,987,00039
CMOs issued by government agencies or sponsored agencies$2,039,714,00037
Privately issued$120,273,00029
Commercial mortgage-backed securities$1,459,879,00031
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$1,459,879,00028
Held to maturity securities (book value)$2,043,697,00041
Available-for-sale securities (fair market value)$13,192,435,00027
Total debt securities$15,236,132,00031
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$709,487,00021
Revaluation gains on off-balance sheet contracts$555,742,00016
Revaluation losses on off-balance sheet contracts$283,547,00015
2017-09-30Rank
Total securities$15,392,572,00031
U.S. Government securities$15,106,556,00028
U.S. Treasury securities$11,977,000342
U.S. Government agency obligations$15,094,579,00026
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$286,016,00066
Privately issued residential mortgage-backed securities$283,681,00024
Commercial mortgage-backed securities - Total$0146
Asset backed securities$2,335,000214
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,035,143,00038
Mortgage-backed securities$15,378,260,00024
Certificates of participation in pools of residential mortgages$11,868,215,00017
Issued or guaranteed by U.S.$11,712,554,00017
Privately issued$155,661,0005
Collaterized mortgage obligations$2,011,515,00038
CMOs issued by government agencies or sponsored agencies$1,883,495,00036
Privately issued$128,020,00029
Commercial mortgage-backed securities$1,498,530,00030
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$1,498,530,00027
Held to maturity securities (book value)$2,095,414,00041
Available-for-sale securities (fair market value)$13,297,158,00027
Total debt securities$15,392,572,00031
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$662,359,00018
Revaluation gains on off-balance sheet contracts$521,498,00015
Revaluation losses on off-balance sheet contracts$219,701,00016
2017-06-30Rank
Total securities$14,729,531,00032
U.S. Government securities$14,420,783,00029
U.S. Treasury securities$11,943,000350
U.S. Government agency obligations$14,408,840,00024
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$308,748,00068
Privately issued residential mortgage-backed securities$306,244,00022
Commercial mortgage-backed securities - Total$0138
Asset backed securities$2,504,000196
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,171,093,00029
Mortgage-backed securities$14,715,084,00024
Certificates of participation in pools of residential mortgages$11,544,234,00017
Issued or guaranteed by U.S.$11,374,045,00017
Privately issued$170,189,0004
Collaterized mortgage obligations$1,645,477,00044
CMOs issued by government agencies or sponsored agencies$1,509,422,00046
Privately issued$136,055,00028
Commercial mortgage-backed securities$1,525,373,00029
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$1,525,373,00024
Held to maturity securities (book value)$2,148,622,00040
Available-for-sale securities (fair market value)$12,580,909,00027
Total debt securities$14,729,531,00032
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$461,982,00022
Revaluation gains on off-balance sheet contracts$336,968,00018
Revaluation losses on off-balance sheet contracts$142,895,00020
2017-03-31Rank
Total securities$15,152,430,00031
U.S. Government securities$14,826,199,00029
U.S. Treasury securities$14,975,000314
U.S. Government agency obligations$14,811,224,00024
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$326,231,00067
Privately issued residential mortgage-backed securities$323,606,00022
Commercial mortgage-backed securities - Total$0146
Asset backed securities$2,625,000203
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,437,890,00034
Mortgage-backed securities$15,134,830,00024
Certificates of participation in pools of residential mortgages$12,160,473,00017
Issued or guaranteed by U.S.$11,978,042,00017
Privately issued$182,431,0004
Collaterized mortgage obligations$1,424,317,00047
CMOs issued by government agencies or sponsored agencies$1,283,142,00049
Privately issued$141,175,00028
Commercial mortgage-backed securities$1,550,040,00029
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$1,550,040,00023
Held to maturity securities (book value)$2,073,082,00040
Available-for-sale securities (fair market value)$13,079,348,00027
Total debt securities$15,152,430,00031
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$354,501,00024
Revaluation gains on off-balance sheet contracts$282,314,00018
Revaluation losses on off-balance sheet contracts$256,044,00016
2016-12-31Rank
Total securities$14,502,186,00030
U.S. Government securities$14,158,645,00029
U.S. Treasury securities$29,956,000202
U.S. Government agency obligations$14,128,689,00024
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$343,541,00066
Privately issued residential mortgage-backed securities$340,882,00021
Commercial mortgage-backed securities - Total$0137
Asset backed securities$2,659,000197
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,681,744,00033
Mortgage-backed securities$14,469,571,00024
Certificates of participation in pools of residential mortgages$12,517,499,00016
Issued or guaranteed by U.S.$12,328,509,00017
Privately issued$188,990,0004
Collaterized mortgage obligations$366,999,000114
CMOs issued by government agencies or sponsored agencies$215,107,000144
Privately issued$151,892,00029
Commercial mortgage-backed securities$1,585,073,00027
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$1,585,073,00022
Held to maturity securities (book value)$2,069,715,00040
Available-for-sale securities (fair market value)$12,432,471,00029
Total debt securities$14,502,186,00030
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$555,803,00022
Revaluation gains on off-balance sheet contracts$486,841,00017
Revaluation losses on off-balance sheet contracts$394,615,00015
2016-09-30Rank
Total securities$14,481,469,00028
U.S. Government securities$14,113,783,00028
U.S. Treasury securities$14,989,000283
U.S. Government agency obligations$14,098,794,00024
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$367,686,00064
Privately issued residential mortgage-backed securities$364,856,00021
Commercial mortgage-backed securities - Total$0131
Asset backed securities$2,830,000191
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,609,152,00034
Mortgage-backed securities$14,463,650,00023
Certificates of participation in pools of residential mortgages$12,417,539,00016
Issued or guaranteed by U.S.$12,215,503,00017
Privately issued$202,036,0004
Collaterized mortgage obligations$407,178,000111
CMOs issued by government agencies or sponsored agencies$244,358,000136
Privately issued$162,820,00028
Commercial mortgage-backed securities$1,638,933,00026
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$1,638,933,00020
Held to maturity securities (book value)$2,127,722,00040
Available-for-sale securities (fair market value)$12,353,747,00026
Total debt securities$14,481,469,00028
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$662,059,00022
Revaluation gains on off-balance sheet contracts$602,258,00017
Revaluation losses on off-balance sheet contracts$486,636,00015
2016-06-30Rank
Total securities$13,902,055,00029
U.S. Government securities$13,509,953,00028
U.S. Treasury securities$14,973,000289
U.S. Government agency obligations$13,494,980,00024
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$392,102,00064
Privately issued residential mortgage-backed securities$388,985,00020
Commercial mortgage-backed securities - Total$0142
Asset backed securities$3,117,000183
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,309,771,00028
Mortgage-backed securities$13,883,965,00022
Certificates of participation in pools of residential mortgages$11,913,824,00017
Issued or guaranteed by U.S.$11,696,836,00017
Privately issued$216,988,0004
Collaterized mortgage obligations$294,280,000134
CMOs issued by government agencies or sponsored agencies$122,283,000228
Privately issued$171,997,00026
Commercial mortgage-backed securities$1,675,861,00026
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$1,675,861,00020
Held to maturity securities (book value)$1,655,018,00048
Available-for-sale securities (fair market value)$12,247,037,00025
Total debt securities$13,902,055,00029
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$766,672,00020
Revaluation gains on off-balance sheet contracts$720,727,00016
Revaluation losses on off-balance sheet contracts$611,120,00017
2016-03-31Rank
Total securities$14,533,055,00029
U.S. Government securities$14,114,541,00027
U.S. Treasury securities$15,007,000290
U.S. Government agency obligations$14,099,534,00024
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$418,514,00057
Privately issued residential mortgage-backed securities$414,017,00020
Commercial mortgage-backed securities - Total$0153
Asset backed securities$3,192,000182
Structured financial products - Total$0235
Other domestic debt securities - All other$1,305,0001,200
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,353,657,00032
Mortgage-backed securities$14,513,551,00022
Certificates of participation in pools of residential mortgages$12,505,137,00015
Issued or guaranteed by U.S.$12,274,326,00016
Privately issued$230,811,0004
Collaterized mortgage obligations$321,572,000131
CMOs issued by government agencies or sponsored agencies$138,366,000215
Privately issued$183,206,00025
Commercial mortgage-backed securities$1,686,842,00026
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$1,686,842,00020
Held to maturity securities (book value)$1,680,006,00047
Available-for-sale securities (fair market value)$12,853,049,00025
Total debt securities$14,533,055,00029
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$684,751,00021
Revaluation gains on off-balance sheet contracts$618,796,00017
Revaluation losses on off-balance sheet contracts$536,209,00017
2015-12-31Rank
Total securities$14,424,261,00029
U.S. Government securities$13,977,516,00027
U.S. Treasury securities$14,999,000315
U.S. Government agency obligations$13,962,517,00023
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$446,745,00047
Privately issued residential mortgage-backed securities$442,247,00019
Commercial mortgage-backed securities - Total$0131
Asset backed securities$3,236,000192
Structured financial products - Total$0235
Other domestic debt securities - All other$1,262,0001,204
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,766,648,00030
Mortgage-backed securities$14,404,764,00022
Certificates of participation in pools of residential mortgages$12,344,216,00015
Issued or guaranteed by U.S.$12,099,531,00015
Privately issued$244,685,0004
Collaterized mortgage obligations$351,284,000124
CMOs issued by government agencies or sponsored agencies$153,722,000196
Privately issued$197,562,00022
Commercial mortgage-backed securities$1,709,264,00027
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$1,709,264,00020
Held to maturity securities (book value)$1,709,307,00046
Available-for-sale securities (fair market value)$12,714,954,00023
Total debt securities$14,424,261,00029
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$478,453,00022
Revaluation gains on off-balance sheet contracts$432,135,00016
Revaluation losses on off-balance sheet contracts$363,565,00018
2015-09-30Rank
Total securities$14,362,216,00027
U.S. Government securities$13,893,844,00026
U.S. Treasury securities$15,026,000292
U.S. Government agency obligations$13,878,818,00022
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$468,372,00047
Privately issued residential mortgage-backed securities$465,019,00020
Commercial mortgage-backed securities - Total$0140
Asset backed securities$3,353,000201
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,003,363,00030
Mortgage-backed securities$14,343,837,00021
Certificates of participation in pools of residential mortgages$12,208,928,00014
Issued or guaranteed by U.S.$11,951,795,00014
Privately issued$257,133,0004
Collaterized mortgage obligations$381,857,000119
CMOs issued by government agencies or sponsored agencies$173,971,000182
Privately issued$207,886,00022
Commercial mortgage-backed securities$1,753,052,00025
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$1,753,052,00019
Held to maturity securities (book value)$1,618,126,00046
Available-for-sale securities (fair market value)$12,744,090,00023
Total debt securities$14,362,216,00027
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$601,247,00020
Revaluation gains on off-balance sheet contracts$538,775,00016
Revaluation losses on off-balance sheet contracts$470,850,00017
2015-06-30Rank
Total securities$15,332,900,00027
U.S. Government securities$14,747,609,00024
U.S. Treasury securities$30,026,000185
U.S. Government agency obligations$14,717,583,00022
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$585,291,00044
Privately issued residential mortgage-backed securities$581,904,00019
Commercial mortgage-backed securities - Total$0123
Asset backed securities$3,387,000197
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,019,242,00018
Mortgage-backed securities$15,299,487,00021
Certificates of participation in pools of residential mortgages$13,043,630,00014
Issued or guaranteed by U.S.$12,695,449,00014
Privately issued$348,181,0004
Collaterized mortgage obligations$433,611,000110
CMOs issued by government agencies or sponsored agencies$199,888,000170
Privately issued$233,723,00020
Commercial mortgage-backed securities$1,822,246,00023
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$1,822,246,00017
Held to maturity securities (book value)$1,760,768,00043
Available-for-sale securities (fair market value)$13,572,132,00024
Total debt securities$15,332,900,00027
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$510,377,00019
Revaluation gains on off-balance sheet contracts$455,202,00016
Revaluation losses on off-balance sheet contracts$391,272,00016
2015-03-31Rank
Total securities$15,101,291,00027
U.S. Government securities$14,483,981,00024
U.S. Treasury securities$15,007,000290
U.S. Government agency obligations$14,468,974,00022
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$617,310,00044
Privately issued residential mortgage-backed securities$613,817,00018
Commercial mortgage-backed securities - Total$0117
Asset backed securities$3,493,000208
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,246,139,00019
Mortgage-backed securities$15,082,791,00021
Certificates of participation in pools of residential mortgages$12,719,146,00014
Issued or guaranteed by U.S.$12,352,091,00014
Privately issued$367,055,0004
Collaterized mortgage obligations$475,719,000109
CMOs issued by government agencies or sponsored agencies$228,957,000156
Privately issued$246,762,00020
Commercial mortgage-backed securities$1,887,926,00022
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$1,887,926,00017
Held to maturity securities (book value)$1,500,245,00048
Available-for-sale securities (fair market value)$13,601,046,00022
Total debt securities$15,101,291,00027
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$606,806,00021
Revaluation gains on off-balance sheet contracts$566,906,00017
Revaluation losses on off-balance sheet contracts$499,770,00017
2014-12-31Rank
Total securities$14,216,307,00028
U.S. Government securities$13,570,398,00025
U.S. Treasury securities$15,009,000293
U.S. Government agency obligations$13,555,389,00023
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$645,909,00042
Privately issued residential mortgage-backed securities$642,356,00018
Commercial mortgage-backed securities - Total$0120
Asset backed securities$3,553,000202
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,397,490,00021
Mortgage-backed securities$14,197,745,00021
Certificates of participation in pools of residential mortgages$11,537,962,00015
Issued or guaranteed by U.S.$11,153,463,00015
Privately issued$384,499,0004
Collaterized mortgage obligations$522,256,00093
CMOs issued by government agencies or sponsored agencies$264,399,000143
Privately issued$257,857,00020
Commercial mortgage-backed securities$2,137,527,00020
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$2,137,527,00015
Held to maturity securities (book value)$1,442,505,00048
Available-for-sale securities (fair market value)$12,773,802,00025
Total debt securities$14,216,307,00028
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$525,267,00024
Revaluation gains on off-balance sheet contracts$489,729,00017
Revaluation losses on off-balance sheet contracts$420,578,00018
2014-09-30Rank
Total securities$14,022,893,00028
U.S. Government securities$13,335,963,00025
U.S. Treasury securities$15,020,000282
U.S. Government agency obligations$13,320,943,00022
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$686,930,00039
Privately issued residential mortgage-backed securities$683,281,00018
Commercial mortgage-backed securities - Total$0141
Asset backed securities$3,649,000202
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,621,879,00019
Mortgage-backed securities$14,004,224,00021
Certificates of participation in pools of residential mortgages$11,252,503,00016
Issued or guaranteed by U.S.$10,842,447,00015
Privately issued$410,056,0004
Collaterized mortgage obligations$583,901,00089
CMOs issued by government agencies or sponsored agencies$310,676,000128
Privately issued$273,225,00021
Commercial mortgage-backed securities$2,167,820,00020
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$2,167,820,00015
Held to maturity securities (book value)$1,458,592,00049
Available-for-sale securities (fair market value)$12,564,301,00024
Total debt securities$14,022,893,00028
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$436,666,00021
Revaluation gains on off-balance sheet contracts$420,375,00016
Revaluation losses on off-balance sheet contracts$350,812,00018
2014-06-30Rank
Total securities$13,562,583,00027
U.S. Government securities$12,742,166,00026
U.S. Treasury securities$15,002,000263
U.S. Government agency obligations$12,727,164,00023
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$820,417,00041
Privately issued residential mortgage-backed securities$721,875,00018
Commercial mortgage-backed securities - Total$94,849,00030
Asset backed securities$3,693,000218
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,972,659,00020
Mortgage-backed securities$13,543,888,00021
Certificates of participation in pools of residential mortgages$10,599,267,00016
Issued or guaranteed by U.S.$10,167,921,00015
Privately issued$431,346,0004
Collaterized mortgage obligations$654,918,00082
CMOs issued by government agencies or sponsored agencies$364,389,000118
Privately issued$290,529,00021
Commercial mortgage-backed securities$2,289,703,00020
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$2,289,703,00013
Held to maturity securities (book value)$1,470,352,00046
Available-for-sale securities (fair market value)$12,092,231,00024
Total debt securities$13,562,583,00027
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$488,190,00021
Revaluation gains on off-balance sheet contracts$488,190,00014
Revaluation losses on off-balance sheet contracts$423,039,00015
2014-03-31Rank
Total securities$10,753,086,00032
U.S. Government securities$9,889,267,00027
U.S. Treasury securities$15,024,000249
U.S. Government agency obligations$9,874,243,00026
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$863,819,00041
Privately issued residential mortgage-backed securities$760,108,00018
Commercial mortgage-backed securities - Total$99,985,00027
Asset backed securities$3,726,000221
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,129,909,00034
Mortgage-backed securities$10,734,336,00023
Certificates of participation in pools of residential mortgages$7,896,823,00022
Issued or guaranteed by U.S.$7,444,446,00020
Privately issued$452,377,0005
Collaterized mortgage obligations$733,214,00076
CMOs issued by government agencies or sponsored agencies$425,483,000102
Privately issued$307,731,00021
Commercial mortgage-backed securities$2,104,299,00019
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$2,104,299,00014
Held to maturity securities (book value)$1,475,784,00046
Available-for-sale securities (fair market value)$9,277,302,00030
Total debt securities$10,753,086,00032
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$488,155,00021
Revaluation gains on off-balance sheet contracts$488,155,00015
Revaluation losses on off-balance sheet contracts$415,087,00015
2013-12-31Rank
Total securities$10,103,718,00033
U.S. Government securities$9,197,556,00028
U.S. Treasury securities$15,042,000233
U.S. Government agency obligations$9,182,514,00027
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$906,162,00042
Privately issued residential mortgage-backed securities$789,234,00018
Commercial mortgage-backed securities - Total$113,150,00025
Asset backed securities$3,778,000224
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,711,749,00025
Mortgage-backed securities$10,084,898,00023
Certificates of participation in pools of residential mortgages$7,003,513,00021
Issued or guaranteed by U.S.$6,532,368,00020
Privately issued$471,145,0004
Collaterized mortgage obligations$927,193,00064
CMOs issued by government agencies or sponsored agencies$609,104,00080
Privately issued$318,089,00022
Commercial mortgage-backed securities$2,154,192,00018
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$2,154,192,00013
Held to maturity securities (book value)$1,480,402,00045
Available-for-sale securities (fair market value)$8,623,316,00031
Total debt securities$10,103,718,00033
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$512,333,00021
Revaluation gains on off-balance sheet contracts$512,333,00015
Revaluation losses on off-balance sheet contracts$435,365,00015
2013-09-30Rank
Total securities$10,236,964,00030
U.S. Government securities$9,278,271,00025
U.S. Treasury securities$15,062,000215
U.S. Government agency obligations$9,263,209,00025
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$958,693,00041
Privately issued residential mortgage-backed securities$834,258,00017
Commercial mortgage-backed securities - Total$120,585,00024
Asset backed securities$3,850,000221
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,376,676,00026
Mortgage-backed securities$10,218,052,00021
Certificates of participation in pools of residential mortgages$6,960,339,00022
Issued or guaranteed by U.S.$6,458,997,00021
Privately issued$501,342,0004
Collaterized mortgage obligations$1,040,884,00056
CMOs issued by government agencies or sponsored agencies$707,968,00074
Privately issued$332,916,00022
Commercial mortgage-backed securities$2,216,829,00018
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$2,216,829,00013
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$10,236,964,00027
Total debt securities$10,236,964,00030
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$585,600,00020
Revaluation gains on off-balance sheet contracts$585,600,00015
Revaluation losses on off-balance sheet contracts$511,822,00014
2013-06-30Rank
Total securities$10,134,425,00031
U.S. Government securities$9,179,694,00027
U.S. Treasury securities$15,003,000216
U.S. Government agency obligations$9,164,691,00027
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$954,731,00039
Privately issued residential mortgage-backed securities$816,226,00018
Commercial mortgage-backed securities - Total$134,525,00022
Asset backed securities$3,980,000220
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,613,849,00030
Mortgage-backed securities$10,115,442,00023
Certificates of participation in pools of residential mortgages$6,647,168,00022
Issued or guaranteed by U.S.$6,194,032,00020
Privately issued$453,136,0003
Collaterized mortgage obligations$1,209,928,00053
CMOs issued by government agencies or sponsored agencies$846,838,00062
Privately issued$363,090,00022
Commercial mortgage-backed securities$2,258,346,00016
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$2,258,346,00012
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$10,134,425,00028
Total debt securities$10,134,425,00031
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$610,993,00019
Revaluation gains on off-balance sheet contracts$610,993,00015
Revaluation losses on off-balance sheet contracts$535,787,00014
2013-03-31Rank
Total securities$9,616,059,00034
U.S. Government securities$8,538,536,00030
U.S. Treasury securities$15,013,000225
U.S. Government agency obligations$8,523,523,00029
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$1,077,523,00038
Privately issued residential mortgage-backed securities$919,098,00019
Commercial mortgage-backed securities - Total$154,338,00023
Asset backed securities$4,087,000210
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,694,616,00029
Mortgage-backed securities$9,596,959,00026
Certificates of participation in pools of residential mortgages$6,007,352,00022
Issued or guaranteed by U.S.$5,488,262,00022
Privately issued$519,090,0003
Collaterized mortgage obligations$1,436,225,00051
CMOs issued by government agencies or sponsored agencies$1,036,217,00063
Privately issued$400,008,00023
Commercial mortgage-backed securities$2,153,382,00015
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$2,153,382,00011
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$9,616,059,00030
Total debt securities$9,616,059,00034
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$809,865,00018
Revaluation gains on off-balance sheet contracts$809,865,00014
Revaluation losses on off-balance sheet contracts$735,161,00011
2012-12-31Rank
Total securities$9,194,699,00035
U.S. Government securities$8,010,077,00032
U.S. Treasury securities$15,021,000227
U.S. Government agency obligations$7,995,056,00030
Securities issued by states & political subdivisions$8,468,0003,083
Other domestic debt securities$1,176,154,00035
Privately issued residential mortgage-backed securities$992,197,00018
Commercial mortgage-backed securities - Total$179,809,00020
Asset backed securities$4,148,000187
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,003,291,00022
Mortgage-backed securities$9,167,062,00025
Certificates of participation in pools of residential mortgages$6,700,426,00022
Issued or guaranteed by U.S.$6,130,662,00021
Privately issued$569,764,0003
Collaterized mortgage obligations$1,687,445,00044
CMOs issued by government agencies or sponsored agencies$1,265,012,00052
Privately issued$422,433,00023
Commercial mortgage-backed securities$779,191,00023
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$779,191,00017
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$9,194,699,00032
Total debt securities$9,194,699,00035
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$918,009,00019
Revaluation gains on off-balance sheet contracts$918,009,00015
Revaluation losses on off-balance sheet contracts$862,056,00012
2012-09-30Rank
Total securities$10,373,672,00032
U.S. Government securities$9,056,628,00031
U.S. Treasury securities$15,025,000195
U.S. Government agency obligations$9,041,603,00030
Securities issued by states & political subdivisions$69,833,000429
Other domestic debt securities$1,247,211,00037
Privately issued residential mortgage-backed securities$1,051,243,00018
Commercial mortgage-backed securities - Total$191,702,00023
Asset backed securities$4,266,000175
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,691,873,00026
Mortgage-backed securities$10,284,548,00024
Certificates of participation in pools of residential mortgages$7,440,478,00020
Issued or guaranteed by U.S.$6,836,016,00019
Privately issued$604,462,0003
Collaterized mortgage obligations$1,989,529,00039
CMOs issued by government agencies or sponsored agencies$1,542,748,00045
Privately issued$446,781,00024
Commercial mortgage-backed securities$854,541,00022
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$854,541,00017
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$10,373,672,00031
Total debt securities$10,373,672,00032
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$997,997,00019
Revaluation gains on off-balance sheet contracts$997,997,00015
Revaluation losses on off-balance sheet contracts$940,558,00011
2012-06-30Rank
Total securities$12,473,729,00026
U.S. Government securities$11,082,716,00025
U.S. Treasury securities$15,006,000206
U.S. Government agency obligations$11,067,710,00023
Securities issued by states & political subdivisions$73,102,000388
Other domestic debt securities$1,316,248,00036
Privately issued residential mortgage-backed securities$1,086,150,00018
Commercial mortgage-backed securities - Total$225,757,00022
Asset backed securities$4,341,000163
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$1,663,000486
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,656,937,00027
Mortgage-backed securities$12,379,617,00021
Certificates of participation in pools of residential mortgages$9,172,283,00019
Issued or guaranteed by U.S.$8,541,678,00018
Privately issued$630,605,0003
Collaterized mortgage obligations$2,263,885,00036
CMOs issued by government agencies or sponsored agencies$1,808,340,00042
Privately issued$455,545,00027
Commercial mortgage-backed securities$943,449,00019
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$943,449,00014
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$12,473,729,00025
Total debt securities$12,472,066,00026
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$1,012,332,00017
Revaluation gains on off-balance sheet contracts$1,012,322,00015
Revaluation losses on off-balance sheet contracts$951,584,00011
2012-03-31Rank
Total securities$13,201,942,00026
U.S. Government securities$11,645,110,00024
U.S. Treasury securities$15,013,000209
U.S. Government agency obligations$11,630,097,00024
Securities issued by states & political subdivisions$75,675,000350
Other domestic debt securities$1,480,657,00035
Privately issued residential mortgage-backed securities$1,170,573,00016
Commercial mortgage-backed securities - Total$305,676,00019
Asset backed securities$4,408,000141
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$500,000161
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,795,280,00026
Mortgage-backed securities$13,106,346,00021
Certificates of participation in pools of residential mortgages$9,899,852,00017
Issued or guaranteed by U.S.$9,218,521,00017
Privately issued$681,331,0003
Collaterized mortgage obligations$2,572,037,00034
CMOs issued by government agencies or sponsored agencies$2,082,795,00039
Privately issued$489,242,00024
Commercial mortgage-backed securities$634,457,00019
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$634,457,00015
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$13,201,942,00024
Total debt securities$13,201,942,00026
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$956,775,00018
Revaluation gains on off-balance sheet contracts$956,766,00014
Revaluation losses on off-balance sheet contracts$872,616,00012
2011-12-31Rank
Total securities$13,510,750,00025
U.S. Government securities$11,871,642,00024
U.S. Treasury securities$15,027,000200
U.S. Government agency obligations$11,856,615,00024
Securities issued by states & political subdivisions$78,800,000330
Other domestic debt securities$1,559,808,00035
Privately issued residential mortgage-backed securities$1,227,772,00017
Commercial mortgage-backed securities - Total$327,569,00016
Asset backed securities$4,467,000101
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$500,000112
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,652,774,00021
Mortgage-backed securities$13,411,956,00021
Certificates of participation in pools of residential mortgages$10,062,023,00015
Issued or guaranteed by U.S.$9,346,255,00016
Privately issued$715,768,0001
Collaterized mortgage obligations$2,847,385,00033
CMOs issued by government agencies or sponsored agencies$2,335,381,00036
Privately issued$512,004,00026
Commercial mortgage-backed securities$502,548,00020
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$502,548,00016
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$13,510,750,00024
Total debt securities$13,510,750,00025
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$1,042,168,00017
Revaluation gains on off-balance sheet contracts$1,042,159,00014
Revaluation losses on off-balance sheet contracts$957,906,00013
2011-09-30Rank
Total securities$12,581,015,00025
U.S. Government securities$10,779,220,00024
U.S. Treasury securities$15,031,000213
U.S. Government agency obligations$10,764,189,00024
Securities issued by states & political subdivisions$80,576,000298
Other domestic debt securities$1,720,719,00028
Privately issued residential mortgage-backed securities$1,333,814,00015
Commercial mortgage-backed securities - Total$382,242,00014
Asset backed securities$4,663,00094
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$500,000108
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,162,307,00021
Mortgage-backed securities$12,480,245,00022
Certificates of participation in pools of residential mortgages$8,669,678,00016
Issued or guaranteed by U.S.$7,887,726,00016
Privately issued$781,952,0002
Collaterized mortgage obligations$3,238,078,00031
CMOs issued by government agencies or sponsored agencies$2,686,216,00031
Privately issued$551,862,00025
Commercial mortgage-backed securities$572,489,00015
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$572,489,00012
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$12,581,015,00024
Total debt securities$12,581,015,00025
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$1,076,465,00017
Revaluation gains on off-balance sheet contracts$1,076,457,00014
Revaluation losses on off-balance sheet contracts$991,300,00012
2011-06-30Rank
Total securities$13,659,993,00024
U.S. Government securities$11,670,164,00024
U.S. Treasury securities$40,071,000111
U.S. Government agency obligations$11,630,093,00024
Securities issued by states & political subdivisions$79,844,000286
Other domestic debt securities$1,909,483,00027
Privately issued residential mortgage-backed securities$1,467,105,00015
Commercial mortgage-backed securities - Total$437,667,00012
Asset backed securities$4,711,00083
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$502,000102
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,233,747,00019
Mortgage-backed securities$13,534,865,00021
Certificates of participation in pools of residential mortgages$9,344,263,00015
Issued or guaranteed by U.S.$8,469,096,00015
Privately issued$875,167,0003
Collaterized mortgage obligations$3,545,012,00024
CMOs issued by government agencies or sponsored agencies$2,953,074,00027
Privately issued$591,938,00025
Commercial mortgage-backed securities$645,590,00012
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$645,590,0009
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$13,659,993,00023
Total debt securities$13,659,993,00024
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$854,517,00018
Revaluation gains on off-balance sheet contracts$854,517,00015
Revaluation losses on off-balance sheet contracts$765,408,00014
2011-03-31Rank
Total securities$14,306,382,00024
U.S. Government securities$12,169,281,00024
U.S. Treasury securities$133,441,00058
U.S. Government agency obligations$12,035,840,00024
Securities issued by states & political subdivisions$83,501,000261
Other domestic debt securities$2,053,100,00026
Privately issued residential mortgage-backed securities$1,582,268,00014
Commercial mortgage-backed securities - Total$466,225,00010
Asset backed securities$4,607,00084
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$500,00095
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,812,747,00018
Mortgage-backed securities$14,084,333,00021
Certificates of participation in pools of residential mortgages$9,201,069,00015
Issued or guaranteed by U.S.$8,251,207,00015
Privately issued$949,862,0003
Collaterized mortgage obligations$3,937,442,00022
CMOs issued by government agencies or sponsored agencies$3,305,036,00024
Privately issued$632,406,00024
Commercial mortgage-backed securities$945,822,00011
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$945,822,0008
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$14,306,382,00022
Total debt securities$14,306,382,00024
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$781,859,00019
Revaluation gains on off-balance sheet contracts$781,859,00017
Revaluation losses on off-balance sheet contracts$673,021,00015
2010-12-31Rank
Total securities$13,844,037,00024
U.S. Government securities$10,844,294,00024
U.S. Treasury securities$112,120,00065
U.S. Government agency obligations$10,732,174,00023
Securities issued by states & political subdivisions$87,735,000226
Other domestic debt securities$2,911,506,00021
Privately issued residential mortgage-backed securities$1,701,417,00015
Commercial mortgage-backed securities - Total$1,205,403,00010
Asset backed securities$4,686,00075
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$502,00088
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,590,267,00017
Mortgage-backed securities$13,638,994,00020
Certificates of participation in pools of residential mortgages$7,526,067,00016
Issued or guaranteed by U.S.$6,493,755,00017
Privately issued$1,032,312,0003
Collaterized mortgage obligations$4,907,524,00017
CMOs issued by government agencies or sponsored agencies$4,238,419,00015
Privately issued$669,105,00024
Commercial mortgage-backed securities$1,205,403,00010
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$1,205,403,0007
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$13,844,037,00024
Total debt securities$13,844,037,00024
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$875,937,00021
Revaluation gains on off-balance sheet contracts$863,495,00016
Revaluation losses on off-balance sheet contracts$58,286,00037
2010-09-30Rank
Total securities$14,018,122,00024
U.S. Government securities$10,586,896,00024
U.S. Treasury securities$75,534,00085
U.S. Government agency obligations$10,511,362,00023
Securities issued by states & political subdivisions$97,809,000186
Other domestic debt securities$3,332,917,00018
Privately issued residential mortgage-backed securities$1,843,333,00014
Commercial mortgage-backed securities - Total$1,484,835,0008
Asset backed securities$4,749,00083
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$500,00086
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,050,743,00014
Mortgage-backed securities$13,839,530,00018
Certificates of participation in pools of residential mortgages$6,244,511,00016
Issued or guaranteed by U.S.$5,112,954,00018
Privately issued$1,131,557,0002
Collaterized mortgage obligations$6,110,184,00017
CMOs issued by government agencies or sponsored agencies$5,398,408,00013
Privately issued$711,776,00023
Commercial mortgage-backed securities$1,484,835,0008
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$1,484,835,0006
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$14,018,122,00023
Total debt securities$14,018,122,00024
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,230,299,00021
Revaluation gains on off-balance sheet contracts$1,214,133,00015
Revaluation losses on off-balance sheet contracts$1,097,329,00015
2010-06-30Rank
Total securities$17,974,354,00022
U.S. Government securities$14,380,576,00020
U.S. Treasury securities$65,371,00087
U.S. Government agency obligations$14,315,205,00019
Securities issued by states & political subdivisions$99,875,000170
Other domestic debt securities$3,490,385,00015
Privately issued residential mortgage-backed securities$1,884,982,00015
Commercial mortgage-backed securities - Total$1,600,300,0008
Asset backed securities$5,103,00074
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$501,00081
Equity securities$3,017,000379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,740,324,00013
Mortgage-backed securities$17,800,487,00017
Certificates of participation in pools of residential mortgages$9,078,972,00014
Issued or guaranteed by U.S.$7,910,702,00015
Privately issued$1,168,270,0002
Collaterized mortgage obligations$7,121,215,00014
CMOs issued by government agencies or sponsored agencies$6,404,503,00011
Privately issued$716,712,00024
Commercial mortgage-backed securities$1,600,300,0008
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$1,600,300,0006
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$17,974,354,00020
Total debt securities$17,971,337,00022
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$1,106,369,00020
Revaluation gains on off-balance sheet contracts$1,095,547,00015
Revaluation losses on off-balance sheet contracts$980,607,00014
2010-03-31Rank
Total securities$18,477,975,00020
U.S. Government securities$14,407,910,00020
U.S. Treasury securities$65,443,00086
U.S. Government agency obligations$14,342,467,00019
Securities issued by states & political subdivisions$103,087,000152
Other domestic debt securities$3,962,005,00015
Privately issued residential mortgage-backed securities$2,038,635,00013
Commercial mortgage-backed securities - Total$1,918,171,0008
Asset backed securities$5,199,00069
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$1,999,00065
Equity securities$2,974,000386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,170,965,00013
Mortgage-backed securities$18,299,273,00014
Certificates of participation in pools of residential mortgages$8,735,451,00013
Issued or guaranteed by U.S.$7,436,494,00014
Privately issued$1,298,957,0001
Collaterized mortgage obligations$7,645,651,00015
CMOs issued by government agencies or sponsored agencies$6,905,973,0009
Privately issued$739,678,00026
Commercial mortgage-backed securities$1,918,171,0008
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$1,918,171,0006
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$18,477,975,00019
Total debt securities$18,475,001,00019
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$888,984,00022
Revaluation gains on off-balance sheet contracts$879,073,00015
Revaluation losses on off-balance sheet contracts$763,278,00014
2009-12-31Rank
Total securities$17,739,240,00021
U.S. Government securities$13,496,721,00021
U.S. Treasury securities$65,169,00074
U.S. Government agency obligations$13,431,552,00020
Securities issued by states & political subdivisions$110,163,000143
Other domestic debt securities$4,126,884,00017
Privately issued residential mortgage-backed securities$2,226,609,00015
Commercial mortgage-backed securities - Total$1,894,939,0008
Asset backed securities$5,336,00078
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$2,501,00057
Equity securities$2,971,000409
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,155,394,00016
Mortgage-backed securities$17,553,100,00015
Certificates of participation in pools of residential mortgages$7,136,188,00016
Issued or guaranteed by U.S.$5,654,254,00020
Privately issued$1,481,934,0001
Collaterized mortgage obligations$8,521,973,00014
CMOs issued by government agencies or sponsored agencies$7,777,298,0007
Privately issued$744,675,00026
Commercial mortgage-backed securities$1,894,939,0008
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$1,894,939,0006
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$17,739,240,00019
Total debt securities$17,736,269,00021
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$837,828,00023
Revaluation gains on off-balance sheet contracts$826,614,00016
Revaluation losses on off-balance sheet contracts$707,532,00014
2009-09-30Rank
Total securities$18,679,864,00021
U.S. Government securities$14,336,239,00020
U.S. Treasury securities$55,524,00076
U.S. Government agency obligations$14,280,715,00018
Securities issued by states & political subdivisions$108,040,000152
Other domestic debt securities$4,230,105,00019
Privately issued residential mortgage-backed securities$2,327,910,00016
Commercial mortgage-backed securities - Total$1,896,983,0009
Asset backed securities$5,212,00086
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$2,499,00058
Equity securities$2,981,000447
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,180,445,00013
Mortgage-backed securities$18,505,608,00014
Certificates of participation in pools of residential mortgages$7,543,431,00015
Issued or guaranteed by U.S.$5,991,279,00016
Privately issued$1,552,152,0001
Collaterized mortgage obligations$9,065,194,00014
CMOs issued by government agencies or sponsored agencies$8,289,436,0006
Privately issued$775,758,00025
Commercial mortgage-backed securities$1,896,983,0009
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$1,896,983,0007
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$18,679,864,00019
Total debt securities$18,676,883,00021
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$1,037,658,00024
Revaluation gains on off-balance sheet contracts$1,026,448,00016
Revaluation losses on off-balance sheet contracts$894,571,00015
2009-06-30Rank
Total securities$19,697,585,00018
U.S. Government securities$15,412,988,00014
U.S. Treasury securities$53,727,00077
U.S. Government agency obligations$15,359,261,00013
Securities issued by states & political subdivisions$110,474,000141
Other domestic debt securities$4,168,686,00019
Privately issued residential mortgage-backed securities$2,342,261,00015
Commercial mortgage-backed securities - Total$1,821,109,0009
Asset backed securities$5,316,00098
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$2,499,00059
Equity securities$2,938,000491
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,445,083,00012
Mortgage-backed securities$19,255,992,00012
Certificates of participation in pools of residential mortgages$7,888,057,00015
Issued or guaranteed by U.S.$6,312,383,00016
Privately issued$1,575,674,0001
Collaterized mortgage obligations$9,546,826,00013
CMOs issued by government agencies or sponsored agencies$8,780,239,0004
Privately issued$766,587,00029
Commercial mortgage-backed securities$1,821,109,0009
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$1,821,109,0007
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$19,697,585,00016
Total debt securities$19,694,647,00018
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$1,010,957,00027
Revaluation gains on off-balance sheet contracts$1,000,598,00016
Revaluation losses on off-balance sheet contracts$851,019,00014
2009-03-31Rank
Total securities$20,485,493,00016
U.S. Government securities$17,398,886,00010
U.S. Treasury securities$54,293,00066
U.S. Government agency obligations$17,344,593,0008
Securities issued by states & political subdivisions$103,436,000155
Other domestic debt securities$2,977,801,00020
Privately issued residential mortgage-backed securities$2,972,210,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,591,000115
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$2,450,00051
Equity securities$2,920,000499
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,720,202,0008
Mortgage-backed securities$20,316,803,00011
Certificates of participation in pools of residential mortgages$8,158,863,00016
Issued or guaranteed by U.S.$6,470,155,00017
Privately issued$1,688,708,0002
Collaterized mortgage obligations$12,157,940,00011
CMOs issued by government agencies or sponsored agencies$10,874,438,0002
Privately issued$1,283,502,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$20,485,493,00013
Total debt securities$20,482,573,00016
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$1,435,629,00022
Revaluation gains on off-balance sheet contracts$1,423,892,00016
Revaluation losses on off-balance sheet contracts$1,274,021,00014
2008-12-31Rank
Total securities$19,736,454,00017
U.S. Government securities$16,514,725,00012
U.S. Treasury securities$53,943,00055
U.S. Government agency obligations$16,460,782,00011
Securities issued by states & political subdivisions$102,725,000150
Other domestic debt securities$3,113,695,00018
Privately issued residential mortgage-backed securities$3,108,086,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,609,000109
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$2,450,00046
Equity securities$2,859,000461
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,299,787,0009
Mortgage-backed securities$19,568,868,00014
Certificates of participation in pools of residential mortgages$8,226,371,00016
Issued or guaranteed by U.S.$6,461,695,00017
Privately issued$1,764,676,0002
Collaterized mortgage obligations$11,342,497,00011
CMOs issued by government agencies or sponsored agencies$9,999,087,0001
Privately issued$1,343,410,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$19,736,454,00015
Total debt securities$19,733,595,00017
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$1,525,662,00021
Revaluation gains on off-balance sheet contracts$1,513,472,00016
Revaluation losses on off-balance sheet contracts$1,366,226,00015
2008-09-30Rank
Total securities$20,452,450,00015
U.S. Government securities$16,775,287,00010
U.S. Treasury securities$53,628,00050
U.S. Government agency obligations$16,721,659,0009
Securities issued by states & political subdivisions$104,964,000145
Other domestic debt securities$3,537,970,00017
Privately issued residential mortgage-backed securities$3,532,314,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,656,000114
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$2,800,00047
Equity securities$31,429,00081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,882,599,00010
Mortgage-backed securities$20,253,973,00011
Certificates of participation in pools of residential mortgages$8,485,367,00013
Issued or guaranteed by U.S.$6,510,943,00016
Privately issued$1,974,424,0002
Collaterized mortgage obligations$11,768,606,00012
CMOs issued by government agencies or sponsored agencies$10,210,716,0001
Privately issued$1,557,890,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$20,452,450,00012
Total debt securities$20,421,021,00015
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$556,589,00032
Revaluation gains on off-balance sheet contracts$550,496,00016
Revaluation losses on off-balance sheet contracts$433,151,00016
2008-06-30Rank
Total securities$21,486,977,00016
U.S. Government securities$16,977,750,00010
U.S. Treasury securities$57,421,00045
U.S. Government agency obligations$16,920,329,00010
Securities issued by states & political subdivisions$103,931,000150
Other domestic debt securities$4,373,576,00022
Privately issued residential mortgage-backed securities$4,367,839,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,737,000115
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$2,800,00049
Equity securities$28,920,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,525,087,00010
Mortgage-backed securities$21,288,168,00011
Certificates of participation in pools of residential mortgages$8,943,211,00011
Issued or guaranteed by U.S.$6,541,013,00014
Privately issued$2,402,198,0003
Collaterized mortgage obligations$12,344,957,00012
CMOs issued by government agencies or sponsored agencies$10,379,316,0001
Privately issued$1,965,641,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$21,486,977,00016
Total debt securities$21,458,057,00016
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$463,034,00036
Revaluation gains on off-balance sheet contracts$457,155,00022
Revaluation losses on off-balance sheet contracts$345,963,00020
2008-03-31Rank
Total securities$21,034,877,00015
U.S. Government securities$16,600,795,00011
U.S. Treasury securities$58,177,00048
U.S. Government agency obligations$16,542,618,00010
Securities issued by states & political subdivisions$104,518,000148
Other domestic debt securities$4,297,741,00020
Privately issued residential mortgage-backed securities$4,292,643,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,098,000122
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$2,900,00048
Equity securities$28,923,000129
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,324,506,00011
Mortgage-backed securities$20,785,261,00012
Certificates of participation in pools of residential mortgages$7,977,626,00012
Issued or guaranteed by U.S.$5,722,926,00018
Privately issued$2,254,700,0004
Collaterized mortgage obligations$12,807,635,00010
CMOs issued by government agencies or sponsored agencies$10,769,692,0001
Privately issued$2,037,943,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$21,034,877,00014
Total debt securities$21,005,954,00015
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$737,050,00032
Revaluation gains on off-balance sheet contracts$732,037,00020
Revaluation losses on off-balance sheet contracts$626,474,00017
2007-12-31Rank
Total securities$19,208,838,00017
U.S. Government securities$15,439,555,00012
U.S. Treasury securities$57,777,00055
U.S. Government agency obligations$15,381,778,00011
Securities issued by states & political subdivisions$102,847,000146
Other domestic debt securities$3,635,344,00025
Privately issued residential mortgage-backed securities$3,629,851,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,492,000120
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,0002,240
Foreign debt securities$2,400,00051
Equity securities$28,692,000128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,292,548,0008
Mortgage-backed securities$18,961,629,00013
Certificates of participation in pools of residential mortgages$6,005,323,00014
Issued or guaranteed by U.S.$4,251,346,00019
Privately issued$1,753,977,0004
Collaterized mortgage obligations$12,956,306,00012
CMOs issued by government agencies or sponsored agencies$11,080,432,0001
Privately issued$1,875,874,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$19,208,838,00016
Total debt securities$19,180,146,00017
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$409,503,00037
Revaluation gains on off-balance sheet contracts$402,888,00021
Revaluation losses on off-balance sheet contracts$304,028,00020
2007-09-30Rank
Total securities$20,400,916,00016
U.S. Government securities$15,900,988,00012
U.S. Treasury securities$57,607,00057
U.S. Government agency obligations$15,843,381,00011
Securities issued by states & political subdivisions$105,607,000139
Other domestic debt securities$4,363,175,00023
Privately issued residential mortgage-backed securities$4,357,209,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,966,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$2,650,00048
Equity securities$28,496,000126
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,905,645,0009
Mortgage-backed securities$20,000,590,00012
Certificates of participation in pools of residential mortgages$6,747,993,00018
Issued or guaranteed by U.S.$4,313,464,00020
Privately issued$2,434,529,0007
Collaterized mortgage obligations$13,252,597,0009
CMOs issued by government agencies or sponsored agencies$11,329,917,0001
Privately issued$1,922,680,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$20,400,916,00016
Total debt securities$20,372,420,00016
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$232,514,00043
Revaluation gains on off-balance sheet contracts$226,601,00020
Revaluation losses on off-balance sheet contracts$138,416,00021
2007-06-30Rank
Total securities$2,980,596,00076
U.S. Government securities$2,520,970,00063
U.S. Treasury securities$01,362
U.S. Government agency obligations$2,520,970,00061
Securities issued by states & political subdivisions$8,580,0002,261
Other domestic debt securities$451,046,00080
Privately issued residential mortgage-backed securities$451,046,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,149,114,00048
Mortgage-backed securities$2,947,039,00053
Certificates of participation in pools of residential mortgages$1,014,444,00068
Issued or guaranteed by U.S.$818,852,00074
Privately issued$195,592,00024
Collaterized mortgage obligations$1,932,595,00047
CMOs issued by government agencies or sponsored agencies$1,677,141,00024
Privately issued$255,454,00079
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$2,980,596,00065
Total debt securities$2,980,596,00075
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$13,842,000122
Revaluation gains on off-balance sheet contracts$13,842,00045
Revaluation losses on off-balance sheet contracts$4,871,00052
2007-03-31Rank
Total securities$3,205,580,00073
U.S. Government securities$2,719,821,00062
U.S. Treasury securities$01,448
U.S. Government agency obligations$2,719,821,00061
Securities issued by states & political subdivisions$6,830,0002,633
Other domestic debt securities$478,929,00074
Privately issued residential mortgage-backed securities$478,929,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,242,510,00050
Mortgage-backed securities$2,999,329,00052
Certificates of participation in pools of residential mortgages$1,077,354,00066
Issued or guaranteed by U.S.$870,642,00072
Privately issued$206,712,00023
Collaterized mortgage obligations$1,921,975,00046
CMOs issued by government agencies or sponsored agencies$1,649,758,00025
Privately issued$272,217,00074
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$3,205,580,00060
Total debt securities$3,205,580,00071
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$11,790,000152
Revaluation gains on off-balance sheet contracts$11,790,00045
Revaluation losses on off-balance sheet contracts$4,202,00052
2006-12-31Rank
Total securities$2,825,564,00082
U.S. Government securities$2,317,404,00068
U.S. Treasury securities$4,507,000477
U.S. Government agency obligations$2,312,897,00065
Securities issued by states & political subdivisions$7,844,0002,411
Other domestic debt securities$500,316,00069
Privately issued residential mortgage-backed securities$500,316,00056
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,241,060,00053
Mortgage-backed securities$2,763,213,00056
Certificates of participation in pools of residential mortgages$1,113,306,00066
Issued or guaranteed by U.S.$898,512,00070
Privately issued$214,794,00020
Collaterized mortgage obligations$1,649,907,00051
CMOs issued by government agencies or sponsored agencies$1,364,385,00027
Privately issued$285,522,00073
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$2,825,564,00070
Total debt securities$2,825,564,00081
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$10,952,00079
Revaluation gains on off-balance sheet contracts$10,952,00044
Revaluation losses on off-balance sheet contracts$4,045,00048
2006-09-30Rank
Total securities$3,098,277,00076
U.S. Government securities$2,553,263,00066
U.S. Treasury securities$4,520,000501
U.S. Government agency obligations$2,548,743,00065
Securities issued by states & political subdivisions$7,887,0002,401
Other domestic debt securities$537,127,00069
Privately issued residential mortgage-backed securities$522,535,00056
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,592,00075
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,933,543,00061
Mortgage-backed securities$3,021,121,00059
Certificates of participation in pools of residential mortgages$1,286,967,00062
Issued or guaranteed by U.S.$1,063,794,00067
Privately issued$223,173,00020
Collaterized mortgage obligations$1,734,154,00055
CMOs issued by government agencies or sponsored agencies$1,434,792,00032
Privately issued$299,362,00072
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)$3,098,277,00068
Total debt securities$3,098,277,00075
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$9,130,00085
Revaluation gains on off-balance sheet contracts$9,130,00046
Revaluation losses on off-balance sheet contracts$3,859,00049
2006-06-30Rank
Total securities$3,116,726,00073
U.S. Government securities$2,563,635,00064
U.S. Treasury securities$9,516,000321
U.S. Government agency obligations$2,554,119,00062
Securities issued by states & political subdivisions$7,672,0002,412
Other domestic debt securities$545,419,00072
Privately issued residential mortgage-backed securities$531,429,00058
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$13,990,00077
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,564,303,00043
Mortgage-backed securities$3,035,868,00054
Certificates of participation in pools of residential mortgages$1,245,579,00063
Issued or guaranteed by U.S.$1,020,652,00070
Privately issued$224,927,00020
Collaterized mortgage obligations$1,790,289,00052
CMOs issued by government agencies or sponsored agencies$1,483,787,00029
Privately issued$306,502,00072
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)$3,116,726,00066
Total debt securities$3,116,726,00071
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$9,908,00087
Revaluation gains on off-balance sheet contracts$9,908,00047
Revaluation losses on off-balance sheet contracts$5,236,00049
2006-03-31Rank
Total securities$3,167,110,00072
U.S. Government securities$2,579,455,00066
U.S. Treasury securities$12,662,000279
U.S. Government agency obligations$2,566,793,00064
Securities issued by states & political subdivisions$7,773,0002,389
Other domestic debt securities$579,882,00067
Privately issued residential mortgage-backed securities$565,173,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,709,00073
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,677,875,00042
Mortgage-backed securities$3,131,966,00052
Certificates of participation in pools of residential mortgages$1,284,437,00061
Issued or guaranteed by U.S.$1,044,579,00070
Privately issued$239,858,00017
Collaterized mortgage obligations$1,847,529,00051
CMOs issued by government agencies or sponsored agencies$1,522,214,00027
Privately issued$325,315,00069
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)$3,167,110,00064
Total debt securities$3,167,110,00073
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$5,335,00099
Revaluation gains on off-balance sheet contracts$5,335,00052
Revaluation losses on off-balance sheet contracts$1,539,00050
2005-12-31Rank
Total securities$3,207,259,00076
U.S. Government securities$2,594,992,00071
U.S. Treasury securities$12,673,000299
U.S. Government agency obligations$2,582,319,00067
Securities issued by states & political subdivisions$3,342,0003,684
Other domestic debt securities$608,925,00067
Privately issued residential mortgage-backed securities$594,271,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,654,00070
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,487,205,00048
Mortgage-backed securities$3,176,590,00051
Certificates of participation in pools of residential mortgages$1,448,826,00057
Issued or guaranteed by U.S.$1,195,974,00063
Privately issued$252,852,00016
Collaterized mortgage obligations$1,727,764,00054
CMOs issued by government agencies or sponsored agencies$1,386,345,00031
Privately issued$341,419,00067
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)$3,207,259,00067
Total debt securities$3,207,259,00075
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$3,516,000104
Revaluation gains on off-balance sheet contracts$3,516,00047
Revaluation losses on off-balance sheet contracts$789,00050
2005-09-30Rank
Total securities$2,769,522,00087
U.S. Government securities$2,142,491,00081
U.S. Treasury securities$12,700,000287
U.S. Government agency obligations$2,129,791,00079
Securities issued by states & political subdivisions$2,484,0004,070
Other domestic debt securities$624,547,00070
Privately issued residential mortgage-backed securities$624,547,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,014,336,00057
Mortgage-backed securities$2,754,338,00056
Certificates of participation in pools of residential mortgages$1,256,272,00063
Issued or guaranteed by U.S.$989,970,00072
Privately issued$266,302,00015
Collaterized mortgage obligations$1,498,066,00057
CMOs issued by government agencies or sponsored agencies$1,139,821,00037
Privately issued$358,245,00066
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)$2,769,522,00072
Total debt securities$2,769,522,00086
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$2,620,285,00094
U.S. Government securities$2,147,979,00083
U.S. Treasury securities$12,763,000284
U.S. Government agency obligations$2,135,216,00080
Securities issued by states & political subdivisions$1,523,0004,660
Other domestic debt securities$470,783,00081
Privately issued residential mortgage-backed securities$470,783,00058
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,196,645,00056
Mortgage-backed securities$2,605,999,00067
Certificates of participation in pools of residential mortgages$1,267,270,00065
Issued or guaranteed by U.S.$995,962,00074
Privately issued$271,308,00013
Collaterized mortgage obligations$1,338,729,00060
CMOs issued by government agencies or sponsored agencies$1,139,254,00037
Privately issued$199,475,00087
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)$2,620,285,00078
Total debt securities$2,620,285,00094
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046