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Compass Bank, Securities

2018-03-31Rank
Total securities$13,179,069,00033
U.S. Government securities$12,132,254,00032
U.S. Treasury securities$3,656,669,00020
U.S. Government agency obligations$8,475,585,00037
Securities issued by states & political subdivisions$898,737,00038
Other domestic debt securities$129,468,000117
Privately issued residential mortgage-backed securities$60,491,00049
Commercial mortgage-backed securities - Total$0147
Asset backed securities$8,316,000141
Structured financial products - Total$60,661,00032
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$540,397,000153
Mortgage-backed securities$7,647,835,00039
Certificates of participation in pools of residential mortgages$2,334,233,00048
Issued or guaranteed by U.S.$2,334,233,00048
Privately issued$067
Collaterized mortgage obligations$4,997,368,00028
CMOs issued by government agencies or sponsored agencies$4,936,877,00024
Privately issued$60,491,00047
Commercial mortgage-backed securities$316,234,00077
Commercial mortgage pass-through securities$287,645,00035
Other commercial mortgage-backed securities$28,589,000203
Held to maturity securities (book value)$1,975,729,00047
Available-for-sale securities (fair market value)$11,184,730,00031
Total debt securities$13,133,387,00033
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$192,687,00027
Revaluation gains on off-balance sheet contracts$124,019,00021
Revaluation losses on off-balance sheet contracts$174,699,00021
2017-12-31Rank
Total securities$13,069,843,00033
U.S. Government securities$12,007,790,00034
U.S. Treasury securities$3,039,439,00023
U.S. Government agency obligations$8,968,351,00037
Securities issued by states & political subdivisions$913,776,00035
Other domestic debt securities$134,700,000110
Privately issued residential mortgage-backed securities$64,140,00046
Commercial mortgage-backed securities - Total$0146
Asset backed securities$9,308,000135
Structured financial products - Total$61,252,00033
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$13,577,000110
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$553,457,000148
Mortgage-backed securities$8,076,950,00038
Certificates of participation in pools of residential mortgages$2,513,657,00044
Issued or guaranteed by U.S.$2,513,657,00044
Privately issued$064
Collaterized mortgage obligations$5,234,902,00028
CMOs issued by government agencies or sponsored agencies$5,170,762,00024
Privately issued$64,140,00044
Commercial mortgage-backed securities$328,391,00069
Commercial mortgage pass-through securities$299,142,00032
Other commercial mortgage-backed securities$29,249,000194
Held to maturity securities (book value)$1,046,093,00060
Available-for-sale securities (fair market value)$12,023,750,00029
Total debt securities$13,027,085,00033
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$215,914,00027
Revaluation gains on off-balance sheet contracts$145,665,00022
Revaluation losses on off-balance sheet contracts$144,597,00019
2017-09-30Rank
Total securities$12,805,840,00034
U.S. Government securities$11,708,237,00034
U.S. Treasury securities$2,559,222,00026
U.S. Government agency obligations$9,149,015,00036
Securities issued by states & political subdivisions$938,747,00034
Other domestic debt securities$141,019,000106
Privately issued residential mortgage-backed securities$69,098,00043
Commercial mortgage-backed securities - Total$0146
Asset backed securities$10,409,000126
Structured financial products - Total$61,512,00033
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$17,837,00087
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$506,336,000164
Mortgage-backed securities$8,207,456,00038
Certificates of participation in pools of residential mortgages$2,732,700,00042
Issued or guaranteed by U.S.$2,732,700,00042
Privately issued$069
Collaterized mortgage obligations$5,139,518,00028
CMOs issued by government agencies or sponsored agencies$5,070,420,00025
Privately issued$69,098,00041
Commercial mortgage-backed securities$335,238,00067
Commercial mortgage pass-through securities$305,617,00028
Other commercial mortgage-backed securities$29,621,000188
Held to maturity securities (book value)$1,077,372,00061
Available-for-sale securities (fair market value)$11,728,468,00030
Total debt securities$12,756,273,00034
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$311,382,00026
Revaluation gains on off-balance sheet contracts$240,257,00019
Revaluation losses on off-balance sheet contracts$188,265,00018
2017-06-30Rank
Total securities$12,726,936,00034
U.S. Government securities$11,553,871,00034
U.S. Treasury securities$2,149,927,00028
U.S. Government agency obligations$9,403,944,00035
Securities issued by states & political subdivisions$997,471,00031
Other domestic debt securities$148,886,000105
Privately issued residential mortgage-backed securities$73,169,00043
Commercial mortgage-backed securities - Total$0138
Asset backed securities$11,703,000113
Structured financial products - Total$64,014,00036
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$26,708,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$536,434,000150
Mortgage-backed securities$8,426,996,00037
Certificates of participation in pools of residential mortgages$2,959,618,00040
Issued or guaranteed by U.S.$2,959,618,00039
Privately issued$067
Collaterized mortgage obligations$5,143,135,00026
CMOs issued by government agencies or sponsored agencies$5,069,966,00023
Privately issued$73,169,00041
Commercial mortgage-backed securities$324,243,00066
Commercial mortgage pass-through securities$310,152,00027
Other commercial mortgage-backed securities$14,091,000268
Held to maturity securities (book value)$1,143,171,00060
Available-for-sale securities (fair market value)$11,583,765,00032
Total debt securities$12,666,137,00034
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$329,283,00026
Revaluation gains on off-balance sheet contracts$257,857,00019
Revaluation losses on off-balance sheet contracts$204,348,00017
2017-03-31Rank
Total securities$12,494,602,00034
U.S. Government securities$11,313,475,00035
U.S. Treasury securities$1,773,214,00033
U.S. Government agency obligations$9,540,261,00034
Securities issued by states & political subdivisions$1,011,136,00031
Other domestic debt securities$155,857,000104
Privately issued residential mortgage-backed securities$77,791,00045
Commercial mortgage-backed securities - Total$0146
Asset backed securities$13,314,000112
Structured financial products - Total$64,752,00033
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$14,134,000109
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$573,116,000148
Mortgage-backed securities$8,533,958,00037
Certificates of participation in pools of residential mortgages$3,196,655,00037
Issued or guaranteed by U.S.$3,196,655,00036
Privately issued$066
Collaterized mortgage obligations$4,997,707,00026
CMOs issued by government agencies or sponsored agencies$4,919,916,00025
Privately issued$77,791,00043
Commercial mortgage-backed securities$339,596,00063
Commercial mortgage pass-through securities$325,369,00025
Other commercial mortgage-backed securities$14,227,000258
Held to maturity securities (book value)$1,158,785,00058
Available-for-sale securities (fair market value)$11,335,817,00033
Total debt securities$12,444,058,00034
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$359,086,00023
Revaluation gains on off-balance sheet contracts$268,158,00019
Revaluation losses on off-balance sheet contracts$214,818,00018
2016-12-31Rank
Total securities$12,264,683,00037
U.S. Government securities$11,036,553,00034
U.S. Treasury securities$1,066,520,00035
U.S. Government agency obligations$9,970,033,00032
Securities issued by states & political subdivisions$1,049,357,00031
Other domestic debt securities$162,501,000100
Privately issued residential mortgage-backed securities$83,087,00044
Commercial mortgage-backed securities - Total$0137
Asset backed securities$15,118,000103
Structured financial products - Total$64,296,00031
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$16,272,00098
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$528,045,000150
Mortgage-backed securities$8,945,353,00036
Certificates of participation in pools of residential mortgages$3,424,752,00034
Issued or guaranteed by U.S.$3,424,752,00033
Privately issued$071
Collaterized mortgage obligations$5,167,945,00026
CMOs issued by government agencies or sponsored agencies$5,084,858,00024
Privately issued$83,087,00041
Commercial mortgage-backed securities$352,656,00057
Commercial mortgage pass-through securities$338,586,00024
Other commercial mortgage-backed securities$14,070,000248
Held to maturity securities (book value)$1,203,217,00057
Available-for-sale securities (fair market value)$11,061,466,00032
Total debt securities$12,211,733,00037
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$429,390,00024
Revaluation gains on off-balance sheet contracts$318,605,00019
Revaluation losses on off-balance sheet contracts$255,065,00019
2016-09-30Rank
Total securities$12,129,786,00037
U.S. Government securities$10,861,958,00033
U.S. Treasury securities$516,201,00042
U.S. Government agency obligations$10,345,757,00031
Securities issued by states & political subdivisions$1,080,992,00030
Other domestic debt securities$169,933,000100
Privately issued residential mortgage-backed securities$88,611,00043
Commercial mortgage-backed securities - Total$0131
Asset backed securities$17,144,00096
Structured financial products - Total$64,178,00032
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$16,903,00099
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$516,863,000148
Mortgage-backed securities$9,301,465,00034
Certificates of participation in pools of residential mortgages$3,656,256,00031
Issued or guaranteed by U.S.$3,656,256,00030
Privately issued$067
Collaterized mortgage obligations$5,281,098,00026
CMOs issued by government agencies or sponsored agencies$5,192,487,00023
Privately issued$88,611,00041
Commercial mortgage-backed securities$364,111,00055
Commercial mortgage pass-through securities$349,381,00020
Other commercial mortgage-backed securities$14,730,000228
Held to maturity securities (book value)$1,240,850,00056
Available-for-sale securities (fair market value)$10,888,936,00033
Total debt securities$12,073,023,00037
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$685,633,00021
Revaluation gains on off-balance sheet contracts$533,526,00018
Revaluation losses on off-balance sheet contracts$471,853,00016
2016-06-30Rank
Total securities$11,927,998,00034
U.S. Government securities$10,639,299,00032
U.S. Treasury securities$553,312,00038
U.S. Government agency obligations$10,085,987,00029
Securities issued by states & political subdivisions$1,091,373,00028
Other domestic debt securities$178,148,00099
Privately issued residential mortgage-backed securities$93,314,00041
Commercial mortgage-backed securities - Total$0142
Asset backed securities$19,208,00092
Structured financial products - Total$65,626,00032
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$19,178,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$552,413,000138
Mortgage-backed securities$9,011,445,00035
Certificates of participation in pools of residential mortgages$3,964,902,00029
Issued or guaranteed by U.S.$3,964,902,00028
Privately issued$071
Collaterized mortgage obligations$4,682,656,00029
CMOs issued by government agencies or sponsored agencies$4,589,342,00025
Privately issued$93,314,00039
Commercial mortgage-backed securities$363,887,00055
Commercial mortgage pass-through securities$348,764,00020
Other commercial mortgage-backed securities$15,123,000212
Held to maturity securities (book value)$1,258,253,00056
Available-for-sale securities (fair market value)$10,669,745,00032
Total debt securities$11,866,751,00034
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$753,456,00021
Revaluation gains on off-balance sheet contracts$599,855,00018
Revaluation losses on off-balance sheet contracts$538,067,00018
2016-03-31Rank
Total securities$11,977,825,00033
U.S. Government securities$10,676,184,00031
U.S. Treasury securities$1,415,571,00028
U.S. Government agency obligations$9,260,613,00031
Securities issued by states & political subdivisions$1,095,512,00025
Other domestic debt securities$186,726,00095
Privately issued residential mortgage-backed securities$98,642,00041
Commercial mortgage-backed securities - Total$0153
Asset backed securities$21,447,00089
Structured financial products - Total$66,637,00033
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$19,403,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,261,180,00080
Mortgage-backed securities$8,155,628,00037
Certificates of participation in pools of residential mortgages$4,239,708,00030
Issued or guaranteed by U.S.$4,239,708,00029
Privately issued$066
Collaterized mortgage obligations$3,569,833,00031
CMOs issued by government agencies or sponsored agencies$3,471,191,00029
Privately issued$98,642,00039
Commercial mortgage-backed securities$346,087,00057
Commercial mortgage pass-through securities$331,117,00019
Other commercial mortgage-backed securities$14,970,000203
Held to maturity securities (book value)$1,267,953,00057
Available-for-sale securities (fair market value)$10,709,872,00030
Total debt securities$11,913,663,00033
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$586,614,00023
Revaluation gains on off-balance sheet contracts$506,862,00019
Revaluation losses on off-balance sheet contracts$441,552,00020
2015-12-31Rank
Total securities$11,769,653,00034
U.S. Government securities$10,407,004,00031
U.S. Treasury securities$1,882,402,00026
U.S. Government agency obligations$8,524,602,00032
Securities issued by states & political subdivisions$1,144,127,00021
Other domestic debt securities$194,436,00092
Privately issued residential mortgage-backed securities$103,947,00042
Commercial mortgage-backed securities - Total$0131
Asset backed securities$24,011,00084
Structured financial products - Total$66,478,00030
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$24,086,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,730,248,00065
Mortgage-backed securities$7,399,465,00038
Certificates of participation in pools of residential mortgages$4,255,137,00027
Issued or guaranteed by U.S.$4,255,137,00026
Privately issued$066
Collaterized mortgage obligations$2,794,663,00035
CMOs issued by government agencies or sponsored agencies$2,690,716,00033
Privately issued$103,947,00040
Commercial mortgage-backed securities$349,665,00055
Commercial mortgage pass-through securities$335,125,00018
Other commercial mortgage-backed securities$14,540,000193
Held to maturity securities (book value)$1,322,676,00054
Available-for-sale securities (fair market value)$10,446,977,00030
Total debt securities$11,697,867,00034
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$385,711,00024
Revaluation gains on off-balance sheet contracts$327,970,00019
Revaluation losses on off-balance sheet contracts$261,299,00019
2015-09-30Rank
Total securities$11,630,664,00032
U.S. Government securities$10,162,287,00031
U.S. Treasury securities$1,760,471,00025
U.S. Government agency obligations$8,401,816,00032
Securities issued by states & political subdivisions$1,241,600,00020
Other domestic debt securities$201,596,00088
Privately issued residential mortgage-backed securities$108,422,00039
Commercial mortgage-backed securities - Total$0140
Asset backed securities$27,047,00079
Structured financial products - Total$66,127,00031
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$25,181,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,887,971,00060
Mortgage-backed securities$7,248,585,00037
Certificates of participation in pools of residential mortgages$4,310,333,00027
Issued or guaranteed by U.S.$4,310,333,00026
Privately issued$065
Collaterized mortgage obligations$2,579,271,00035
CMOs issued by government agencies or sponsored agencies$2,470,849,00035
Privately issued$108,422,00037
Commercial mortgage-backed securities$358,981,00049
Commercial mortgage pass-through securities$344,203,00017
Other commercial mortgage-backed securities$14,778,000179
Held to maturity securities (book value)$1,357,801,00052
Available-for-sale securities (fair market value)$10,272,863,00030
Total debt securities$11,555,604,00034
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$473,320,00023
Revaluation gains on off-balance sheet contracts$414,292,00018
Revaluation losses on off-balance sheet contracts$350,117,00019
2015-06-30Rank
Total securities$11,212,747,00034
U.S. Government securities$9,442,601,00032
U.S. Treasury securities$1,423,594,00026
U.S. Government agency obligations$8,019,007,00033
Securities issued by states & political subdivisions$1,533,940,00018
Other domestic debt securities$211,916,00086
Privately issued residential mortgage-backed securities$114,433,00037
Commercial mortgage-backed securities - Total$0123
Asset backed securities$31,378,00073
Structured financial products - Total$66,105,00031
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$24,290,00070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,216,695,00084
Mortgage-backed securities$6,890,926,00038
Certificates of participation in pools of residential mortgages$3,954,794,00028
Issued or guaranteed by U.S.$3,954,794,00026
Privately issued$067
Collaterized mortgage obligations$2,582,663,00036
CMOs issued by government agencies or sponsored agencies$2,468,230,00036
Privately issued$114,433,00034
Commercial mortgage-backed securities$353,469,00046
Commercial mortgage pass-through securities$339,039,00017
Other commercial mortgage-backed securities$14,430,000168
Held to maturity securities (book value)$1,375,075,00051
Available-for-sale securities (fair market value)$9,837,672,00032
Total debt securities$11,135,593,00034
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$372,501,00024
Revaluation gains on off-balance sheet contracts$324,562,00019
Revaluation losses on off-balance sheet contracts$258,177,00020
2015-03-31Rank
Total securities$10,976,723,00034
U.S. Government securities$9,169,326,00033
U.S. Treasury securities$1,367,699,00027
U.S. Government agency obligations$7,801,627,00033
Securities issued by states & political subdivisions$1,564,789,00018
Other domestic debt securities$224,795,00086
Privately issued residential mortgage-backed securities$119,253,00036
Commercial mortgage-backed securities - Total$0117
Asset backed securities$35,618,00068
Structured financial products - Total$69,924,00029
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$17,813,00094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,796,231,00063
Mortgage-backed securities$6,751,809,00038
Certificates of participation in pools of residential mortgages$3,852,542,00029
Issued or guaranteed by U.S.$3,852,542,00027
Privately issued$070
Collaterized mortgage obligations$2,549,487,00036
CMOs issued by government agencies or sponsored agencies$2,430,234,00037
Privately issued$119,253,00034
Commercial mortgage-backed securities$349,780,00044
Commercial mortgage pass-through securities$334,945,00017
Other commercial mortgage-backed securities$14,835,000160
Held to maturity securities (book value)$1,373,542,00051
Available-for-sale securities (fair market value)$9,603,181,00032
Total debt securities$10,903,352,00034
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$515,677,00024
Revaluation gains on off-balance sheet contracts$405,218,00020
Revaluation losses on off-balance sheet contracts$345,956,00020
2014-12-31Rank
Total securities$11,085,299,00033
U.S. Government securities$9,225,956,00029
U.S. Treasury securities$1,298,039,00027
U.S. Government agency obligations$7,927,917,00032
Securities issued by states & political subdivisions$1,579,730,00018
Other domestic debt securities$235,939,00083
Privately issued residential mortgage-backed securities$124,051,00032
Commercial mortgage-backed securities - Total$0120
Asset backed securities$39,187,00062
Structured financial products - Total$72,701,00028
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$43,674,00042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,823,620,00061
Mortgage-backed securities$7,036,465,00037
Certificates of participation in pools of residential mortgages$4,097,406,00028
Issued or guaranteed by U.S.$4,097,406,00026
Privately issued$075
Collaterized mortgage obligations$2,612,630,00035
CMOs issued by government agencies or sponsored agencies$2,488,579,00037
Privately issued$124,051,00031
Commercial mortgage-backed securities$326,429,00045
Commercial mortgage pass-through securities$326,429,00018
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$1,348,354,00050
Available-for-sale securities (fair market value)$9,736,945,00028
Total debt securities$10,983,793,00034
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$357,986,00027
Revaluation gains on off-balance sheet contracts$330,076,00021
Revaluation losses on off-balance sheet contracts$269,739,00020
2014-09-30Rank
Total securities$10,258,632,00033
U.S. Government securities$8,323,490,00036
U.S. Treasury securities$433,681,00039
U.S. Government agency obligations$7,889,809,00033
Securities issued by states & political subdivisions$1,655,970,00018
Other domestic debt securities$250,802,00082
Privately issued residential mortgage-backed securities$130,442,00033
Commercial mortgage-backed securities - Total$0141
Asset backed securities$43,153,00060
Structured financial products - Total$77,207,00028
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$28,370,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,275,750,00054
Mortgage-backed securities$7,240,351,00036
Certificates of participation in pools of residential mortgages$4,380,871,00028
Issued or guaranteed by U.S.$4,380,871,00026
Privately issued$073
Collaterized mortgage obligations$2,545,952,00036
CMOs issued by government agencies or sponsored agencies$2,415,510,00037
Privately issued$130,442,00032
Commercial mortgage-backed securities$313,528,00042
Commercial mortgage pass-through securities$313,528,00019
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$1,417,985,00050
Available-for-sale securities (fair market value)$8,840,647,00033
Total debt securities$10,169,706,00033
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$290,758,00026
Revaluation gains on off-balance sheet contracts$263,357,00021
Revaluation losses on off-balance sheet contracts$202,566,00020
2014-06-30Rank
Total securities$9,918,674,00035
U.S. Government securities$7,936,138,00035
U.S. Treasury securities$01,342
U.S. Government agency obligations$7,936,138,00032
Securities issued by states & political subdivisions$1,678,152,00018
Other domestic debt securities$268,030,00081
Privately issued residential mortgage-backed securities$136,166,00033
Commercial mortgage-backed securities - Total$0128
Asset backed securities$54,816,00054
Structured financial products - Total$77,048,00028
Other domestic debt securities - All other$01,954
Foreign debt securities$50,000305
Equity securities$36,304,00051
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,078,847,00044
Mortgage-backed securities$7,501,272,00035
Certificates of participation in pools of residential mortgages$4,743,918,00029
Issued or guaranteed by U.S.$4,743,918,00027
Privately issued$075
Collaterized mortgage obligations$2,493,791,00036
CMOs issued by government agencies or sponsored agencies$2,357,625,00038
Privately issued$136,166,00032
Commercial mortgage-backed securities$263,563,00050
Commercial mortgage pass-through securities$263,563,00020
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$1,448,192,00047
Available-for-sale securities (fair market value)$8,470,482,00033
Total debt securities$9,819,262,00035
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$317,363,00024
Revaluation gains on off-balance sheet contracts$289,971,00021
Revaluation losses on off-balance sheet contracts$226,733,00019
2014-03-31Rank
Total securities$9,518,876,00035
U.S. Government securities$7,496,618,00036
U.S. Treasury securities$01,198
U.S. Government agency obligations$7,496,618,00034
Securities issued by states & political subdivisions$1,712,877,00016
Other domestic debt securities$281,843,00082
Privately issued residential mortgage-backed securities$141,213,00033
Commercial mortgage-backed securities - Total$0127
Asset backed securities$63,884,00056
Structured financial products - Total$76,746,00027
Other domestic debt securities - All other$02,008
Foreign debt securities$50,000308
Equity securities$27,488,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,382,257,00038
Mortgage-backed securities$7,231,076,00036
Certificates of participation in pools of residential mortgages$4,668,646,00030
Issued or guaranteed by U.S.$4,668,646,00028
Privately issued$076
Collaterized mortgage obligations$2,213,941,00040
CMOs issued by government agencies or sponsored agencies$2,072,728,00040
Privately issued$141,213,00032
Commercial mortgage-backed securities$348,489,00038
Commercial mortgage pass-through securities$348,489,00017
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$1,493,396,00044
Available-for-sale securities (fair market value)$8,025,480,00034
Total debt securities$9,426,526,00036
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$305,696,00025
Revaluation gains on off-balance sheet contracts$278,798,00020
Revaluation losses on off-balance sheet contracts$212,722,00020
2013-12-31Rank
Total securities$9,310,844,00034
U.S. Government securities$7,251,126,00037
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,251,126,00035
Securities issued by states & political subdivisions$1,735,413,00016
Other domestic debt securities$293,219,00079
Privately issued residential mortgage-backed securities$145,989,00035
Commercial mortgage-backed securities - Total$0125
Asset backed securities$67,590,00058
Structured financial products - Total$79,640,00029
Other domestic debt securities - All other$02,056
Foreign debt securities$50,000311
Equity securities$31,036,00063
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,035,935,00030
Mortgage-backed securities$7,136,178,00036
Certificates of participation in pools of residential mortgages$4,891,805,00026
Issued or guaranteed by U.S.$4,891,805,00024
Privately issued$081
Collaterized mortgage obligations$1,902,387,00040
CMOs issued by government agencies or sponsored agencies$1,756,398,00041
Privately issued$145,989,00034
Commercial mortgage-backed securities$341,986,00039
Commercial mortgage pass-through securities$341,986,00015
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$1,519,196,00043
Available-for-sale securities (fair market value)$7,791,648,00032
Total debt securities$9,213,093,00035
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$316,460,00026
Revaluation gains on off-balance sheet contracts$290,160,00022
Revaluation losses on off-balance sheet contracts$223,166,00021
2013-09-30Rank
Total securities$9,290,926,00035
U.S. Government securities$7,181,802,00036
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,181,802,00034
Securities issued by states & political subdivisions$1,763,177,00016
Other domestic debt securities$308,449,00077
Privately issued residential mortgage-backed securities$155,697,00035
Commercial mortgage-backed securities - Total$0126
Asset backed securities$72,521,00056
Structured financial products - Total$80,231,00028
Other domestic debt securities - All other$02,104
Foreign debt securities$50,000320
Equity securities$37,448,00055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,559,582,00024
Mortgage-backed securities$7,190,267,00032
Certificates of participation in pools of residential mortgages$5,425,928,00026
Issued or guaranteed by U.S.$5,425,928,00023
Privately issued$080
Collaterized mortgage obligations$1,413,920,00045
CMOs issued by government agencies or sponsored agencies$1,258,223,00048
Privately issued$155,697,00033
Commercial mortgage-backed securities$350,419,00039
Commercial mortgage pass-through securities$350,419,00016
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$1,554,681,00042
Available-for-sale securities (fair market value)$7,736,245,00035
Total debt securities$9,180,423,00035
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$375,435,00024
Revaluation gains on off-balance sheet contracts$326,075,00021
Revaluation losses on off-balance sheet contracts$261,849,00020
2013-06-30Rank
Total securities$9,398,740,00034
U.S. Government securities$7,328,447,00035
U.S. Treasury securities$01,152
U.S. Government agency obligations$7,328,447,00032
Securities issued by states & political subdivisions$1,720,381,00016
Other domestic debt securities$323,276,00076
Privately issued residential mortgage-backed securities$165,013,00035
Commercial mortgage-backed securities - Total$0134
Asset backed securities$78,104,00053
Structured financial products - Total$80,159,00024
Other domestic debt securities - All other$02,151
Foreign debt securities$50,000308
Equity securities$26,586,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,736,103,00023
Mortgage-backed securities$7,407,259,00030
Certificates of participation in pools of residential mortgages$5,678,266,00024
Issued or guaranteed by U.S.$5,678,266,00022
Privately issued$083
Collaterized mortgage obligations$1,416,356,00047
CMOs issued by government agencies or sponsored agencies$1,251,343,00050
Privately issued$165,013,00034
Commercial mortgage-backed securities$312,637,00039
Commercial mortgage pass-through securities$312,637,00016
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$1,577,156,00034
Available-for-sale securities (fair market value)$7,821,584,00035
Total debt securities$9,294,291,00034
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$411,428,00024
Revaluation gains on off-balance sheet contracts$360,251,00021
Revaluation losses on off-balance sheet contracts$296,396,00020
2013-03-31Rank
Total securities$9,907,967,00033
U.S. Government securities$7,834,799,00032
U.S. Treasury securities$60,0001,144
U.S. Government agency obligations$7,834,739,00031
Securities issued by states & political subdivisions$1,602,218,00017
Other domestic debt securities$346,731,00071
Privately issued residential mortgage-backed securities$176,213,00034
Commercial mortgage-backed securities - Total$0135
Asset backed securities$82,716,00055
Structured financial products - Total$82,877,00021
Other domestic debt securities - All other$4,925,000748
Foreign debt securities$50,000313
Equity securities$124,169,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,520,230,00025
Mortgage-backed securities$7,922,291,00027
Certificates of participation in pools of residential mortgages$5,915,518,00024
Issued or guaranteed by U.S.$5,915,518,00021
Privately issued$083
Collaterized mortgage obligations$1,680,047,00042
CMOs issued by government agencies or sponsored agencies$1,503,834,00046
Privately issued$176,213,00032
Commercial mortgage-backed securities$326,726,00037
Commercial mortgage pass-through securities$326,726,00015
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$1,482,732,00029
Available-for-sale securities (fair market value)$8,425,235,00032
Total debt securities$9,700,460,00033
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$479,086,00024
Revaluation gains on off-balance sheet contracts$442,474,00020
Revaluation losses on off-balance sheet contracts$382,514,00018
2012-12-31Rank
Total securities$8,998,544,00038
U.S. Government securities$7,018,461,00034
U.S. Treasury securities$60,0001,120
U.S. Government agency obligations$7,018,401,00032
Securities issued by states & political subdivisions$1,493,639,00017
Other domestic debt securities$361,139,00064
Privately issued residential mortgage-backed securities$185,686,00037
Commercial mortgage-backed securities - Total$0125
Asset backed securities$87,503,00054
Structured financial products - Total$83,000,00018
Other domestic debt securities - All other$4,950,000723
Foreign debt securities$50,000308
Equity securities$125,255,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,773,491,00029
Mortgage-backed securities$7,108,022,00031
Certificates of participation in pools of residential mortgages$4,811,325,00028
Issued or guaranteed by U.S.$4,811,325,00026
Privately issued$085
Collaterized mortgage obligations$1,908,509,00040
CMOs issued by government agencies or sponsored agencies$1,722,823,00041
Privately issued$185,686,00035
Commercial mortgage-backed securities$388,188,00036
Commercial mortgage pass-through securities$388,188,00015
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,507,929,00028
Available-for-sale securities (fair market value)$7,490,615,00039
Total debt securities$8,787,198,00040
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$545,550,00026
Revaluation gains on off-balance sheet contracts$515,288,00021
Revaluation losses on off-balance sheet contracts$456,911,00019
2012-09-30Rank
Total securities$9,191,414,00034
U.S. Government securities$7,278,759,00033
U.S. Treasury securities$60,0001,072
U.S. Government agency obligations$7,278,699,00033
Securities issued by states & political subdivisions$1,406,546,00017
Other domestic debt securities$377,880,00064
Privately issued residential mortgage-backed securities$198,189,00039
Commercial mortgage-backed securities - Total$0122
Asset backed securities$92,188,00056
Structured financial products - Total$82,503,00014
Other domestic debt securities - All other$5,000,000748
Foreign debt securities$50,000292
Equity securities$128,179,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,950,825,00021
Mortgage-backed securities$7,375,677,00032
Certificates of participation in pools of residential mortgages$4,856,460,00027
Issued or guaranteed by U.S.$4,856,460,00025
Privately issued$088
Collaterized mortgage obligations$2,097,751,00036
CMOs issued by government agencies or sponsored agencies$1,899,562,00040
Privately issued$198,189,00037
Commercial mortgage-backed securities$421,466,00031
Commercial mortgage pass-through securities$421,466,00012
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,509,028,00027
Available-for-sale securities (fair market value)$7,682,386,00041
Total debt securities$8,972,506,00037
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$613,295,00025
Revaluation gains on off-balance sheet contracts$582,330,00020
Revaluation losses on off-balance sheet contracts$532,525,00017
2012-06-30Rank
Total securities$9,460,552,00034
U.S. Government securities$7,619,784,00032
U.S. Treasury securities$60,0001,054
U.S. Government agency obligations$7,619,724,00032
Securities issued by states & political subdivisions$1,325,027,00016
Other domestic debt securities$394,802,00059
Privately issued residential mortgage-backed securities$211,279,00036
Commercial mortgage-backed securities - Total$0125
Asset backed securities$96,862,00050
Structured financial products - Total$81,699,00013
Other domestic debt securities - All other$4,962,000762
Foreign debt securities$50,000284
Equity securities$120,889,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,221,252,00020
Mortgage-backed securities$7,721,636,00032
Certificates of participation in pools of residential mortgages$5,088,181,00026
Issued or guaranteed by U.S.$5,088,181,00024
Privately issued$094
Collaterized mortgage obligations$2,215,660,00038
CMOs issued by government agencies or sponsored agencies$2,004,381,00038
Privately issued$211,279,00035
Commercial mortgage-backed securities$417,795,00029
Commercial mortgage pass-through securities$417,795,00012
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$1,436,554,00028
Available-for-sale securities (fair market value)$8,023,998,00040
Total debt securities$9,243,789,00034
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$631,778,00025
Revaluation gains on off-balance sheet contracts$609,583,00020
Revaluation losses on off-balance sheet contracts$566,480,00018
2012-03-31Rank
Total securities$9,310,732,00036
U.S. Government securities$7,543,254,00033
U.S. Treasury securities$60,0001,144
U.S. Government agency obligations$7,543,194,00032
Securities issued by states & political subdivisions$1,236,119,00016
Other domestic debt securities$414,595,00057
Privately issued residential mortgage-backed securities$228,536,00035
Commercial mortgage-backed securities - Total$0130
Asset backed securities$100,364,00048
Structured financial products - Total$80,884,00016
Other domestic debt securities - All other$4,811,000766
Foreign debt securities$300,000174
Equity securities$116,464,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,494,725,00021
Mortgage-backed securities$7,658,860,00032
Certificates of participation in pools of residential mortgages$5,094,661,00026
Issued or guaranteed by U.S.$5,094,661,00024
Privately issued$094
Collaterized mortgage obligations$2,162,909,00040
CMOs issued by government agencies or sponsored agencies$1,934,373,00040
Privately issued$228,536,00034
Commercial mortgage-backed securities$401,290,00027
Commercial mortgage pass-through securities$401,290,00011
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,363,075,00029
Available-for-sale securities (fair market value)$7,947,657,00040
Total debt securities$9,098,538,00037
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$616,655,00023
Revaluation gains on off-balance sheet contracts$590,257,00019
Revaluation losses on off-balance sheet contracts$547,293,00017
2011-12-31Rank
Total securities$8,771,067,00037
U.S. Government securities$7,039,768,00034
U.S. Treasury securities$60,0001,063
U.S. Government agency obligations$7,039,708,00034
Securities issued by states & political subdivisions$1,190,634,00018
Other domestic debt securities$423,127,00065
Privately issued residential mortgage-backed securities$231,259,00044
Commercial mortgage-backed securities - Total$0110
Asset backed securities$106,783,00041
Structured financial products - Total$80,327,00015
Other domestic debt securities - All other$4,758,000714
Foreign debt securities$300,000126
Equity securities$117,238,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,157,700,00020
Mortgage-backed securities$7,148,731,00031
Certificates of participation in pools of residential mortgages$4,370,787,00025
Issued or guaranteed by U.S.$4,370,787,00025
Privately issued$0121
Collaterized mortgage obligations$2,395,788,00037
CMOs issued by government agencies or sponsored agencies$2,164,529,00039
Privately issued$231,259,00043
Commercial mortgage-backed securities$382,156,00023
Commercial mortgage pass-through securities$382,156,0009
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$1,305,173,00028
Available-for-sale securities (fair market value)$7,465,894,00042
Total debt securities$8,570,245,00038
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$614,224,00026
Revaluation gains on off-balance sheet contracts$605,372,00019
Revaluation losses on off-balance sheet contracts$566,189,00018
2011-09-30Rank
Total securities$8,759,017,00036
U.S. Government securities$7,057,014,00032
U.S. Treasury securities$60,0001,114
U.S. Government agency obligations$7,056,954,00031
Securities issued by states & political subdivisions$1,149,340,00018
Other domestic debt securities$440,975,00063
Privately issued residential mortgage-backed securities$246,246,00047
Commercial mortgage-backed securities - Total$092
Asset backed securities$110,397,00039
Structured financial products - Total$79,623,00013
Other domestic debt securities - All other$4,709,000688
Foreign debt securities$300,000123
Equity securities$111,388,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,183,268,00020
Mortgage-backed securities$7,173,492,00030
Certificates of participation in pools of residential mortgages$4,301,686,00026
Issued or guaranteed by U.S.$4,301,686,00026
Privately issued$0132
Collaterized mortgage obligations$2,540,794,00038
CMOs issued by government agencies or sponsored agencies$2,294,548,00038
Privately issued$246,246,00044
Commercial mortgage-backed securities$331,012,00021
Commercial mortgage pass-through securities$331,012,0009
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,267,800,00028
Available-for-sale securities (fair market value)$7,491,217,00039
Total debt securities$8,553,679,00038
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$619,689,00025
Revaluation gains on off-balance sheet contracts$599,142,00019
Revaluation losses on off-balance sheet contracts$563,752,00018
2011-06-30Rank
Total securities$8,697,788,00033
U.S. Government securities$7,005,168,00031
U.S. Treasury securities$60,0001,215
U.S. Government agency obligations$7,005,108,00029
Securities issued by states & political subdivisions$1,131,599,00018
Other domestic debt securities$457,121,00064
Privately issued residential mortgage-backed securities$260,776,00047
Commercial mortgage-backed securities - Total$087
Asset backed securities$113,690,00038
Structured financial products - Total$77,946,00015
Other domestic debt securities - All other$4,709,000647
Foreign debt securities$300,000116
Equity securities$103,600,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,185,173,00020
Mortgage-backed securities$7,129,683,00027
Certificates of participation in pools of residential mortgages$4,186,412,00024
Issued or guaranteed by U.S.$4,186,412,00024
Privately issued$0125
Collaterized mortgage obligations$2,615,419,00037
CMOs issued by government agencies or sponsored agencies$2,354,643,00034
Privately issued$260,776,00044
Commercial mortgage-backed securities$327,852,00018
Commercial mortgage pass-through securities$327,852,0009
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,261,989,00028
Available-for-sale securities (fair market value)$7,435,799,00039
Total debt securities$8,495,198,00033
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$435,276,00029
Revaluation gains on off-balance sheet contracts$420,262,00020
Revaluation losses on off-balance sheet contracts$368,915,00019
2011-03-31Rank
Total securities$8,281,083,00035
U.S. Government securities$6,571,684,00031
U.S. Treasury securities$60,0001,260
U.S. Government agency obligations$6,571,624,00030
Securities issued by states & political subdivisions$1,137,242,00016
Other domestic debt securities$465,758,00066
Privately issued residential mortgage-backed securities$267,437,00046
Commercial mortgage-backed securities - Total$081
Asset backed securities$116,549,00038
Structured financial products - Total$77,063,00017
Other domestic debt securities - All other$4,709,000644
Foreign debt securities$300,000110
Equity securities$106,099,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,720,188,00020
Mortgage-backed securities$6,689,697,00027
Certificates of participation in pools of residential mortgages$3,678,920,00029
Issued or guaranteed by U.S.$3,678,920,00028
Privately issued$0136
Collaterized mortgage obligations$2,683,011,00033
CMOs issued by government agencies or sponsored agencies$2,415,574,00034
Privately issued$267,437,00043
Commercial mortgage-backed securities$327,766,00016
Commercial mortgage pass-through securities$327,766,0007
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$1,273,705,00027
Available-for-sale securities (fair market value)$7,007,378,00039
Total debt securities$8,067,690,00034
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$457,995,00028
Revaluation gains on off-balance sheet contracts$441,316,00022
Revaluation losses on off-balance sheet contracts$384,888,00021
2010-12-31Rank
Total securities$8,055,061,00030
U.S. Government securities$6,047,596,00033
U.S. Treasury securities$60,0001,264
U.S. Government agency obligations$6,047,536,00031
Securities issued by states & political subdivisions$1,076,362,00017
Other domestic debt securities$822,677,00049
Privately issued residential mortgage-backed securities$288,974,00046
Commercial mortgage-backed securities - Total$328,998,00013
Asset backed securities$123,664,00036
Structured financial products - Total$76,332,00016
Other domestic debt securities - All other$4,709,000635
Foreign debt securities$325,000103
Equity securities$108,101,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,439,158,00021
Mortgage-backed securities$6,496,967,00028
Certificates of participation in pools of residential mortgages$3,857,049,00028
Issued or guaranteed by U.S.$3,857,049,00027
Privately issued$0141
Collaterized mortgage obligations$2,310,920,00037
CMOs issued by government agencies or sponsored agencies$2,021,946,00036
Privately issued$288,974,00044
Commercial mortgage-backed securities$328,998,00013
Commercial mortgage pass-through securities$328,998,0006
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$1,229,095,00026
Available-for-sale securities (fair market value)$6,825,966,00038
Total debt securities$7,862,530,00031
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$444,931,00030
Revaluation gains on off-balance sheet contracts$422,901,00022
Revaluation losses on off-balance sheet contracts$363,464,00020
2010-09-30Rank
Total securities$8,038,862,00031
U.S. Government securities$6,068,540,00031
U.S. Treasury securities$60,0001,170
U.S. Government agency obligations$6,068,480,00028
Securities issued by states & political subdivisions$1,095,123,00015
Other domestic debt securities$780,837,00050
Privately issued residential mortgage-backed securities$301,245,00045
Commercial mortgage-backed securities - Total$271,447,00016
Asset backed securities$128,185,00034
Structured financial products - Total$75,251,00017
Other domestic debt securities - All other$4,709,000633
Foreign debt securities$425,00099
Equity securities$93,937,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,038,420,00020
Mortgage-backed securities$6,474,803,00026
Certificates of participation in pools of residential mortgages$3,977,847,00024
Issued or guaranteed by U.S.$3,977,847,00024
Privately issued$0141
Collaterized mortgage obligations$2,225,509,00035
CMOs issued by government agencies or sponsored agencies$1,924,264,00034
Privately issued$301,245,00042
Commercial mortgage-backed securities$271,447,00016
Commercial mortgage pass-through securities$271,447,0007
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$1,236,590,00024
Available-for-sale securities (fair market value)$6,802,272,00034
Total debt securities$7,930,394,00031
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$497,663,00032
Revaluation gains on off-balance sheet contracts$484,434,00023
Revaluation losses on off-balance sheet contracts$437,007,00022
2010-06-30Rank
Total securities$8,287,563,00030
U.S. Government securities$6,442,460,00029
U.S. Treasury securities$1,060,000778
U.S. Government agency obligations$6,441,400,00027
Securities issued by states & political subdivisions$949,174,00014
Other domestic debt securities$798,512,00047
Privately issued residential mortgage-backed securities$315,222,00045
Commercial mortgage-backed securities - Total$268,844,00015
Asset backed securities$136,189,00030
Structured financial products - Total$73,548,00020
Other domestic debt securities - All other$4,709,000591
Foreign debt securities$425,00093
Equity securities$96,992,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,658,263,00018
Mortgage-backed securities$6,859,048,00026
Certificates of participation in pools of residential mortgages$4,302,760,00023
Issued or guaranteed by U.S.$4,302,760,00023
Privately issued$0148
Collaterized mortgage obligations$2,287,444,00035
CMOs issued by government agencies or sponsored agencies$1,972,222,00032
Privately issued$315,222,00042
Commercial mortgage-backed securities$268,844,00015
Commercial mortgage pass-through securities$268,844,0006
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$1,107,354,00024
Available-for-sale securities (fair market value)$7,180,209,00032
Total debt securities$8,190,571,00030
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$442,542,00032
Revaluation gains on off-balance sheet contracts$393,169,00023
Revaluation losses on off-balance sheet contracts$344,455,00023
2010-03-31Rank
Total securities$8,424,913,00030
U.S. Government securities$6,595,651,00027
U.S. Treasury securities$1,060,000791
U.S. Government agency obligations$6,594,591,00025
Securities issued by states & political subdivisions$862,273,00017
Other domestic debt securities$822,763,00048
Privately issued residential mortgage-backed securities$324,070,00045
Commercial mortgage-backed securities - Total$268,997,00014
Asset backed securities$144,019,00031
Structured financial products - Total$70,278,00021
Other domestic debt securities - All other$15,399,000253
Foreign debt securities$675,00083
Equity securities$143,551,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,613,920,00018
Mortgage-backed securities$6,997,459,00025
Certificates of participation in pools of residential mortgages$4,720,284,00020
Issued or guaranteed by U.S.$4,720,284,00020
Privately issued$0145
Collaterized mortgage obligations$2,008,178,00039
CMOs issued by government agencies or sponsored agencies$1,684,108,00035
Privately issued$324,070,00040
Commercial mortgage-backed securities$268,997,00014
Commercial mortgage pass-through securities$268,997,0005
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$1,033,533,00026
Available-for-sale securities (fair market value)$7,391,380,00031
Total debt securities$8,281,362,00030
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$354,625,00033
Revaluation gains on off-balance sheet contracts$309,332,00024
Revaluation losses on off-balance sheet contracts$256,609,00023
2009-12-31Rank
Total securities$7,599,438,00032
U.S. Government securities$5,544,050,00032
U.S. Treasury securities$1,060,000729
U.S. Government agency obligations$5,542,990,00030
Securities issued by states & political subdivisions$873,662,00018
Other domestic debt securities$1,048,070,00042
Privately issued residential mortgage-backed securities$457,629,00038
Commercial mortgage-backed securities - Total$357,055,00013
Asset backed securities$148,904,00035
Structured financial products - Total$68,938,00023
Other domestic debt securities - All other$15,544,000247
Foreign debt securities$1,075,00068
Equity securities$132,581,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,767,310,00021
Mortgage-backed securities$6,142,734,00029
Certificates of participation in pools of residential mortgages$3,776,895,00022
Issued or guaranteed by U.S.$3,776,895,00022
Privately issued$0157
Collaterized mortgage obligations$2,008,784,00040
CMOs issued by government agencies or sponsored agencies$1,551,155,00033
Privately issued$457,629,00036
Commercial mortgage-backed securities$357,055,00013
Commercial mortgage pass-through securities$357,055,0005
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$1,173,353,00023
Available-for-sale securities (fair market value)$6,426,085,00039
Total debt securities$7,466,857,00031
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$325,486,00038
Revaluation gains on off-balance sheet contracts$284,922,00024
Revaluation losses on off-balance sheet contracts$226,476,00026
2009-09-30Rank
Total securities$7,890,875,00034
U.S. Government securities$5,748,039,00030
U.S. Treasury securities$1,059,000687
U.S. Government agency obligations$5,746,980,00028
Securities issued by states & political subdivisions$894,905,00018
Other domestic debt securities$1,142,760,00045
Privately issued residential mortgage-backed securities$551,492,00038
Commercial mortgage-backed securities - Total$362,467,00013
Asset backed securities$153,101,00036
Structured financial products - Total$70,888,00024
Other domestic debt securities - All other$4,812,000659
Foreign debt securities$1,100,00071
Equity securities$104,071,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,939,019,00019
Mortgage-backed securities$6,356,796,00027
Certificates of participation in pools of residential mortgages$3,824,491,00023
Issued or guaranteed by U.S.$3,824,482,00023
Privately issued$9,000163
Collaterized mortgage obligations$2,169,838,00035
CMOs issued by government agencies or sponsored agencies$1,618,355,00033
Privately issued$551,483,00035
Commercial mortgage-backed securities$362,467,00013
Commercial mortgage pass-through securities$362,467,0005
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$1,268,791,00026
Available-for-sale securities (fair market value)$6,622,084,00036
Total debt securities$7,786,804,00033
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$396,826,00037
Revaluation gains on off-balance sheet contracts$347,209,00025
Revaluation losses on off-balance sheet contracts$284,800,00024
2009-06-30Rank
Total securities$8,619,354,00030
U.S. Government securities$6,374,997,00027
U.S. Treasury securities$1,061,000659
U.S. Government agency obligations$6,373,936,00027
Securities issued by states & political subdivisions$954,456,00014
Other domestic debt securities$1,178,374,00047
Privately issued residential mortgage-backed securities$580,058,00036
Commercial mortgage-backed securities - Total$366,838,00017
Asset backed securities$158,733,00037
Structured financial products - Total$67,968,00022
Other domestic debt securities - All other$4,777,000696
Foreign debt securities$1,100,00068
Equity securities$110,427,00039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,957,967,00017
Mortgage-backed securities$6,984,440,00024
Certificates of participation in pools of residential mortgages$3,987,318,00022
Issued or guaranteed by U.S.$3,987,308,00022
Privately issued$10,000172
Collaterized mortgage obligations$2,630,284,00027
CMOs issued by government agencies or sponsored agencies$2,050,236,00022
Privately issued$580,048,00034
Commercial mortgage-backed securities$366,838,00017
Commercial mortgage pass-through securities$366,838,0006
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$1,304,093,00023
Available-for-sale securities (fair market value)$7,315,261,00033
Total debt securities$8,508,927,00029
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$376,883,00037
Revaluation gains on off-balance sheet contracts$302,824,00027
Revaluation losses on off-balance sheet contracts$241,999,00026
2009-03-31Rank
Total securities$9,825,385,00028
U.S. Government securities$7,987,434,00025
U.S. Treasury securities$1,061,000606
U.S. Government agency obligations$7,986,373,00024
Securities issued by states & political subdivisions$889,977,00017
Other domestic debt securities$837,761,00050
Privately issued residential mortgage-backed securities$611,511,00038
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$156,816,00040
Structured financial products - TotalNANA
Other domestic debt securities - All other$69,434,00094
Foreign debt securities$1,100,00062
Equity securities$109,113,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,985,054,00016
Mortgage-backed securities$8,205,598,00025
Certificates of participation in pools of residential mortgages$4,866,731,00020
Issued or guaranteed by U.S.$4,866,721,00020
Privately issued$10,000181
Collaterized mortgage obligations$3,338,867,00023
CMOs issued by government agencies or sponsored agencies$2,727,366,00018
Privately issued$611,501,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,251,606,00020
Available-for-sale securities (fair market value)$8,573,779,00030
Total debt securities$9,716,272,00028
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$453,416,00038
Revaluation gains on off-balance sheet contracts$394,148,00028
Revaluation losses on off-balance sheet contracts$332,662,00026
2008-12-31Rank
Total securities$9,854,269,00026
U.S. Government securities$7,933,762,00024
U.S. Treasury securities$1,060,000576
U.S. Government agency obligations$7,932,702,00023
Securities issued by states & political subdivisions$893,578,00018
Other domestic debt securities$856,860,00047
Privately issued residential mortgage-backed securities$628,868,00038
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$160,263,00036
Structured financial products - TotalNANA
Other domestic debt securities - All other$67,729,00091
Foreign debt securities$1,100,00056
Equity securities$168,969,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,281,575,00016
Mortgage-backed securities$8,117,850,00023
Certificates of participation in pools of residential mortgages$4,679,105,00020
Issued or guaranteed by U.S.$4,679,096,00020
Privately issued$9,000182
Collaterized mortgage obligations$3,438,745,00023
CMOs issued by government agencies or sponsored agencies$2,809,886,00017
Privately issued$628,859,00035
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,249,401,00020
Available-for-sale securities (fair market value)$8,604,868,00028
Total debt securities$9,685,300,00026
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$481,101,00039
Revaluation gains on off-balance sheet contracts$424,313,00027
Revaluation losses on off-balance sheet contracts$366,293,00026
2008-09-30Rank
Total securities$9,651,226,00025
U.S. Government securities$7,854,920,00022
U.S. Treasury securities$1,009,000648
U.S. Government agency obligations$7,853,911,00022
Securities issued by states & political subdivisions$780,886,00022
Other domestic debt securities$922,084,00046
Privately issued residential mortgage-backed securities$652,765,00039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$174,783,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$94,536,00071
Foreign debt securities$1,122,00058
Equity securities$92,214,00034
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,349,876,00015
Mortgage-backed securities$8,043,517,00023
Certificates of participation in pools of residential mortgages$4,464,356,00021
Issued or guaranteed by U.S.$4,464,346,00020
Privately issued$10,000185
Collaterized mortgage obligations$3,579,161,00025
CMOs issued by government agencies or sponsored agencies$2,926,406,00017
Privately issued$652,755,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$285,131,00075
Available-for-sale securities (fair market value)$9,366,095,00025
Total debt securities$9,559,012,00025
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$206,807,00048
Revaluation gains on off-balance sheet contracts$132,614,00031
Revaluation losses on off-balance sheet contracts$80,781,00030
2008-06-30Rank
Total securities$10,394,388,00029
U.S. Government securities$8,430,545,00020
U.S. Treasury securities$1,013,000630
U.S. Government agency obligations$8,429,532,00020
Securities issued by states & political subdivisions$800,675,00018
Other domestic debt securities$1,066,490,00046
Privately issued residential mortgage-backed securities$739,993,00042
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$186,680,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$139,817,00056
Foreign debt securities$1,121,00061
Equity securities$95,557,00042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,511,035,00016
Mortgage-backed securities$8,547,197,00025
Certificates of participation in pools of residential mortgages$4,660,312,00021
Issued or guaranteed by U.S.$4,660,301,00020
Privately issued$11,000194
Collaterized mortgage obligations$3,886,885,00028
CMOs issued by government agencies or sponsored agencies$3,146,903,00015
Privately issued$739,982,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$282,246,00074
Available-for-sale securities (fair market value)$10,112,142,00028
Total debt securities$10,298,831,00029
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$210,265,00048
Revaluation gains on off-balance sheet contracts$117,472,00033
Revaluation losses on off-balance sheet contracts$70,213,00031
2008-03-31Rank
Total securities$10,311,368,00029
U.S. Government securities$8,475,699,00018
U.S. Treasury securities$4,092,000331
U.S. Government agency obligations$8,471,607,00018
Securities issued by states & political subdivisions$602,273,00028
Other domestic debt securities$1,148,666,00045
Privately issued residential mortgage-backed securities$762,360,00044
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$240,146,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$146,160,00055
Foreign debt securities$1,371,00065
Equity securities$83,359,00053
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,625,554,00015
Mortgage-backed securities$8,435,093,00023
Certificates of participation in pools of residential mortgages$3,836,131,00022
Issued or guaranteed by U.S.$3,836,120,00021
Privately issued$11,000196
Collaterized mortgage obligations$4,598,962,00026
CMOs issued by government agencies or sponsored agencies$3,836,613,00012
Privately issued$762,349,00040
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)$10,311,368,00026
Total debt securities$10,228,009,00029
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$236,965,00051
Revaluation gains on off-balance sheet contracts$179,696,00032
Revaluation losses on off-balance sheet contracts$138,999,00030
2007-12-31Rank
Total securities$7,089,737,00038
U.S. Government securities$5,209,663,00031
U.S. Treasury securities$997,000782
U.S. Government agency obligations$5,208,666,00031
Securities issued by states & political subdivisions$415,592,00036
Other domestic debt securities$1,272,687,00042
Privately issued residential mortgage-backed securities$854,440,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$266,539,00029
Structured financial products - TotalNANA
Other domestic debt securities - All other$151,708,00052
Foreign debt securities$0202
Equity securities$191,795,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,609,065,00034
Mortgage-backed securities$5,943,484,00032
Certificates of participation in pools of residential mortgages$2,592,802,00031
Issued or guaranteed by U.S.$2,592,802,00029
Privately issued$0191
Collaterized mortgage obligations$3,350,682,00031
CMOs issued by government agencies or sponsored agencies$2,496,242,00016
Privately issued$854,440,00039
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)$7,089,737,00036
Total debt securities$6,897,942,00040
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$153,994,00054
Revaluation gains on off-balance sheet contracts$98,473,00031
Revaluation losses on off-balance sheet contracts$64,797,00029
2007-09-30Rank
Total securities$6,976,852,00040
U.S. Government securities$5,111,768,00031
U.S. Treasury securities$986,000842
U.S. Government agency obligations$5,110,782,00030
Securities issued by states & political subdivisions$395,331,00039
Other domestic debt securities$1,344,297,00044
Privately issued residential mortgage-backed securities$896,145,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$290,532,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$157,620,00054
Foreign debt securities$0200
Equity securities$125,456,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,871,132,00039
Mortgage-backed securities$5,866,841,00031
Certificates of participation in pools of residential mortgages$2,225,801,00036
Issued or guaranteed by U.S.$2,225,801,00033
Privately issued$0194
Collaterized mortgage obligations$3,641,040,00028
CMOs issued by government agencies or sponsored agencies$2,744,895,00015
Privately issued$896,145,00037
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)$6,976,852,00036
Total debt securities$6,851,396,00042
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$123,571,00056
Revaluation gains on off-balance sheet contracts$57,451,00032
Revaluation losses on off-balance sheet contracts$26,452,00032
2007-06-30Rank
Total securities$6,276,678,00042
U.S. Government securities$5,009,919,00035
U.S. Treasury securities$9,972,000241
U.S. Government agency obligations$4,999,947,00033
Securities issued by states & political subdivisions$397,829,00039
Other domestic debt securities$778,035,00060
Privately issued residential mortgage-backed securities$778,035,00049
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$90,895,00039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,391,223,00036
Mortgage-backed securities$5,756,688,00031
Certificates of participation in pools of residential mortgages$2,083,944,00037
Issued or guaranteed by U.S.$2,083,944,00036
Privately issued$0207
Collaterized mortgage obligations$3,672,744,00027
CMOs issued by government agencies or sponsored agencies$2,894,709,00014
Privately issued$778,035,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,799,309,00015
Available-for-sale securities (fair market value)$4,477,369,00048
Total debt securities$6,185,783,00041
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$83,561,00060
Revaluation gains on off-balance sheet contracts$59,150,00030
Revaluation losses on off-balance sheet contracts$28,704,00035
2007-03-31Rank
Total securities$6,332,069,00039
U.S. Government securities$5,005,049,00033
U.S. Treasury securities$9,911,000274
U.S. Government agency obligations$4,995,138,00032
Securities issued by states & political subdivisions$406,653,00039
Other domestic debt securities$820,872,00060
Privately issued residential mortgage-backed securities$820,872,00046
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$99,495,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,624,907,00036
Mortgage-backed securities$5,792,287,00029
Certificates of participation in pools of residential mortgages$1,933,732,00041
Issued or guaranteed by U.S.$1,933,732,00038
Privately issued$0218
Collaterized mortgage obligations$3,858,555,00026
CMOs issued by government agencies or sponsored agencies$3,037,683,00012
Privately issued$820,872,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,882,904,00017
Available-for-sale securities (fair market value)$4,449,165,00046
Total debt securities$6,232,574,00038
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$105,659,00059
Revaluation gains on off-balance sheet contracts$57,831,00027
Revaluation losses on off-balance sheet contracts$27,423,00031
2006-12-31Rank
Total securities$6,403,354,00041
U.S. Government securities$4,991,116,00032
U.S. Treasury securities$19,841,000176
U.S. Government agency obligations$4,971,275,00031
Securities issued by states & political subdivisions$410,652,00039
Other domestic debt securities$816,238,00055
Privately issued residential mortgage-backed securities$816,238,00045
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$185,348,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,418,924,00038
Mortgage-backed securities$5,762,179,00030
Certificates of participation in pools of residential mortgages$1,794,759,00045
Issued or guaranteed by U.S.$1,794,759,00042
Privately issued$0208
Collaterized mortgage obligations$3,967,420,00025
CMOs issued by government agencies or sponsored agencies$3,151,182,00012
Privately issued$816,238,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,953,166,00014
Available-for-sale securities (fair market value)$4,450,188,00049
Total debt securities$6,218,006,00040
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$90,286,00044
Revaluation gains on off-balance sheet contracts$56,849,00028
Revaluation losses on off-balance sheet contracts$28,593,00029
2006-09-30Rank
Total securities$6,277,680,00046
U.S. Government securities$4,956,376,00040
U.S. Treasury securities$19,750,000182
U.S. Government agency obligations$4,936,626,00038
Securities issued by states & political subdivisions$408,858,00034
Other domestic debt securities$863,896,00059
Privately issued residential mortgage-backed securities$863,896,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$48,550,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,580,528,00037
Mortgage-backed securities$5,771,815,00032
Certificates of participation in pools of residential mortgages$1,769,488,00048
Issued or guaranteed by U.S.$1,769,488,00046
Privately issued$0214
Collaterized mortgage obligations$4,002,327,00028
CMOs issued by government agencies or sponsored agencies$3,138,431,00012
Privately issued$863,896,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,034,972,00015
Available-for-sale securities (fair market value)$4,242,708,00057
Total debt securities$6,229,130,00046
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$88,334,00050
Revaluation gains on off-balance sheet contracts$57,675,00025
Revaluation losses on off-balance sheet contracts$30,695,00030
2006-06-30Rank
Total securities$6,161,978,00043
U.S. Government securities$4,929,374,00038
U.S. Treasury securities$19,587,000196
U.S. Government agency obligations$4,909,787,00035
Securities issued by states & political subdivisions$271,499,00058
Other domestic debt securities$910,174,00057
Privately issued residential mortgage-backed securities$910,174,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$50,931,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,736,238,00036
Mortgage-backed securities$5,789,906,00032
Certificates of participation in pools of residential mortgages$1,645,749,00048
Issued or guaranteed by U.S.$1,645,749,00045
Privately issued$0211
Collaterized mortgage obligations$4,144,157,00025
CMOs issued by government agencies or sponsored agencies$3,233,983,00011
Privately issued$910,174,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,131,900,00015
Available-for-sale securities (fair market value)$4,030,078,00055
Total debt securities$6,111,047,00043
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$106,074,00046
Revaluation gains on off-balance sheet contracts$68,342,00028
Revaluation losses on off-balance sheet contracts$42,774,00034
2006-03-31Rank
Total securities$6,275,132,00042
U.S. Government securities$5,058,778,00039
U.S. Treasury securities$19,573,000205
U.S. Government agency obligations$5,039,205,00035
Securities issued by states & political subdivisions$165,576,00087
Other domestic debt securities$966,542,00056
Privately issued residential mortgage-backed securities$966,542,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$84,236,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,884,180,00033
Mortgage-backed securities$5,970,706,00033
Certificates of participation in pools of residential mortgages$1,633,922,00046
Issued or guaranteed by U.S.$1,633,922,00045
Privately issued$0205
Collaterized mortgage obligations$4,336,784,00025
CMOs issued by government agencies or sponsored agencies$3,370,242,00011
Privately issued$966,542,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,224,138,00015
Available-for-sale securities (fair market value)$4,050,994,00056
Total debt securities$6,190,896,00043
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$87,112,00050
Revaluation gains on off-balance sheet contracts$58,667,00026
Revaluation losses on off-balance sheet contracts$33,966,00029
2005-12-31Rank
Total securities$6,688,976,00041
U.S. Government securities$5,420,997,00038
U.S. Treasury securities$47,825,000107
U.S. Government agency obligations$5,373,172,00035
Securities issued by states & political subdivisions$133,585,000103
Other domestic debt securities$974,088,00058
Privately issued residential mortgage-backed securities$974,088,00043
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$160,306,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,346,623,00032
Mortgage-backed securities$6,307,347,00032
Certificates of participation in pools of residential mortgages$1,460,570,00056
Issued or guaranteed by U.S.$1,460,570,00051
Privately issued$0216
Collaterized mortgage obligations$4,846,777,00021
CMOs issued by government agencies or sponsored agencies$3,872,689,00010
Privately issued$974,088,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,245,942,00016
Available-for-sale securities (fair market value)$4,443,034,00049
Total debt securities$6,528,670,00041
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$78,571,00047
Revaluation gains on off-balance sheet contracts$52,192,00026
Revaluation losses on off-balance sheet contracts$28,078,00027
2005-09-30Rank
Total securities$6,607,263,00044
U.S. Government securities$5,613,198,00038
U.S. Treasury securities$48,015,000106
U.S. Government agency obligations$5,565,183,00034
Securities issued by states & political subdivisions$137,042,00099
Other domestic debt securities$800,074,00060
Privately issued residential mortgage-backed securities$800,074,00044
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$56,949,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,200,695,00033
Mortgage-backed securities$6,319,783,00030
Certificates of participation in pools of residential mortgages$1,528,854,00054
Issued or guaranteed by U.S.$1,528,854,00050
Privately issued$0225
Collaterized mortgage obligations$4,790,929,00022
CMOs issued by government agencies or sponsored agencies$3,990,855,00010
Privately issued$800,074,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,359,824,00014
Available-for-sale securities (fair market value)$4,247,439,00051
Total debt securities$6,550,314,00044
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$68,387,00050
Revaluation gains on off-balance sheet contracts$44,100,00025
Revaluation losses on off-balance sheet contracts$21,709,00027
2005-06-30Rank
Total securities$6,836,298,00045
U.S. Government securities$5,785,069,00038
U.S. Treasury securities$48,349,000112
U.S. Government agency obligations$5,736,720,00034
Securities issued by states & political subdivisions$126,811,000101
Other domestic debt securities$882,039,00059
Privately issued residential mortgage-backed securities$882,039,00044
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$42,379,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,400,699,00034
Mortgage-backed securities$6,565,506,00031
Certificates of participation in pools of residential mortgages$1,608,012,00053
Issued or guaranteed by U.S.$1,608,012,00049
Privately issued$0223
Collaterized mortgage obligations$4,957,494,00021
CMOs issued by government agencies or sponsored agencies$4,075,455,00010
Privately issued$882,039,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,505,436,00014
Available-for-sale securities (fair market value)$4,330,862,00050
Total debt securities$6,793,919,00045
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$72,094,00050
Revaluation gains on off-balance sheet contracts$43,195,00025
Revaluation losses on off-balance sheet contracts$23,016,00026
2005-03-31Rank
Total securities$6,915,519,00043
U.S. Government securities$5,822,495,00039
U.S. Treasury securities$48,466,000113
U.S. Government agency obligations$5,774,029,00037
Securities issued by states & political subdivisions$103,280,000124
Other domestic debt securities$957,526,00056
Privately issued residential mortgage-backed securities$957,526,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$100,000195
Equity securities$32,118,000106
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,536,319,00033
Mortgage-backed securities$6,674,291,00031
Certificates of participation in pools of residential mortgages$1,656,803,00055
Issued or guaranteed by U.S.$1,656,803,00050
Privately issued$0207
Collaterized mortgage obligations$5,017,488,00019
CMOs issued by government agencies or sponsored agencies$4,059,962,00011
Privately issued$957,526,00034
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,637,111,00014
Available-for-sale securities (fair market value)$4,278,408,00054
Total debt securities$6,883,401,00044
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$67,246,00052
Revaluation gains on off-balance sheet contracts$39,918,00027
Revaluation losses on off-balance sheet contracts$21,635,00029
2004-12-31Rank
Total securities$6,888,437,00043
U.S. Government securities$5,693,295,00039
U.S. Treasury securities$39,163,000129
U.S. Government agency obligations$5,654,132,00037
Securities issued by states & political subdivisions$105,832,000118
Other domestic debt securities$1,035,370,00050
Privately issued residential mortgage-backed securities$1,035,370,00038
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$100,000195
Equity securities$53,840,00077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,721,418,00033
Mortgage-backed securities$6,627,977,00032
Certificates of participation in pools of residential mortgages$1,627,058,00056
Issued or guaranteed by U.S.$1,627,058,00052
Privately issued$0203
Collaterized mortgage obligations$5,000,919,00018
CMOs issued by government agencies or sponsored agencies$3,965,549,0009
Privately issued$1,035,370,00033
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,767,099,00014
Available-for-sale securities (fair market value)$4,121,338,00056
Total debt securities$6,834,597,00043
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$61,173,00056
Revaluation gains on off-balance sheet contracts$39,448,00030
Revaluation losses on off-balance sheet contracts$20,565,00032
2004-09-30Rank
Total securities$6,893,587,00044
U.S. Government securities$5,609,875,00042
U.S. Treasury securities$39,710,000137
U.S. Government agency obligations$5,570,165,00039
Securities issued by states & political subdivisions$106,512,000119
Other domestic debt securities$1,134,708,00046
Privately issued residential mortgage-backed securities$1,134,708,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$100,000198
Equity securities$42,392,00089
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,982,716,00029
Mortgage-backed securities$6,641,909,00033
Certificates of participation in pools of residential mortgages$1,679,832,00054
Issued or guaranteed by U.S.$1,679,832,00049
Privately issued$0225
Collaterized mortgage obligations$4,962,077,00016
CMOs issued by government agencies or sponsored agencies$3,827,369,00010
Privately issued$1,134,708,00030
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,918,380,00012
Available-for-sale securities (fair market value)$3,975,207,00054
Total debt securities$6,851,195,00044
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$55,704,00061
Revaluation gains on off-balance sheet contracts$42,358,00031
Revaluation losses on off-balance sheet contracts$24,164,00032
2004-06-30Rank
Total securities$7,544,781,00044
U.S. Government securities$6,112,209,00037
U.S. Treasury securities$39,900,000143
U.S. Government agency obligations$6,072,309,00036
Securities issued by states & political subdivisions$111,369,000111
Other domestic debt securities$1,262,833,00044
Privately issued residential mortgage-backed securities$1,262,833,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$350,000149
Equity securities$58,020,00075
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,058,724,00025
Mortgage-backed securities$7,268,348,00026
Certificates of participation in pools of residential mortgages$2,077,029,00048
Issued or guaranteed by U.S.$2,077,029,00043
Privately issued$0225
Collaterized mortgage obligations$5,191,319,00015
CMOs issued by government agencies or sponsored agencies$3,928,486,00010
Privately issued$1,262,833,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,103,685,00012
Available-for-sale securities (fair market value)$4,441,096,00052
Total debt securities$7,486,761,00043
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$55,631,00058
Revaluation gains on off-balance sheet contracts$42,133,00031
Revaluation losses on off-balance sheet contracts$23,583,00032
2004-03-31Rank
Total securities$7,582,810,00043
U.S. Government securities$5,991,761,00039
U.S. Treasury securities$40,874,000140
U.S. Government agency obligations$5,950,887,00036
Securities issued by states & political subdivisions$115,360,000112
Other domestic debt securities$1,431,888,00043
Privately issued residential mortgage-backed securities$1,431,888,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$500,000131
Equity securities$43,301,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,450,569,00027
Mortgage-backed securities$7,312,199,00029
Certificates of participation in pools of residential mortgages$2,092,824,00043
Issued or guaranteed by U.S.$2,092,824,00039
Privately issued$0230
Collaterized mortgage obligations$5,219,375,00016
CMOs issued by government agencies or sponsored agencies$3,787,487,00012
Privately issued$1,431,888,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,337,051,00011
Available-for-sale securities (fair market value)$4,245,759,00057
Total debt securities$7,539,509,00043
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$76,939,00053
Revaluation gains on off-balance sheet contracts$63,201,00031
Revaluation losses on off-balance sheet contracts$43,045,00031
2003-12-31Rank
Total securities$7,030,961,00042
U.S. Government securities$5,766,228,00039
U.S. Treasury securities$41,962,000143
U.S. Government agency obligations$5,724,266,00037
Securities issued by states & political subdivisions$117,215,000110
Other domestic debt securities$1,027,634,00041
Privately issued residential mortgage-backed securities$1,027,634,00027
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$500,000137
Equity securities$119,384,00039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,890,758,00028
Mortgage-backed securities$6,678,420,00028
Certificates of participation in pools of residential mortgages$2,193,444,00041
Issued or guaranteed by U.S.$2,193,444,00038
Privately issued$0248
Collaterized mortgage obligations$4,484,976,00019
CMOs issued by government agencies or sponsored agencies$3,457,342,00014
Privately issued$1,027,634,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,936,344,00012
Available-for-sale securities (fair market value)$4,094,617,00055
Total debt securities$6,911,577,00043
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$59,473,00060
Revaluation gains on off-balance sheet contracts$50,873,00031
Revaluation losses on off-balance sheet contracts$31,727,00031
2003-09-30Rank
Total securities$6,608,904,00042
U.S. Government securities$5,146,690,00039
U.S. Treasury securities$42,446,000133
U.S. Government agency obligations$5,104,244,00037
Securities issued by states & political subdivisions$123,059,000108
Other domestic debt securities$1,259,364,00032
Privately issued residential mortgage-backed securities$1,252,845,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,519,000123
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$500,000142
Equity securities$79,291,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,346,095,00031
Mortgage-backed securities$6,281,227,00027
Certificates of participation in pools of residential mortgages$2,042,387,00041
Issued or guaranteed by U.S.$2,042,387,00038
Privately issued$0253
Collaterized mortgage obligations$4,238,840,00019
CMOs issued by government agencies or sponsored agencies$2,985,995,00018
Privately issued$1,252,845,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,785,882,00012
Available-for-sale securities (fair market value)$3,823,022,00057
Total debt securities$6,529,613,00043
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$70,978,00056
Revaluation gains on off-balance sheet contracts$60,100,00032
Revaluation losses on off-balance sheet contracts$40,992,00030
2003-06-30Rank
Total securities$6,875,507,00041
U.S. Government securities$4,847,726,00042
U.S. Treasury securities$45,002,000127
U.S. Government agency obligations$4,802,724,00039
Securities issued by states & political subdivisions$133,715,000100
Other domestic debt securities$1,694,603,00027
Privately issued residential mortgage-backed securities$1,685,128,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,475,000109
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$550,000136
Equity securities$198,913,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,891,100,00025
Mortgage-backed securities$6,409,655,00028
Certificates of participation in pools of residential mortgages$2,251,384,00036
Issued or guaranteed by U.S.$2,251,384,00034
Privately issued$0256
Collaterized mortgage obligations$4,158,271,00021
CMOs issued by government agencies or sponsored agencies$2,473,143,00019
Privately issued$1,685,128,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$268,379,00086
Available-for-sale securities (fair market value)$6,607,128,00037
Total debt securities$6,676,594,00042
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$84,220,00053
Revaluation gains on off-balance sheet contracts$69,567,00031
Revaluation losses on off-balance sheet contracts$51,624,00029
2003-03-31Rank
Total securities$5,101,442,00052
U.S. Government securities$3,653,137,00049
U.S. Treasury securities$44,839,000133
U.S. Government agency obligations$3,608,298,00048
Securities issued by states & political subdivisions$135,352,00097
Other domestic debt securities$1,267,113,00032
Privately issued residential mortgage-backed securities$1,231,461,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$35,652,00064
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$550,000134
Equity securities$45,290,000102
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,579,525,00028
Mortgage-backed securities$4,759,217,00041
Certificates of participation in pools of residential mortgages$1,869,328,00047
Issued or guaranteed by U.S.$1,869,328,00043
Privately issued$0257
Collaterized mortgage obligations$2,889,889,00029
CMOs issued by government agencies or sponsored agencies$1,658,428,00032
Privately issued$1,231,461,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$370,916,00068
Available-for-sale securities (fair market value)$4,730,526,00046
Total debt securities$5,056,152,00052
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$76,980,00053
Revaluation gains on off-balance sheet contracts$56,638,00031
Revaluation losses on off-balance sheet contracts$41,105,00030
2002-12-31Rank
Total securities$5,031,196,00051
U.S. Government securities$3,269,214,00052
U.S. Treasury securities$45,032,000136
U.S. Government agency obligations$3,224,182,00050
Securities issued by states & political subdivisions$140,671,00089
Other domestic debt securities$1,521,040,00027
Privately issued residential mortgage-backed securities$1,470,338,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$50,702,00059
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$625,000126
Equity securities$99,646,00053
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,530,700,00026
Mortgage-backed securities$4,608,265,00038
Certificates of participation in pools of residential mortgages$1,830,626,00051
Issued or guaranteed by U.S.$1,830,626,00046
Privately issued$0252
Collaterized mortgage obligations$2,777,639,00028
CMOs issued by government agencies or sponsored agencies$1,307,301,00037
Privately issued$1,470,338,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$475,445,00054
Available-for-sale securities (fair market value)$4,555,751,00045
Total debt securities$4,931,550,00051
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$63,590,00051
Revaluation gains on off-balance sheet contracts$56,223,00030
Revaluation losses on off-balance sheet contracts$43,041,00030
2001-12-31Rank
Total securities$7,074,441,00034
U.S. Government securities$3,692,301,00038
U.S. Treasury securities$108,854,00068
U.S. Government agency obligations$3,583,447,00038
Securities issued by states & political subdivisions$168,940,00067
Other domestic debt securities$3,133,211,00016
Privately issued residential mortgage-backed securities$2,927,158,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$206,053,00027
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$775,000123
Equity securities$79,214,00060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,797,361,00021
Mortgage-backed securities$6,444,799,00027
Certificates of participation in pools of residential mortgages$2,162,272,00036
Issued or guaranteed by U.S.$2,162,272,00035
Privately issued$0260
Collaterized mortgage obligations$4,282,527,00012
CMOs issued by government agencies or sponsored agencies$1,355,369,00036
Privately issued$2,927,158,0005
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$707,524,00032
Available-for-sale securities (fair market value)$6,366,917,00033
Total debt securities$6,995,227,00034
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$44,597,00060
Revaluation gains on off-balance sheet contracts$25,792,00038
Revaluation losses on off-balance sheet contracts$17,628,00037
2000-12-31Rank
Total securities$6,438,907,00035
U.S. Government securities$1,911,739,00069
U.S. Treasury securities$148,664,00060
U.S. Government agency obligations$1,763,075,00069
Securities issued by states & political subdivisions$184,275,00056
Other domestic debt securities$4,164,189,0009
Privately issued residential mortgage-backed securities$3,899,498,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$264,691,00043
Foreign debt securities$800,000114
Equity securities$177,904,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,958,411,00024
Mortgage-backed securities$5,427,781,00022
Certificates of participation in pools of residential mortgages$508,523,000103
Issued or guaranteed by U.S.$508,523,000100
Privately issued$0308
Collaterized mortgage obligations$4,919,258,0009
CMOs issued by government agencies or sponsored agencies$1,019,760,00036
Privately issued$3,899,498,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,412,147,00027
Available-for-sale securities (fair market value)$5,026,760,00037
Total debt securities$6,261,003,00035
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$17,853,00064
Revaluation gains on off-balance sheet contracts$642,00049
Revaluation losses on off-balance sheet contracts$1,480,00049
1999-12-31Rank
Total securities$5,669,267,00037
U.S. Government securities$1,811,089,00080
U.S. Treasury securities$131,214,00081
U.S. Government agency obligations$1,679,875,00075
Securities issued by states & political subdivisions$162,878,00058
Other domestic debt securities$3,531,657,0009
Privately issued residential mortgage-backed securities$3,042,468,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$489,189,00032
Foreign debt securities$805,000127
Equity securities$162,838,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,115,718,00028
Mortgage-backed securities$4,626,527,00022
Certificates of participation in pools of residential mortgages$497,737,000113
Issued or guaranteed by U.S.$497,737,000109
Privately issued$0307
Collaterized mortgage obligations$4,128,790,00010
CMOs issued by government agencies or sponsored agencies$1,086,322,00026
Privately issued$3,042,468,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,483,742,00023
Available-for-sale securities (fair market value)$4,185,525,00046
Total debt securities$5,506,429,00037
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$52,610,00045
Revaluation gains on off-balance sheet contracts$1,066,00039
Revaluation losses on off-balance sheet contracts$864,00040
1998-12-31Rank
Total securities$5,344,107,00036
U.S. Government securities$1,699,211,00079
U.S. Treasury securities$136,610,000109
U.S. Government agency obligations$1,562,601,00081
Securities issued by states & political subdivisions$100,383,000113
Other domestic debt securities$3,453,713,0005
Privately issued residential mortgage-backed securities$3,370,690,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$83,023,000111
Foreign debt securities$830,000120
Equity securities$89,970,00071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,825,312,00032
Mortgage-backed securities$4,916,871,00019
Certificates of participation in pools of residential mortgages$438,042,000128
Issued or guaranteed by U.S.$438,042,000123
Privately issued$0349
Collaterized mortgage obligations$4,478,829,00010
CMOs issued by government agencies or sponsored agencies$1,108,139,00026
Privately issued$3,370,690,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,872,805,00018
Available-for-sale securities (fair market value)$3,471,302,00046
Total debt securities$5,254,137,00036
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$128,684,00039
Revaluation gains on off-balance sheet contracts$833,00044
Revaluation losses on off-balance sheet contracts$558,00047
1997-12-31Rank
Total securities$1,579,155,000113
U.S. Government securities$561,827,000206
U.S. Treasury securities$70,051,000277
U.S. Government agency obligations$491,776,000198
Securities issued by states & political subdivisions$63,110,000157
Other domestic debt securities$886,425,00019
Privately issued residential mortgage-backed securities$794,278,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$92,147,00074
Foreign debt securities$105,000264
Equity securities$67,688,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$901,371,00077
Mortgage-backed securities$1,280,886,00083
Certificates of participation in pools of residential mortgages$262,875,000194
Issued or guaranteed by U.S.$262,875,000189
Privately issued$0394
Collaterized mortgage obligations$1,018,011,00036
CMOs issued by government agencies or sponsored agencies$223,733,000125
Privately issued$794,278,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$520,129,00078
Available-for-sale securities (fair market value)$1,059,026,000112
Total debt securities$1,511,467,000110
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$113,954,00033
Revaluation gains on off-balance sheet contracts$1,231,00041
Revaluation losses on off-balance sheet contracts$741,00043
1996-12-31Rank
Total securities$1,616,551,000107
U.S. Government securities$732,306,000189
U.S. Treasury securities$50,141,000466
U.S. Government agency obligations$682,165,000153
Securities issued by states & political subdivisions$57,112,000177
Other domestic debt securities$788,232,00023
Privately issued residential mortgage-backed securities$702,462,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$85,770,00072
Foreign debt securities$10,000420
Equity securities$38,891,000120
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$895,539,00085
Mortgage-backed securities$1,384,627,00081
Certificates of participation in pools of residential mortgages$276,079,000195
Issued or guaranteed by U.S.$276,079,000193
Privately issued$0472
Collaterized mortgage obligations$1,108,548,00030
CMOs issued by government agencies or sponsored agencies$406,086,00063
Privately issued$702,462,0006
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$545,809,00087
Available-for-sale securities (fair market value)$1,070,742,000106
Total debt securities$1,577,660,000105
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$94,417,00036
Revaluation gains on off-balance sheet contracts$2,032,00050
Revaluation losses on off-balance sheet contracts$1,795,00052
1995-12-31Rank
Total securities$1,578,323,000118
U.S. Government securities$1,000,767,000150
U.S. Treasury securities$210,532,000138
U.S. Government agency obligations$790,235,000141
Securities issued by states & political subdivisions$63,995,000151
Other domestic debt securities$475,605,00046
Privately issued residential mortgage-backed securities$368,052,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$107,553,00070
Foreign debt securities$20,000477
Equity securities$37,936,000105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$909,116,00080
Mortgage-backed securities$1,108,534,00095
Certificates of participation in pools of residential mortgages$345,639,000173
Issued or guaranteed by U.S.$345,639,000162
Privately issued$0558
Collaterized mortgage obligations$762,895,00045
CMOs issued by government agencies or sponsored agencies$394,843,00082
Privately issued$368,052,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$420,908,000121
Available-for-sale securities (fair market value)$1,157,415,000106
Total debt securities$1,540,387,000117
Structured notes
Amortized cost$29,545,00065
Fair value$29,978,00062
Trading account assets$105,189,00041
Revaluation gains on off-balance sheet contracts$3,296,00043
Revaluation losses on off-balance sheet contracts$2,330,00047
1994-12-31Rank
Total securities$1,442,132,000145
U.S. Government securities$1,015,297,000161
U.S. Treasury securities$336,559,000123
U.S. Government agency obligations$678,738,000159
Securities issued by states & political subdivisions$71,976,000135
Other domestic debt securities$316,023,00064
Privately issued residential mortgage-backed securities$192,651,00059
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$123,372,00062
Foreign debt securities$20,000504
Equity securities$38,816,00084
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$788,993,00089
Mortgage-backed securities$827,099,000136
Certificates of participation in pools of residential mortgages$266,873,000198
Issued or guaranteed by U.S.$266,873,000190
Privately issued$0564
Collaterized mortgage obligations$560,226,00072
CMOs issued by government agencies or sponsored agencies$367,575,00099
Privately issued$192,651,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,038,957,000126
Available-for-sale securities (fair market value)$403,175,000180
Total debt securities$1,403,316,000146
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$65,487,00048
Revaluation gains on off-balance sheet contracts$4,828,00036
Revaluation losses on off-balance sheet contracts$3,100,00040
1993-12-31Rank
Total securities$896,941,000215
U.S. Government securities$648,247,000235
U.S. Treasury securities$127,072,000310
U.S. Government agency obligations$521,175,000193
Securities issued by states & political subdivisions$95,476,00099
Other domestic debt securities$116,816,000151
Privately issued residential mortgage-backed securities$48,577,000145
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$68,239,000128
Foreign debt securities$20,000529
Equity securities$36,382,000101
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$681,535,000106
Mortgage-backed securities$555,959,000178
Certificates of participation in pools of residential mortgages$233,953,000226
Issued or guaranteed by U.S.$233,953,000204
Privately issued$0731
Collaterized mortgage obligations$322,006,000124
CMOs issued by government agencies or sponsored agencies$273,429,000141
Privately issued$48,577,00072
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$860,559,000217
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$239,491,00023
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$1,242,445,000140
U.S. Government securities$957,508,000153
U.S. Treasury securities$191,774,000201
U.S. Government agency obligations$765,734,000125
Securities issued by states & political subdivisions$135,809,00064
Other domestic debt securities$124,905,000151
Privately issued residential mortgage-backed securities$70,494,000127
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$54,411,000168
Foreign debt securities$25,000526
Equity securities$24,198,000126
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$842,802,00072
Mortgage-backed securities$823,640,000115
Certificates of participation in pools of residential mortgages$405,892,000138
Issued or guaranteed by U.S.$405,892,000118
Privately issued$0831
Collaterized mortgage obligations$417,748,00092
CMOs issued by government agencies or sponsored agencies$347,254,00096
Privately issued$70,494,00056
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,218,247,000139
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$106,046,00038
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA