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Denver Savings Bank, Securities

2021-12-31Rank
Total securities$55,232,0002,561
U.S. Government securities$18,179,0003,043
U.S. Treasury securities$12,618,000900
U.S. Government agency obligations$5,561,0003,697
Securities issued by states & political subdivisions$35,650,0001,425
Other domestic debt securities$1,403,0001,763
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$1,403,0001,448
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$3,311,0003,371
Certificates of participation in pools of residential mortgages$2,528,0003,165
Issued or guaranteed by U.S.$2,528,0003,063
Privately issued$0246
Collaterized mortgage obligations$783,0002,380
CMOs issued by government agencies or sponsored agencies$783,0002,321
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$900,0001,369
Available-for-sale securities (fair market value)$54,332,0002,421
Total debt securities$54,931,0002,554
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$56,516,0002,474
U.S. Government securities$18,750,0002,955
U.S. Treasury securities$12,794,000749
U.S. Government agency obligations$5,956,0003,668
Securities issued by states & political subdivisions$36,362,0001,373
Other domestic debt securities$1,404,0001,703
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$1,404,0001,386
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$3,567,0003,378
Certificates of participation in pools of residential mortgages$2,706,0003,159
Issued or guaranteed by U.S.$2,706,0003,072
Privately issued$0234
Collaterized mortgage obligations$861,0002,387
CMOs issued by government agencies or sponsored agencies$861,0002,329
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$900,0001,370
Available-for-sale securities (fair market value)$55,616,0002,336
Total debt securities$56,215,0002,466
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$55,089,0002,444
U.S. Government securities$17,549,0002,969
U.S. Treasury securities$11,126,000716
U.S. Government agency obligations$6,423,0003,608
Securities issued by states & political subdivisions$36,136,0001,349
Other domestic debt securities$1,404,0001,681
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$1,404,0001,338
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$3,839,0003,345
Certificates of participation in pools of residential mortgages$2,866,0003,120
Issued or guaranteed by U.S.$2,866,0003,024
Privately issued$0247
Collaterized mortgage obligations$973,0002,317
CMOs issued by government agencies or sponsored agencies$973,0002,268
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$900,0001,353
Available-for-sale securities (fair market value)$54,189,0002,309
Total debt securities$54,788,0002,433
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$41,875,0002,692
U.S. Government securities$6,861,0003,686
U.S. Treasury securities$01,631
U.S. Government agency obligations$6,861,0003,495
Securities issued by states & political subdivisions$33,611,0001,360
Other domestic debt securities$1,403,0001,645
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$1,403,0001,278
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$4,142,0003,291
Certificates of participation in pools of residential mortgages$3,010,0003,047
Issued or guaranteed by U.S.$3,010,0002,956
Privately issued$0261
Collaterized mortgage obligations$1,132,0002,216
CMOs issued by government agencies or sponsored agencies$1,132,0002,169
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$900,0001,336
Available-for-sale securities (fair market value)$40,975,0002,554
Total debt securities$41,575,0002,687
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$37,993,0002,704
U.S. Government securities$6,082,0003,658
U.S. Treasury securities$01,194
U.S. Government agency obligations$6,082,0003,510
Securities issued by states & political subdivisions$30,510,0001,419
Other domestic debt securities$1,401,0001,589
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$1,401,0001,223
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$648,0003,980
Mortgage-backed securities$3,288,0003,376
Certificates of participation in pools of residential mortgages$1,941,0003,262
Issued or guaranteed by U.S.$1,941,0003,182
Privately issued$0245
Collaterized mortgage obligations$1,347,0002,189
CMOs issued by government agencies or sponsored agencies$1,347,0002,145
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$900,0001,331
Available-for-sale securities (fair market value)$37,093,0002,561
Total debt securities$37,693,0002,698
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$32,463,0002,804
U.S. Government securities$5,535,0003,745
U.S. Treasury securities$01,216
U.S. Government agency obligations$5,535,0003,589
Securities issued by states & political subdivisions$25,526,0001,505
Other domestic debt securities$1,402,0001,560
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$1,402,0001,187
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$2,622,0003,489
Certificates of participation in pools of residential mortgages$1,035,0003,509
Issued or guaranteed by U.S.$1,035,0003,420
Privately issued$0251
Collaterized mortgage obligations$1,587,0002,157
CMOs issued by government agencies or sponsored agencies$1,587,0002,110
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$900,0001,320
Available-for-sale securities (fair market value)$31,563,0002,661
Total debt securities$32,163,0002,797
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$32,724,0002,766
U.S. Government securities$6,131,0003,688
U.S. Treasury securities$01,251
U.S. Government agency obligations$6,131,0003,526
Securities issued by states & political subdivisions$25,190,0001,432
Other domestic debt securities$1,403,0001,499
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$1,403,0001,144
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$3,099,0003,415
Certificates of participation in pools of residential mortgages$1,190,0003,459
Issued or guaranteed by U.S.$1,190,0003,364
Privately issued$0251
Collaterized mortgage obligations$1,909,0002,109
CMOs issued by government agencies or sponsored agencies$1,909,0002,063
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$900,0001,328
Available-for-sale securities (fair market value)$31,824,0002,628
Total debt securities$32,424,0002,758
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$31,900,0002,749
U.S. Government securities$6,757,0003,659
U.S. Treasury securities$01,297
U.S. Government agency obligations$6,757,0003,504
Securities issued by states & political subdivisions$23,740,0001,372
Other domestic debt securities$1,403,0001,440
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$1,403,0001,069
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$3,589,0003,347
Certificates of participation in pools of residential mortgages$1,318,0003,428
Issued or guaranteed by U.S.$1,318,0003,326
Privately issued$0267
Collaterized mortgage obligations$2,271,0002,033
CMOs issued by government agencies or sponsored agencies$2,271,0001,985
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$900,0001,343
Available-for-sale securities (fair market value)$31,000,0002,614
Total debt securities$31,602,0002,743
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$34,007,0002,681
U.S. Government securities$7,385,0003,679
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,385,0003,522
Securities issued by states & political subdivisions$25,220,0001,286
Other domestic debt securities$1,402,0001,410
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$1,402,0001,044
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$4,049,0003,268
Certificates of participation in pools of residential mortgages$1,573,0003,333
Issued or guaranteed by U.S.$1,573,0003,238
Privately issued$0249
Collaterized mortgage obligations$2,476,0002,008
CMOs issued by government agencies or sponsored agencies$2,476,0001,958
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$900,0001,381
Available-for-sale securities (fair market value)$33,107,0002,543
Total debt securities$33,707,0002,678
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$34,699,0002,661
U.S. Government securities$8,410,0003,625
U.S. Treasury securities$01,429
U.S. Government agency obligations$8,410,0003,462
Securities issued by states & political subdivisions$24,888,0001,287
Other domestic debt securities$1,401,0001,418
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$1,401,0001,039
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$4,841,0003,152
Certificates of participation in pools of residential mortgages$2,013,0003,238
Issued or guaranteed by U.S.$2,013,0003,135
Privately issued$0287
Collaterized mortgage obligations$2,828,0001,955
CMOs issued by government agencies or sponsored agencies$2,828,0001,909
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$900,0001,436
Available-for-sale securities (fair market value)$33,799,0002,523
Total debt securities$34,399,0002,657
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$40,478,0002,472
U.S. Government securities$11,285,0003,362
U.S. Treasury securities$01,467
U.S. Government agency obligations$11,285,0003,207
Securities issued by states & political subdivisions$27,792,0001,202
Other domestic debt securities$1,401,0001,410
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$1,401,0001,058
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$840,0004,219
Mortgage-backed securities$5,558,0003,068
Certificates of participation in pools of residential mortgages$2,447,0003,114
Issued or guaranteed by U.S.$2,447,0003,027
Privately issued$0244
Collaterized mortgage obligations$3,111,0001,876
CMOs issued by government agencies or sponsored agencies$3,111,0001,830
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$900,0001,480
Available-for-sale securities (fair market value)$39,578,0002,313
Total debt securities$40,178,0002,459
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$45,972,0002,325
U.S. Government securities$12,392,0003,281
U.S. Treasury securities$01,516
U.S. Government agency obligations$12,392,0003,119
Securities issued by states & political subdivisions$32,179,0001,066
Other domestic debt securities$1,401,0001,412
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$1,401,0001,061
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,076,0003,742
Mortgage-backed securities$6,019,0003,030
Certificates of participation in pools of residential mortgages$2,336,0003,174
Issued or guaranteed by U.S.$2,336,0003,081
Privately issued$0248
Collaterized mortgage obligations$3,683,0001,780
CMOs issued by government agencies or sponsored agencies$3,683,0001,730
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$900,0001,509
Available-for-sale securities (fair market value)$45,072,0002,156
Total debt securities$45,730,0002,314
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$45,992,0002,338
U.S. Government securities$11,929,0003,357
U.S. Treasury securities$01,513
U.S. Government agency obligations$11,929,0003,196
Securities issued by states & political subdivisions$32,662,0001,077
Other domestic debt securities$1,401,0001,391
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$1,401,0001,058
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,621,0003,477
Mortgage-backed securities$4,964,0003,170
Certificates of participation in pools of residential mortgages$1,118,0003,554
Issued or guaranteed by U.S.$1,118,0003,482
Privately issued$0211
Collaterized mortgage obligations$3,846,0001,763
CMOs issued by government agencies or sponsored agencies$3,846,0001,712
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$900,0001,542
Available-for-sale securities (fair market value)$45,092,0002,187
Total debt securities$45,741,0002,327
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$43,871,0002,418
U.S. Government securities$12,092,0003,390
U.S. Treasury securities$01,500
U.S. Government agency obligations$12,092,0003,237
Securities issued by states & political subdivisions$30,228,0001,178
Other domestic debt securities$1,551,0001,312
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$1,551,0001,016
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,210,0003,781
Mortgage-backed securities$4,601,0003,248
Certificates of participation in pools of residential mortgages$1,178,0003,579
Issued or guaranteed by U.S.$1,178,0003,552
Privately issued$0145
Collaterized mortgage obligations$3,423,0001,800
CMOs issued by government agencies or sponsored agencies$3,423,0001,751
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$1,050,0001,520
Available-for-sale securities (fair market value)$42,821,0002,256
Total debt securities$43,621,0002,410
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$44,658,0002,434
U.S. Government securities$13,042,0003,297
U.S. Treasury securities$01,475
U.S. Government agency obligations$13,042,0003,148
Securities issued by states & political subdivisions$30,066,0001,218
Other domestic debt securities$1,550,0001,468
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,550,0001,021
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,045,0003,841
Mortgage-backed securities$4,914,0003,241
Certificates of participation in pools of residential mortgages$1,287,0003,595
Issued or guaranteed by U.S.$1,287,0003,423
Privately issued$0453
Collaterized mortgage obligations$3,627,0001,787
CMOs issued by government agencies or sponsored agencies$3,627,0001,739
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$1,050,0001,548
Available-for-sale securities (fair market value)$43,608,0002,271
Total debt securities$44,390,0002,431
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$44,605,0002,459
U.S. Government securities$12,986,0003,369
U.S. Treasury securities$01,426
U.S. Government agency obligations$12,986,0003,222
Securities issued by states & political subdivisions$30,070,0001,248
Other domestic debt securities$1,549,0001,317
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,549,0001,041
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$3,239,0003,855
Mortgage-backed securities$4,168,0003,393
Certificates of participation in pools of residential mortgages$891,0003,814
Issued or guaranteed by U.S.$891,0003,806
Privately issued$067
Collaterized mortgage obligations$3,277,0001,824
CMOs issued by government agencies or sponsored agencies$3,277,0001,770
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$1,050,0001,577
Available-for-sale securities (fair market value)$43,555,0002,304
Total debt securities$44,376,0002,450
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$46,110,0002,419
U.S. Government securities$11,435,0003,556
U.S. Treasury securities$01,328
U.S. Government agency obligations$11,435,0003,421
Securities issued by states & political subdivisions$33,127,0001,168
Other domestic debt securities$1,548,0001,323
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,548,0001,066
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,165,0004,174
Mortgage-backed securities$2,550,0003,714
Certificates of participation in pools of residential mortgages$977,0003,824
Issued or guaranteed by U.S.$977,0003,818
Privately issued$064
Collaterized mortgage obligations$1,573,0002,199
CMOs issued by government agencies or sponsored agencies$1,573,0002,138
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$1,050,0001,602
Available-for-sale securities (fair market value)$45,060,0002,265
Total debt securities$45,882,0002,406
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$51,431,0002,278
U.S. Government securities$14,585,0003,269
U.S. Treasury securities$01,313
U.S. Government agency obligations$14,585,0003,142
Securities issued by states & political subdivisions$34,790,0001,129
Other domestic debt securities$2,056,0001,199
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$2,056,000957
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,512,0003,543
Mortgage-backed securities$4,926,0003,345
Certificates of participation in pools of residential mortgages$2,117,0003,487
Issued or guaranteed by U.S.$2,117,0003,481
Privately issued$069
Collaterized mortgage obligations$2,809,0001,915
CMOs issued by government agencies or sponsored agencies$2,809,0001,856
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$1,050,0001,648
Available-for-sale securities (fair market value)$50,381,0002,128
Total debt securities$51,203,0002,262
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$53,379,0002,249
U.S. Government securities$16,895,0003,133
U.S. Treasury securities$01,351
U.S. Government agency obligations$16,895,0003,011
Securities issued by states & political subdivisions$33,918,0001,173
Other domestic debt securities$2,566,0001,136
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$2,566,000905
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,075,0003,320
Mortgage-backed securities$6,358,0003,172
Certificates of participation in pools of residential mortgages$2,586,0003,409
Issued or guaranteed by U.S.$2,586,0003,404
Privately issued$067
Collaterized mortgage obligations$3,772,0001,790
CMOs issued by government agencies or sponsored agencies$3,772,0001,729
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$1,050,0001,675
Available-for-sale securities (fair market value)$52,329,0002,093
Total debt securities$53,133,0002,235
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$54,711,0002,236
U.S. Government securities$18,445,0003,040
U.S. Treasury securities$01,390
U.S. Government agency obligations$18,445,0002,910
Securities issued by states & political subdivisions$33,608,0001,184
Other domestic debt securities$2,658,0001,157
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$2,658,000912
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,032,0003,347
Mortgage-backed securities$7,234,0003,089
Certificates of participation in pools of residential mortgages$3,010,0003,357
Issued or guaranteed by U.S.$3,010,0003,353
Privately issued$066
Collaterized mortgage obligations$4,224,0001,717
CMOs issued by government agencies or sponsored agencies$4,224,0001,658
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$1,150,0001,689
Available-for-sale securities (fair market value)$53,561,0002,087
Total debt securities$54,440,0002,224
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$51,982,0002,302
U.S. Government securities$16,828,0003,143
U.S. Treasury securities$01,367
U.S. Government agency obligations$16,828,0003,013
Securities issued by states & political subdivisions$32,517,0001,237
Other domestic debt securities$2,637,0001,149
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$2,637,000898
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,380,0003,656
Mortgage-backed securities$7,093,0003,112
Certificates of participation in pools of residential mortgages$2,646,0003,457
Issued or guaranteed by U.S.$2,646,0003,452
Privately issued$071
Collaterized mortgage obligations$4,447,0001,656
CMOs issued by government agencies or sponsored agencies$4,447,0001,590
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$1,150,0001,705
Available-for-sale securities (fair market value)$50,832,0002,139
Total debt securities$51,712,0002,289
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$49,535,0002,378
U.S. Government securities$16,121,0003,196
U.S. Treasury securities$01,214
U.S. Government agency obligations$16,121,0003,094
Securities issued by states & political subdivisions$30,571,0001,317
Other domestic debt securities$2,843,0001,128
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$2,843,000883
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,622,0003,660
Mortgage-backed securities$8,875,0002,915
Certificates of participation in pools of residential mortgages$2,814,0003,459
Issued or guaranteed by U.S.$2,814,0003,457
Privately issued$067
Collaterized mortgage obligations$6,061,0001,455
CMOs issued by government agencies or sponsored agencies$6,061,0001,397
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$1,350,0001,698
Available-for-sale securities (fair market value)$48,185,0002,217
Total debt securities$49,261,0002,369
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$49,565,0002,429
U.S. Government securities$15,918,0003,305
U.S. Treasury securities$01,253
U.S. Government agency obligations$15,918,0003,190
Securities issued by states & political subdivisions$31,328,0001,288
Other domestic debt securities$2,319,0001,229
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$2,319,000967
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,544,0003,717
Mortgage-backed securities$9,537,0002,875
Certificates of participation in pools of residential mortgages$2,997,0003,454
Issued or guaranteed by U.S.$2,997,0003,450
Privately issued$071
Collaterized mortgage obligations$6,540,0001,439
CMOs issued by government agencies or sponsored agencies$6,540,0001,371
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$1,350,0001,741
Available-for-sale securities (fair market value)$48,215,0002,257
Total debt securities$49,291,0002,415
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$49,050,0002,482
U.S. Government securities$14,889,0003,491
U.S. Treasury securities$01,296
U.S. Government agency obligations$14,889,0003,368
Securities issued by states & political subdivisions$31,846,0001,236
Other domestic debt securities$2,315,0001,238
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$2,315,000970
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,342,0004,484
Mortgage-backed securities$10,007,0002,849
Certificates of participation in pools of residential mortgages$3,102,0003,454
Issued or guaranteed by U.S.$3,102,0003,451
Privately issued$066
Collaterized mortgage obligations$6,905,0001,421
CMOs issued by government agencies or sponsored agencies$6,905,0001,359
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$1,350,0001,773
Available-for-sale securities (fair market value)$47,700,0002,300
Total debt securities$48,777,0002,471
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$48,747,0002,500
U.S. Government securities$14,371,0003,597
U.S. Treasury securities$01,367
U.S. Government agency obligations$14,371,0003,467
Securities issued by states & political subdivisions$32,051,0001,237
Other domestic debt securities$2,325,0001,210
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$2,325,000953
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,020,0004,611
Mortgage-backed securities$10,567,0002,777
Certificates of participation in pools of residential mortgages$3,186,0003,449
Issued or guaranteed by U.S.$3,186,0003,445
Privately issued$066
Collaterized mortgage obligations$7,381,0001,381
CMOs issued by government agencies or sponsored agencies$7,381,0001,325
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$1,350,0001,799
Available-for-sale securities (fair market value)$47,397,0002,327
Total debt securities$48,476,0002,492
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$52,568,0002,403
U.S. Government securities$17,427,0003,364
U.S. Treasury securities$01,303
U.S. Government agency obligations$17,427,0003,266
Securities issued by states & political subdivisions$32,799,0001,208
Other domestic debt securities$2,342,0001,226
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$2,342,000961
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,312,0004,604
Mortgage-backed securities$12,500,0002,649
Certificates of participation in pools of residential mortgages$3,348,0003,452
Issued or guaranteed by U.S.$3,348,0003,447
Privately issued$065
Collaterized mortgage obligations$9,152,0001,258
CMOs issued by government agencies or sponsored agencies$9,152,0001,198
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$1,350,0001,805
Available-for-sale securities (fair market value)$51,218,0002,225
Total debt securities$52,308,0002,390
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$54,405,0002,381
U.S. Government securities$20,612,0003,160
U.S. Treasury securities$01,348
U.S. Government agency obligations$20,612,0003,066
Securities issued by states & political subdivisions$31,446,0001,243
Other domestic debt securities$2,347,0001,232
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$2,347,000967
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,411,0004,625
Mortgage-backed securities$13,579,0002,597
Certificates of participation in pools of residential mortgages$3,475,0003,516
Issued or guaranteed by U.S.$3,475,0003,512
Privately issued$067
Collaterized mortgage obligations$10,104,0001,237
CMOs issued by government agencies or sponsored agencies$10,104,0001,183
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$1,350,0001,834
Available-for-sale securities (fair market value)$53,055,0002,211
Total debt securities$54,145,0002,365
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$56,036,0002,369
U.S. Government securities$21,371,0003,172
U.S. Treasury securities$01,327
U.S. Government agency obligations$21,371,0003,074
Securities issued by states & political subdivisions$32,319,0001,180
Other domestic debt securities$2,346,0001,257
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$2,346,000972
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,558,0004,659
Mortgage-backed securities$14,561,0002,561
Certificates of participation in pools of residential mortgages$3,633,0003,540
Issued or guaranteed by U.S.$3,633,0003,536
Privately issued$070
Collaterized mortgage obligations$10,928,0001,225
CMOs issued by government agencies or sponsored agencies$10,928,0001,170
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$1,350,0001,839
Available-for-sale securities (fair market value)$54,686,0002,199
Total debt securities$55,782,0002,354
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$59,007,0002,303
U.S. Government securities$21,995,0003,185
U.S. Treasury securities$01,361
U.S. Government agency obligations$21,995,0003,085
Securities issued by states & political subdivisions$34,667,0001,113
Other domestic debt securities$2,345,0001,262
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$2,345,000975
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,514,0004,728
Mortgage-backed securities$13,622,0002,686
Certificates of participation in pools of residential mortgages$3,739,0003,573
Issued or guaranteed by U.S.$3,739,0003,567
Privately issued$075
Collaterized mortgage obligations$9,883,0001,332
CMOs issued by government agencies or sponsored agencies$9,883,0001,271
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$1,350,0001,867
Available-for-sale securities (fair market value)$57,657,0002,118
Total debt securities$58,752,0002,286
Structured notes
Amortized cost$1,500,0001,266
Fair value$1,501,0001,264
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$57,850,0002,372
U.S. Government securities$20,990,0003,352
U.S. Treasury securities$01,381
U.S. Government agency obligations$20,990,0003,243
Securities issued by states & political subdivisions$34,511,0001,118
Other domestic debt securities$2,349,0001,304
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$2,349,000995
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,504,0004,784
Mortgage-backed securities$12,822,0002,829
Certificates of participation in pools of residential mortgages$3,341,0003,760
Issued or guaranteed by U.S.$3,341,0003,759
Privately issued$073
Collaterized mortgage obligations$9,481,0001,387
CMOs issued by government agencies or sponsored agencies$9,481,0001,313
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$1,350,0001,900
Available-for-sale securities (fair market value)$56,500,0002,184
Total debt securities$57,596,0002,358
Structured notes
Amortized cost$1,500,0001,357
Fair value$1,458,0001,397
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$61,629,0002,266
U.S. Government securities$21,973,0003,313
U.S. Treasury securities$01,342
U.S. Government agency obligations$21,973,0003,215
Securities issued by states & political subdivisions$37,309,0001,031
Other domestic debt securities$2,347,0001,335
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$2,347,0001,024
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,546,0004,826
Mortgage-backed securities$13,508,0002,803
Certificates of participation in pools of residential mortgages$3,477,0003,789
Issued or guaranteed by U.S.$3,477,0003,789
Privately issued$075
Collaterized mortgage obligations$10,031,0001,357
CMOs issued by government agencies or sponsored agencies$10,031,0001,289
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$1,350,0001,905
Available-for-sale securities (fair market value)$60,279,0002,075
Total debt securities$61,629,0002,249
Structured notes
Amortized cost$1,500,0001,401
Fair value$1,439,0001,449
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$67,413,0002,125
U.S. Government securities$22,750,0003,275
U.S. Treasury securities$01,198
U.S. Government agency obligations$22,750,0003,183
Securities issued by states & political subdivisions$42,224,000917
Other domestic debt securities$2,439,0001,345
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,439,0001,034
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,575,0004,853
Mortgage-backed securities$14,271,0002,752
Certificates of participation in pools of residential mortgages$3,018,0003,951
Issued or guaranteed by U.S.$3,018,0003,949
Privately issued$076
Collaterized mortgage obligations$11,253,0001,283
CMOs issued by government agencies or sponsored agencies$11,253,0001,219
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$1,450,0001,883
Available-for-sale securities (fair market value)$65,963,0001,945
Total debt securities$67,413,0002,102
Structured notes
Amortized cost$1,500,0001,412
Fair value$1,404,0001,460
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$68,768,0002,084
U.S. Government securities$17,827,0003,698
U.S. Treasury securities$01,131
U.S. Government agency obligations$17,827,0003,597
Securities issued by states & political subdivisions$48,505,000777
Other domestic debt securities$2,436,0001,388
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,436,0001,058
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,814,0004,816
Mortgage-backed securities$14,988,0002,698
Certificates of participation in pools of residential mortgages$2,585,0004,095
Issued or guaranteed by U.S.$2,585,0004,090
Privately issued$081
Collaterized mortgage obligations$12,403,0001,213
CMOs issued by government agencies or sponsored agencies$12,403,0001,148
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$1,450,0001,875
Available-for-sale securities (fair market value)$67,318,0001,901
Total debt securities$68,768,0002,060
Structured notes
Amortized cost$1,500,0001,396
Fair value$1,360,0001,457
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$75,354,0001,953
U.S. Government securities$18,101,0003,703
U.S. Treasury securities$01,131
U.S. Government agency obligations$18,101,0003,603
Securities issued by states & political subdivisions$54,815,000672
Other domestic debt securities$2,438,0001,427
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,438,0001,091
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,944,0004,820
Mortgage-backed securities$15,463,0002,679
Certificates of participation in pools of residential mortgages$2,708,0004,073
Issued or guaranteed by U.S.$2,708,0004,066
Privately issued$080
Collaterized mortgage obligations$12,755,0001,216
CMOs issued by government agencies or sponsored agencies$12,755,0001,149
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$1,450,0001,855
Available-for-sale securities (fair market value)$73,904,0001,781
Total debt securities$75,354,0001,922
Structured notes
Amortized cost$1,500,0001,385
Fair value$1,408,0001,438
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$75,526,0001,931
U.S. Government securities$19,879,0003,524
U.S. Treasury securities$01,152
U.S. Government agency obligations$19,879,0003,435
Securities issued by states & political subdivisions$53,202,000691
Other domestic debt securities$2,445,0001,464
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,445,0001,113
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,106,0004,765
Mortgage-backed securities$17,224,0002,553
Certificates of participation in pools of residential mortgages$3,135,0003,951
Issued or guaranteed by U.S.$3,135,0003,945
Privately issued$083
Collaterized mortgage obligations$14,089,0001,181
CMOs issued by government agencies or sponsored agencies$14,089,0001,101
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$1,450,0001,791
Available-for-sale securities (fair market value)$74,076,0001,772
Total debt securities$75,526,0001,906
Structured notes
Amortized cost$1,500,0001,355
Fair value$1,447,0001,403
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$78,474,0001,882
U.S. Government securities$21,694,0003,385
U.S. Treasury securities$01,161
U.S. Government agency obligations$21,694,0003,304
Securities issued by states & political subdivisions$55,330,000635
Other domestic debt securities$1,450,0001,791
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,450,0001,363
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,369,0004,457
Mortgage-backed securities$19,191,0002,449
Certificates of participation in pools of residential mortgages$2,599,0004,133
Issued or guaranteed by U.S.$2,599,0004,129
Privately issued$083
Collaterized mortgage obligations$16,592,0001,114
CMOs issued by government agencies or sponsored agencies$16,592,0001,048
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$1,450,0001,773
Available-for-sale securities (fair market value)$77,024,0001,734
Total debt securities$78,474,0001,859
Structured notes
Amortized cost$2,500,0001,074
Fair value$2,503,0001,093
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$79,928,0001,832
U.S. Government securities$22,147,0003,294
U.S. Treasury securities$01,135
U.S. Government agency obligations$22,147,0003,221
Securities issued by states & political subdivisions$56,331,000594
Other domestic debt securities$1,450,0001,763
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,450,0001,326
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,965,0004,295
Mortgage-backed securities$21,144,0002,327
Certificates of participation in pools of residential mortgages$2,810,0004,080
Issued or guaranteed by U.S.$2,810,0004,078
Privately issued$085
Collaterized mortgage obligations$18,334,0001,074
CMOs issued by government agencies or sponsored agencies$18,334,000995
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,450,0001,780
Available-for-sale securities (fair market value)$78,478,0001,687
Total debt securities$79,778,0001,812
Structured notes
Amortized cost$1,000,0001,621
Fair value$1,003,0001,660
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$77,005,0001,891
U.S. Government securities$22,802,0003,317
U.S. Treasury securities$01,086
U.S. Government agency obligations$22,802,0003,252
Securities issued by states & political subdivisions$52,753,000635
Other domestic debt securities$1,450,0001,813
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,450,0001,368
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,664,0004,183
Mortgage-backed securities$21,798,0002,387
Certificates of participation in pools of residential mortgages$3,031,0004,152
Issued or guaranteed by U.S.$3,031,0004,150
Privately issued$088
Collaterized mortgage obligations$18,767,0001,099
CMOs issued by government agencies or sponsored agencies$18,767,0001,027
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,450,0001,818
Available-for-sale securities (fair market value)$75,555,0001,751
Total debt securities$76,755,0001,879
Structured notes
Amortized cost$1,000,0001,762
Fair value$1,004,0001,798
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$75,815,0001,902
U.S. Government securities$23,291,0003,330
U.S. Treasury securities$01,068
U.S. Government agency obligations$23,291,0003,260
Securities issued by states & political subdivisions$51,074,000635
Other domestic debt securities$1,450,0001,824
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$1,450,0001,374
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,697,0003,985
Mortgage-backed securities$22,289,0002,377
Certificates of participation in pools of residential mortgages$2,049,0004,471
Issued or guaranteed by U.S.$2,049,0004,469
Privately issued$094
Collaterized mortgage obligations$20,240,0001,064
CMOs issued by government agencies or sponsored agencies$20,240,000984
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$1,450,0001,826
Available-for-sale securities (fair market value)$74,365,0001,770
Total debt securities$75,565,0001,892
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,002,0002,051
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$72,590,0001,978
U.S. Government securities$22,288,0003,489
U.S. Treasury securities$01,157
U.S. Government agency obligations$22,288,0003,421
Securities issued by states & political subdivisions$48,852,000640
Other domestic debt securities$1,450,0001,799
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,450,0001,354
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,682,0003,815
Mortgage-backed securities$22,288,0002,399
Certificates of participation in pools of residential mortgages$563,0005,068
Issued or guaranteed by U.S.$563,0005,063
Privately issued$094
Collaterized mortgage obligations$21,725,0001,032
CMOs issued by government agencies or sponsored agencies$21,725,000960
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,450,0001,877
Available-for-sale securities (fair market value)$71,140,0001,831
Total debt securities$72,340,0001,966
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$69,934,0001,985
U.S. Government securities$20,861,0003,551
U.S. Treasury securities$01,076
U.S. Government agency obligations$20,861,0003,470
Securities issued by states & political subdivisions$47,473,000646
Other domestic debt securities$1,600,0001,724
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$1,600,0001,223
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,050,0003,555
Mortgage-backed securities$20,385,0002,452
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$20,385,0001,057
CMOs issued by government agencies or sponsored agencies$20,385,000937
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$1,600,0001,900
Available-for-sale securities (fair market value)$68,334,0001,840
Total debt securities$69,684,0001,972
Structured notes
Amortized cost$625,0002,508
Fair value$623,0002,509
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$67,357,0001,994
U.S. Government securities$20,709,0003,488
U.S. Treasury securities$01,126
U.S. Government agency obligations$20,709,0003,412
Securities issued by states & political subdivisions$44,801,000649
Other domestic debt securities$1,847,0001,667
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,847,0001,159
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,296,0003,483
Mortgage-backed securities$18,083,0002,570
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$18,083,0001,140
CMOs issued by government agencies or sponsored agencies$18,083,0001,008
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,847,0001,845
Available-for-sale securities (fair market value)$65,510,0001,849
Total debt securities$67,107,0001,978
Structured notes
Amortized cost$3,022,0001,422
Fair value$3,021,0001,442
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$63,196,0002,098
U.S. Government securities$20,720,0003,583
U.S. Treasury securities$01,225
U.S. Government agency obligations$20,720,0003,495
Securities issued by states & political subdivisions$40,629,000675
Other domestic debt securities$1,847,0001,606
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$1,847,0001,080
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,521,0003,674
Mortgage-backed securities$10,895,0003,202
Certificates of participation in pools of residential mortgages$736,0004,957
Issued or guaranteed by U.S.$736,0004,947
Privately issued$0125
Collaterized mortgage obligations$10,159,0001,550
CMOs issued by government agencies or sponsored agencies$10,159,0001,373
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$1,847,0001,886
Available-for-sale securities (fair market value)$61,349,0001,935
Total debt securities$62,946,0002,081
Structured notes
Amortized cost$9,720,000722
Fair value$9,719,000721
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$57,555,0002,243
U.S. Government securities$16,533,0004,030
U.S. Treasury securities$01,272
U.S. Government agency obligations$16,533,0003,916
Securities issued by states & political subdivisions$38,685,000700
Other domestic debt securities$2,337,0001,478
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$2,337,000959
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,806,0003,797
Mortgage-backed securities$2,499,0004,688
Certificates of participation in pools of residential mortgages$2,499,0004,161
Issued or guaranteed by U.S.$2,499,0004,151
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$14,861,000836
Available-for-sale securities (fair market value)$42,694,0002,582
Total debt securities$57,555,0002,217
Structured notes
Amortized cost$12,520,000584
Fair value$12,370,000588
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$55,270,0002,239
U.S. Government securities$16,417,0003,889
U.S. Treasury securities$01,275
U.S. Government agency obligations$16,417,0003,772
Securities issued by states & political subdivisions$36,517,000735
Other domestic debt securities$2,336,0001,584
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$2,336,000965
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,100,0003,696
Mortgage-backed securities$3,143,0004,448
Certificates of participation in pools of residential mortgages$3,143,0003,846
Issued or guaranteed by U.S.$3,143,0003,835
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$13,661,000867
Available-for-sale securities (fair market value)$41,609,0002,547
Total debt securities$55,190,0002,216
Structured notes
Amortized cost$11,322,000584
Fair value$11,091,000591
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$54,470,0002,221
U.S. Government securities$17,222,0003,750
U.S. Treasury securities$01,180
U.S. Government agency obligations$17,222,0003,646
Securities issued by states & political subdivisions$34,667,000762
Other domestic debt securities$2,581,0001,549
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$2,581,000905
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,851,0003,584
Mortgage-backed securities$3,596,0004,374
Certificates of participation in pools of residential mortgages$3,596,0003,718
Issued or guaranteed by U.S.$3,596,0003,710
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$13,459,000888
Available-for-sale securities (fair market value)$41,011,0002,525
Total debt securities$54,470,0002,193
Structured notes
Amortized cost$11,122,000549
Fair value$11,117,000557
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$54,183,0002,221
U.S. Government securities$25,362,0003,001
U.S. Treasury securities$01,121
U.S. Government agency obligations$25,362,0002,919
Securities issued by states & political subdivisions$26,242,000969
Other domestic debt securities$2,579,0001,558
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$2,579,000878
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,269,0003,363
Mortgage-backed securities$3,993,0004,255
Certificates of participation in pools of residential mortgages$3,993,0003,616
Issued or guaranteed by U.S.$3,993,0003,608
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$19,976,000709
Available-for-sale securities (fair market value)$34,207,0002,885
Total debt securities$54,183,0002,194
Structured notes
Amortized cost$14,291,000479
Fair value$14,311,000483
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$51,480,0002,340
U.S. Government securities$26,861,0002,922
U.S. Treasury securities$01,130
U.S. Government agency obligations$26,861,0002,842
Securities issued by states & political subdivisions$22,041,0001,135
Other domestic debt securities$2,578,0001,606
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$2,578,000902
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,572,0003,394
Mortgage-backed securities$4,449,0004,227
Certificates of participation in pools of residential mortgages$4,449,0003,598
Issued or guaranteed by U.S.$4,449,0003,592
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$19,152,000732
Available-for-sale securities (fair market value)$32,328,0003,015
Total debt securities$51,480,0002,314
Structured notes
Amortized cost$13,969,000394
Fair value$13,859,000399
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$51,583,0002,309
U.S. Government securities$29,598,0002,703
U.S. Treasury securities$01,077
U.S. Government agency obligations$29,598,0002,636
Securities issued by states & political subdivisions$19,558,0001,288
Other domestic debt securities$2,427,0001,689
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$2,427,000953
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,650,0003,238
Mortgage-backed securities$4,831,0004,199
Certificates of participation in pools of residential mortgages$4,831,0003,586
Issued or guaranteed by U.S.$4,831,0003,579
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$17,741,000782
Available-for-sale securities (fair market value)$33,842,0002,892
Total debt securities$51,583,0002,286
Structured notes
Amortized cost$13,564,000298
Fair value$13,766,000290
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$52,909,0002,274
U.S. Government securities$34,230,0002,407
U.S. Treasury securities$01,047
U.S. Government agency obligations$34,230,0002,349
Securities issued by states & political subdivisions$16,254,0001,529
Other domestic debt securities$2,425,0001,789
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$2,425,0001,012
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,700,0003,242
Mortgage-backed securities$5,247,0004,187
Certificates of participation in pools of residential mortgages$5,247,0003,583
Issued or guaranteed by U.S.$5,247,0003,572
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$19,885,000760
Available-for-sale securities (fair market value)$33,024,0002,945
Total debt securities$52,909,0002,246
Structured notes
Amortized cost$13,112,000190
Fair value$12,889,000193
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$53,085,0002,214
U.S. Government securities$35,908,0002,254
U.S. Treasury securities$01,036
U.S. Government agency obligations$35,908,0002,203
Securities issued by states & political subdivisions$14,753,0001,629
Other domestic debt securities$2,424,0001,814
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$2,424,0001,029
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,071,0003,342
Mortgage-backed securities$5,608,0004,147
Certificates of participation in pools of residential mortgages$5,608,0003,540
Issued or guaranteed by U.S.$5,608,0003,527
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$22,057,000701
Available-for-sale securities (fair market value)$31,028,0003,007
Total debt securities$53,085,0002,181
Structured notes
Amortized cost$14,336,000101
Fair value$14,112,000102
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$52,276,0002,242
U.S. Government securities$36,828,0002,232
U.S. Treasury securities$0981
U.S. Government agency obligations$36,828,0002,180
Securities issued by states & political subdivisions$13,126,0001,726
Other domestic debt securities$2,322,0001,767
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,322,0001,065
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,678,0003,304
Mortgage-backed securities$6,224,0004,085
Certificates of participation in pools of residential mortgages$6,224,0003,470
Issued or guaranteed by U.S.$6,224,0003,459
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,623,000623
Available-for-sale securities (fair market value)$26,653,0003,362
Total debt securities$52,276,0002,217
Structured notes
Amortized cost$13,405,00079
Fair value$13,195,00081
Trading account assets$809,000192
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$48,528,0002,361
U.S. Government securities$33,726,0002,407
U.S. Treasury securities$0973
U.S. Government agency obligations$33,726,0002,355
Securities issued by states & political subdivisions$12,631,0001,735
Other domestic debt securities$2,171,0001,768
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,171,0001,068
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,181,0004,204
Mortgage-backed securities$4,950,0004,322
Certificates of participation in pools of residential mortgages$4,950,0003,752
Issued or guaranteed by U.S.$4,950,0003,738
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,162,000650
Available-for-sale securities (fair market value)$24,366,0003,546
Total debt securities$48,528,0002,338
Structured notes
Amortized cost$12,746,00091
Fair value$12,600,00092
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$45,072,0002,468
U.S. Government securities$31,352,0002,500
U.S. Treasury securities$01,019
U.S. Government agency obligations$31,352,0002,443
Securities issued by states & political subdivisions$12,128,0001,766
Other domestic debt securities$1,592,0001,940
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,592,0001,226
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,166,0004,208
Mortgage-backed securities$3,904,0004,514
Certificates of participation in pools of residential mortgages$3,904,0003,973
Issued or guaranteed by U.S.$3,904,0003,962
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,887,000652
Available-for-sale securities (fair market value)$21,185,0003,770
Total debt securities$45,072,0002,436
Structured notes
Amortized cost$13,695,00082
Fair value$13,271,00082
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$43,857,0002,571
U.S. Government securities$30,365,0002,603
U.S. Treasury securities$01,021
U.S. Government agency obligations$30,365,0002,555
Securities issued by states & political subdivisions$12,200,0001,778
Other domestic debt securities$1,292,0002,111
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,292,0001,427
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,815,0004,923
Mortgage-backed securities$2,878,0004,841
Certificates of participation in pools of residential mortgages$2,878,0004,330
Issued or guaranteed by U.S.$2,878,0004,314
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$23,597,000655
Available-for-sale securities (fair market value)$20,260,0003,947
Total debt securities$43,857,0002,528
Structured notes
Amortized cost$13,604,00090
Fair value$13,397,00089
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$37,513,0002,906
U.S. Government securities$24,719,0003,043
U.S. Treasury securities$01,044
U.S. Government agency obligations$24,719,0002,993
Securities issued by states & political subdivisions$11,502,0001,856
Other domestic debt securities$1,292,0002,026
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,292,0001,373
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,250,0005,082
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,953,000729
Available-for-sale securities (fair market value)$17,560,0004,262
Total debt securities$37,513,0002,866
Structured notes
Amortized cost$11,108,000111
Fair value$11,142,000109
Trading account assets$996,000215
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$35,328,0003,054
U.S. Government securities$23,227,0003,231
U.S. Treasury securities$01,146
U.S. Government agency obligations$23,227,0003,161
Securities issued by states & political subdivisions$11,159,0001,882
Other domestic debt securities$942,0002,074
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$942,0001,459
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,450,0005,053
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,470,000920
Available-for-sale securities (fair market value)$19,858,0003,975
Total debt securities$35,328,0003,006
Structured notes
Amortized cost$6,962,000366
Fair value$6,973,000362
Trading account assets$340,000218
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$33,100,0003,209
U.S. Government securities$21,754,0003,416
U.S. Treasury securities$01,235
U.S. Government agency obligations$21,754,0003,347
Securities issued by states & political subdivisions$10,304,0001,971
Other domestic debt securities$1,042,0001,923
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,042,0001,328
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,334,0005,115
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,920,0001,074
Available-for-sale securities (fair market value)$20,180,0003,940
Total debt securities$33,100,0003,166
Structured notes
Amortized cost$6,510,000479
Fair value$6,472,000483
Trading account assets$338,000223
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$32,052,0003,281
U.S. Government securities$21,172,0003,501
U.S. Treasury securities$01,362
U.S. Government agency obligations$21,172,0003,418
Securities issued by states & political subdivisions$9,738,0002,047
Other domestic debt securities$1,142,0001,820
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,142,0001,255
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,347,0005,144
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,619,0001,109
Available-for-sale securities (fair market value)$19,433,0004,016
Total debt securities$32,052,0003,239
Structured notes
Amortized cost$6,607,000512
Fair value$6,472,000511
Trading account assets$636,000220
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$29,151,0003,520
U.S. Government securities$18,266,0003,903
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,266,0003,808
Securities issued by states & political subdivisions$9,892,0002,028
Other domestic debt securities$993,0001,953
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$993,0001,401
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,252,0005,195
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,496,0001,176
Available-for-sale securities (fair market value)$17,655,0004,257
Total debt securities$29,151,0003,483
Structured notes
Amortized cost$6,434,000564
Fair value$6,378,000562
Trading account assets$3,495,000206
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$32,728,0003,255
U.S. Government securities$18,086,0003,987
U.S. Treasury securities$01,498
U.S. Government agency obligations$18,086,0003,888
Securities issued by states & political subdivisions$9,944,0002,017
Other domestic debt securities$849,0002,053
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$849,0001,507
Foreign debt securities$0210
Equity securities$3,849,000570
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,460,0005,136
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,094,0001,230
Available-for-sale securities (fair market value)$21,634,0003,780
Total debt securities$28,879,0003,512
Structured notes
Amortized cost$6,431,000583
Fair value$6,357,000583
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$30,223,0003,478
U.S. Government securities$15,532,0004,445
U.S. Treasury securities$01,574
U.S. Government agency obligations$15,532,0004,321
Securities issued by states & political subdivisions$10,253,0001,967
Other domestic debt securities$595,0002,243
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$595,0001,669
Foreign debt securities$0214
Equity securities$3,843,000557
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,340,0005,198
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,289,0001,499
Available-for-sale securities (fair market value)$21,934,0003,768
Total debt securities$26,380,0003,761
Structured notes
Amortized cost$5,677,000714
Fair value$5,608,000714
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$28,146,0003,644
U.S. Government securities$14,374,0004,633
U.S. Treasury securities$01,634
U.S. Government agency obligations$14,374,0004,488
Securities issued by states & political subdivisions$9,300,0002,080
Other domestic debt securities$588,0002,267
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$588,0001,714
Foreign debt securities$0223
Equity securities$3,884,000558
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,084,0005,329
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,500,0001,597
Available-for-sale securities (fair market value)$20,646,0003,908
Total debt securities$24,262,0004,003
Structured notes
Amortized cost$5,136,000823
Fair value$4,926,000836
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$29,342,0003,608
U.S. Government securities$14,270,0004,685
U.S. Treasury securities$01,715
U.S. Government agency obligations$14,270,0004,552
Securities issued by states & political subdivisions$10,433,0001,882
Other domestic debt securities$589,0002,327
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$589,0001,786
Foreign debt securities$0226
Equity securities$4,050,000553
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,075,0005,316
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,497,0001,622
Available-for-sale securities (fair market value)$21,845,0003,789
Total debt securities$25,292,0003,936
Structured notes
Amortized cost$5,133,000836
Fair value$4,988,000842
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$29,227,0003,638
U.S. Government securities$14,146,0004,693
U.S. Treasury securities$01,737
U.S. Government agency obligations$14,146,0004,558
Securities issued by states & political subdivisions$9,858,0001,963
Other domestic debt securities$483,0002,609
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$483,0002,110
Foreign debt securities$0223
Equity securities$4,740,000509
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,093,0005,324
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,494,0001,644
Available-for-sale securities (fair market value)$21,733,0003,795
Total debt securities$24,487,0004,038
Structured notes
Amortized cost$5,379,000821
Fair value$5,298,000820
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$28,338,0003,686
U.S. Government securities$12,890,0004,926
U.S. Treasury securities$01,786
U.S. Government agency obligations$12,890,0004,782
Securities issued by states & political subdivisions$10,094,0001,917
Other domestic debt securities$495,0002,635
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$495,0002,169
Foreign debt securities$0234
Equity securities$4,859,000500
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,255,0005,259
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,192,0001,796
Available-for-sale securities (fair market value)$22,146,0003,742
Total debt securities$23,479,0004,112
Structured notes
Amortized cost$5,375,000809
Fair value$5,334,000807
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$28,002,0003,756
U.S. Government securities$11,591,0005,238
U.S. Treasury securities$01,839
U.S. Government agency obligations$11,591,0005,087
Securities issued by states & political subdivisions$10,249,0001,888
Other domestic debt securities$495,0002,719
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$495,0002,252
Foreign debt securities$0234
Equity securities$5,667,000457
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,270,0005,234
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,041,0001,979
Available-for-sale securities (fair market value)$22,961,0003,693
Total debt securities$22,335,0004,272
Structured notes
Amortized cost$4,922,000883
Fair value$4,941,000866
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$24,874,0004,124
U.S. Government securities$8,504,0006,062
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,504,0005,911
Securities issued by states & political subdivisions$10,237,0001,880
Other domestic debt securities$497,0002,767
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$497,0002,333
Foreign debt securities$0247
Equity securities$5,636,000471
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,223,0005,302
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,748,0002,262
Available-for-sale securities (fair market value)$21,126,0003,958
Total debt securities$19,238,0004,761
Structured notes
Amortized cost$3,980,0001,055
Fair value$3,899,0001,048
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$24,364,0004,202
U.S. Government securities$8,933,0005,959
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,933,0005,811
Securities issued by states & political subdivisions$9,724,0001,994
Other domestic debt securities$503,0002,744
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$503,0002,324
Foreign debt securities$0244
Equity securities$5,204,000531
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,101,0005,354
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,747,0002,283
Available-for-sale securities (fair market value)$20,617,0004,029
Total debt securities$19,160,0004,786
Structured notes
Amortized cost$3,580,0001,086
Fair value$3,550,0001,086
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$23,560,0004,275
U.S. Government securities$7,950,0006,225
U.S. Treasury securities$01,990
U.S. Government agency obligations$7,950,0006,077
Securities issued by states & political subdivisions$9,224,0002,075
Other domestic debt securities$507,0002,780
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$507,0002,377
Foreign debt securities$0248
Equity securities$5,879,000511
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,154,0005,337
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,649,0002,593
Available-for-sale securities (fair market value)$20,911,0003,983
Total debt securities$17,681,0004,994
Structured notes
Amortized cost$3,078,0001,197
Fair value$3,106,0001,189
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$23,006,0004,389
U.S. Government securities$7,530,0006,421
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,530,0006,251
Securities issued by states & political subdivisions$8,479,0002,212
Other domestic debt securities$613,0002,749
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$613,0002,349
Foreign debt securities$0251
Equity securities$6,384,000510
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,102,0005,357
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,389,0003,098
Available-for-sale securities (fair market value)$21,617,0003,977
Total debt securities$16,622,0005,233
Structured notes
Amortized cost$2,468,0001,377
Fair value$2,433,0001,367
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$21,867,0004,519
U.S. Government securities$5,805,0006,911
U.S. Treasury securities$02,082
U.S. Government agency obligations$5,805,0006,751
Securities issued by states & political subdivisions$8,743,0002,186
Other domestic debt securities$619,0002,837
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$619,0002,427
Foreign debt securities$0264
Equity securities$6,700,000524
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,812,0005,460
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$21,867,0003,940
Total debt securities$15,167,0005,446
Structured notes
Amortized cost$1,594,0001,487
Fair value$1,605,0001,483
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$21,538,0004,610
U.S. Government securities$5,856,0006,982
U.S. Treasury securities$02,227
U.S. Government agency obligations$5,856,0006,803
Securities issued by states & political subdivisions$8,798,0002,182
Other domestic debt securities$620,0002,883
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$620,0002,556
Foreign debt securities$0283
Equity securities$6,264,000537
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,812,0005,422
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$21,538,0004,003
Total debt securities$15,274,0005,480
Structured notes
Amortized cost$597,0001,995
Fair value$588,0001,996
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$19,453,0004,805
U.S. Government securities$4,094,0007,424
U.S. Treasury securities$02,287
U.S. Government agency obligations$4,094,0007,240
Securities issued by states & political subdivisions$8,395,0002,247
Other domestic debt securities$516,0003,140
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$516,0002,802
Foreign debt securities$0291
Equity securities$6,448,000566
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,670,0006,052
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$19,453,0004,193
Total debt securities$13,005,0005,828
Structured notes
Amortized cost$597,0001,730
Fair value$589,0001,727
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$18,489,0004,898
U.S. Government securities$2,401,0008,052
U.S. Treasury securities$02,322
U.S. Government agency obligations$2,401,0007,874
Securities issued by states & political subdivisions$8,838,0002,128
Other domestic debt securities$317,0003,455
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$317,0003,065
Foreign debt securities$0294
Equity securities$6,933,000552
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,698,0006,037
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$18,489,0004,278
Total debt securities$11,556,0006,047
Structured notes
Amortized cost$399,0001,806
Fair value$399,0001,808
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$16,994,0005,152
U.S. Government securities$3,324,0007,760
U.S. Treasury securities$02,382
U.S. Government agency obligations$3,324,0007,568
Securities issued by states & political subdivisions$8,511,0002,112
Other domestic debt securities$301,0003,524
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$301,0003,121
Foreign debt securities$0294
Equity securities$4,858,000718
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,603,0006,121
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$16,994,0004,458
Total debt securities$12,136,0005,959
Structured notes
Amortized cost$199,0001,711
Fair value$200,0001,698
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$16,537,0005,191
U.S. Government securities$4,031,0007,524
U.S. Treasury securities$02,544
U.S. Government agency obligations$4,031,0007,328
Securities issued by states & political subdivisions$8,133,0002,145
Other domestic debt securities$301,0003,582
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$301,0003,154
Foreign debt securities$0302
Equity securities$4,072,000775
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,450,0006,264
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$16,537,0004,484
Total debt securities$12,465,0005,877
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$12,575,0005,879
U.S. Government securities$5,065,0007,205
U.S. Treasury securities$03,182
U.S. Government agency obligations$5,065,0006,962
Securities issued by states & political subdivisions$7,510,0002,176
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,650,0006,202
Mortgage-backed securities$602,0006,235
Certificates of participation in pools of residential mortgages$602,0005,590
Issued or guaranteed by U.S.$602,0005,569
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$12,575,0005,036
Total debt securities$12,575,0005,780
Structured notes
Amortized cost$200,000793
Fair value$202,000796
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$9,147,0007,052
U.S. Government securities$4,577,0007,936
U.S. Treasury securities$04,186
U.S. Government agency obligations$4,577,0007,606
Securities issued by states & political subdivisions$4,349,0003,061
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$221,0005,616
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$07,590
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$9,147,0005,952
Total debt securities$8,926,0006,997
Structured notes
Amortized cost$300,000722
Fair value$300,000724
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$8,094,0007,615
U.S. Government securities$4,744,0008,163
U.S. Treasury securities$400,0004,759
U.S. Government agency obligations$4,344,0007,832
Securities issued by states & political subdivisions$3,208,0003,778
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$142,0006,283
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$07,939
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$8,094,0006,403
Total debt securities$7,952,0007,536
Structured notes
Amortized cost$400,0001,001
Fair value$377,0001,011
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$6,234,0008,315
U.S. Government securities$5,648,0007,739
U.S. Treasury securities$4,348,0002,470
U.S. Government agency obligations$1,300,0009,150
Securities issued by states & political subdivisions$444,0006,710
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$142,0006,009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0007,746
Mortgage-backed securities$08,139
Certificates of participation in pools of residential mortgages$07,719
Issued or guaranteed by U.S.$07,698
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,092,0003,089
Available-for-sale securities (fair market value)$142,0009,436
Total debt securities$6,092,0008,230
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$7,390,0008,305
U.S. Government securities$6,893,0007,719
U.S. Treasury securities$5,345,0003,031
U.S. Government agency obligations$1,548,0009,343
Securities issued by states & political subdivisions$339,0007,104
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$158,0005,776
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0008,506
Mortgage-backed securities$08,506
Certificates of participation in pools of residential mortgages$08,022
Issued or guaranteed by U.S.$07,996
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,232,0003,427
Available-for-sale securities (fair market value)$158,0009,775
Total debt securities$7,232,0008,223
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$7,426,0008,817
U.S. Government securities$6,939,0008,281
U.S. Treasury securities$5,343,0003,626
U.S. Government agency obligations$1,596,0009,742
Securities issued by states & political subdivisions$394,0007,329
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$93,0006,447
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,005
Mortgage-backed securities$09,059
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,333,0003,869
Available-for-sale securities (fair market value)$93,00010,240
Total debt securities$7,333,0008,747
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$7,488,0009,194
U.S. Government securities$7,095,0008,574
U.S. Treasury securities$5,349,0004,375
U.S. Government agency obligations$1,746,0009,948
Securities issued by states & political subdivisions$393,0007,621
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,373
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,488,0004,046
Available-for-sale securities (fair market value)$011,064
Total debt securities$7,488,0009,083
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$7,446,0009,751
U.S. Government securities$7,072,0009,106
U.S. Treasury securities$5,548,0005,201
U.S. Government agency obligations$1,524,00010,366
Securities issued by states & political subdivisions$374,0008,058
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,820
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,446,0006,707
Available-for-sale securities (fair market value)$011,262
Total debt securities$7,446,0009,660
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$7,415,00010,124
U.S. Government securities$7,032,0009,395
U.S. Treasury securities$5,060,0005,644
U.S. Government agency obligations$1,972,00010,296
Securities issued by states & political subdivisions$383,0008,213
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,00010,397
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$7,415,0009,981
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$7,274,00010,383
U.S. Government securities$7,219,0009,435
U.S. Treasury securities$5,348,0005,547
U.S. Government agency obligations$1,871,00010,677
Securities issued by states & political subdivisions$55,0009,562
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,00010,693
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$7,274,00010,243
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA