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Fifth Third Bank, Securities

2018-03-31Rank
Total securities$31,238,698,00017
U.S. Government securities$25,758,672,00018
U.S. Treasury securities$96,336,000105
U.S. Government agency obligations$25,662,336,00016
Securities issued by states & political subdivisions$65,403,000568
Other domestic debt securities$5,400,968,00011
Privately issued residential mortgage-backed securities$229,000409
Commercial mortgage-backed securities - Total$3,189,456,0004
Asset backed securities$2,196,444,00010
Structured financial products - Total$0193
Other domestic debt securities - All other$14,839,000314
Foreign debt securities$1,800,000145
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,430,901,00024
Mortgage-backed securities$28,851,957,00015
Certificates of participation in pools of residential mortgages$7,093,764,00028
Issued or guaranteed by U.S.$7,093,535,00027
Privately issued$229,00047
Collaterized mortgage obligations$8,113,413,00014
CMOs issued by government agencies or sponsored agencies$8,113,413,00012
Privately issued$0557
Commercial mortgage-backed securities$13,644,780,0005
Commercial mortgage pass-through securities$10,455,324,0003
Other commercial mortgage-backed securities$3,189,456,00014
Held to maturity securities (book value)$21,645,000623
Available-for-sale securities (fair market value)$31,205,198,00014
Total debt securities$31,226,843,00017
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$1,502,630,00013
Revaluation gains on off-balance sheet contracts$563,057,00016
Revaluation losses on off-balance sheet contracts$565,524,00012
2017-12-31Rank
Total securities$31,176,033,00017
U.S. Government securities$25,582,698,00018
U.S. Treasury securities$97,750,00099
U.S. Government agency obligations$25,484,948,00016
Securities issued by states & political subdivisions$66,008,000589
Other domestic debt securities$5,505,092,00011
Privately issued residential mortgage-backed securities$240,000408
Commercial mortgage-backed securities - Total$3,293,385,0004
Asset backed securities$2,196,364,00011
Structured financial products - Total$0204
Other domestic debt securities - All other$15,103,000315
Foreign debt securities$6,800,00077
Equity securities$15,435,00099
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,784,686,00017
Mortgage-backed securities$28,778,506,00015
Certificates of participation in pools of residential mortgages$6,611,809,00027
Issued or guaranteed by U.S.$6,611,569,00026
Privately issued$240,00044
Collaterized mortgage obligations$8,706,557,00013
CMOs issued by government agencies or sponsored agencies$8,706,557,00011
Privately issued$0573
Commercial mortgage-backed securities$13,460,140,0006
Commercial mortgage pass-through securities$10,166,755,0003
Other commercial mortgage-backed securities$3,293,385,00014
Held to maturity securities (book value)$21,969,000631
Available-for-sale securities (fair market value)$31,154,064,00013
Total debt securities$31,160,598,00017
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$1,312,661,00014
Revaluation gains on off-balance sheet contracts$451,015,00017
Revaluation losses on off-balance sheet contracts$431,757,00013
2017-09-30Rank
Total securities$30,817,849,00018
U.S. Government securities$25,233,689,00018
U.S. Treasury securities$68,867,000115
U.S. Government agency obligations$25,164,822,00016
Securities issued by states & political subdivisions$68,232,000561
Other domestic debt securities$5,494,203,00011
Privately issued residential mortgage-backed securities$253,000412
Commercial mortgage-backed securities - Total$3,358,300,0004
Asset backed securities$2,120,294,00011
Structured financial products - Total$0214
Other domestic debt securities - All other$15,356,000320
Foreign debt securities$6,800,00081
Equity securities$14,925,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,299,346,00017
Mortgage-backed securities$28,523,305,00015
Certificates of participation in pools of residential mortgages$7,417,558,00026
Issued or guaranteed by U.S.$7,417,305,00026
Privately issued$253,00047
Collaterized mortgage obligations$8,515,052,00014
CMOs issued by government agencies or sponsored agencies$8,515,052,00012
Privately issued$0584
Commercial mortgage-backed securities$12,590,695,0006
Commercial mortgage pass-through securities$9,232,395,0003
Other commercial mortgage-backed securities$3,358,300,00013
Held to maturity securities (book value)$23,694,000629
Available-for-sale securities (fair market value)$30,794,155,00015
Total debt securities$30,802,924,00017
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$1,234,009,00014
Revaluation gains on off-balance sheet contracts$378,598,00017
Revaluation losses on off-balance sheet contracts$327,199,00014
2017-06-30Rank
Total securities$31,161,841,00017
U.S. Government securities$25,506,905,00018
U.S. Treasury securities$68,970,000116
U.S. Government agency obligations$25,437,935,00015
Securities issued by states & political subdivisions$68,762,000561
Other domestic debt securities$5,563,040,00011
Privately issued residential mortgage-backed securities$265,000413
Commercial mortgage-backed securities - Total$3,363,435,0005
Asset backed securities$2,170,328,00013
Structured financial products - Total$0219
Other domestic debt securities - All other$29,012,000206
Foreign debt securities$6,800,00086
Equity securities$16,334,00095
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,780,266,00015
Mortgage-backed securities$28,801,562,00014
Certificates of participation in pools of residential mortgages$8,030,419,00026
Issued or guaranteed by U.S.$8,030,154,00026
Privately issued$265,00042
Collaterized mortgage obligations$8,146,199,00014
CMOs issued by government agencies or sponsored agencies$8,146,199,00012
Privately issued$0606
Commercial mortgage-backed securities$12,624,944,0006
Commercial mortgage pass-through securities$9,261,509,0003
Other commercial mortgage-backed securities$3,363,435,00013
Held to maturity securities (book value)$24,012,000633
Available-for-sale securities (fair market value)$31,137,829,00013
Total debt securities$31,145,507,00017
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$1,243,851,00013
Revaluation gains on off-balance sheet contracts$401,421,00016
Revaluation losses on off-balance sheet contracts$355,909,00014
2017-03-31Rank
Total securities$30,871,534,00017
U.S. Government securities$25,351,784,00018
U.S. Treasury securities$436,395,00048
U.S. Government agency obligations$24,915,389,00015
Securities issued by states & political subdivisions$69,440,000557
Other domestic debt securities$5,426,949,00012
Privately issued residential mortgage-backed securities$279,000443
Commercial mortgage-backed securities - Total$3,299,335,0005
Asset backed securities$2,080,988,00014
Structured financial products - Total$0221
Other domestic debt securities - All other$46,347,000140
Foreign debt securities$6,800,00087
Equity securities$16,561,00092
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,298,743,00016
Mortgage-backed securities$28,214,928,00015
Certificates of participation in pools of residential mortgages$7,686,075,00025
Issued or guaranteed by U.S.$7,685,796,00025
Privately issued$279,00042
Collaterized mortgage obligations$8,558,201,00013
CMOs issued by government agencies or sponsored agencies$8,558,201,00011
Privately issued$0642
Commercial mortgage-backed securities$11,970,652,0006
Commercial mortgage pass-through securities$8,671,317,0003
Other commercial mortgage-backed securities$3,299,335,00013
Held to maturity securities (book value)$24,176,000649
Available-for-sale securities (fair market value)$30,847,358,00014
Total debt securities$30,854,973,00017
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$1,100,216,00014
Revaluation gains on off-balance sheet contracts$411,291,00016
Revaluation losses on off-balance sheet contracts$347,019,00014
2016-12-31Rank
Total securities$30,525,131,00016
U.S. Government securities$25,210,293,00019
U.S. Treasury securities$472,694,00048
U.S. Government agency obligations$24,737,599,00014
Securities issued by states & political subdivisions$69,818,000548
Other domestic debt securities$5,221,440,00012
Privately issued residential mortgage-backed securities$291,000459
Commercial mortgage-backed securities - Total$3,111,701,0005
Asset backed securities$2,022,231,00014
Structured financial products - Total$0226
Other domestic debt securities - All other$87,217,00083
Foreign debt securities$6,800,00086
Equity securities$16,780,00096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,063,401,00012
Mortgage-backed securities$27,773,716,00014
Certificates of participation in pools of residential mortgages$7,254,333,00025
Issued or guaranteed by U.S.$7,254,042,00024
Privately issued$291,00044
Collaterized mortgage obligations$8,352,319,00015
CMOs issued by government agencies or sponsored agencies$8,352,319,00013
Privately issued$0666
Commercial mortgage-backed securities$12,167,064,0006
Commercial mortgage pass-through securities$9,055,363,0003
Other commercial mortgage-backed securities$3,111,701,00012
Held to maturity securities (book value)$24,490,000650
Available-for-sale securities (fair market value)$30,500,641,00014
Total debt securities$30,508,351,00016
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$936,140,00016
Revaluation gains on off-balance sheet contracts$526,340,00016
Revaluation losses on off-balance sheet contracts$520,787,00013
2016-09-30Rank
Total securities$30,059,589,00016
U.S. Government securities$25,017,544,00018
U.S. Treasury securities$78,158,00099
U.S. Government agency obligations$24,939,386,00013
Securities issued by states & political subdivisions$106,368,000333
Other domestic debt securities$4,911,102,00013
Privately issued residential mortgage-backed securities$304,000464
Commercial mortgage-backed securities - Total$2,834,177,0005
Asset backed securities$1,979,450,00014
Structured financial products - Total$0228
Other domestic debt securities - All other$97,171,00078
Foreign debt securities$6,800,00081
Equity securities$17,775,00096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,275,683,00015
Mortgage-backed securities$26,971,475,00013
Certificates of participation in pools of residential mortgages$6,672,832,00024
Issued or guaranteed by U.S.$6,672,528,00023
Privately issued$304,00041
Collaterized mortgage obligations$8,514,520,00014
CMOs issued by government agencies or sponsored agencies$8,514,520,00012
Privately issued$0671
Commercial mortgage-backed securities$11,784,123,0006
Commercial mortgage pass-through securities$8,949,946,0003
Other commercial mortgage-backed securities$2,834,177,00014
Held to maturity securities (book value)$54,780,000381
Available-for-sale securities (fair market value)$30,004,809,00014
Total debt securities$30,041,815,00016
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$1,108,472,00014
Revaluation gains on off-balance sheet contracts$677,551,00015
Revaluation losses on off-balance sheet contracts$631,314,00012
2016-06-30Rank
Total securities$30,832,971,00016
U.S. Government securities$25,773,286,00017
U.S. Treasury securities$78,861,00092
U.S. Government agency obligations$25,694,425,00013
Securities issued by states & political subdivisions$112,092,000303
Other domestic debt securities$4,920,906,00014
Privately issued residential mortgage-backed securities$319,000478
Commercial mortgage-backed securities - Total$3,078,625,0005
Asset backed securities$1,743,592,00014
Structured financial products - Total$0235
Other domestic debt securities - All other$98,370,00084
Foreign debt securities$6,800,00079
Equity securities$19,887,00082
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,204,622,00013
Mortgage-backed securities$27,696,924,00013
Certificates of participation in pools of residential mortgages$7,275,713,00022
Issued or guaranteed by U.S.$7,275,394,00022
Privately issued$319,00044
Collaterized mortgage obligations$8,416,195,00013
CMOs issued by government agencies or sponsored agencies$8,416,195,00011
Privately issued$0687
Commercial mortgage-backed securities$12,005,016,0006
Commercial mortgage pass-through securities$8,926,391,0003
Other commercial mortgage-backed securities$3,078,625,00014
Held to maturity securities (book value)$60,129,000370
Available-for-sale securities (fair market value)$30,772,842,00014
Total debt securities$30,813,084,00016
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$1,255,345,00015
Revaluation gains on off-balance sheet contracts$854,037,00014
Revaluation losses on off-balance sheet contracts$791,675,00012
2016-03-31Rank
Total securities$29,271,954,00016
U.S. Government securities$24,493,523,00017
U.S. Treasury securities$78,205,00093
U.S. Government agency obligations$24,415,318,00014
Securities issued by states & political subdivisions$114,471,000289
Other domestic debt securities$4,632,864,00014
Privately issued residential mortgage-backed securities$334,000473
Commercial mortgage-backed securities - Total$3,119,648,0005
Asset backed securities$1,411,184,00016
Structured financial products - Total$0235
Other domestic debt securities - All other$101,698,00079
Foreign debt securities$6,800,00077
Equity securities$24,296,00069
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,605,238,00013
Mortgage-backed securities$26,452,353,00014
Certificates of participation in pools of residential mortgages$6,554,367,00023
Issued or guaranteed by U.S.$6,554,033,00022
Privately issued$334,00040
Collaterized mortgage obligations$8,573,048,00013
CMOs issued by government agencies or sponsored agencies$8,573,048,00011
Privately issued$0699
Commercial mortgage-backed securities$11,324,938,0005
Commercial mortgage pass-through securities$8,205,290,0003
Other commercial mortgage-backed securities$3,119,648,00014
Held to maturity securities (book value)$62,292,000374
Available-for-sale securities (fair market value)$29,209,662,00014
Total debt securities$29,247,658,00016
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$1,307,863,00015
Revaluation gains on off-balance sheet contracts$903,220,00014
Revaluation losses on off-balance sheet contracts$848,204,00012
2015-12-31Rank
Total securities$28,431,452,00016
U.S. Government securities$24,127,722,00018
U.S. Treasury securities$101,072,00085
U.S. Government agency obligations$24,026,650,00014
Securities issued by states & political subdivisions$120,359,000271
Other domestic debt securities$4,152,776,00016
Privately issued residential mortgage-backed securities$346,000470
Commercial mortgage-backed securities - Total$2,804,315,0006
Asset backed securities$1,245,947,00016
Structured financial products - Total$0235
Other domestic debt securities - All other$102,168,00080
Foreign debt securities$6,800,00074
Equity securities$23,795,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,000,445,00012
Mortgage-backed securities$25,745,565,00014
Certificates of participation in pools of residential mortgages$6,309,247,00022
Issued or guaranteed by U.S.$6,308,901,00021
Privately issued$346,00039
Collaterized mortgage obligations$8,770,607,00013
CMOs issued by government agencies or sponsored agencies$8,770,607,00010
Privately issued$0704
Commercial mortgage-backed securities$10,665,711,0005
Commercial mortgage pass-through securities$7,861,396,0002
Other commercial mortgage-backed securities$2,804,315,00013
Held to maturity securities (book value)$68,105,000359
Available-for-sale securities (fair market value)$28,363,347,00014
Total debt securities$28,407,659,00016
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$1,323,814,00012
Revaluation gains on off-balance sheet contracts$937,354,00013
Revaluation losses on off-balance sheet contracts$865,979,00012
2015-09-30Rank
Total securities$28,272,820,00016
U.S. Government securities$23,837,361,00016
U.S. Treasury securities$25,214,000212
U.S. Government agency obligations$23,812,147,00013
Securities issued by states & political subdivisions$297,585,00092
Other domestic debt securities$4,106,428,00016
Privately issued residential mortgage-backed securities$361,000477
Commercial mortgage-backed securities - Total$2,756,862,0006
Asset backed securities$1,239,467,00017
Structured financial products - Total$0235
Other domestic debt securities - All other$109,738,00077
Foreign debt securities$6,800,00079
Equity securities$24,646,00070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,285,782,00012
Mortgage-backed securities$25,471,585,00014
Certificates of participation in pools of residential mortgages$6,618,511,00022
Issued or guaranteed by U.S.$6,618,150,00021
Privately issued$361,00039
Collaterized mortgage obligations$8,258,346,00014
CMOs issued by government agencies or sponsored agencies$8,258,346,00012
Privately issued$0721
Commercial mortgage-backed securities$10,594,728,0005
Commercial mortgage pass-through securities$7,837,866,0002
Other commercial mortgage-backed securities$2,756,862,00012
Held to maturity securities (book value)$155,257,000197
Available-for-sale securities (fair market value)$28,117,563,00015
Total debt securities$28,248,174,00016
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$1,493,108,00013
Revaluation gains on off-balance sheet contracts$1,119,520,00012
Revaluation losses on off-balance sheet contracts$1,046,268,00011
2015-06-30Rank
Total securities$27,463,662,00016
U.S. Government securities$23,317,344,00017
U.S. Treasury securities$25,086,000206
U.S. Government agency obligations$23,292,258,00015
Securities issued by states & political subdivisions$332,894,00078
Other domestic debt securities$3,781,765,00017
Privately issued residential mortgage-backed securities$380,000487
Commercial mortgage-backed securities - Total$2,414,311,0006
Asset backed securities$1,249,403,00017
Structured financial products - Total$0242
Other domestic debt securities - All other$117,671,00068
Foreign debt securities$6,800,00083
Equity securities$24,859,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,540,542,00012
Mortgage-backed securities$24,117,253,00014
Certificates of participation in pools of residential mortgages$8,051,564,00021
Issued or guaranteed by U.S.$8,051,184,00020
Privately issued$380,00042
Collaterized mortgage obligations$7,900,346,00014
CMOs issued by government agencies or sponsored agencies$7,900,346,00012
Privately issued$0741
Commercial mortgage-backed securities$8,165,343,0006
Commercial mortgage pass-through securities$5,751,032,0002
Other commercial mortgage-backed securities$2,414,311,00013
Held to maturity securities (book value)$155,730,000199
Available-for-sale securities (fair market value)$27,307,932,00015
Total debt securities$27,438,803,00016
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$1,379,263,00011
Revaluation gains on off-balance sheet contracts$1,008,817,00011
Revaluation losses on off-balance sheet contracts$938,175,00011
2015-03-31Rank
Total securities$25,906,573,00017
U.S. Government securities$22,096,776,00017
U.S. Treasury securities$25,135,000210
U.S. Government agency obligations$22,071,641,00016
Securities issued by states & political subdivisions$367,758,00071
Other domestic debt securities$3,409,667,00020
Privately issued residential mortgage-backed securities$429,000509
Commercial mortgage-backed securities - Total$2,013,808,0006
Asset backed securities$1,232,770,00017
Structured financial products - Total$0236
Other domestic debt securities - All other$162,660,00055
Foreign debt securities$6,800,00085
Equity securities$25,572,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,078,033,00010
Mortgage-backed securities$22,483,911,00016
Certificates of participation in pools of residential mortgages$5,278,170,00027
Issued or guaranteed by U.S.$5,277,741,00024
Privately issued$429,00044
Collaterized mortgage obligations$9,744,543,00013
CMOs issued by government agencies or sponsored agencies$9,744,543,00011
Privately issued$0776
Commercial mortgage-backed securities$7,461,198,0006
Commercial mortgage pass-through securities$5,447,390,0002
Other commercial mortgage-backed securities$2,013,808,00015
Held to maturity securities (book value)$175,609,000174
Available-for-sale securities (fair market value)$25,730,964,00016
Total debt securities$25,881,001,00017
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$1,649,808,00013
Revaluation gains on off-balance sheet contracts$1,257,494,00012
Revaluation losses on off-balance sheet contracts$1,185,668,00011
2014-12-31Rank
Total securities$21,914,682,00020
U.S. Government securities$18,598,478,00020
U.S. Treasury securities$24,838,000219
U.S. Government agency obligations$18,573,640,00017
Securities issued by states & political subdivisions$377,628,00064
Other domestic debt securities$2,905,769,00021
Privately issued residential mortgage-backed securities$444,000503
Commercial mortgage-backed securities - Total$1,550,284,0009
Asset backed securities$1,189,567,00017
Structured financial products - Total$0236
Other domestic debt securities - All other$165,474,00056
Foreign debt securities$6,800,00073
Equity securities$26,007,00069
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,176,773,00010
Mortgage-backed securities$18,517,649,00018
Certificates of participation in pools of residential mortgages$2,840,310,00034
Issued or guaranteed by U.S.$2,839,866,00032
Privately issued$444,00049
Collaterized mortgage obligations$9,562,222,00013
CMOs issued by government agencies or sponsored agencies$9,562,222,00011
Privately issued$0785
Commercial mortgage-backed securities$6,115,117,0007
Commercial mortgage pass-through securities$4,564,833,0003
Other commercial mortgage-backed securities$1,550,284,00018
Held to maturity securities (book value)$185,548,000170
Available-for-sale securities (fair market value)$21,729,134,00017
Total debt securities$21,888,675,00020
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$1,407,864,00012
Revaluation gains on off-balance sheet contracts$1,048,079,00013
Revaluation losses on off-balance sheet contracts$988,534,00011
2014-09-30Rank
Total securities$22,422,498,00020
U.S. Government securities$19,051,702,00020
U.S. Treasury securities$123,438,00063
U.S. Government agency obligations$18,928,264,00017
Securities issued by states & political subdivisions$382,425,00062
Other domestic debt securities$2,931,888,00021
Privately issued residential mortgage-backed securities$461,000530
Commercial mortgage-backed securities - Total$1,568,553,0009
Asset backed securities$1,156,717,00017
Structured financial products - Total$0253
Other domestic debt securities - All other$206,157,00046
Foreign debt securities$6,800,00073
Equity securities$49,683,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,573,155,00011
Mortgage-backed securities$18,881,992,00016
Certificates of participation in pools of residential mortgages$3,167,136,00033
Issued or guaranteed by U.S.$3,166,675,00031
Privately issued$461,00046
Collaterized mortgage obligations$9,891,041,00013
CMOs issued by government agencies or sponsored agencies$9,891,041,00011
Privately issued$0821
Commercial mortgage-backed securities$5,823,815,0007
Commercial mortgage pass-through securities$4,255,262,0003
Other commercial mortgage-backed securities$1,568,553,00017
Held to maturity securities (book value)$189,556,000165
Available-for-sale securities (fair market value)$22,232,942,00016
Total debt securities$22,372,813,00020
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$1,049,840,00013
Revaluation gains on off-balance sheet contracts$660,668,00014
Revaluation losses on off-balance sheet contracts$602,221,00011
2014-06-30Rank
Total securities$22,329,408,00020
U.S. Government securities$18,764,193,00019
U.S. Treasury securities$25,258,000183
U.S. Government agency obligations$18,738,935,00017
Securities issued by states & political subdivisions$387,287,00061
Other domestic debt securities$3,115,888,00021
Privately issued residential mortgage-backed securities$478,000531
Commercial mortgage-backed securities - Total$1,646,899,0008
Asset backed securities$1,258,989,00018
Structured financial products - Total$0259
Other domestic debt securities - All other$209,522,00042
Foreign debt securities$6,800,00072
Equity securities$55,240,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,572,847,00010
Mortgage-backed securities$18,756,347,00016
Certificates of participation in pools of residential mortgages$4,195,940,00031
Issued or guaranteed by U.S.$4,195,462,00029
Privately issued$478,00044
Collaterized mortgage obligations$9,818,182,00013
CMOs issued by government agencies or sponsored agencies$9,818,182,00011
Privately issued$0840
Commercial mortgage-backed securities$4,742,225,0008
Commercial mortgage pass-through securities$3,095,326,0003
Other commercial mortgage-backed securities$1,646,899,00017
Held to maturity securities (book value)$192,686,000163
Available-for-sale securities (fair market value)$22,136,722,00016
Total debt securities$22,274,169,00020
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$953,226,00012
Revaluation gains on off-balance sheet contracts$592,297,00013
Revaluation losses on off-balance sheet contracts$550,504,00011
2014-03-31Rank
Total securities$20,265,336,00020
U.S. Government securities$16,714,167,00020
U.S. Treasury securities$25,221,000177
U.S. Government agency obligations$16,688,946,00019
Securities issued by states & political subdivisions$387,686,00060
Other domestic debt securities$3,111,196,00021
Privately issued residential mortgage-backed securities$499,000543
Commercial mortgage-backed securities - Total$1,634,488,0008
Asset backed securities$1,266,231,00018
Structured financial products - Total$0268
Other domestic debt securities - All other$209,978,00045
Foreign debt securities$8,600,00069
Equity securities$43,687,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,622,170,00015
Mortgage-backed securities$16,687,659,00019
Certificates of participation in pools of residential mortgages$5,523,529,00024
Issued or guaranteed by U.S.$5,523,030,00022
Privately issued$499,00045
Collaterized mortgage obligations$8,658,543,00014
CMOs issued by government agencies or sponsored agencies$8,658,543,00012
Privately issued$0874
Commercial mortgage-backed securities$2,505,587,00016
Commercial mortgage pass-through securities$871,099,00011
Other commercial mortgage-backed securities$1,634,488,00017
Held to maturity securities (book value)$193,731,000157
Available-for-sale securities (fair market value)$20,071,605,00018
Total debt securities$20,221,648,00020
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$938,310,00013
Revaluation gains on off-balance sheet contracts$591,607,00014
Revaluation losses on off-balance sheet contracts$546,594,00011
2013-12-31Rank
Total securities$17,972,427,00020
U.S. Government securities$13,950,007,00021
U.S. Treasury securities$25,234,000157
U.S. Government agency obligations$13,924,773,00021
Securities issued by states & political subdivisions$398,364,00056
Other domestic debt securities$3,575,677,00018
Privately issued residential mortgage-backed securities$520,000569
Commercial mortgage-backed securities - Total$1,394,752,0009
Asset backed securities$1,426,039,00019
Structured financial products - Total$365,122,00017
Other domestic debt securities - All other$389,244,00029
Foreign debt securities$6,800,00076
Equity securities$41,578,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,591,774,00013
Mortgage-backed securities$13,675,801,00020
Certificates of participation in pools of residential mortgages$6,578,518,00022
Issued or guaranteed by U.S.$6,577,998,00019
Privately issued$520,00049
Collaterized mortgage obligations$5,702,531,00017
CMOs issued by government agencies or sponsored agencies$5,702,531,00015
Privately issued$0906
Commercial mortgage-backed securities$1,394,752,00023
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$1,394,752,00018
Held to maturity securities (book value)$206,626,000147
Available-for-sale securities (fair market value)$17,765,801,00018
Total debt securities$17,930,848,00020
Structured notes
Amortized cost$365,122,00010
Fair value$365,122,00010
Trading account assets$1,026,280,00012
Revaluation gains on off-balance sheet contracts$683,683,00013
Revaluation losses on off-balance sheet contracts$657,518,00011
2013-09-30Rank
Total securities$17,415,745,00021
U.S. Government securities$13,028,969,00021
U.S. Treasury securities$25,258,000154
U.S. Government agency obligations$13,003,711,00021
Securities issued by states & political subdivisions$468,335,00047
Other domestic debt securities$3,832,361,00018
Privately issued residential mortgage-backed securities$541,000596
Commercial mortgage-backed securities - Total$1,570,761,0009
Asset backed securities$1,487,478,00018
Structured financial products - Total$367,675,00016
Other domestic debt securities - All other$405,906,00028
Foreign debt securities$6,800,00077
Equity securities$79,281,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,948,415,00019
Mortgage-backed securities$12,921,007,00020
Certificates of participation in pools of residential mortgages$8,120,963,00018
Issued or guaranteed by U.S.$8,120,422,00017
Privately issued$541,00047
Collaterized mortgage obligations$3,229,283,00029
CMOs issued by government agencies or sponsored agencies$3,229,283,00028
Privately issued$0947
Commercial mortgage-backed securities$1,570,761,00021
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$1,570,761,00017
Held to maturity securities (book value)$263,551,000117
Available-for-sale securities (fair market value)$17,152,194,00018
Total debt securities$17,336,463,00022
Structured notes
Amortized cost$372,240,0009
Fair value$367,675,0009
Trading account assets$989,795,00013
Revaluation gains on off-balance sheet contracts$744,000,00013
Revaluation losses on off-balance sheet contracts$708,944,00011
2013-06-30Rank
Total securities$15,539,920,00023
U.S. Government securities$11,443,240,00021
U.S. Treasury securities$25,000,000151
U.S. Government agency obligations$11,418,240,00021
Securities issued by states & political subdivisions$478,934,00047
Other domestic debt securities$3,540,357,00019
Privately issued residential mortgage-backed securities$560,000611
Commercial mortgage-backed securities - Total$1,134,560,00010
Asset backed securities$1,478,338,00018
Structured financial products - Total$385,000,00013
Other domestic debt securities - All other$541,899,00022
Foreign debt securities$7,300,00078
Equity securities$70,088,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,684,333,00016
Mortgage-backed securities$10,794,539,00020
Certificates of participation in pools of residential mortgages$7,343,303,00019
Issued or guaranteed by U.S.$7,342,743,00018
Privately issued$560,00046
Collaterized mortgage obligations$2,316,676,00037
CMOs issued by government agencies or sponsored agencies$2,316,676,00037
Privately issued$0969
Commercial mortgage-backed securities$1,134,560,00023
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$1,134,560,00018
Held to maturity securities (book value)$272,930,00099
Available-for-sale securities (fair market value)$15,266,990,00021
Total debt securities$15,469,832,00023
Structured notes
Amortized cost$384,952,0006
Fair value$385,000,0006
Trading account assets$1,001,652,00014
Revaluation gains on off-balance sheet contracts$782,221,00013
Revaluation losses on off-balance sheet contracts$781,255,00011
2013-03-31Rank
Total securities$14,622,877,00024
U.S. Government securities$10,779,584,00022
U.S. Treasury securities$39,995,000106
U.S. Government agency obligations$10,739,589,00022
Securities issued by states & political subdivisions$493,359,00047
Other domestic debt securities$3,193,122,00020
Privately issued residential mortgage-backed securities$614,000628
Commercial mortgage-backed securities - Total$1,120,537,00011
Asset backed securities$1,202,561,00018
Structured financial products - Total$100,000,00017
Other domestic debt securities - All other$769,410,00019
Foreign debt securities$8,050,00076
Equity securities$148,762,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,917,986,00015
Mortgage-backed securities$9,960,926,00024
Certificates of participation in pools of residential mortgages$6,012,048,00021
Issued or guaranteed by U.S.$6,011,434,00019
Privately issued$614,00044
Collaterized mortgage obligations$2,828,341,00036
CMOs issued by government agencies or sponsored agencies$2,828,341,00034
Privately issued$01,005
Commercial mortgage-backed securities$1,120,537,00023
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$1,120,537,00018
Held to maturity securities (book value)$281,758,00088
Available-for-sale securities (fair market value)$14,341,119,00022
Total debt securities$14,474,115,00024
Structured notes
Amortized cost$100,000,00027
Fair value$100,000,00027
Trading account assets$1,097,582,00015
Revaluation gains on off-balance sheet contracts$880,007,00013
Revaluation losses on off-balance sheet contracts$805,431,00010
2012-12-31Rank
Total securities$14,581,161,00023
U.S. Government securities$10,676,945,00025
U.S. Treasury securities$39,981,000105
U.S. Government agency obligations$10,636,964,00025
Securities issued by states & political subdivisions$494,772,00044
Other domestic debt securities$3,274,278,00019
Privately issued residential mortgage-backed securities$639,000650
Commercial mortgage-backed securities - Total$1,146,501,00010
Asset backed securities$1,209,768,00018
Structured financial products - Total$0329
Other domestic debt securities - All other$917,370,00014
Foreign debt securities$3,050,000112
Equity securities$132,116,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,593,026,00012
Mortgage-backed securities$9,872,869,00024
Certificates of participation in pools of residential mortgages$6,261,356,00023
Issued or guaranteed by U.S.$6,260,717,00020
Privately issued$639,00045
Collaterized mortgage obligations$2,465,012,00035
CMOs issued by government agencies or sponsored agencies$2,465,012,00035
Privately issued$01,025
Commercial mortgage-backed securities$1,146,501,00019
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$1,146,501,00013
Held to maturity securities (book value)$282,459,00086
Available-for-sale securities (fair market value)$14,298,702,00021
Total debt securities$14,449,044,00024
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$1,140,776,00015
Revaluation gains on off-balance sheet contracts$933,278,00014
Revaluation losses on off-balance sheet contracts$867,189,00011
2012-09-30Rank
Total securities$14,780,742,00024
U.S. Government securities$10,943,856,00026
U.S. Treasury securities$39,993,000100
U.S. Government agency obligations$10,903,863,00025
Securities issued by states & political subdivisions$496,208,00041
Other domestic debt securities$3,160,602,00020
Privately issued residential mortgage-backed securities$659,000684
Commercial mortgage-backed securities - Total$1,134,174,0009
Asset backed securities$1,101,045,00018
Structured financial products - Total$0340
Other domestic debt securities - All other$924,724,00014
Foreign debt securities$3,050,000112
Equity securities$177,026,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,151,672,00013
Mortgage-backed securities$10,116,006,00026
Certificates of participation in pools of residential mortgages$6,274,679,00023
Issued or guaranteed by U.S.$6,274,020,00021
Privately issued$659,00046
Collaterized mortgage obligations$2,707,153,00032
CMOs issued by government agencies or sponsored agencies$2,707,153,00032
Privately issued$01,068
Commercial mortgage-backed securities$1,134,174,00020
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$1,134,174,00015
Held to maturity securities (book value)$285,106,00088
Available-for-sale securities (fair market value)$14,495,636,00023
Total debt securities$14,603,716,00024
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$1,262,211,00014
Revaluation gains on off-balance sheet contracts$1,057,077,00014
Revaluation losses on off-balance sheet contracts$951,379,00010
2012-06-30Rank
Total securities$14,948,478,00023
U.S. Government securities$11,290,915,00024
U.S. Treasury securities$50,127,00090
U.S. Government agency obligations$11,240,788,00022
Securities issued by states & political subdivisions$513,427,00038
Other domestic debt securities$2,808,036,00021
Privately issued residential mortgage-backed securities$22,126,000138
Commercial mortgage-backed securities - Total$930,829,0009
Asset backed securities$920,312,00020
Structured financial products - Total$0339
Other domestic debt securities - All other$934,769,00015
Foreign debt securities$3,150,000103
Equity securities$332,950,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,696,760,00013
Mortgage-backed securities$10,226,707,00024
Certificates of participation in pools of residential mortgages$6,347,149,00024
Issued or guaranteed by U.S.$6,346,467,00021
Privately issued$682,00047
Collaterized mortgage obligations$2,948,729,00031
CMOs issued by government agencies or sponsored agencies$2,927,285,00031
Privately issued$21,444,000133
Commercial mortgage-backed securities$930,829,00020
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$930,829,00015
Held to maturity securities (book value)$303,064,00083
Available-for-sale securities (fair market value)$14,645,414,00022
Total debt securities$14,615,530,00024
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$1,282,593,00014
Revaluation gains on off-balance sheet contracts$1,082,538,00013
Revaluation losses on off-balance sheet contracts$1,024,347,00010
2012-03-31Rank
Total securities$15,506,124,00023
U.S. Government securities$12,357,259,00023
U.S. Treasury securities$50,273,00088
U.S. Government agency obligations$12,306,986,00023
Securities issued by states & political subdivisions$533,277,00034
Other domestic debt securities$2,362,157,00023
Privately issued residential mortgage-backed securities$24,089,000136
Commercial mortgage-backed securities - Total$630,090,00010
Asset backed securities$753,644,00022
Structured financial products - Total$0346
Other domestic debt securities - All other$954,334,00013
Foreign debt securities$3,050,00083
Equity securities$250,381,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,601,266,00013
Mortgage-backed securities$11,006,428,00024
Certificates of participation in pools of residential mortgages$7,014,829,00021
Issued or guaranteed by U.S.$7,014,106,00019
Privately issued$723,00049
Collaterized mortgage obligations$3,361,509,00030
CMOs issued by government agencies or sponsored agencies$3,338,143,00030
Privately issued$23,366,000135
Commercial mortgage-backed securities$630,090,00021
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$630,090,00017
Held to maturity securities (book value)$319,202,00081
Available-for-sale securities (fair market value)$15,186,922,00022
Total debt securities$15,255,743,00023
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$1,216,126,00014
Revaluation gains on off-balance sheet contracts$1,021,087,00013
Revaluation losses on off-balance sheet contracts$1,005,386,00010
2011-12-31Rank
Total securities$14,782,911,00023
U.S. Government securities$12,412,123,00023
U.S. Treasury securities$170,503,00038
U.S. Government agency obligations$12,241,620,00023
Securities issued by states & political subdivisions$420,475,00042
Other domestic debt securities$1,808,793,00028
Privately issued residential mortgage-backed securities$25,429,000171
Commercial mortgage-backed securities - Total$508,391,00011
Asset backed securities$455,488,00023
Structured financial products - Total$0321
Other domestic debt securities - All other$819,485,00016
Foreign debt securities$3,050,00071
Equity securities$138,470,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,253,056,00013
Mortgage-backed securities$10,812,547,00023
Certificates of participation in pools of residential mortgages$6,668,645,00020
Issued or guaranteed by U.S.$6,667,895,00020
Privately issued$750,00072
Collaterized mortgage obligations$3,635,511,00027
CMOs issued by government agencies or sponsored agencies$3,610,832,00026
Privately issued$24,679,000166
Commercial mortgage-backed securities$508,391,00019
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$508,391,00015
Held to maturity securities (book value)$320,070,00080
Available-for-sale securities (fair market value)$14,462,841,00023
Total debt securities$14,644,441,00023
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$1,411,722,00012
Revaluation gains on off-balance sheet contracts$1,234,625,00012
Revaluation losses on off-balance sheet contracts$1,200,905,00010
2011-09-30Rank
Total securities$15,686,539,00023
U.S. Government securities$13,203,270,00023
U.S. Treasury securities$200,719,00039
U.S. Government agency obligations$13,002,551,00023
Securities issued by states & political subdivisions$439,233,00038
Other domestic debt securities$1,570,087,00033
Privately issued residential mortgage-backed securities$27,609,000176
Commercial mortgage-backed securities - Total$357,975,00015
Asset backed securities$433,677,00023
Structured financial products - Total$0323
Other domestic debt securities - All other$750,826,00017
Foreign debt securities$3,040,00072
Equity securities$470,909,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,649,084,00013
Mortgage-backed securities$11,397,244,00023
Certificates of participation in pools of residential mortgages$7,188,152,00018
Issued or guaranteed by U.S.$7,187,326,00018
Privately issued$826,00081
Collaterized mortgage obligations$3,851,117,00025
CMOs issued by government agencies or sponsored agencies$3,824,334,00023
Privately issued$26,783,000172
Commercial mortgage-backed securities$357,975,00020
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$357,975,00016
Held to maturity securities (book value)$334,745,00079
Available-for-sale securities (fair market value)$15,351,794,00021
Total debt securities$15,215,630,00023
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$1,617,110,00013
Revaluation gains on off-balance sheet contracts$1,448,751,00012
Revaluation losses on off-balance sheet contracts$1,404,585,00010
2011-06-30Rank
Total securities$14,967,665,00023
U.S. Government securities$13,199,154,00023
U.S. Treasury securities$205,148,00043
U.S. Government agency obligations$12,994,006,00023
Securities issued by states & political subdivisions$454,817,00037
Other domestic debt securities$1,143,051,00039
Privately issued residential mortgage-backed securities$29,665,000174
Commercial mortgage-backed securities - Total$087
Asset backed securities$414,843,00025
Structured financial products - Total$0330
Other domestic debt securities - All other$698,543,00019
Foreign debt securities$3,040,00071
Equity securities$167,603,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,821,272,00015
Mortgage-backed securities$10,763,574,00023
Certificates of participation in pools of residential mortgages$7,473,845,00016
Issued or guaranteed by U.S.$7,472,997,00016
Privately issued$848,00081
Collaterized mortgage obligations$3,289,729,00030
CMOs issued by government agencies or sponsored agencies$3,260,912,00025
Privately issued$28,817,000172
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$340,148,00076
Available-for-sale securities (fair market value)$14,627,517,00022
Total debt securities$14,800,062,00023
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$1,254,521,00015
Revaluation gains on off-balance sheet contracts$1,062,152,00014
Revaluation losses on off-balance sheet contracts$1,063,272,00011
2011-03-31Rank
Total securities$14,575,976,00023
U.S. Government securities$12,745,886,00023
U.S. Treasury securities$226,981,00038
U.S. Government agency obligations$12,518,905,00023
Securities issued by states & political subdivisions$493,498,00033
Other domestic debt securities$1,179,989,00039
Privately issued residential mortgage-backed securities$33,196,000167
Commercial mortgage-backed securities - Total$081
Asset backed securities$450,079,00025
Structured financial products - Total$0337
Other domestic debt securities - All other$696,714,00020
Foreign debt securities$2,538,00068
Equity securities$154,065,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,562,147,00016
Mortgage-backed securities$10,811,717,00023
Certificates of participation in pools of residential mortgages$7,641,768,00016
Issued or guaranteed by U.S.$7,640,892,00016
Privately issued$876,00082
Collaterized mortgage obligations$3,169,949,00029
CMOs issued by government agencies or sponsored agencies$3,137,629,00025
Privately issued$32,320,000168
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$340,721,00073
Available-for-sale securities (fair market value)$14,235,255,00023
Total debt securities$14,421,910,00023
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$1,268,332,00014
Revaluation gains on off-balance sheet contracts$1,076,560,00014
Revaluation losses on off-balance sheet contracts$1,080,058,00010
2010-12-31Rank
Total securities$14,860,894,00023
U.S. Government securities$12,841,117,00022
U.S. Treasury securities$228,158,00038
U.S. Government agency obligations$12,612,959,00021
Securities issued by states & political subdivisions$519,094,00033
Other domestic debt securities$1,340,118,00039
Privately issued residential mortgage-backed securities$38,209,000164
Commercial mortgage-backed securities - Total$0438
Asset backed securities$606,955,00022
Structured financial products - Total$0343
Other domestic debt securities - All other$694,954,00021
Foreign debt securities$2,511,00062
Equity securities$158,054,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,287,184,00014
Mortgage-backed securities$11,004,786,00022
Certificates of participation in pools of residential mortgages$7,595,212,00015
Issued or guaranteed by U.S.$7,594,314,00015
Privately issued$898,00085
Collaterized mortgage obligations$3,409,574,00029
CMOs issued by government agencies or sponsored agencies$3,372,263,00024
Privately issued$37,311,000163
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$347,433,00069
Available-for-sale securities (fair market value)$14,513,461,00023
Total debt securities$14,702,840,00023
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$1,423,310,00015
Revaluation gains on off-balance sheet contracts$1,153,165,00014
Revaluation losses on off-balance sheet contracts$1,159,144,00010
2010-09-30Rank
Total securities$15,400,065,00022
U.S. Government securities$13,502,733,00021
U.S. Treasury securities$309,121,00032
U.S. Government agency obligations$13,193,612,00020
Securities issued by states & political subdivisions$543,514,00029
Other domestic debt securities$1,015,635,00042
Privately issued residential mortgage-backed securities$43,067,000157
Commercial mortgage-backed securities - Total$0411
Asset backed securities$763,527,00021
Structured financial products - Total$0351
Other domestic debt securities - All other$209,041,00045
Foreign debt securities$2,525,00061
Equity securities$335,658,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,036,979,00013
Mortgage-backed securities$11,383,603,00021
Certificates of participation in pools of residential mortgages$7,922,409,00014
Issued or guaranteed by U.S.$7,921,486,00014
Privately issued$923,00085
Collaterized mortgage obligations$3,461,194,00024
CMOs issued by government agencies or sponsored agencies$3,419,050,00020
Privately issued$42,144,000156
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$348,851,00063
Available-for-sale securities (fair market value)$15,051,214,00022
Total debt securities$15,064,407,00022
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,627,221,00016
Revaluation gains on off-balance sheet contracts$1,330,690,00014
Revaluation losses on off-balance sheet contracts$1,308,373,00012
2010-06-30Rank
Total securities$15,446,073,00023
U.S. Government securities$12,917,738,00021
U.S. Treasury securities$480,150,00022
U.S. Government agency obligations$12,437,588,00021
Securities issued by states & political subdivisions$547,633,00030
Other domestic debt securities$955,572,00041
Privately issued residential mortgage-backed securities$46,089,000154
Commercial mortgage-backed securities - Total$0407
Asset backed securities$708,426,00021
Structured financial products - Total$0352
Other domestic debt securities - All other$201,057,00044
Foreign debt securities$3,010,00058
Equity securities$1,022,120,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,512,258,00014
Mortgage-backed securities$10,685,642,00020
Certificates of participation in pools of residential mortgages$7,392,702,00016
Issued or guaranteed by U.S.$7,391,716,00016
Privately issued$986,00083
Collaterized mortgage obligations$3,292,940,00026
CMOs issued by government agencies or sponsored agencies$3,247,837,00022
Privately issued$45,103,000151
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$348,599,00061
Available-for-sale securities (fair market value)$15,097,474,00022
Total debt securities$14,423,953,00023
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$1,486,535,00015
Revaluation gains on off-balance sheet contracts$1,238,390,00014
Revaluation losses on off-balance sheet contracts$1,224,228,00011
2010-03-31Rank
Total securities$16,359,436,00023
U.S. Government securities$14,054,278,00021
U.S. Treasury securities$465,929,00021
U.S. Government agency obligations$13,588,349,00020
Securities issued by states & political subdivisions$573,148,00028
Other domestic debt securities$1,213,187,00038
Privately issued residential mortgage-backed securities$50,753,000154
Commercial mortgage-backed securities - Total$69,693,00024
Asset backed securities$878,937,00018
Structured financial products - Total$0358
Other domestic debt securities - All other$213,804,00042
Foreign debt securities$1,850,00066
Equity securities$516,973,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,607,935,00011
Mortgage-backed securities$11,557,800,00019
Certificates of participation in pools of residential mortgages$7,951,910,00014
Issued or guaranteed by U.S.$7,950,970,00013
Privately issued$940,00090
Collaterized mortgage obligations$3,536,197,00022
CMOs issued by government agencies or sponsored agencies$3,486,384,00019
Privately issued$49,813,000151
Commercial mortgage-backed securities$69,693,00024
Commercial mortgage pass-through securities$69,693,00010
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$349,462,00062
Available-for-sale securities (fair market value)$16,009,974,00022
Total debt securities$15,842,463,00023
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$1,353,543,00016
Revaluation gains on off-balance sheet contracts$1,073,249,00014
Revaluation losses on off-balance sheet contracts$1,071,093,00010
2009-12-31Rank
Total securities$17,639,604,00022
U.S. Government securities$13,973,222,00020
U.S. Treasury securities$455,536,00020
U.S. Government agency obligations$13,517,686,00018
Securities issued by states & political subdivisions$593,354,00027
Other domestic debt securities$2,567,282,00025
Privately issued residential mortgage-backed securities$117,338,00091
Commercial mortgage-backed securities - Total$141,785,00021
Asset backed securities$2,091,839,00013
Structured financial products - Total$0366
Other domestic debt securities - All other$216,320,00042
Foreign debt securities$1,850,00062
Equity securities$503,896,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,185,451,00012
Mortgage-backed securities$11,633,433,00020
Certificates of participation in pools of residential mortgages$7,669,374,00014
Issued or guaranteed by U.S.$7,668,270,00014
Privately issued$1,104,00087
Collaterized mortgage obligations$3,822,274,00021
CMOs issued by government agencies or sponsored agencies$3,706,040,00016
Privately issued$116,234,00086
Commercial mortgage-backed securities$141,785,00021
Commercial mortgage pass-through securities$141,785,0009
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$350,157,00061
Available-for-sale securities (fair market value)$17,289,447,00020
Total debt securities$17,135,708,00022
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$1,322,025,00019
Revaluation gains on off-balance sheet contracts$991,674,00013
Revaluation losses on off-balance sheet contracts$988,738,00011
2009-09-30Rank
Total securities$15,157,083,00025
U.S. Government securities$11,475,163,00022
U.S. Treasury securities$366,132,00027
U.S. Government agency obligations$11,109,031,00022
Securities issued by states & political subdivisions$664,501,00027
Other domestic debt securities$2,706,358,00028
Privately issued residential mortgage-backed securities$123,220,00095
Commercial mortgage-backed securities - Total$139,901,00022
Asset backed securities$2,260,492,00015
Structured financial products - Total$0375
Other domestic debt securities - All other$182,745,00048
Foreign debt securities$1,850,00064
Equity securities$309,211,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,980,824,00015
Mortgage-backed securities$9,598,094,00022
Certificates of participation in pools of residential mortgages$5,720,491,00020
Issued or guaranteed by U.S.$5,719,253,00020
Privately issued$1,238,00095
Collaterized mortgage obligations$3,737,702,00021
CMOs issued by government agencies or sponsored agencies$3,615,720,00013
Privately issued$121,982,00090
Commercial mortgage-backed securities$139,901,00022
Commercial mortgage pass-through securities$139,901,0008
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$350,890,00067
Available-for-sale securities (fair market value)$14,806,193,00023
Total debt securities$14,847,874,00025
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$2,316,284,00018
Revaluation gains on off-balance sheet contracts$1,260,946,00015
Revaluation losses on off-balance sheet contracts$1,222,273,00012
2009-06-30Rank
Total securities$9,960,500,00027
U.S. Government securities$7,125,535,00024
U.S. Treasury securities$221,992,00028
U.S. Government agency obligations$6,903,543,00023
Securities issued by states & political subdivisions$411,556,00036
Other domestic debt securities$2,322,350,00030
Privately issued residential mortgage-backed securities$131,727,00097
Commercial mortgage-backed securities - Total$87,391,00029
Asset backed securities$1,992,219,00014
Structured financial products - Total$0397
Other domestic debt securities - All other$111,013,00068
Foreign debt securities$1,704,00063
Equity securities$99,355,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,142,134,00019
Mortgage-backed securities$5,769,189,00028
Certificates of participation in pools of residential mortgages$3,622,183,00025
Issued or guaranteed by U.S.$3,620,987,00025
Privately issued$1,196,000100
Collaterized mortgage obligations$2,059,615,00034
CMOs issued by government agencies or sponsored agencies$1,929,084,00025
Privately issued$130,531,00090
Commercial mortgage-backed securities$87,391,00029
Commercial mortgage pass-through securities$87,391,00010
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$312,312,00074
Available-for-sale securities (fair market value)$9,648,188,00026
Total debt securities$9,861,142,00027
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$2,282,719,00017
Revaluation gains on off-balance sheet contracts$1,325,438,00014
Revaluation losses on off-balance sheet contracts$1,240,229,00013
2009-03-31Rank
Total securities$10,829,849,00025
U.S. Government securities$7,774,188,00026
U.S. Treasury securities$52,383,00070
U.S. Government agency obligations$7,721,805,00025
Securities issued by states & political subdivisions$369,219,00039
Other domestic debt securities$2,339,195,00026
Privately issued residential mortgage-backed securities$67,372,000175
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,174,548,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$97,275,00071
Foreign debt securities$3,951,00043
Equity securities$343,296,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,761,946,00023
Mortgage-backed securities$5,794,187,00029
Certificates of participation in pools of residential mortgages$3,547,991,00026
Issued or guaranteed by U.S.$3,546,648,00025
Privately issued$1,343,000110
Collaterized mortgage obligations$2,246,196,00034
CMOs issued by government agencies or sponsored agencies$2,180,167,00023
Privately issued$66,029,000168
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$312,874,00073
Available-for-sale securities (fair market value)$10,516,975,00025
Total debt securities$10,486,554,00026
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$2,664,861,00017
Revaluation gains on off-balance sheet contracts$1,739,639,00013
Revaluation losses on off-balance sheet contracts$1,717,373,00012
2008-12-31Rank
Total securities$7,115,217,00034
U.S. Government securities$6,025,688,00029
U.S. Treasury securities$52,994,00056
U.S. Government agency obligations$5,972,694,00028
Securities issued by states & political subdivisions$369,888,00040
Other domestic debt securities$491,444,00069
Privately issued residential mortgage-backed securities$71,591,000168
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$317,441,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$102,412,00068
Foreign debt securities$3,932,00037
Equity securities$224,265,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,007,703,00031
Mortgage-backed securities$4,750,233,00031
Certificates of participation in pools of residential mortgages$2,842,286,00029
Issued or guaranteed by U.S.$2,840,916,00027
Privately issued$1,370,000107
Collaterized mortgage obligations$1,907,947,00039
CMOs issued by government agencies or sponsored agencies$1,837,726,00021
Privately issued$70,221,000160
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$313,549,00074
Available-for-sale securities (fair market value)$6,801,668,00032
Total debt securities$6,890,949,00033
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$2,810,370,00018
Revaluation gains on off-balance sheet contracts$1,976,266,00014
Revaluation losses on off-balance sheet contracts$1,924,986,00013
2008-09-30Rank
Total securities$7,488,336,00034
U.S. Government securities$5,952,685,00029
U.S. Treasury securities$52,348,00053
U.S. Government agency obligations$5,900,337,00028
Securities issued by states & political subdivisions$370,821,00038
Other domestic debt securities$1,026,026,00042
Privately issued residential mortgage-backed securities$86,399,000151
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$840,571,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$99,056,00066
Foreign debt securities$4,345,00037
Equity securities$134,459,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,400,857,00030
Mortgage-backed securities$5,854,610,00030
Certificates of participation in pools of residential mortgages$4,230,676,00022
Issued or guaranteed by U.S.$4,229,228,00021
Privately issued$1,448,000106
Collaterized mortgage obligations$1,623,934,00041
CMOs issued by government agencies or sponsored agencies$1,538,983,00024
Privately issued$84,951,000144
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$314,074,00067
Available-for-sale securities (fair market value)$7,174,262,00034
Total debt securities$7,353,878,00034
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$1,787,059,00019
Revaluation gains on off-balance sheet contracts$871,718,00013
Revaluation losses on off-balance sheet contracts$814,052,00012
2008-06-30Rank
Total securities$7,549,101,00039
U.S. Government securities$5,946,403,00032
U.S. Treasury securities$51,480,00050
U.S. Government agency obligations$5,894,923,00030
Securities issued by states & political subdivisions$374,010,00040
Other domestic debt securities$1,088,725,00045
Privately issued residential mortgage-backed securities$91,251,000151
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$844,849,00019
Structured financial products - TotalNANA
Other domestic debt securities - All other$152,625,00053
Foreign debt securities$3,344,00046
Equity securities$136,619,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,070,020,00031
Mortgage-backed securities$5,854,290,00034
Certificates of participation in pools of residential mortgages$3,911,794,00025
Issued or guaranteed by U.S.$3,910,257,00025
Privately issued$1,537,000109
Collaterized mortgage obligations$1,942,496,00042
CMOs issued by government agencies or sponsored agencies$1,852,782,00021
Privately issued$89,714,000143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$315,590,00066
Available-for-sale securities (fair market value)$7,233,511,00038
Total debt securities$7,412,483,00039
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$923,229,00027
Revaluation gains on off-balance sheet contracts$708,283,00017
Revaluation losses on off-balance sheet contracts$667,701,00015
2008-03-31Rank
Total securities$7,215,780,00039
U.S. Government securities$5,576,596,00029
U.S. Treasury securities$01,044
U.S. Government agency obligations$5,576,596,00028
Securities issued by states & political subdivisions$375,069,00041
Other domestic debt securities$1,112,594,00047
Privately issued residential mortgage-backed securities$96,602,000143
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$866,109,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$149,883,00054
Foreign debt securities$3,342,00045
Equity securities$148,179,00034
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,382,850,00030
Mortgage-backed securities$5,540,040,00035
Certificates of participation in pools of residential mortgages$3,751,347,00023
Issued or guaranteed by U.S.$3,749,563,00022
Privately issued$1,784,000106
Collaterized mortgage obligations$1,788,693,00044
CMOs issued by government agencies or sponsored agencies$1,693,875,00022
Privately issued$94,818,000133
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$316,153,00062
Available-for-sale securities (fair market value)$6,899,627,00038
Total debt securities$7,067,600,00039
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$1,283,910,00026
Revaluation gains on off-balance sheet contracts$1,101,088,00014
Revaluation losses on off-balance sheet contracts$1,060,861,00014
2007-12-31Rank
Total securities$5,818,764,00044
U.S. Government securities$4,972,284,00032
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,972,284,00032
Securities issued by states & political subdivisions$376,216,00039
Other domestic debt securities$306,306,000103
Privately issued residential mortgage-backed securities$103,097,000134
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$84,088,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$119,121,00064
Foreign debt securities$3,590,00045
Equity securities$160,368,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,180,627,00029
Mortgage-backed securities$4,943,673,00037
Certificates of participation in pools of residential mortgages$3,128,596,00025
Issued or guaranteed by U.S.$3,126,739,00025
Privately issued$1,857,000100
Collaterized mortgage obligations$1,815,077,00045
CMOs issued by government agencies or sponsored agencies$1,713,837,00019
Privately issued$101,240,000121
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$316,726,00070
Available-for-sale securities (fair market value)$5,502,038,00043
Total debt securities$5,658,395,00046
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$846,194,00026
Revaluation gains on off-balance sheet contracts$676,582,00014
Revaluation losses on off-balance sheet contracts$654,100,00015
2007-09-30Rank
Total securities$6,220,368,00044
U.S. Government securities$5,016,392,00032
U.S. Treasury securities$01,235
U.S. Government agency obligations$5,016,392,00031
Securities issued by states & political subdivisions$377,873,00041
Other domestic debt securities$664,877,00064
Privately issued residential mortgage-backed securities$107,467,000130
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$547,950,00019
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,460,000433
Foreign debt securities$4,238,00043
Equity securities$156,988,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,692,327,00033
Mortgage-backed securities$4,994,414,00037
Certificates of participation in pools of residential mortgages$3,316,028,00024
Issued or guaranteed by U.S.$3,314,117,00023
Privately issued$1,911,00099
Collaterized mortgage obligations$1,678,386,00045
CMOs issued by government agencies or sponsored agencies$1,572,830,00022
Privately issued$105,556,000119
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$317,305,00073
Available-for-sale securities (fair market value)$5,903,063,00041
Total debt securities$6,063,380,00044
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$630,035,00028
Revaluation gains on off-balance sheet contracts$474,741,00015
Revaluation losses on off-balance sheet contracts$464,625,00014
2007-06-30Rank
Total securities$5,769,907,00043
U.S. Government securities$5,167,529,00032
U.S. Treasury securities$19,954,000149
U.S. Government agency obligations$5,147,575,00031
Securities issued by states & political subdivisions$378,392,00043
Other domestic debt securities$117,045,000181
Privately issued residential mortgage-backed securities$112,535,000127
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,510,000120
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$4,236,00042
Equity securities$102,705,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,991,929,00032
Mortgage-backed securities$5,034,908,00038
Certificates of participation in pools of residential mortgages$3,392,748,00021
Issued or guaranteed by U.S.$3,390,675,00021
Privately issued$2,073,000103
Collaterized mortgage obligations$1,642,160,00052
CMOs issued by government agencies or sponsored agencies$1,531,698,00028
Privately issued$110,462,000116
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$317,368,00075
Available-for-sale securities (fair market value)$5,452,539,00042
Total debt securities$5,667,203,00044
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$471,147,00026
Revaluation gains on off-balance sheet contracts$323,137,00016
Revaluation losses on off-balance sheet contracts$303,009,00014
2007-03-31Rank
Total securities$5,651,487,00044
U.S. Government securities$5,034,877,00032
U.S. Treasury securities$01,448
U.S. Government agency obligations$5,034,877,00031
Securities issued by states & political subdivisions$379,629,00042
Other domestic debt securities$126,394,000173
Privately issued residential mortgage-backed securities$119,692,000121
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,702,000101
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$4,213,00042
Equity securities$106,374,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,032,270,00032
Mortgage-backed securities$4,976,407,00036
Certificates of participation in pools of residential mortgages$3,518,541,00021
Issued or guaranteed by U.S.$3,516,425,00021
Privately issued$2,116,000107
Collaterized mortgage obligations$1,457,866,00054
CMOs issued by government agencies or sponsored agencies$1,340,290,00030
Privately issued$117,576,000112
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$317,963,00080
Available-for-sale securities (fair market value)$5,333,524,00040
Total debt securities$5,545,114,00044
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$428,208,00030
Revaluation gains on off-balance sheet contracts$268,368,00015
Revaluation losses on off-balance sheet contracts$251,393,00014
2006-12-31Rank
Total securities$5,925,422,00045
U.S. Government securities$5,312,259,00030
U.S. Treasury securities$273,258,00022
U.S. Government agency obligations$5,039,001,00030
Securities issued by states & political subdivisions$381,239,00044
Other domestic debt securities$132,556,000167
Privately issued residential mortgage-backed securities$123,625,000117
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,931,00089
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$4,208,00042
Equity securities$95,160,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,418,261,00039
Mortgage-backed securities$5,064,724,00035
Certificates of participation in pools of residential mortgages$3,629,175,00021
Issued or guaranteed by U.S.$3,626,976,00020
Privately issued$2,199,00092
Collaterized mortgage obligations$1,435,549,00057
CMOs issued by government agencies or sponsored agencies$1,314,123,00028
Privately issued$121,426,000104
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$318,546,00075
Available-for-sale securities (fair market value)$5,606,876,00042
Total debt securities$5,830,262,00045
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$467,327,00026
Revaluation gains on off-balance sheet contracts$280,733,00016
Revaluation losses on off-balance sheet contracts$266,537,00016
2006-09-30Rank
Total securities$11,964,269,00026
U.S. Government securities$11,167,214,00016
U.S. Treasury securities$472,813,00014
U.S. Government agency obligations$10,694,401,00018
Securities issued by states & political subdivisions$386,686,00041
Other domestic debt securities$322,268,000102
Privately issued residential mortgage-backed securities$308,909,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$13,359,00079
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$4,204,00043
Equity securities$83,897,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,418,786,00017
Mortgage-backed securities$10,381,408,00021
Certificates of participation in pools of residential mortgages$7,555,624,00017
Issued or guaranteed by U.S.$7,553,362,00015
Privately issued$2,262,000100
Collaterized mortgage obligations$2,825,784,00037
CMOs issued by government agencies or sponsored agencies$2,519,137,00018
Privately issued$306,647,00070
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$321,312,00075
Available-for-sale securities (fair market value)$11,642,957,00024
Total debt securities$11,880,371,00025
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$333,530,00031
Revaluation gains on off-balance sheet contracts$169,724,00020
Revaluation losses on off-balance sheet contracts$159,489,00019
2006-06-30Rank
Total securities$12,657,645,00020
U.S. Government securities$11,862,708,00014
U.S. Treasury securities$458,364,00015
U.S. Government agency obligations$11,404,344,00013
Securities issued by states & political subdivisions$387,543,00039
Other domestic debt securities$313,721,000102
Privately issued residential mortgage-backed securities$297,242,00079
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$16,479,00070
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$4,200,00042
Equity securities$89,473,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,610,801,00016
Mortgage-backed securities$10,495,576,00018
Certificates of participation in pools of residential mortgages$7,682,898,00013
Issued or guaranteed by U.S.$7,680,451,00011
Privately issued$2,447,00095
Collaterized mortgage obligations$2,812,678,00035
CMOs issued by government agencies or sponsored agencies$2,517,883,00016
Privately issued$294,795,00073
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$321,885,00079
Available-for-sale securities (fair market value)$12,335,760,00018
Total debt securities$12,568,172,00020
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$450,931,00027
Revaluation gains on off-balance sheet contracts$278,428,00017
Revaluation losses on off-balance sheet contracts$260,597,00017
2006-03-31Rank
Total securities$13,387,788,00017
U.S. Government securities$12,629,248,00014
U.S. Treasury securities$464,366,00019
U.S. Government agency obligations$12,164,882,00014
Securities issued by states & political subdivisions$350,435,00042
Other domestic debt securities$327,078,000103
Privately issued residential mortgage-backed securities$310,300,00078
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$16,778,00069
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$4,213,00042
Equity securities$76,814,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,293,423,00012
Mortgage-backed securities$10,986,935,00017
Certificates of participation in pools of residential mortgages$8,082,858,00013
Issued or guaranteed by U.S.$8,080,298,00011
Privately issued$2,560,00096
Collaterized mortgage obligations$2,904,077,00034
CMOs issued by government agencies or sponsored agencies$2,596,337,00016
Privately issued$307,740,00072
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$325,998,00080
Available-for-sale securities (fair market value)$13,061,790,00017
Total debt securities$13,310,973,00017
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$342,920,00030
Revaluation gains on off-balance sheet contracts$186,656,00020
Revaluation losses on off-balance sheet contracts$173,745,00020
2005-12-31Rank
Total securities$13,888,799,00017
U.S. Government securities$13,098,481,00013
U.S. Treasury securities$477,908,00018
U.S. Government agency obligations$12,620,573,00012
Securities issued by states & political subdivisions$368,735,00042
Other domestic debt securities$323,904,000101
Privately issued residential mortgage-backed securities$306,837,00078
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,067,00066
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$4,238,00043
Equity securities$93,441,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,405,252,00014
Mortgage-backed securities$11,450,099,00016
Certificates of participation in pools of residential mortgages$8,500,129,00011
Issued or guaranteed by U.S.$8,497,266,00010
Privately issued$2,863,00086
Collaterized mortgage obligations$2,949,970,00033
CMOs issued by government agencies or sponsored agencies$2,645,996,00016
Privately issued$303,974,00070
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$352,056,00081
Available-for-sale securities (fair market value)$13,536,743,00016
Total debt securities$13,795,359,00017
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$265,698,00032
Revaluation gains on off-balance sheet contracts$148,521,00020
Revaluation losses on off-balance sheet contracts$136,217,00019
2005-09-30Rank
Total securities$14,186,198,00018
U.S. Government securities$13,267,764,00013
U.S. Treasury securities$480,592,00017
U.S. Government agency obligations$12,787,172,00013
Securities issued by states & political subdivisions$319,653,00043
Other domestic debt securities$508,378,00077
Privately issued residential mortgage-backed securities$491,018,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$17,360,00070
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$4,250,00044
Equity securities$86,153,00039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,574,293,00019
Mortgage-backed securities$11,780,499,00016
Certificates of participation in pools of residential mortgages$8,742,009,00011
Issued or guaranteed by U.S.$8,738,771,00010
Privately issued$3,238,00086
Collaterized mortgage obligations$3,038,490,00028
CMOs issued by government agencies or sponsored agencies$2,550,710,00019
Privately issued$487,780,00051
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$298,968,00087
Available-for-sale securities (fair market value)$13,887,230,00017
Total debt securities$14,100,045,00018
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$268,896,00032
Revaluation gains on off-balance sheet contracts$163,780,00019
Revaluation losses on off-balance sheet contracts$146,818,00019
2005-06-30Rank
Total securities$14,629,517,00017
U.S. Government securities$13,732,259,00014
U.S. Treasury securities$493,281,00015
U.S. Government agency obligations$13,238,978,00014
Securities issued by states & political subdivisions$297,640,00045
Other domestic debt securities$497,046,00077
Privately issued residential mortgage-backed securities$407,656,00066
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$89,390,00038
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$4,250,00044
Equity securities$98,322,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,661,509,00011
Mortgage-backed securities$12,137,840,00015
Certificates of participation in pools of residential mortgages$9,054,662,00011
Issued or guaranteed by U.S.$9,051,139,0009
Privately issued$3,523,00080
Collaterized mortgage obligations$3,083,178,00030
CMOs issued by government agencies or sponsored agencies$2,679,045,00018
Privately issued$404,133,00059
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$270,570,00093
Available-for-sale securities (fair market value)$14,358,947,00017
Total debt securities$14,531,194,00017
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$275,209,00031
Revaluation gains on off-balance sheet contracts$191,081,00018
Revaluation losses on off-balance sheet contracts$191,521,00016
2005-03-31Rank
Total securities$15,188,372,00018
U.S. Government securities$14,230,195,00012
U.S. Treasury securities$475,613,00017
U.S. Government agency obligations$13,754,582,00015
Securities issued by states & political subdivisions$297,057,00044
Other domestic debt securities$570,617,00074
Privately issued residential mortgage-backed securities$433,590,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$137,027,00034
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$4,249,00049
Equity securities$86,254,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,435,813,00010
Mortgage-backed securities$12,705,212,00014
Certificates of participation in pools of residential mortgages$9,437,864,00011
Issued or guaranteed by U.S.$9,434,263,00010
Privately issued$3,601,00075
Collaterized mortgage obligations$3,267,348,00029
CMOs issued by government agencies or sponsored agencies$2,837,359,00017
Privately issued$429,989,00054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$266,472,00098
Available-for-sale securities (fair market value)$14,921,900,00018
Total debt securities$15,102,116,00018
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$282,255,00028
Revaluation gains on off-balance sheet contracts$153,886,00018
Revaluation losses on off-balance sheet contracts$141,659,00018
2004-12-31Rank
Total securities$16,630,476,00017
U.S. Government securities$15,456,488,00011
U.S. Treasury securities$485,572,00018
U.S. Government agency obligations$14,970,916,00011
Securities issued by states & political subdivisions$256,107,00047
Other domestic debt securities$823,227,00060
Privately issued residential mortgage-backed securities$504,980,00053
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$316,241,00024
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,006,0001,426
Foreign debt securities$4,249,00050
Equity securities$90,405,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,826,956,00010
Mortgage-backed securities$13,956,928,00011
Certificates of participation in pools of residential mortgages$10,447,692,0009
Issued or guaranteed by U.S.$10,443,851,0009
Privately issued$3,841,00071
Collaterized mortgage obligations$3,509,236,00029
CMOs issued by government agencies or sponsored agencies$3,008,097,00017
Privately issued$501,139,00049
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$220,793,000113
Available-for-sale securities (fair market value)$16,409,683,00016
Total debt securities$16,540,071,00017
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$292,110,00028
Revaluation gains on off-balance sheet contracts$214,705,00017
Revaluation losses on off-balance sheet contracts$187,208,00017
2004-09-30Rank
Total securities$22,224,485,00011
U.S. Government securities$20,240,856,0008
U.S. Treasury securities$488,851,00018
U.S. Government agency obligations$19,752,005,0006
Securities issued by states & political subdivisions$239,948,00051
Other domestic debt securities$1,677,199,00034
Privately issued residential mortgage-backed securities$593,090,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,082,077,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,032,0001,462
Foreign debt securities$4,250,00049
Equity securities$62,232,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,426,168,00010
Mortgage-backed securities$16,774,953,0008
Certificates of participation in pools of residential mortgages$11,762,803,0008
Issued or guaranteed by U.S.$11,758,796,0008
Privately issued$4,007,00070
Collaterized mortgage obligations$5,012,150,00015
CMOs issued by government agencies or sponsored agencies$4,423,067,0007
Privately issued$589,083,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$198,481,000124
Available-for-sale securities (fair market value)$22,026,004,00011
Total debt securities$22,162,252,00011
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$187,420,00037
Revaluation gains on off-balance sheet contracts$106,517,00022
Revaluation losses on off-balance sheet contracts$133,997,00019
2004-06-30Rank
Total securities$22,804,702,00011
U.S. Government securities$20,968,837,0009
U.S. Treasury securities$469,208,00020
U.S. Government agency obligations$20,499,629,0008
Securities issued by states & political subdivisions$209,489,00061
Other domestic debt securities$1,551,808,00035
Privately issued residential mortgage-backed securities$537,604,00052
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,012,146,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,058,0001,529
Foreign debt securities$4,244,00046
Equity securities$70,324,00063
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,874,781,0008
Mortgage-backed securities$17,548,266,0009
Certificates of participation in pools of residential mortgages$12,342,340,0008
Issued or guaranteed by U.S.$12,328,885,0008
Privately issued$13,455,00046
Collaterized mortgage obligations$5,205,926,00014
CMOs issued by government agencies or sponsored agencies$4,681,777,0005
Privately issued$524,149,00048
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$156,705,000150
Available-for-sale securities (fair market value)$22,647,997,00011
Total debt securities$22,734,378,00010
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$209,743,00033
Revaluation gains on off-balance sheet contracts$114,778,00020
Revaluation losses on off-balance sheet contracts$137,781,00018
2004-03-31Rank
Total securities$22,599,977,00014
U.S. Government securities$21,220,063,0008
U.S. Treasury securities$531,665,00017
U.S. Government agency obligations$20,688,398,0008
Securities issued by states & political subdivisions$184,960,00076
Other domestic debt securities$1,133,324,00049
Privately issued residential mortgage-backed securities$359,690,00068
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$765,251,00016
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,383,000679
Foreign debt securities$2,035,00069
Equity securities$59,595,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,674,453,0007
Mortgage-backed securities$17,807,112,00010
Certificates of participation in pools of residential mortgages$12,439,724,00010
Issued or guaranteed by U.S.$12,424,389,00010
Privately issued$15,335,00044
Collaterized mortgage obligations$5,367,388,00014
CMOs issued by government agencies or sponsored agencies$5,023,033,0006
Privately issued$344,355,00061
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$126,023,000179
Available-for-sale securities (fair market value)$22,473,954,00013
Total debt securities$22,540,382,00012
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$367,262,00026
Revaluation gains on off-balance sheet contracts$270,838,00018
Revaluation losses on off-balance sheet contracts$210,965,00019
2003-12-31Rank
Total securities$20,786,242,00014
U.S. Government securities$19,671,321,00010
U.S. Treasury securities$766,797,00013
U.S. Government agency obligations$18,904,524,0009
Securities issued by states & political subdivisions$174,008,00074
Other domestic debt securities$854,923,00046
Privately issued residential mortgage-backed securities$297,308,00053
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$548,109,00019
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,506,000671
Foreign debt securities$2,035,00075
Equity securities$83,955,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,087,205,0006
Mortgage-backed securities$16,368,015,0008
Certificates of participation in pools of residential mortgages$11,733,822,0009
Issued or guaranteed by U.S.$11,716,857,0009
Privately issued$16,965,00047
Collaterized mortgage obligations$4,634,193,00017
CMOs issued by government agencies or sponsored agencies$4,353,850,00010
Privately issued$280,343,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$108,274,000202
Available-for-sale securities (fair market value)$20,677,968,00014
Total debt securities$20,702,287,00014
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$223,024,00031
Revaluation gains on off-balance sheet contracts$167,632,00019
Revaluation losses on off-balance sheet contracts$138,672,00018
2003-09-30Rank
Total securities$19,719,683,00014
U.S. Government securities$18,808,926,0009
U.S. Treasury securities$523,090,00014
U.S. Government agency obligations$18,285,836,0009
Securities issued by states & political subdivisions$187,733,00071
Other domestic debt securities$627,405,00055
Privately issued residential mortgage-backed securities$316,328,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$308,931,00022
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,146,0001,769
Foreign debt securities$1,785,00079
Equity securities$93,834,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,146,444,0007
Mortgage-backed securities$15,940,209,0008
Certificates of participation in pools of residential mortgages$10,945,942,00010
Issued or guaranteed by U.S.$10,927,663,00010
Privately issued$18,279,00043
Collaterized mortgage obligations$4,994,267,00013
CMOs issued by government agencies or sponsored agencies$4,696,218,0009
Privately issued$298,049,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$111,969,000197
Available-for-sale securities (fair market value)$19,607,714,00014
Total debt securities$19,619,671,00014
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$202,059,00034
Revaluation gains on off-balance sheet contracts$106,302,00024
Revaluation losses on off-balance sheet contracts$88,513,00025
2003-06-30Rank
Total securities$20,153,776,00012
U.S. Government securities$19,525,718,0009
U.S. Treasury securities$7,265,000506
U.S. Government agency obligations$19,518,453,0009
Securities issued by states & political subdivisions$167,295,00078
Other domestic debt securities$437,072,00064
Privately issued residential mortgage-backed securities$426,624,00040
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,270,000114
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,178,0001,816
Foreign debt securities$2,035,00074
Equity securities$21,656,000222
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,779,319,0009
Mortgage-backed securities$17,953,819,0009
Certificates of participation in pools of residential mortgages$11,201,120,00011
Issued or guaranteed by U.S.$11,185,228,00011
Privately issued$15,892,00043
Collaterized mortgage obligations$6,752,699,00010
CMOs issued by government agencies or sponsored agencies$6,341,967,0007
Privately issued$410,732,00035
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$84,469,000253
Available-for-sale securities (fair market value)$20,069,307,00012
Total debt securities$20,132,121,00012
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$48,998,00064
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$18,319,649,00013
U.S. Government securities$17,696,704,00010
U.S. Treasury securities$382,859,00021
U.S. Government agency obligations$17,313,845,00010
Securities issued by states & political subdivisions$153,202,00082
Other domestic debt securities$466,077,00066
Privately issued residential mortgage-backed securities$454,818,00041
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,069,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,190,0001,809
Foreign debt securities$1,035,00099
Equity securities$2,631,000957
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,329,544,0009
Mortgage-backed securities$16,085,700,00010
Certificates of participation in pools of residential mortgages$8,532,363,00013
Issued or guaranteed by U.S.$8,515,605,00012
Privately issued$16,758,00043
Collaterized mortgage obligations$7,553,337,0008
CMOs issued by government agencies or sponsored agencies$7,115,277,0005
Privately issued$438,060,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,088,000305
Available-for-sale securities (fair market value)$18,252,561,00013
Total debt securities$18,317,018,00013
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$32,955,00066
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$15,176,913,00015
U.S. Government securities$14,413,417,00011
U.S. Treasury securities$154,473,00049
U.S. Government agency obligations$14,258,944,00010
Securities issued by states & political subdivisions$133,317,00092
Other domestic debt securities$624,823,00054
Privately issued residential mortgage-backed securities$607,882,00036
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,207,000104
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,734,000938
Foreign debt securities$2,052,00071
Equity securities$3,304,000868
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,291,133,00012
Mortgage-backed securities$13,243,287,00010
Certificates of participation in pools of residential mortgages$7,486,408,00013
Issued or guaranteed by U.S.$7,465,028,00012
Privately issued$21,380,00039
Collaterized mortgage obligations$5,756,879,00013
CMOs issued by government agencies or sponsored agencies$5,170,377,0009
Privately issued$586,502,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,440,000536
Available-for-sale securities (fair market value)$15,138,473,00014
Total debt securities$15,173,606,00015
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$18,286,00072
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$12,033,198,00017
U.S. Government securities$10,525,671,00012
U.S. Treasury securities$7,268,000581
U.S. Government agency obligations$10,518,403,00012
Securities issued by states & political subdivisions$125,278,00098
Other domestic debt securities$1,380,447,00033
Privately issued residential mortgage-backed securities$1,357,497,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$15,727,00081
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,223,000902
Foreign debt securities$1,802,00080
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,115,621,00015
Mortgage-backed securities$10,255,695,00011
Certificates of participation in pools of residential mortgages$6,903,850,00016
Issued or guaranteed by U.S.$6,887,055,00015
Privately issued$16,795,00045
Collaterized mortgage obligations$3,351,845,00017
CMOs issued by government agencies or sponsored agencies$2,011,143,00016
Privately issued$1,340,702,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,261,0002,443
Available-for-sale securities (fair market value)$12,028,937,00016
Total debt securities$12,033,194,00017
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$53,149,00057
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$10,721,805,00019
U.S. Government securities$9,383,339,00011
U.S. Treasury securities$9,086,000690
U.S. Government agency obligations$9,374,253,00011
Securities issued by states & political subdivisions$143,901,00082
Other domestic debt securities$926,652,00037
Privately issued residential mortgage-backed securities$913,582,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,070,000555
Foreign debt securities$1,702,00088
Equity securities$266,211,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,425,152,00019
Mortgage-backed securities$9,670,182,00011
Certificates of participation in pools of residential mortgages$7,841,564,0009
Issued or guaranteed by U.S.$7,825,223,0009
Privately issued$16,341,00046
Collaterized mortgage obligations$1,828,618,00029
CMOs issued by government agencies or sponsored agencies$931,377,00038
Privately issued$897,241,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,313,0002,963
Available-for-sale securities (fair market value)$10,717,492,00016
Total debt securities$10,455,594,00019
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$2,638,121,00079
U.S. Government securities$2,344,376,00062
U.S. Treasury securities$46,196,000217
U.S. Government agency obligations$2,298,180,00057
Securities issued by states & political subdivisions$47,660,000274
Other domestic debt securities$189,391,000123
Privately issued residential mortgage-backed securities$189,391,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securities$0343
Equity securities$56,694,000119
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,416,373,00068
Mortgage-backed securities$2,393,151,00050
Certificates of participation in pools of residential mortgages$2,095,123,00031
Issued or guaranteed by U.S.$2,095,123,00029
Privately issued$0307
Collaterized mortgage obligations$298,028,000132
CMOs issued by government agencies or sponsored agencies$108,637,000219
Privately issued$189,391,00050
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,099,0004,179
Available-for-sale securities (fair market value)$2,636,022,00065
Total debt securities$2,581,427,00078
Structured notes
Amortized cost$82,0001,318
Fair value$83,0001,316
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$1,552,023,000116
U.S. Government securities$1,314,228,000101
U.S. Treasury securities$77,145,000174
U.S. Government agency obligations$1,237,083,00094
Securities issued by states & political subdivisions$60,636,000195
Other domestic debt securities$125,885,000136
Privately issued residential mortgage-backed securities$120,208,00086
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,677,000825
Foreign debt securities$0363
Equity securities$51,274,000125
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$690,376,00094
Mortgage-backed securities$1,337,021,00091
Certificates of participation in pools of residential mortgages$1,149,462,00067
Issued or guaranteed by U.S.$1,142,780,00064
Privately issued$6,682,00081
Collaterized mortgage obligations$187,559,000169
CMOs issued by government agencies or sponsored agencies$74,033,000278
Privately issued$113,526,00071
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,565,0003,564
Available-for-sale securities (fair market value)$1,547,458,00095
Total debt securities$1,500,749,000115
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 contracts$053
1997-12-31Rank
Total securities$637,448,000231
U.S. Government securities$548,255,000212
U.S. Treasury securities$15,788,0001,176
U.S. Government agency obligations$532,467,000186
Securities issued by states & political subdivisions$66,793,000146
Other domestic debt securities$18,935,000381
Privately issued residential mortgage-backed securities$18,935,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$3,465,0001,011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$403,893,000135
Mortgage-backed securities$551,402,000155
Certificates of participation in pools of residential mortgages$416,406,000128
Issued or guaranteed by U.S.$398,138,000128
Privately issued$18,268,00072
Collaterized mortgage obligations$134,996,000198
CMOs issued by government agencies or sponsored agencies$134,329,000181
Privately issued$667,000557
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,209,0003,735
Available-for-sale securities (fair market value)$631,239,000182
Total debt securities$633,983,000227
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 contracts$057
1996-12-31Rank
Total securities$410,782,000361
U.S. Government securities$293,009,000407
U.S. Treasury securities$19,992,0001,157
U.S. Government agency obligations$273,017,000358
Securities issued by states & political subdivisions$85,994,000105
Other domestic debt securities$31,224,000279
Privately issued residential mortgage-backed securities$31,224,000165
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securities$0466
Equity securities$555,0003,304
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$271,323,000194
Mortgage-backed securities$304,241,000267
Certificates of participation in pools of residential mortgages$219,273,000238
Issued or guaranteed by U.S.$194,416,000255
Privately issued$24,857,00076
Collaterized mortgage obligations$84,968,000281
CMOs issued by government agencies or sponsored agencies$78,601,000270
Privately issued$6,367,000217
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,131,0002,626
Available-for-sale securities (fair market value)$397,651,000274
Total debt securities$410,227,000351
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 contracts$072
1995-12-31Rank
Total securities$353,439,000428
U.S. Government securities$224,263,000522
U.S. Treasury securities$20,195,0001,413
U.S. Government agency obligations$204,068,000440
Securities issued by states & political subdivisions$87,454,000106
Other domestic debt securities$41,167,000270
Privately issued residential mortgage-backed securities$41,167,000151
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securities$0553
Equity securities$555,0003,094
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$237,821,000235
Mortgage-backed securities$245,235,000328
Certificates of participation in pools of residential mortgages$164,922,000293
Issued or guaranteed by U.S.$133,312,000328
Privately issued$31,610,00072
Collaterized mortgage obligations$80,313,000324
CMOs issued by government agencies or sponsored agencies$70,756,000321
Privately issued$9,557,000192
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,369,0005,299
Available-for-sale securities (fair market value)$349,070,000325
Total debt securities$352,575,000418
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 contracts$079
1994-12-31Rank
Total securities$385,959,000405
U.S. Government securities$279,799,000453
U.S. Treasury securities$18,790,0001,881
U.S. Government agency obligations$261,009,000368
Securities issued by states & political subdivisions$72,725,000130
Other domestic debt securities$32,864,000332
Privately issued residential mortgage-backed securities$32,864,000164
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$571,0002,850
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$268,142,000210
Mortgage-backed securities$293,873,000305
Certificates of participation in pools of residential mortgages$157,663,000300
Issued or guaranteed by U.S.$157,663,000291
Privately issued$0564
Collaterized mortgage obligations$136,210,000243
CMOs issued by government agencies or sponsored agencies$103,346,000252
Privately issued$32,864,000105
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$262,019,000352
Available-for-sale securities (fair market value)$123,940,000475
Total debt securities$385,388,000400
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$283,245,000548
U.S. Government securities$206,377,000588
U.S. Treasury securities$5,995,0005,129
U.S. Government agency obligations$200,382,000433
Securities issued by states & political subdivisions$38,953,000266
Other domestic debt securities$37,344,000360
Privately issued residential mortgage-backed securities$36,899,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$445,0003,438
Foreign debt securities$0649
Equity securities$571,0002,844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,557,000288
Mortgage-backed securities$222,308,000375
Certificates of participation in pools of residential mortgages$122,847,000375
Issued or guaranteed by U.S.$106,533,000403
Privately issued$16,314,000144
Collaterized mortgage obligations$99,461,000322
CMOs issued by government agencies or sponsored agencies$78,876,000330
Privately issued$20,585,000129
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$282,674,000535
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$153,714,000881
U.S. Government securities$104,470,0001,037
U.S. Treasury securities$17,891,0002,094
U.S. Government agency obligations$86,579,000835
Securities issued by states & political subdivisions$36,193,000266
Other domestic debt securities$11,247,000960
Privately issued residential mortgage-backed securities$10,220,000424
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,027,0002,880
Foreign debt securities$0699
Equity securities$1,804,0001,362
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$117,275,000335
Mortgage-backed securities$75,216,000821
Certificates of participation in pools of residential mortgages$27,214,0001,183
Issued or guaranteed by U.S.$17,008,0001,678
Privately issued$10,206,000189
Collaterized mortgage obligations$48,002,000516
CMOs issued by government agencies or sponsored agencies$47,988,000465
Privately issued$14,0003,443
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$151,910,000868
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