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First Horizon Bank, Securities

2021-12-31Rank
Total securities$9,445,580,00058
U.S. Government securities$8,874,203,00045
U.S. Treasury securities$99,0002,204
U.S. Government agency obligations$8,874,104,00042
Securities issued by states & political subdivisions$545,168,00082
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,501,087,00025
Mortgage-backed securities$8,023,835,00048
Certificates of participation in pools of residential mortgages$4,725,049,00041
Issued or guaranteed by U.S.$4,725,049,00041
Privately issued$0246
Collaterized mortgage obligations$1,310,249,00067
CMOs issued by government agencies or sponsored agencies$1,310,249,00059
Privately issued$0500
Commercial mortgage-backed securities$1,988,537,00043
Commercial mortgage pass-through securities$839,499,00030
Other commercial mortgage-backed securities$1,149,038,00044
Held to maturity securities (book value)$712,255,00086
Available-for-sale securities (fair market value)$8,707,116,00053
Total debt securities$9,419,373,00057
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$1,700,594,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$59,451,00037
2021-09-30Rank
Total securities$8,811,646,00058
U.S. Government securities$8,258,120,00048
U.S. Treasury securities$603,226,00055
U.S. Government agency obligations$7,654,894,00048
Securities issued by states & political subdivisions$523,918,00083
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,502,535,00024
Mortgage-backed securities$6,866,648,00052
Certificates of participation in pools of residential mortgages$3,916,939,00046
Issued or guaranteed by U.S.$3,916,939,00046
Privately issued$0234
Collaterized mortgage obligations$1,283,760,00067
CMOs issued by government agencies or sponsored agencies$1,283,760,00061
Privately issued$0491
Commercial mortgage-backed securities$1,665,949,00047
Commercial mortgage pass-through securities$657,784,00033
Other commercial mortgage-backed securities$1,008,165,00045
Held to maturity securities (book value)$304,258,000132
Available-for-sale securities (fair market value)$8,477,780,00052
Total debt securities$8,782,037,00058
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$1,495,304,00019
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$88,152,00032
2021-06-30Rank
Total securities$8,397,566,00059
U.S. Government securities$7,839,721,00049
U.S. Treasury securities$606,664,00050
U.S. Government agency obligations$7,233,057,00047
Securities issued by states & political subdivisions$517,837,00083
Other domestic debt securities$10,000,000867
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$10,000,000569
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,070,374,00025
Mortgage-backed securities$6,490,410,00053
Certificates of participation in pools of residential mortgages$3,503,050,00049
Issued or guaranteed by U.S.$3,503,050,00049
Privately issued$0247
Collaterized mortgage obligations$1,353,245,00063
CMOs issued by government agencies or sponsored agencies$1,353,245,00058
Privately issued$0478
Commercial mortgage-backed securities$1,634,115,00047
Commercial mortgage pass-through securities$663,367,00030
Other commercial mortgage-backed securities$970,748,00046
Held to maturity securities (book value)$10,000,000722
Available-for-sale securities (fair market value)$8,357,558,00053
Total debt securities$8,367,560,00059
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$1,220,666,00020
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$67,461,00038
2021-03-31Rank
Total securities$8,365,569,00056
U.S. Government securities$7,813,867,00048
U.S. Treasury securities$610,120,00047
U.S. Government agency obligations$7,203,747,00046
Securities issued by states & political subdivisions$475,508,00085
Other domestic debt securities$50,004,000318
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$50,004,000161
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,460,814,00027
Mortgage-backed securities$6,479,094,00053
Certificates of participation in pools of residential mortgages$3,373,055,00046
Issued or guaranteed by U.S.$3,373,055,00046
Privately issued$0261
Collaterized mortgage obligations$1,478,826,00059
CMOs issued by government agencies or sponsored agencies$1,478,826,00054
Privately issued$0475
Commercial mortgage-backed securities$1,627,213,00043
Commercial mortgage pass-through securities$664,845,00030
Other commercial mortgage-backed securities$962,368,00046
Held to maturity securities (book value)$10,000,000688
Available-for-sale securities (fair market value)$8,329,379,00050
Total debt securities$8,339,379,00056
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$1,346,958,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$189,102,00021
2020-12-31Rank
Total securities$8,051,365,00055
U.S. Government securities$7,514,945,00050
U.S. Treasury securities$613,213,00045
U.S. Government agency obligations$6,901,732,00046
Securities issued by states & political subdivisions$460,207,00089
Other domestic debt securities$50,008,000307
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$50,008,000158
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,389,962,00026
Mortgage-backed securities$6,217,667,00051
Certificates of participation in pools of residential mortgages$3,164,485,00045
Issued or guaranteed by U.S.$3,164,485,00045
Privately issued$0245
Collaterized mortgage obligations$1,453,787,00058
CMOs issued by government agencies or sponsored agencies$1,453,787,00055
Privately issued$0474
Commercial mortgage-backed securities$1,599,395,00043
Commercial mortgage pass-through securities$647,169,00030
Other commercial mortgage-backed securities$952,226,00045
Held to maturity securities (book value)$10,000,000663
Available-for-sale securities (fair market value)$8,015,160,00049
Total debt securities$8,025,160,00055
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$1,480,425,00019
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$90,299,00040
2020-09-30Rank
Total securities$7,999,027,00054
U.S. Government securities$7,490,813,00049
U.S. Treasury securities$300,034,00059
U.S. Government agency obligations$7,190,779,00045
Securities issued by states & political subdivisions$432,090,00081
Other domestic debt securities$50,010,000292
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$50,010,000152
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,662,848,00031
Mortgage-backed securities$6,532,513,00047
Certificates of participation in pools of residential mortgages$3,310,072,00044
Issued or guaranteed by U.S.$3,310,072,00044
Privately issued$0251
Collaterized mortgage obligations$1,771,517,00048
CMOs issued by government agencies or sponsored agencies$1,771,517,00044
Privately issued$0464
Commercial mortgage-backed securities$1,450,924,00043
Commercial mortgage pass-through securities$516,994,00035
Other commercial mortgage-backed securities$933,930,00046
Held to maturity securities (book value)$10,000,000657
Available-for-sale securities (fair market value)$7,962,913,00049
Total debt securities$7,972,913,00054
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$1,708,904,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$61,746,00050
2020-06-30Rank
Total securities$5,484,760,00064
U.S. Government securities$5,319,913,00057
U.S. Treasury securities$999,975,00041
U.S. Government agency obligations$4,319,938,00059
Securities issued by states & political subdivisions$90,383,000417
Other domestic debt securities$50,414,000287
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$50,414,000147
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,737,770,00032
Mortgage-backed securities$3,902,646,00060
Certificates of participation in pools of residential mortgages$2,099,122,00053
Issued or guaranteed by U.S.$2,099,122,00053
Privately issued$0251
Collaterized mortgage obligations$1,258,283,00058
CMOs issued by government agencies or sponsored agencies$1,258,283,00056
Privately issued$0454
Commercial mortgage-backed securities$545,241,00079
Commercial mortgage pass-through securities$388,260,00038
Other commercial mortgage-backed securities$156,981,000114
Held to maturity securities (book value)$10,000,000662
Available-for-sale securities (fair market value)$5,450,710,00056
Total debt securities$5,460,711,00064
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$1,439,004,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$49,978,00055
2020-03-31Rank
Total securities$4,555,879,00071
U.S. Government securities$4,402,057,00059
U.S. Treasury securities$100,0001,287
U.S. Government agency obligations$4,401,957,00053
Securities issued by states & political subdivisions$79,125,000433
Other domestic debt securities$50,621,000269
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$50,621,000135
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,046,008,00035
Mortgage-backed securities$4,029,460,00057
Certificates of participation in pools of residential mortgages$2,072,829,00052
Issued or guaranteed by U.S.$2,072,829,00052
Privately issued$0267
Collaterized mortgage obligations$1,471,689,00052
CMOs issued by government agencies or sponsored agencies$1,471,689,00050
Privately issued$0460
Commercial mortgage-backed securities$484,942,00084
Commercial mortgage pass-through securities$329,688,00043
Other commercial mortgage-backed securities$155,254,000114
Held to maturity securities (book value)$10,000,000674
Available-for-sale securities (fair market value)$4,521,803,00060
Total debt securities$4,531,803,00070
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$2,307,840,00016
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$189,848,00027
2019-12-31Rank
Total securities$4,460,221,00073
U.S. Government securities$4,325,201,00063
U.S. Treasury securities$100,0001,347
U.S. Government agency obligations$4,325,101,00054
Securities issued by states & political subdivisions$60,526,000546
Other domestic debt securities$50,540,000262
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$50,540,000132
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,776,885,00031
Mortgage-backed securities$4,019,009,00056
Certificates of participation in pools of residential mortgages$2,092,558,00052
Issued or guaranteed by U.S.$2,092,558,00052
Privately issued$0249
Collaterized mortgage obligations$1,545,428,00049
CMOs issued by government agencies or sponsored agencies$1,545,428,00046
Privately issued$0457
Commercial mortgage-backed securities$381,023,00089
Commercial mortgage pass-through securities$255,959,00047
Other commercial mortgage-backed securities$125,064,000124
Held to maturity securities (book value)$10,000,000701
Available-for-sale securities (fair market value)$4,426,267,00059
Total debt securities$4,436,267,00072
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$1,454,465,00014
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$30,660,00045
2019-09-30Rank
Total securities$4,434,311,00072
U.S. Government securities$4,310,084,00064
U.S. Treasury securities$100,0001,413
U.S. Government agency obligations$4,309,984,00054
Securities issued by states & political subdivisions$50,071,000662
Other domestic debt securities$50,440,000263
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$50,440,000133
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,663,406,00032
Mortgage-backed securities$4,068,652,00056
Certificates of participation in pools of residential mortgages$2,034,643,00053
Issued or guaranteed by U.S.$2,034,643,00053
Privately issued$0287
Collaterized mortgage obligations$1,681,492,00046
CMOs issued by government agencies or sponsored agencies$1,681,492,00043
Privately issued$0463
Commercial mortgage-backed securities$352,517,00092
Commercial mortgage pass-through securities$249,789,00048
Other commercial mortgage-backed securities$102,728,000136
Held to maturity securities (book value)$10,000,000750
Available-for-sale securities (fair market value)$4,400,595,00058
Total debt securities$4,410,595,00072
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$1,539,759,00014
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$40,613,00043
2019-06-30Rank
Total securities$4,431,506,00070
U.S. Government securities$4,309,656,00061
U.S. Treasury securities$100,0001,450
U.S. Government agency obligations$4,309,556,00054
Securities issued by states & political subdivisions$47,735,000705
Other domestic debt securities$50,426,000235
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$50,426,000124
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,855,156,00029
Mortgage-backed securities$4,101,867,00056
Certificates of participation in pools of residential mortgages$2,007,924,00053
Issued or guaranteed by U.S.$2,007,924,00053
Privately issued$0244
Collaterized mortgage obligations$1,789,784,00045
CMOs issued by government agencies or sponsored agencies$1,789,784,00043
Privately issued$0476
Commercial mortgage-backed securities$304,159,00097
Commercial mortgage pass-through securities$220,078,00048
Other commercial mortgage-backed securities$84,081,000144
Held to maturity securities (book value)$10,000,000784
Available-for-sale securities (fair market value)$4,397,817,00056
Total debt securities$4,407,818,00069
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$1,791,596,00013
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$46,729,00038
2019-03-31Rank
Total securities$4,636,677,00070
U.S. Government securities$4,508,520,00057
U.S. Treasury securities$99,0001,504
U.S. Government agency obligations$4,508,421,00050
Securities issued by states & political subdivisions$39,423,000871
Other domestic debt securities$65,184,000190
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$65,184,00097
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,885,691,00028
Mortgage-backed securities$4,317,593,00054
Certificates of participation in pools of residential mortgages$2,204,931,00046
Issued or guaranteed by U.S.$2,204,931,00046
Privately issued$0248
Collaterized mortgage obligations$1,848,156,00046
CMOs issued by government agencies or sponsored agencies$1,848,156,00044
Privately issued$0499
Commercial mortgage-backed securities$264,506,000103
Commercial mortgage pass-through securities$180,879,00054
Other commercial mortgage-backed securities$83,627,000131
Held to maturity securities (book value)$10,000,000804
Available-for-sale securities (fair market value)$4,603,127,00054
Total debt securities$4,613,127,00069
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$1,767,688,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$55,767,00031
2018-12-31Rank
Total securities$4,649,921,00067
U.S. Government securities$4,528,684,00054
U.S. Treasury securities$98,0001,503
U.S. Government agency obligations$4,528,586,00051
Securities issued by states & political subdivisions$32,573,0001,079
Other domestic debt securities$65,310,000187
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$65,310,00097
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,810,253,00031
Mortgage-backed securities$4,378,800,00051
Certificates of participation in pools of residential mortgages$2,225,204,00048
Issued or guaranteed by U.S.$2,225,204,00048
Privately issued$0211
Collaterized mortgage obligations$1,875,441,00043
CMOs issued by government agencies or sponsored agencies$1,875,441,00040
Privately issued$0498
Commercial mortgage-backed securities$278,155,00094
Commercial mortgage pass-through securities$194,901,00051
Other commercial mortgage-backed securities$83,254,000130
Held to maturity securities (book value)$10,000,000839
Available-for-sale securities (fair market value)$4,616,567,00053
Total debt securities$4,626,569,00066
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$1,509,680,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$67,045,00030
2018-09-30Rank
Total securities$4,631,407,00066
U.S. Government securities$4,519,247,00057
U.S. Treasury securities$98,0001,489
U.S. Government agency obligations$4,519,149,00050
Securities issued by states & political subdivisions$23,701,0001,444
Other domestic debt securities$65,074,000179
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$65,074,00099
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,639,658,00033
Mortgage-backed securities$4,406,062,00049
Certificates of participation in pools of residential mortgages$2,234,965,00049
Issued or guaranteed by U.S.$2,234,965,00049
Privately issued$0145
Collaterized mortgage obligations$1,913,015,00041
CMOs issued by government agencies or sponsored agencies$1,913,015,00038
Privately issued$0515
Commercial mortgage-backed securities$258,082,00091
Commercial mortgage pass-through securities$179,912,00051
Other commercial mortgage-backed securities$78,170,000130
Held to maturity securities (book value)$10,000,000857
Available-for-sale securities (fair market value)$4,598,022,00053
Total debt securities$4,608,022,00065
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$1,977,162,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$82,406,00034
2018-06-30Rank
Total securities$4,756,956,00066
U.S. Government securities$4,656,380,00055
U.S. Treasury securities$98,0001,463
U.S. Government agency obligations$4,656,282,00050
Securities issued by states & political subdivisions$6,406,0003,045
Other domestic debt securities$65,838,000184
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$65,838,00090
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,729,109,00032
Mortgage-backed securities$4,601,880,00048
Certificates of participation in pools of residential mortgages$2,305,968,00048
Issued or guaranteed by U.S.$2,305,968,00048
Privately issued$0453
Collaterized mortgage obligations$2,018,625,00039
CMOs issued by government agencies or sponsored agencies$2,018,625,00036
Privately issued$0544
Commercial mortgage-backed securities$277,287,00088
Commercial mortgage pass-through securities$188,332,00048
Other commercial mortgage-backed securities$88,955,000118
Held to maturity securities (book value)$10,000,000872
Available-for-sale securities (fair market value)$4,718,624,00052
Total debt securities$4,728,624,00066
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$1,730,898,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$76,686,00032
2018-03-31Rank
Total securities$4,863,583,00065
U.S. Government securities$4,766,924,00053
U.S. Treasury securities$98,0001,411
U.S. Government agency obligations$4,766,826,00048
Securities issued by states & political subdivisions$510,0004,396
Other domestic debt securities$65,989,000178
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$65,989,00096
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,137,612,00029
Mortgage-backed securities$4,737,203,00046
Certificates of participation in pools of residential mortgages$2,332,179,00049
Issued or guaranteed by U.S.$2,332,179,00049
Privately issued$067
Collaterized mortgage obligations$2,116,932,00039
CMOs issued by government agencies or sponsored agencies$2,116,932,00036
Privately issued$0557
Commercial mortgage-backed securities$288,092,00081
Commercial mortgage pass-through securities$198,683,00046
Other commercial mortgage-backed securities$89,409,000115
Held to maturity securities (book value)$10,000,000877
Available-for-sale securities (fair market value)$4,823,423,00052
Total debt securities$4,833,423,00065
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$1,833,323,00012
Revaluation gains on off-balance sheet contracts$71,161,00031
Revaluation losses on off-balance sheet contracts$70,978,00031
2017-12-31Rank
Total securities$4,940,116,00063
U.S. Government securities$4,847,333,00054
U.S. Treasury securities$99,0001,315
U.S. Government agency obligations$4,847,234,00048
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$65,782,000181
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$65,782,00098
Foreign debt securities$0316
Equity securities$27,001,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,965,686,00031
Mortgage-backed securities$4,847,234,00045
Certificates of participation in pools of residential mortgages$2,406,958,00046
Issued or guaranteed by U.S.$2,406,958,00046
Privately issued$064
Collaterized mortgage obligations$2,173,968,00037
CMOs issued by government agencies or sponsored agencies$2,173,968,00034
Privately issued$0573
Commercial mortgage-backed securities$266,308,00083
Commercial mortgage pass-through securities$170,418,00046
Other commercial mortgage-backed securities$95,890,000107
Held to maturity securities (book value)$10,000,000900
Available-for-sale securities (fair market value)$4,930,116,00050
Total debt securities$4,913,115,00063
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$1,467,818,00013
Revaluation gains on off-balance sheet contracts$50,204,00033
Revaluation losses on off-balance sheet contracts$48,579,00030
2017-09-30Rank
Total securities$3,808,344,00068
U.S. Government securities$3,773,599,00059
U.S. Treasury securities$100,0001,291
U.S. Government agency obligations$3,773,499,00055
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$10,000,000584
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$10,000,000434
Foreign debt securities$0334
Equity securities$24,745,00063
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,285,989,00036
Mortgage-backed securities$3,773,499,00057
Certificates of participation in pools of residential mortgages$2,073,616,00051
Issued or guaranteed by U.S.$2,073,616,00051
Privately issued$069
Collaterized mortgage obligations$1,685,995,00044
CMOs issued by government agencies or sponsored agencies$1,685,995,00043
Privately issued$0584
Commercial mortgage-backed securities$13,888,000434
Commercial mortgage pass-through securities$13,888,000236
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$10,000,000929
Available-for-sale securities (fair market value)$3,798,344,00055
Total debt securities$3,783,599,00067
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$1,525,280,00012
Revaluation gains on off-balance sheet contracts$52,755,00033
Revaluation losses on off-balance sheet contracts$47,895,00030
2017-06-30Rank
Total securities$3,796,714,00067
U.S. Government securities$3,761,539,00058
U.S. Treasury securities$100,0001,329
U.S. Government agency obligations$3,761,439,00053
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$10,000,000598
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$10,000,000444
Foreign debt securities$0346
Equity securities$25,175,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,510,134,00033
Mortgage-backed securities$3,761,439,00054
Certificates of participation in pools of residential mortgages$2,115,740,00051
Issued or guaranteed by U.S.$2,115,740,00050
Privately issued$067
Collaterized mortgage obligations$1,631,823,00045
CMOs issued by government agencies or sponsored agencies$1,631,823,00042
Privately issued$0606
Commercial mortgage-backed securities$13,876,000434
Commercial mortgage pass-through securities$13,876,000235
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$10,000,000944
Available-for-sale securities (fair market value)$3,786,714,00055
Total debt securities$3,771,538,00067
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$1,379,772,00012
Revaluation gains on off-balance sheet contracts$62,718,00032
Revaluation losses on off-balance sheet contracts$56,459,00029
2017-03-31Rank
Total securities$3,791,901,00067
U.S. Government securities$3,752,333,00059
U.S. Treasury securities$100,0001,370
U.S. Government agency obligations$3,752,233,00053
Securities issued by states & political subdivisions$4,354,0003,607
Other domestic debt securities$10,000,000607
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$10,000,000446
Foreign debt securities$0350
Equity securities$25,214,00063
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,515,016,00032
Mortgage-backed securities$3,752,233,00054
Certificates of participation in pools of residential mortgages$2,146,185,00052
Issued or guaranteed by U.S.$2,146,185,00051
Privately issued$066
Collaterized mortgage obligations$1,592,311,00044
CMOs issued by government agencies or sponsored agencies$1,592,311,00041
Privately issued$0642
Commercial mortgage-backed securities$13,737,000418
Commercial mortgage pass-through securities$13,737,000229
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$14,354,000839
Available-for-sale securities (fair market value)$3,777,547,00056
Total debt securities$3,766,686,00067
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$1,233,940,00012
Revaluation gains on off-balance sheet contracts$66,631,00028
Revaluation losses on off-balance sheet contracts$65,552,00025
2016-12-31Rank
Total securities$3,796,334,00064
U.S. Government securities$3,756,745,00059
U.S. Treasury securities$100,0001,345
U.S. Government agency obligations$3,756,645,00054
Securities issued by states & political subdivisions$4,347,0003,644
Other domestic debt securities$10,000,000599
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$10,000,000430
Foreign debt securities$0347
Equity securities$25,242,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,271,317,00037
Mortgage-backed securities$3,756,645,00051
Certificates of participation in pools of residential mortgages$2,198,042,00048
Issued or guaranteed by U.S.$2,198,042,00047
Privately issued$071
Collaterized mortgage obligations$1,547,958,00040
CMOs issued by government agencies or sponsored agencies$1,547,958,00038
Privately issued$0666
Commercial mortgage-backed securities$10,645,000456
Commercial mortgage pass-through securities$10,645,000263
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$14,347,000834
Available-for-sale securities (fair market value)$3,781,987,00055
Total debt securities$3,771,090,00063
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$985,212,00014
Revaluation gains on off-balance sheet contracts$88,141,00028
Revaluation losses on off-balance sheet contracts$87,774,00026
2016-09-30Rank
Total securities$3,880,567,00064
U.S. Government securities$3,841,601,00059
U.S. Treasury securities$100,0001,190
U.S. Government agency obligations$3,841,501,00054
Securities issued by states & political subdivisions$4,340,0003,664
Other domestic debt securities$10,000,000584
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$10,000,000432
Foreign debt securities$0338
Equity securities$24,626,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,250,082,00037
Mortgage-backed securities$3,841,501,00050
Certificates of participation in pools of residential mortgages$1,928,281,00051
Issued or guaranteed by U.S.$1,928,281,00050
Privately issued$067
Collaterized mortgage obligations$1,901,144,00039
CMOs issued by government agencies or sponsored agencies$1,901,144,00038
Privately issued$0671
Commercial mortgage-backed securities$12,076,000410
Commercial mortgage pass-through securities$12,076,000225
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$14,340,000842
Available-for-sale securities (fair market value)$3,866,227,00054
Total debt securities$3,855,942,00064
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$1,413,763,00013
Revaluation gains on off-balance sheet contracts$93,228,00037
Revaluation losses on off-balance sheet contracts$92,304,00032
2016-06-30Rank
Total securities$3,862,018,00065
U.S. Government securities$3,821,137,00060
U.S. Treasury securities$100,0001,227
U.S. Government agency obligations$3,821,037,00056
Securities issued by states & political subdivisions$5,833,0003,401
Other domestic debt securities$10,000,000597
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$10,000,000430
Foreign debt securities$0339
Equity securities$25,048,00072
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,374,569,00035
Mortgage-backed securities$3,821,037,00051
Certificates of participation in pools of residential mortgages$1,945,491,00051
Issued or guaranteed by U.S.$1,945,491,00049
Privately issued$071
Collaterized mortgage obligations$1,874,816,00039
CMOs issued by government agencies or sponsored agencies$1,874,816,00038
Privately issued$0687
Commercial mortgage-backed securities$730,0001,075
Commercial mortgage pass-through securities$730,000711
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$14,333,000865
Available-for-sale securities (fair market value)$3,847,685,00055
Total debt securities$3,836,970,00065
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$1,280,631,00014
Revaluation gains on off-balance sheet contracts$117,672,00035
Revaluation losses on off-balance sheet contracts$115,702,00029
2016-03-31Rank
Total securities$3,866,831,00064
U.S. Government securities$3,825,742,00058
U.S. Treasury securities$100,0001,267
U.S. Government agency obligations$3,825,642,00053
Securities issued by states & political subdivisions$5,826,0003,390
Other domestic debt securities$10,000,000600
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$10,000,000432
Foreign debt securities$0334
Equity securities$25,263,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,074,683,00036
Mortgage-backed securities$3,825,642,00051
Certificates of participation in pools of residential mortgages$1,886,697,00054
Issued or guaranteed by U.S.$1,886,697,00052
Privately issued$066
Collaterized mortgage obligations$1,938,220,00038
CMOs issued by government agencies or sponsored agencies$1,938,220,00037
Privately issued$0699
Commercial mortgage-backed securities$725,0001,049
Commercial mortgage pass-through securities$725,000688
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$14,326,000892
Available-for-sale securities (fair market value)$3,852,505,00056
Total debt securities$3,841,569,00065
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$1,328,778,00014
Revaluation gains on off-balance sheet contracts$102,257,00034
Revaluation losses on off-balance sheet contracts$101,451,00031
2015-12-31Rank
Total securities$3,785,062,00064
U.S. Government securities$3,743,495,00060
U.S. Treasury securities$100,0001,338
U.S. Government agency obligations$3,743,395,00054
Securities issued by states & political subdivisions$5,820,0003,405
Other domestic debt securities$10,000,000593
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$10,000,000418
Foreign debt securities$0322
Equity securities$25,747,00061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,890,078,00037
Mortgage-backed securities$3,743,293,00051
Certificates of participation in pools of residential mortgages$1,572,908,00057
Issued or guaranteed by U.S.$1,572,908,00055
Privately issued$066
Collaterized mortgage obligations$2,169,683,00037
CMOs issued by government agencies or sponsored agencies$2,169,683,00036
Privately issued$0704
Commercial mortgage-backed securities$702,0001,003
Commercial mortgage pass-through securities$702,000661
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$14,320,000914
Available-for-sale securities (fair market value)$3,770,742,00055
Total debt securities$3,759,314,00064
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$952,420,00015
Revaluation gains on off-balance sheet contracts$70,971,00033
Revaluation losses on off-balance sheet contracts$70,110,00031
2015-09-30Rank
Total securities$3,521,612,00066
U.S. Government securities$3,482,934,00059
U.S. Treasury securities$100,0001,273
U.S. Government agency obligations$3,482,834,00055
Securities issued by states & political subdivisions$13,468,0002,433
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$25,210,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,944,042,00041
Mortgage-backed securities$3,481,388,00052
Certificates of participation in pools of residential mortgages$945,952,00076
Issued or guaranteed by U.S.$945,952,00075
Privately issued$065
Collaterized mortgage obligations$2,535,436,00036
CMOs issued by government agencies or sponsored agencies$2,535,436,00034
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$4,313,0001,417
Available-for-sale securities (fair market value)$3,517,299,00055
Total debt securities$3,496,402,00066
Structured notes
Amortized cost$1,443,0001,048
Fair value$1,446,0001,045
Trading account assets$1,329,954,00014
Revaluation gains on off-balance sheet contracts$100,775,00032
Revaluation losses on off-balance sheet contracts$100,339,00028
2015-06-30Rank
Total securities$3,496,321,00065
U.S. Government securities$3,457,586,00061
U.S. Treasury securities$100,0001,322
U.S. Government agency obligations$3,457,486,00057
Securities issued by states & political subdivisions$13,761,0002,411
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$24,974,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,187,593,00039
Mortgage-backed securities$3,455,926,00053
Certificates of participation in pools of residential mortgages$830,640,00079
Issued or guaranteed by U.S.$830,640,00078
Privately issued$067
Collaterized mortgage obligations$2,625,286,00035
CMOs issued by government agencies or sponsored agencies$2,625,286,00034
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$4,306,0001,434
Available-for-sale securities (fair market value)$3,492,015,00055
Total debt securities$3,471,347,00065
Structured notes
Amortized cost$1,539,0001,117
Fair value$1,560,0001,109
Trading account assets$1,208,206,00013
Revaluation gains on off-balance sheet contracts$74,716,00032
Revaluation losses on off-balance sheet contracts$74,150,00030
2015-03-31Rank
Total securities$3,519,966,00066
U.S. Government securities$3,480,788,00062
U.S. Treasury securities$100,0001,300
U.S. Government agency obligations$3,480,688,00057
Securities issued by states & political subdivisions$14,204,0002,341
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$24,974,00070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,247,062,00040
Mortgage-backed securities$3,478,997,00054
Certificates of participation in pools of residential mortgages$762,850,00085
Issued or guaranteed by U.S.$762,850,00083
Privately issued$070
Collaterized mortgage obligations$2,716,147,00035
CMOs issued by government agencies or sponsored agencies$2,716,147,00034
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$4,299,0001,445
Available-for-sale securities (fair market value)$3,515,667,00056
Total debt securities$3,494,991,00066
Structured notes
Amortized cost$1,655,0001,170
Fair value$1,691,0001,166
Trading account assets$1,625,470,00014
Revaluation gains on off-balance sheet contracts$93,007,00032
Revaluation losses on off-balance sheet contracts$94,580,00030
2014-12-31Rank
Total securities$3,404,122,00068
U.S. Government securities$3,364,338,00061
U.S. Treasury securities$100,0001,333
U.S. Government agency obligations$3,364,238,00057
Securities issued by states & political subdivisions$14,497,0002,322
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$25,287,00070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,298,945,00035
Mortgage-backed securities$3,362,431,00052
Certificates of participation in pools of residential mortgages$751,165,00082
Issued or guaranteed by U.S.$751,165,00081
Privately issued$075
Collaterized mortgage obligations$2,611,266,00036
CMOs issued by government agencies or sponsored agencies$2,611,266,00035
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$4,292,0001,464
Available-for-sale securities (fair market value)$3,399,830,00056
Total debt securities$3,378,834,00068
Structured notes
Amortized cost$1,755,0001,209
Fair value$1,807,0001,198
Trading account assets$1,277,043,00013
Revaluation gains on off-balance sheet contracts$82,652,00032
Revaluation losses on off-balance sheet contracts$83,075,00030
2014-09-30Rank
Total securities$3,382,290,00067
U.S. Government securities$3,342,579,00061
U.S. Treasury securities$100,0001,354
U.S. Government agency obligations$3,342,479,00057
Securities issued by states & political subdivisions$14,491,0002,331
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$25,220,00074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,168,725,00039
Mortgage-backed securities$3,340,550,00052
Certificates of participation in pools of residential mortgages$716,865,00081
Issued or guaranteed by U.S.$716,865,00080
Privately issued$073
Collaterized mortgage obligations$2,623,685,00034
CMOs issued by government agencies or sponsored agencies$2,623,685,00034
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$4,286,0001,483
Available-for-sale securities (fair market value)$3,378,004,00057
Total debt securities$3,357,069,00067
Structured notes
Amortized cost$1,859,0001,297
Fair value$1,929,0001,254
Trading account assets$1,416,886,00012
Revaluation gains on off-balance sheet contracts$78,864,00030
Revaluation losses on off-balance sheet contracts$79,347,00029
2014-06-30Rank
Total securities$3,418,501,00069
U.S. Government securities$3,374,290,00061
U.S. Treasury securities$39,999,000129
U.S. Government agency obligations$3,334,291,00060
Securities issued by states & political subdivisions$19,434,0001,897
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$24,777,00072
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,350,528,00038
Mortgage-backed securities$3,332,230,00055
Certificates of participation in pools of residential mortgages$762,842,00080
Issued or guaranteed by U.S.$762,842,00079
Privately issued$075
Collaterized mortgage obligations$2,569,388,00035
CMOs issued by government agencies or sponsored agencies$2,569,388,00035
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$4,279,0001,506
Available-for-sale securities (fair market value)$3,414,222,00058
Total debt securities$3,393,724,00068
Structured notes
Amortized cost$1,973,0001,295
Fair value$2,061,0001,179
Trading account assets$1,243,387,00011
Revaluation gains on off-balance sheet contracts$90,806,00030
Revaluation losses on off-balance sheet contracts$91,872,00029
2014-03-31Rank
Total securities$3,410,960,00068
U.S. Government securities$3,366,504,00062
U.S. Treasury securities$39,990,000120
U.S. Government agency obligations$3,326,514,00060
Securities issued by states & political subdivisions$19,429,0001,890
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$25,027,00074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,307,910,00042
Mortgage-backed securities$3,324,332,00055
Certificates of participation in pools of residential mortgages$792,562,00081
Issued or guaranteed by U.S.$792,562,00080
Privately issued$076
Collaterized mortgage obligations$2,531,770,00035
CMOs issued by government agencies or sponsored agencies$2,531,770,00035
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$4,274,0001,509
Available-for-sale securities (fair market value)$3,406,686,00057
Total debt securities$3,385,933,00067
Structured notes
Amortized cost$2,078,0001,207
Fair value$2,182,0001,181
Trading account assets$1,286,370,00011
Revaluation gains on off-balance sheet contracts$87,321,00030
Revaluation losses on off-balance sheet contracts$86,957,00027
2013-12-31Rank
Total securities$3,195,341,00070
U.S. Government securities$3,156,948,00061
U.S. Treasury securities$39,996,000109
U.S. Government agency obligations$3,116,952,00058
Securities issued by states & political subdivisions$15,155,0002,280
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$23,238,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,091,273,00040
Mortgage-backed securities$3,114,626,00053
Certificates of participation in pools of residential mortgages$823,689,00080
Issued or guaranteed by U.S.$823,689,00079
Privately issued$081
Collaterized mortgage obligations$2,290,937,00038
CMOs issued by government agencies or sponsored agencies$2,290,937,00038
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$3,195,341,00060
Total debt securities$3,172,102,00070
Structured notes
Amortized cost$2,202,0001,170
Fair value$2,326,0001,124
Trading account assets$897,242,00013
Revaluation gains on off-balance sheet contracts$91,223,00029
Revaluation losses on off-balance sheet contracts$93,543,00027
2013-09-30Rank
Total securities$2,978,492,00071
U.S. Government securities$2,943,097,00064
U.S. Treasury securities$39,996,000108
U.S. Government agency obligations$2,903,101,00062
Securities issued by states & political subdivisions$15,155,0002,276
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$20,240,00090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,874,981,00043
Mortgage-backed securities$2,900,573,00058
Certificates of participation in pools of residential mortgages$875,452,00074
Issued or guaranteed by U.S.$875,452,00072
Privately issued$080
Collaterized mortgage obligations$2,025,121,00039
CMOs issued by government agencies or sponsored agencies$2,025,121,00039
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$2,978,492,00063
Total debt securities$2,958,253,00070
Structured notes
Amortized cost$2,381,0001,126
Fair value$2,528,0001,066
Trading account assets$1,459,346,00011
Revaluation gains on off-balance sheet contracts$111,912,00030
Revaluation losses on off-balance sheet contracts$105,895,00028
2013-06-30Rank
Total securities$3,020,177,00072
U.S. Government securities$2,989,354,00064
U.S. Treasury securities$39,997,000105
U.S. Government agency obligations$2,949,357,00062
Securities issued by states & political subdivisions$16,434,0002,151
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$14,389,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,934,738,00040
Mortgage-backed securities$2,946,503,00055
Certificates of participation in pools of residential mortgages$992,465,00072
Issued or guaranteed by U.S.$992,465,00070
Privately issued$083
Collaterized mortgage obligations$1,954,038,00039
CMOs issued by government agencies or sponsored agencies$1,954,038,00039
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$3,020,177,00063
Total debt securities$3,005,788,00070
Structured notes
Amortized cost$2,687,0001,035
Fair value$2,854,0001,005
Trading account assets$1,395,795,00012
Revaluation gains on off-balance sheet contracts$124,146,00029
Revaluation losses on off-balance sheet contracts$133,829,00024
2013-03-31Rank
Total securities$2,988,372,00075
U.S. Government securities$2,958,175,00065
U.S. Treasury securities$39,994,000107
U.S. Government agency obligations$2,918,181,00064
Securities issued by states & political subdivisions$15,255,0002,237
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$14,942,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,926,099,00042
Mortgage-backed securities$2,914,904,00057
Certificates of participation in pools of residential mortgages$1,065,551,00068
Issued or guaranteed by U.S.$1,065,551,00066
Privately issued$083
Collaterized mortgage obligations$1,849,353,00040
CMOs issued by government agencies or sponsored agencies$1,849,353,00040
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$2,988,372,00066
Total debt securities$2,973,429,00074
Structured notes
Amortized cost$3,067,000960
Fair value$3,276,000928
Trading account assets$1,539,092,00012
Revaluation gains on off-balance sheet contracts$137,046,00029
Revaluation losses on off-balance sheet contracts$139,253,00024
2012-12-31Rank
Total securities$2,859,510,00073
U.S. Government securities$2,829,542,00064
U.S. Treasury securities$39,999,000104
U.S. Government agency obligations$2,789,543,00063
Securities issued by states & political subdivisions$15,255,0002,194
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$14,713,000114
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,788,526,00042
Mortgage-backed securities$2,785,790,00058
Certificates of participation in pools of residential mortgages$1,136,579,00067
Issued or guaranteed by U.S.$1,136,579,00066
Privately issued$085
Collaterized mortgage obligations$1,649,211,00045
CMOs issued by government agencies or sponsored agencies$1,649,211,00043
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$2,859,510,00064
Total debt securities$2,844,797,00072
Structured notes
Amortized cost$3,504,000939
Fair value$3,753,000916
Trading account assets$1,399,451,00012
Revaluation gains on off-balance sheet contracts$132,431,00031
Revaluation losses on off-balance sheet contracts$135,034,00030
2012-09-30Rank
Total securities$2,916,577,00075
U.S. Government securities$2,885,389,00064
U.S. Treasury securities$54,996,00081
U.S. Government agency obligations$2,830,393,00063
Securities issued by states & political subdivisions$17,970,0001,926
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$13,218,000124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,768,112,00042
Mortgage-backed securities$2,826,191,00056
Certificates of participation in pools of residential mortgages$1,271,450,00066
Issued or guaranteed by U.S.$1,271,450,00065
Privately issued$088
Collaterized mortgage obligations$1,554,741,00049
CMOs issued by government agencies or sponsored agencies$1,554,741,00043
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$2,916,577,00065
Total debt securities$2,903,360,00075
Structured notes
Amortized cost$3,911,000950
Fair value$4,202,000878
Trading account assets$1,367,382,00013
Revaluation gains on off-balance sheet contracts$154,017,00030
Revaluation losses on off-balance sheet contracts$155,198,00028
2012-06-30Rank
Total securities$3,057,436,00073
U.S. Government securities$3,026,248,00063
U.S. Treasury securities$39,996,000102
U.S. Government agency obligations$2,986,252,00062
Securities issued by states & political subdivisions$17,970,0001,874
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$13,218,000118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,999,816,00040
Mortgage-backed securities$2,973,099,00056
Certificates of participation in pools of residential mortgages$1,383,723,00058
Issued or guaranteed by U.S.$1,383,723,00057
Privately issued$094
Collaterized mortgage obligations$1,589,376,00050
CMOs issued by government agencies or sponsored agencies$1,589,376,00047
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$3,057,436,00065
Total debt securities$3,044,221,00073
Structured notes
Amortized cost$12,815,000395
Fair value$13,153,000384
Trading account assets$1,509,425,00012
Revaluation gains on off-balance sheet contracts$138,708,00031
Revaluation losses on off-balance sheet contracts$145,798,00031
2012-03-31Rank
Total securities$3,085,737,00071
U.S. Government securities$3,054,450,00061
U.S. Treasury securities$40,037,000108
U.S. Government agency obligations$3,014,413,00062
Securities issued by states & political subdivisions$18,070,0001,784
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$13,217,000117
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,783,979,00041
Mortgage-backed securities$2,999,866,00056
Certificates of participation in pools of residential mortgages$1,427,030,00059
Issued or guaranteed by U.S.$1,427,030,00058
Privately issued$094
Collaterized mortgage obligations$1,572,836,00050
CMOs issued by government agencies or sponsored agencies$1,572,836,00047
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$3,085,737,00064
Total debt securities$3,072,520,00071
Structured notes
Amortized cost$14,121,000420
Fair value$14,547,000403
Trading account assets$1,377,806,00012
Revaluation gains on off-balance sheet contracts$127,586,00030
Revaluation losses on off-balance sheet contracts$136,395,00030
2011-12-31Rank
Total securities$2,855,530,00073
U.S. Government securities$2,824,243,00065
U.S. Treasury securities$40,121,000103
U.S. Government agency obligations$2,784,122,00064
Securities issued by states & political subdivisions$18,070,0001,749
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$13,217,000118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,696,018,00040
Mortgage-backed securities$2,768,171,00061
Certificates of participation in pools of residential mortgages$1,410,228,00062
Issued or guaranteed by U.S.$1,410,228,00062
Privately issued$0121
Collaterized mortgage obligations$1,357,943,00052
CMOs issued by government agencies or sponsored agencies$1,357,943,00047
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$2,855,530,00069
Total debt securities$2,842,314,00073
Structured notes
Amortized cost$15,277,000373
Fair value$15,951,000356
Trading account assets$1,134,926,00014
Revaluation gains on off-balance sheet contracts$134,530,00030
Revaluation losses on off-balance sheet contracts$141,900,00031
2011-09-30Rank
Total securities$3,115,837,00071
U.S. Government securities$3,083,255,00060
U.S. Treasury securities$40,189,000104
U.S. Government agency obligations$3,043,066,00058
Securities issued by states & political subdivisions$19,365,0001,593
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$13,217,000122
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,001,437,00038
Mortgage-backed securities$3,025,135,00054
Certificates of participation in pools of residential mortgages$1,514,960,00060
Issued or guaranteed by U.S.$1,514,960,00060
Privately issued$0132
Collaterized mortgage obligations$1,510,175,00052
CMOs issued by government agencies or sponsored agencies$1,510,175,00046
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$3,115,837,00066
Total debt securities$3,102,621,00071
Structured notes
Amortized cost$17,033,000332
Fair value$17,931,000317
Trading account assets$1,376,116,00015
Revaluation gains on off-balance sheet contracts$135,741,00031
Revaluation losses on off-balance sheet contracts$149,769,00030
2011-06-30Rank
Total securities$3,018,420,00073
U.S. Government securities$2,991,839,00064
U.S. Treasury securities$46,250,000103
U.S. Government agency obligations$2,945,589,00061
Securities issued by states & political subdivisions$19,365,0001,545
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$7,216,000189
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,922,255,00039
Mortgage-backed securities$2,925,662,00053
Certificates of participation in pools of residential mortgages$1,501,768,00059
Issued or guaranteed by U.S.$1,501,768,00059
Privately issued$0125
Collaterized mortgage obligations$1,423,894,00052
CMOs issued by government agencies or sponsored agencies$1,423,894,00046
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$3,018,420,00067
Total debt securities$3,011,203,00073
Structured notes
Amortized cost$18,791,000359
Fair value$19,927,000323
Trading account assets$1,295,861,00014
Revaluation gains on off-balance sheet contracts$86,302,00034
Revaluation losses on off-balance sheet contracts$101,686,00033
2011-03-31Rank
Total securities$2,873,356,00075
U.S. Government securities$2,832,428,00066
U.S. Treasury securities$60,322,00097
U.S. Government agency obligations$2,772,106,00061
Securities issued by states & political subdivisions$26,015,0001,108
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$14,913,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,767,053,00039
Mortgage-backed securities$2,750,981,00055
Certificates of participation in pools of residential mortgages$1,542,229,00060
Issued or guaranteed by U.S.$1,542,229,00059
Privately issued$0136
Collaterized mortgage obligations$1,208,752,00053
CMOs issued by government agencies or sponsored agencies$1,208,752,00048
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$2,873,356,00069
Total debt securities$2,858,442,00076
Structured notes
Amortized cost$20,218,000352
Fair value$21,125,000330
Trading account assets$1,012,162,00016
Revaluation gains on off-balance sheet contracts$74,129,00034
Revaluation losses on off-balance sheet contracts$89,803,00032
2010-12-31Rank
Total securities$2,819,946,00079
U.S. Government securities$2,779,367,00066
U.S. Treasury securities$87,444,00077
U.S. Government agency obligations$2,691,923,00061
Securities issued by states & political subdivisions$26,015,0001,079
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$14,564,000115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,722,958,00039
Mortgage-backed securities$2,638,697,00055
Certificates of participation in pools of residential mortgages$1,469,957,00058
Issued or guaranteed by U.S.$1,469,957,00056
Privately issued$0141
Collaterized mortgage obligations$1,168,740,00054
CMOs issued by government agencies or sponsored agencies$1,168,740,00047
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$2,819,946,00069
Total debt securities$2,805,382,00078
Structured notes
Amortized cost$50,426,00098
Fair value$53,225,00083
Trading account assets$867,920,00022
Revaluation gains on off-balance sheet contracts$84,991,00034
Revaluation losses on off-balance sheet contracts$102,381,00031
2010-09-30Rank
Total securities$2,399,071,00085
U.S. Government securities$2,334,838,00072
U.S. Treasury securities$68,585,00092
U.S. Government agency obligations$2,266,253,00068
Securities issued by states & political subdivisions$41,660,000584
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$22,573,00077
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,264,738,00046
Mortgage-backed securities$2,161,671,00062
Certificates of participation in pools of residential mortgages$1,000,035,00070
Issued or guaranteed by U.S.$1,000,035,00069
Privately issued$0141
Collaterized mortgage obligations$1,161,636,00051
CMOs issued by government agencies or sponsored agencies$1,161,636,00043
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$2,399,071,00074
Total debt securities$2,376,499,00085
Structured notes
Amortized cost$95,891,00034
Fair value$104,582,00030
Trading account assets$1,345,747,00019
Revaluation gains on off-balance sheet contracts$117,975,00034
Revaluation losses on off-balance sheet contracts$140,295,00032
2010-06-30Rank
Total securities$2,274,543,00084
U.S. Government securities$2,188,298,00071
U.S. Treasury securities$68,568,00085
U.S. Government agency obligations$2,119,730,00070
Securities issued by states & political subdivisions$41,875,000548
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$44,370,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,096,236,00045
Mortgage-backed securities$2,012,107,00063
Certificates of participation in pools of residential mortgages$915,601,00071
Issued or guaranteed by U.S.$915,601,00070
Privately issued$0148
Collaterized mortgage obligations$1,096,506,00055
CMOs issued by government agencies or sponsored agencies$1,096,506,00049
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$2,274,543,00071
Total debt securities$2,230,173,00085
Structured notes
Amortized cost$101,355,00031
Fair value$107,623,00028
Trading account assets$1,923,349,00014
Revaluation gains on off-balance sheet contracts$100,418,00035
Revaluation losses on off-balance sheet contracts$116,315,00033
2010-03-31Rank
Total securities$2,482,054,00075
U.S. Government securities$2,378,740,00068
U.S. Treasury securities$88,518,00067
U.S. Government agency obligations$2,290,222,00068
Securities issued by states & political subdivisions$42,175,000535
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$61,139,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,086,268,00042
Mortgage-backed securities$2,177,833,00061
Certificates of participation in pools of residential mortgages$1,005,616,00067
Issued or guaranteed by U.S.$1,005,616,00066
Privately issued$0145
Collaterized mortgage obligations$1,172,217,00051
CMOs issued by government agencies or sponsored agencies$1,172,217,00045
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$2,482,054,00066
Total debt securities$2,420,914,00076
Structured notes
Amortized cost$106,409,00024
Fair value$112,389,00021
Trading account assets$1,046,446,00020
Revaluation gains on off-balance sheet contracts$65,505,00035
Revaluation losses on off-balance sheet contracts$89,385,00032
2009-12-31Rank
Total securities$2,479,558,00079
U.S. Government securities$2,355,781,00068
U.S. Treasury securities$48,129,00093
U.S. Government agency obligations$2,307,652,00068
Securities issued by states & political subdivisions$44,400,000494
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$79,377,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,258,606,00045
Mortgage-backed securities$2,189,507,00063
Certificates of participation in pools of residential mortgages$1,000,077,00067
Issued or guaranteed by U.S.$1,000,077,00065
Privately issued$0157
Collaterized mortgage obligations$1,189,430,00054
CMOs issued by government agencies or sponsored agencies$1,189,430,00044
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$2,479,558,00067
Total debt securities$2,400,181,00083
Structured notes
Amortized cost$111,849,00017
Fair value$118,145,00015
Trading account assets$784,622,00025
Revaluation gains on off-balance sheet contracts$68,979,00035
Revaluation losses on off-balance sheet contracts$90,235,00032
2009-09-30Rank
Total securities$2,429,176,00087
U.S. Government securities$2,299,764,00071
U.S. Treasury securities$48,325,00083
U.S. Government agency obligations$2,251,439,00071
Securities issued by states & political subdivisions$46,090,000467
Other domestic debt securities$1,365,0002,190
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,365,0001,322
Foreign debt securities$0175
Equity securities$81,957,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,222,414,00050
Mortgage-backed securities$2,129,667,00067
Certificates of participation in pools of residential mortgages$1,053,914,00067
Issued or guaranteed by U.S.$1,053,914,00064
Privately issued$0171
Collaterized mortgage obligations$1,075,753,00058
CMOs issued by government agencies or sponsored agencies$1,075,753,00043
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$2,429,176,00070
Total debt securities$2,347,220,00088
Structured notes
Amortized cost$116,019,00012
Fair value$121,772,00012
Trading account assets$813,025,00028
Revaluation gains on off-balance sheet contracts$96,071,00035
Revaluation losses on off-balance sheet contracts$108,904,00034
2009-06-30Rank
Total securities$2,623,138,00084
U.S. Government securities$2,460,602,00063
U.S. Treasury securities$48,406,00084
U.S. Government agency obligations$2,412,196,00062
Securities issued by states & political subdivisions$46,245,000449
Other domestic debt securities$1,365,0002,238
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,365,0001,355
Foreign debt securities$0183
Equity securities$114,926,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,427,482,00043
Mortgage-backed securities$2,286,978,00066
Certificates of participation in pools of residential mortgages$1,117,547,00065
Issued or guaranteed by U.S.$1,117,547,00063
Privately issued$0181
Collaterized mortgage obligations$1,169,431,00054
CMOs issued by government agencies or sponsored agencies$1,169,431,00040
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,623,138,00068
Total debt securities$2,508,212,00088
Structured notes
Amortized cost$121,416,0008
Fair value$125,218,0008
Trading account assets$1,227,237,00023
Revaluation gains on off-balance sheet contracts$110,026,00036
Revaluation losses on off-balance sheet contracts$131,929,00033
2009-03-31Rank
Total securities$2,820,834,00079
U.S. Government securities$2,659,121,00058
U.S. Treasury securities$48,502,00076
U.S. Government agency obligations$2,610,619,00054
Securities issued by states & political subdivisions$62,238,000285
Other domestic debt securities$1,365,0002,141
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,365,0001,376
Foreign debt securities$0181
Equity securities$98,110,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,601,503,00042
Mortgage-backed securities$2,477,508,00060
Certificates of participation in pools of residential mortgages$1,205,963,00063
Issued or guaranteed by U.S.$1,205,963,00062
Privately issued$0191
Collaterized mortgage obligations$1,271,545,00053
CMOs issued by government agencies or sponsored agencies$1,271,545,00035
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$2,820,834,00066
Total debt securities$2,722,723,00078
Structured notes
Amortized cost$127,735,00010
Fair value$133,111,00010
Trading account assets$1,080,364,00026
Revaluation gains on off-balance sheet contracts$147,048,00036
Revaluation losses on off-balance sheet contracts$155,346,00032
2008-12-31Rank
Total securities$2,930,076,00072
U.S. Government securities$2,769,918,00055
U.S. Treasury securities$48,720,00062
U.S. Government agency obligations$2,721,198,00054
Securities issued by states & political subdivisions$65,360,000257
Other domestic debt securities$1,366,0002,096
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,366,0001,350
Foreign debt securities$0172
Equity securities$93,432,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,680,827,00043
Mortgage-backed securities$2,587,497,00056
Certificates of participation in pools of residential mortgages$1,249,517,00061
Issued or guaranteed by U.S.$1,249,517,00059
Privately issued$0188
Collaterized mortgage obligations$1,337,980,00049
CMOs issued by government agencies or sponsored agencies$1,337,980,00031
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$2,930,076,00060
Total debt securities$2,836,643,00072
Structured notes
Amortized cost$131,216,0009
Fair value$133,701,0009
Trading account assets$1,115,138,00027
Revaluation gains on off-balance sheet contracts$169,371,00036
Revaluation losses on off-balance sheet contracts$142,016,00033
2008-09-30Rank
Total securities$2,656,827,00072
U.S. Government securities$2,539,003,00051
U.S. Treasury securities$48,031,00056
U.S. Government agency obligations$2,490,972,00051
Securities issued by states & political subdivisions$31,674,000633
Other domestic debt securities$1,368,0002,042
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,368,0001,314
Foreign debt securities$0181
Equity securities$84,782,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,495,938,00044
Mortgage-backed securities$2,355,652,00059
Certificates of participation in pools of residential mortgages$1,260,864,00057
Issued or guaranteed by U.S.$1,260,864,00054
Privately issued$0192
Collaterized mortgage obligations$1,094,788,00053
CMOs issued by government agencies or sponsored agencies$1,094,788,00032
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$2,656,827,00062
Total debt securities$2,572,045,00074
Structured notes
Amortized cost$133,402,0009
Fair value$135,320,0008
Trading account assets$1,629,732,00020
Revaluation gains on off-balance sheet contracts$68,708,00037
Revaluation losses on off-balance sheet contracts$70,047,00032
2008-06-30Rank
Total securities$2,726,090,00075
U.S. Government securities$2,612,010,00053
U.S. Treasury securities$47,772,00053
U.S. Government agency obligations$2,564,238,00053
Securities issued by states & political subdivisions$31,851,000652
Other domestic debt securities$1,370,0002,077
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,370,0001,399
Foreign debt securities$0189
Equity securities$80,859,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,554,789,00040
Mortgage-backed securities$2,429,842,00060
Certificates of participation in pools of residential mortgages$1,292,585,00059
Issued or guaranteed by U.S.$1,292,585,00057
Privately issued$0202
Collaterized mortgage obligations$1,137,257,00054
CMOs issued by government agencies or sponsored agencies$1,137,257,00031
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$240,0003,078
Available-for-sale securities (fair market value)$2,725,850,00063
Total debt securities$2,645,230,00075
Structured notes
Amortized cost$136,439,0009
Fair value$134,396,00010
Trading account assets$1,614,621,00019
Revaluation gains on off-balance sheet contracts$51,566,00038
Revaluation losses on off-balance sheet contracts$45,095,00039
2008-03-31Rank
Total securities$2,880,254,00075
U.S. Government securities$2,767,283,00051
U.S. Treasury securities$43,074,00057
U.S. Government agency obligations$2,724,209,00052
Securities issued by states & political subdivisions$26,751,000785
Other domestic debt securities$1,383,0001,998
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,383,0001,346
Foreign debt securities$0199
Equity securities$84,837,00051
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,733,007,00038
Mortgage-backed securities$2,582,661,00056
Certificates of participation in pools of residential mortgages$1,372,734,00062
Issued or guaranteed by U.S.$1,372,734,00058
Privately issued$0205
Collaterized mortgage obligations$1,209,927,00055
CMOs issued by government agencies or sponsored agencies$1,209,927,00029
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$240,0003,119
Available-for-sale securities (fair market value)$2,880,014,00064
Total debt securities$2,795,415,00075
Structured notes
Amortized cost$139,842,00010
Fair value$141,548,00010
Trading account assets$1,719,180,00021
Revaluation gains on off-balance sheet contracts$166,128,00033
Revaluation losses on off-balance sheet contracts$83,890,00036
2007-12-31Rank
Total securities$2,875,384,00072
U.S. Government securities$2,802,894,00052
U.S. Treasury securities$42,015,00068
U.S. Government agency obligations$2,760,879,00051
Securities issued by states & political subdivisions$1,722,0004,409
Other domestic debt securities$682,0002,255
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,600
Foreign debt securities$0202
Equity securities$70,086,00066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,744,292,00039
Mortgage-backed securities$2,532,869,00055
Certificates of participation in pools of residential mortgages$1,322,221,00059
Issued or guaranteed by U.S.$1,322,221,00054
Privately issued$0191
Collaterized mortgage obligations$1,210,648,00052
CMOs issued by government agencies or sponsored agencies$1,210,648,00026
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$240,0003,175
Available-for-sale securities (fair market value)$2,875,144,00061
Total debt securities$2,805,298,00073
Structured notes
Amortized cost$142,827,0009
Fair value$147,995,0007
Trading account assets$1,822,663,00019
Revaluation gains on off-balance sheet contracts$54,044,00036
Revaluation losses on off-balance sheet contracts$37,846,00035
2007-09-30Rank
Total securities$2,905,361,00075
U.S. Government securities$2,841,388,00054
U.S. Treasury securities$34,652,00083
U.S. Government agency obligations$2,806,736,00052
Securities issued by states & political subdivisions$1,740,0004,416
Other domestic debt securities$682,0002,197
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,567
Foreign debt securities$0200
Equity securities$61,551,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,799,998,00040
Mortgage-backed securities$2,580,258,00055
Certificates of participation in pools of residential mortgages$1,339,774,00055
Issued or guaranteed by U.S.$1,339,774,00054
Privately issued$0194
Collaterized mortgage obligations$1,240,484,00050
CMOs issued by government agencies or sponsored agencies$1,240,484,00025
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$240,0003,246
Available-for-sale securities (fair market value)$2,905,121,00064
Total debt securities$2,843,810,00076
Structured notes
Amortized cost$145,670,00013
Fair value$146,320,00012
Trading account assets$1,794,663,00018
Revaluation gains on off-balance sheet contracts$62,062,00030
Revaluation losses on off-balance sheet contracts$15,616,00038
2007-06-30Rank
Total securities$3,204,294,00070
U.S. Government securities$3,135,845,00051
U.S. Treasury securities$268,608,00020
U.S. Government agency obligations$2,867,237,00053
Securities issued by states & political subdivisions$1,770,0004,394
Other domestic debt securities$682,0002,133
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,526
Foreign debt securities$0201
Equity securities$65,997,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,122,086,00040
Mortgage-backed securities$2,641,551,00059
Certificates of participation in pools of residential mortgages$1,364,603,00052
Issued or guaranteed by U.S.$1,364,603,00049
Privately issued$0207
Collaterized mortgage obligations$1,276,948,00058
CMOs issued by government agencies or sponsored agencies$1,276,948,00030
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$270,0003,237
Available-for-sale securities (fair market value)$3,204,024,00059
Total debt securities$3,138,298,00070
Structured notes
Amortized cost$150,192,00011
Fair value$146,344,00012
Trading account assets$2,310,184,00017
Revaluation gains on off-balance sheet contracts$21,252,00040
Revaluation losses on off-balance sheet contracts$15,743,00040
2007-03-31Rank
Total securities$3,099,833,00075
U.S. Government securities$3,066,720,00053
U.S. Treasury securities$49,794,00073
U.S. Government agency obligations$3,016,926,00051
Securities issued by states & political subdivisions$1,769,0004,418
Other domestic debt securities$682,0002,148
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,561
Foreign debt securities$0207
Equity securities$30,662,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,072,843,00041
Mortgage-backed securities$2,782,140,00055
Certificates of participation in pools of residential mortgages$1,424,010,00053
Issued or guaranteed by U.S.$1,424,010,00049
Privately issued$0218
Collaterized mortgage obligations$1,358,130,00056
CMOs issued by government agencies or sponsored agencies$1,358,130,00029
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$269,0003,308
Available-for-sale securities (fair market value)$3,099,564,00064
Total debt securities$3,069,171,00075
Structured notes
Amortized cost$154,805,00014
Fair value$155,018,00013
Trading account assets$2,465,762,00015
Revaluation gains on off-balance sheet contracts$22,813,00038
Revaluation losses on off-balance sheet contracts$10,298,00041
2006-12-31Rank
Total securities$3,689,642,00065
U.S. Government securities$3,635,817,00048
U.S. Treasury securities$49,813,00084
U.S. Government agency obligations$3,586,004,00044
Securities issued by states & political subdivisions$1,769,0004,429
Other domestic debt securities$682,0002,162
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,597
Foreign debt securities$0210
Equity securities$51,374,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,549,161,00036
Mortgage-backed securities$3,340,864,00048
Certificates of participation in pools of residential mortgages$1,735,852,00047
Issued or guaranteed by U.S.$1,735,852,00044
Privately issued$0208
Collaterized mortgage obligations$1,605,012,00052
CMOs issued by government agencies or sponsored agencies$1,605,012,00024
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$269,0003,389
Available-for-sale securities (fair market value)$3,689,373,00057
Total debt securities$3,638,267,00066
Structured notes
Amortized cost$159,553,00012
Fair value$158,762,00012
Trading account assets$2,252,344,00014
Revaluation gains on off-balance sheet contracts$22,147,00039
Revaluation losses on off-balance sheet contracts$9,374,00041
2006-09-30Rank
Total securities$3,773,056,00068
U.S. Government securities$3,738,079,00052
U.S. Treasury securities$49,909,00084
U.S. Government agency obligations$3,688,170,00051
Securities issued by states & political subdivisions$1,869,0004,394
Other domestic debt securities$682,0002,181
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,617
Foreign debt securities$0214
Equity securities$32,426,000103
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,570,321,00038
Mortgage-backed securities$3,438,982,00051
Certificates of participation in pools of residential mortgages$1,575,503,00052
Issued or guaranteed by U.S.$1,575,503,00050
Privately issued$0214
Collaterized mortgage obligations$1,863,479,00052
CMOs issued by government agencies or sponsored agencies$1,863,479,00025
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$369,0003,354
Available-for-sale securities (fair market value)$3,772,687,00061
Total debt securities$3,740,629,00069
Structured notes
Amortized cost$163,556,00012
Fair value$162,847,00012
Trading account assets$2,537,513,00012
Revaluation gains on off-balance sheet contracts$25,326,00037
Revaluation losses on off-balance sheet contracts$10,423,00040
2006-06-30Rank
Total securities$2,922,477,00078
U.S. Government securities$2,885,870,00055
U.S. Treasury securities$49,903,00091
U.S. Government agency obligations$2,835,967,00055
Securities issued by states & political subdivisions$1,884,0004,377
Other domestic debt securities$682,0002,206
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,665
Foreign debt securities$0223
Equity securities$34,041,00092
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,728,413,00041
Mortgage-backed securities$2,585,779,00062
Certificates of participation in pools of residential mortgages$1,127,299,00071
Issued or guaranteed by U.S.$1,127,299,00063
Privately issued$0211
Collaterized mortgage obligations$1,458,480,00061
CMOs issued by government agencies or sponsored agencies$1,458,480,00030
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$384,0003,396
Available-for-sale securities (fair market value)$2,922,093,00067
Total debt securities$2,888,436,00078
Structured notes
Amortized cost$169,298,00011
Fair value$165,173,00011
Trading account assets$2,198,861,00012
Revaluation gains on off-balance sheet contracts$16,279,00042
Revaluation losses on off-balance sheet contracts$17,509,00038
2006-03-31Rank
Total securities$2,761,738,00085
U.S. Government securities$2,719,150,00062
U.S. Treasury securities$50,847,00097
U.S. Government agency obligations$2,668,303,00062
Securities issued by states & political subdivisions$1,898,0004,398
Other domestic debt securities$682,0002,268
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,734
Foreign debt securities$0226
Equity securities$40,008,00080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,620,505,00045
Mortgage-backed securities$2,409,118,00069
Certificates of participation in pools of residential mortgages$1,061,691,00074
Issued or guaranteed by U.S.$1,061,691,00069
Privately issued$0205
Collaterized mortgage obligations$1,347,427,00061
CMOs issued by government agencies or sponsored agencies$1,347,427,00030
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$383,0003,460
Available-for-sale securities (fair market value)$2,761,355,00072
Total debt securities$2,721,730,00085
Structured notes
Amortized cost$175,272,00010
Fair value$173,687,00010
Trading account assets$2,528,620,00012
Revaluation gains on off-balance sheet contracts$20,611,00036
Revaluation losses on off-balance sheet contracts$20,012,00036
2005-12-31Rank
Total securities$2,733,856,00091
U.S. Government securities$2,700,343,00067
U.S. Treasury securities$40,560,000115
U.S. Government agency obligations$2,659,783,00064
Securities issued by states & political subdivisions$2,525,0004,065
Other domestic debt securities$682,0002,348
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,840
Foreign debt securities$0223
Equity securities$30,306,000108
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,440,723,00050
Mortgage-backed securities$2,525,865,00068
Certificates of participation in pools of residential mortgages$892,659,00079
Issued or guaranteed by U.S.$892,659,00076
Privately issued$0216
Collaterized mortgage obligations$1,633,206,00057
CMOs issued by government agencies or sponsored agencies$1,633,206,00025
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$383,0003,530
Available-for-sale securities (fair market value)$2,733,473,00074
Total debt securities$2,703,549,00091
Structured notes
Amortized cost$78,309,00033
Fair value$76,576,00034
Trading account assets$2,146,557,00012
Revaluation gains on off-balance sheet contracts$13,697,00035
Revaluation losses on off-balance sheet contracts$9,016,00038
2005-09-30Rank
Total securities$2,666,929,00092
U.S. Government securities$2,637,589,00066
U.S. Treasury securities$39,827,000116
U.S. Government agency obligations$2,597,762,00065
Securities issued by states & political subdivisions$3,534,0003,604
Other domestic debt securities$682,0002,385
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,910
Foreign debt securities$0234
Equity securities$25,124,000127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,494,376,00051
Mortgage-backed securities$2,459,837,00069
Certificates of participation in pools of residential mortgages$937,878,00077
Issued or guaranteed by U.S.$937,878,00075
Privately issued$0225
Collaterized mortgage obligations$1,521,959,00054
CMOs issued by government agencies or sponsored agencies$1,521,959,00031
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$383,0003,574
Available-for-sale securities (fair market value)$2,666,546,00076
Total debt securities$2,641,808,00094
Structured notes
Amortized cost$81,073,00028
Fair value$80,316,00028
Trading account assets$2,029,387,00014
Revaluation gains on off-balance sheet contracts$15,852,00034
Revaluation losses on off-balance sheet contracts$14,336,00034
2005-06-30Rank
Total securities$2,826,127,00086
U.S. Government securities$2,755,085,00066
U.S. Treasury securities$39,719,000122
U.S. Government agency obligations$2,715,366,00065
Securities issued by states & political subdivisions$5,186,0002,984
Other domestic debt securities$43,202,000324
Privately issued residential mortgage-backed securities$42,520,000193
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0001,992
Foreign debt securities$0234
Equity securities$22,654,000141
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,656,084,00048
Mortgage-backed securities$2,660,901,00063
Certificates of participation in pools of residential mortgages$1,000,217,00077
Issued or guaranteed by U.S.$1,000,217,00073
Privately issued$0223
Collaterized mortgage obligations$1,660,684,00055
CMOs issued by government agencies or sponsored agencies$1,618,164,00031
Privately issued$42,520,000185
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$407,0003,618
Available-for-sale securities (fair market value)$2,825,720,00072
Total debt securities$2,803,474,00087
Structured notes
Amortized cost$39,827,00069
Fair value$39,838,00067
Trading account assets$2,079,777,00013
Revaluation gains on off-balance sheet contracts$15,311,00033
Revaluation losses on off-balance sheet contracts$15,176,00032
2005-03-31Rank
Total securities$2,737,909,00095
U.S. Government securities$2,657,849,00071
U.S. Treasury securities$39,565,000125
U.S. Government agency obligations$2,618,284,00070
Securities issued by states & political subdivisions$6,875,0002,521
Other domestic debt securities$46,203,000314
Privately issued residential mortgage-backed securities$45,521,000188
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0002,091
Foreign debt securities$0247
Equity securities$26,982,000131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,602,826,00050
Mortgage-backed securities$2,573,909,00070
Certificates of participation in pools of residential mortgages$923,133,00085
Issued or guaranteed by U.S.$923,133,00082
Privately issued$0207
Collaterized mortgage obligations$1,650,776,00052
CMOs issued by government agencies or sponsored agencies$1,605,255,00031
Privately issued$45,521,000176
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$442,0003,618
Available-for-sale securities (fair market value)$2,737,467,00078
Total debt securities$2,710,929,00093
Structured notes
Amortized cost$39,810,00067
Fair value$39,425,00065
Trading account assets$1,848,126,00014
Revaluation gains on off-balance sheet contracts$21,531,00032
Revaluation losses on off-balance sheet contracts$25,045,00026
2004-12-31Rank
Total securities$2,518,383,000102
U.S. Government securities$2,435,325,00085
U.S. Treasury securities$53,204,000105
U.S. Government agency obligations$2,382,121,00081
Securities issued by states & political subdivisions$8,268,0002,239
Other domestic debt securities$51,259,000287
Privately issued residential mortgage-backed securities$50,000,000174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,259,0001,732
Foreign debt securities$0244
Equity securities$23,531,000157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,402,905,00059
Mortgage-backed securities$2,391,162,00075
Certificates of participation in pools of residential mortgages$874,619,00092
Issued or guaranteed by U.S.$874,619,00090
Privately issued$0203
Collaterized mortgage obligations$1,516,543,00053
CMOs issued by government agencies or sponsored agencies$1,466,543,00034
Privately issued$50,000,000158
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$441,0003,668
Available-for-sale securities (fair market value)$2,517,942,00088
Total debt securities$2,494,854,000103
Structured notes
Amortized cost$39,794,00067
Fair value$39,938,00064
Trading account assets$997,759,00020
Revaluation gains on off-balance sheet contracts$9,744,00036
Revaluation losses on off-balance sheet contracts$9,810,00037
2004-09-30Rank
Total securities$1,611,768,000137
U.S. Government securities$1,579,735,000112
U.S. Treasury securities$50,890,000113
U.S. Government agency obligations$1,528,845,000109
Securities issued by states & political subdivisions$9,771,0001,981
Other domestic debt securities$1,259,0002,151
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,259,0001,782
Foreign debt securities$0248
Equity securities$21,003,000173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,555,504,00078
Mortgage-backed securities$1,527,811,00099
Certificates of participation in pools of residential mortgages$654,446,000109
Issued or guaranteed by U.S.$654,446,000106
Privately issued$0225
Collaterized mortgage obligations$873,365,00074
CMOs issued by government agencies or sponsored agencies$873,365,00047
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$541,0003,626
Available-for-sale securities (fair market value)$1,611,227,000123
Total debt securities$1,590,765,000137
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$1,077,723,00021
Revaluation gains on off-balance sheet contracts$9,138,00039
Revaluation losses on off-balance sheet contracts$10,982,00038
2004-06-30Rank
Total securities$2,233,977,000110
U.S. Government securities$2,207,358,00088
U.S. Treasury securities$47,516,000125
U.S. Government agency obligations$2,159,842,00086
Securities issued by states & political subdivisions$11,239,0001,726
Other domestic debt securities$1,372,0002,181
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,372,0001,823
Foreign debt securities$0251
Equity securities$14,008,000266
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,134,626,00060
Mortgage-backed securities$2,158,799,00079
Certificates of participation in pools of residential mortgages$806,111,00098
Issued or guaranteed by U.S.$806,111,00095
Privately issued$0225
Collaterized mortgage obligations$1,352,688,00056
CMOs issued by government agencies or sponsored agencies$1,352,688,00032
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$559,0003,639
Available-for-sale securities (fair market value)$2,233,418,00097
Total debt securities$2,219,970,000111
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$994,306,00018
Revaluation gains on off-balance sheet contracts$18,016,00037
Revaluation losses on off-balance sheet contracts$17,635,00035
2004-03-31Rank
Total securities$2,294,410,000107
U.S. Government securities$2,260,585,00084
U.S. Treasury securities$47,842,000124
U.S. Government agency obligations$2,212,743,00081
Securities issued by states & political subdivisions$13,315,0001,492
Other domestic debt securities$1,373,0002,282
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,373,0001,914
Foreign debt securities$0264
Equity securities$19,137,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,028,343,00057
Mortgage-backed securities$2,211,678,00076
Certificates of participation in pools of residential mortgages$929,386,00087
Issued or guaranteed by U.S.$929,386,00084
Privately issued$0230
Collaterized mortgage obligations$1,282,292,00062
CMOs issued by government agencies or sponsored agencies$1,282,292,00035
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$929,0003,394
Available-for-sale securities (fair market value)$2,293,481,00091
Total debt securities$2,275,272,000108
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$822,502,00019
Revaluation gains on off-balance sheet contracts$18,492,00035
Revaluation losses on off-balance sheet contracts$23,359,00035
2003-12-31Rank
Total securities$2,285,913,000114
U.S. Government securities$2,249,638,00088
U.S. Treasury securities$47,612,000129
U.S. Government agency obligations$2,202,026,00083
Securities issued by states & political subdivisions$14,423,0001,367
Other domestic debt securities$2,425,0001,864
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,425,0001,582
Foreign debt securities$0283
Equity securities$19,427,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,087,022,00059
Mortgage-backed securities$2,200,862,00077
Certificates of participation in pools of residential mortgages$954,021,00085
Issued or guaranteed by U.S.$954,021,00082
Privately issued$0248
Collaterized mortgage obligations$1,246,841,00059
CMOs issued by government agencies or sponsored agencies$1,246,841,00042
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,028,0003,354
Available-for-sale securities (fair market value)$2,284,885,00098
Total debt securities$2,266,485,000113
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$813,278,00020
Revaluation gains on off-balance sheet contracts$12,788,00038
Revaluation losses on off-balance sheet contracts$13,556,00036
2003-09-30Rank
Total securities$2,426,473,000107
U.S. Government securities$2,235,968,00085
U.S. Treasury securities$46,000,000123
U.S. Government agency obligations$2,189,968,00084
Securities issued by states & political subdivisions$16,733,0001,167
Other domestic debt securities$152,101,000134
Privately issued residential mortgage-backed securities$149,714,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,387,0001,678
Foreign debt securities$0291
Equity securities$21,671,000216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,176,289,00058
Mortgage-backed securities$2,338,505,00070
Certificates of participation in pools of residential mortgages$994,503,00081
Issued or guaranteed by U.S.$994,503,00079
Privately issued$0253
Collaterized mortgage obligations$1,344,002,00052
CMOs issued by government agencies or sponsored agencies$1,194,288,00041
Privately issued$149,714,00065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$150,741,000147
Available-for-sale securities (fair market value)$2,275,732,00098
Total debt securities$2,404,802,000107
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$1,062,882,00017
Revaluation gains on off-balance sheet contracts$34,747,00036
Revaluation losses on off-balance sheet contracts$35,387,00031
2003-06-30Rank
Total securities$2,164,873,000113
U.S. Government securities$1,920,718,00099
U.S. Treasury securities$41,980,000131
U.S. Government agency obligations$1,878,738,00092
Securities issued by states & political subdivisions$20,753,000910
Other domestic debt securities$191,422,000119
Privately issued residential mortgage-backed securities$189,657,00066
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,765,0001,994
Foreign debt securities$0294
Equity securities$31,980,000150
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,798,681,00063
Mortgage-backed securities$2,067,183,00078
Certificates of participation in pools of residential mortgages$832,946,00085
Issued or guaranteed by U.S.$832,946,00083
Privately issued$0256
Collaterized mortgage obligations$1,234,237,00061
CMOs issued by government agencies or sponsored agencies$1,044,580,00051
Privately issued$189,657,00060
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$191,223,000120
Available-for-sale securities (fair market value)$1,973,650,000107
Total debt securities$2,132,893,000114
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$919,925,00018
Revaluation gains on off-balance sheet contracts$34,356,00035
Revaluation losses on off-balance sheet contracts$42,334,00032
2003-03-31Rank
Total securities$2,060,116,000118
U.S. Government securities$1,775,142,000103
U.S. Treasury securities$38,832,000151
U.S. Government agency obligations$1,736,310,00098
Securities issued by states & political subdivisions$21,770,000816
Other domestic debt securities$231,572,000101
Privately issued residential mortgage-backed securities$230,307,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,265,0002,263
Foreign debt securities$0294
Equity securities$31,632,000145
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,674,592,00065
Mortgage-backed securities$1,965,410,00081
Certificates of participation in pools of residential mortgages$393,181,000149
Issued or guaranteed by U.S.$393,181,000145
Privately issued$0257
Collaterized mortgage obligations$1,572,229,00052
CMOs issued by government agencies or sponsored agencies$1,341,922,00042
Privately issued$230,307,00053
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$231,696,000107
Available-for-sale securities (fair market value)$1,828,420,000113
Total debt securities$2,028,484,000118
Structured notes
Amortized cost$251,0001,610
Fair value$251,0001,638
Trading account assets$860,001,00017
Revaluation gains on off-balance sheet contracts$34,115,00035
Revaluation losses on off-balance sheet contracts$39,887,00031
2002-12-31Rank
Total securities$2,403,821,00099
U.S. Government securities$2,085,032,00093
U.S. Treasury securities$55,425,000118
U.S. Government agency obligations$2,029,607,00088
Securities issued by states & political subdivisions$24,425,000692
Other domestic debt securities$263,423,00087
Privately issued residential mortgage-backed securities$262,211,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,212,0002,316
Foreign debt securities$0302
Equity securities$30,941,000160
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,992,349,00058
Mortgage-backed securities$2,279,965,00070
Certificates of participation in pools of residential mortgages$424,154,000139
Issued or guaranteed by U.S.$424,154,000136
Privately issued$0252
Collaterized mortgage obligations$1,855,811,00044
CMOs issued by government agencies or sponsored agencies$1,593,600,00031
Privately issued$262,211,00048
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$263,764,00092
Available-for-sale securities (fair market value)$2,140,057,000102
Total debt securities$2,372,880,000101
Structured notes
Amortized cost$282,0001,410
Fair value$284,0001,410
Trading account assets$928,260,00018
Revaluation gains on off-balance sheet contracts$34,263,00036
Revaluation losses on off-balance sheet contracts$35,085,00032
2001-12-31Rank
Total securities$2,256,253,00095
U.S. Government securities$1,764,928,00086
U.S. Treasury securities$64,138,000116
U.S. Government agency obligations$1,700,790,00083
Securities issued by states & political subdivisions$37,880,000375
Other domestic debt securities$419,497,00071
Privately issued residential mortgage-backed securities$418,342,00044
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,155,0002,359
Foreign debt securities$0319
Equity securities$33,948,000135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,589,537,00053
Mortgage-backed securities$2,064,680,00072
Certificates of participation in pools of residential mortgages$114,957,000324
Issued or guaranteed by U.S.$114,957,000320
Privately issued$0260
Collaterized mortgage obligations$1,949,723,00038
CMOs issued by government agencies or sponsored agencies$1,531,381,00029
Privately issued$418,342,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$424,257,00058
Available-for-sale securities (fair market value)$1,831,996,000101
Total debt securities$2,222,305,00095
Structured notes
Amortized cost$581,000497
Fair value$586,000501
Trading account assets$679,885,00017
Revaluation gains on off-balance sheet contracts$33,707,00032
Revaluation losses on off-balance sheet contracts$36,983,00030
2000-12-31Rank
Total securities$2,508,002,00081
U.S. Government securities$1,742,346,00078
U.S. Treasury securities$26,705,000267
U.S. Government agency obligations$1,715,641,00072
Securities issued by states & political subdivisions$26,386,000549
Other domestic debt securities$632,786,00050
Privately issued residential mortgage-backed securities$629,585,00028
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,201,0001,278
Foreign debt securities$0313
Equity securities$106,484,00071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,641,882,00055
Mortgage-backed securities$2,265,906,00055
Certificates of participation in pools of residential mortgages$142,944,000254
Issued or guaranteed by U.S.$142,944,000249
Privately issued$0308
Collaterized mortgage obligations$2,122,962,00026
CMOs issued by government agencies or sponsored agencies$1,493,377,00022
Privately issued$629,585,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$483,279,00071
Available-for-sale securities (fair market value)$2,024,723,00079
Total debt securities$2,401,518,00082
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$253,796,00022
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$2,725,884,00076
U.S. Government securities$1,688,430,00085
U.S. Treasury securities$72,462,000150
U.S. Government agency obligations$1,615,968,00079
Securities issued by states & political subdivisions$5,847,0002,630
Other domestic debt securities$923,296,00038
Privately issued residential mortgage-backed securities$922,424,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$872,0002,114
Foreign debt securities$0343
Equity securities$108,311,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,548,916,00063
Mortgage-backed securities$2,484,834,00048
Certificates of participation in pools of residential mortgages$272,409,000168
Issued or guaranteed by U.S.$272,409,000165
Privately issued$0307
Collaterized mortgage obligations$2,212,425,00021
CMOs issued by government agencies or sponsored agencies$1,290,001,00021
Privately issued$922,424,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$610,891,00062
Available-for-sale securities (fair market value)$2,114,993,00082
Total debt securities$2,617,573,00077
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$147,040,00032
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$2,015,523,00093
U.S. Government securities$1,487,984,00093
U.S. Treasury securities$65,996,000217
U.S. Government agency obligations$1,421,988,00086
Securities issued by states & political subdivisions$7,912,0002,105
Other domestic debt securities$449,180,00058
Privately issued residential mortgage-backed securities$448,972,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$208,0002,664
Foreign debt securities$0363
Equity securities$70,447,00092
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,460,254,00062
Mortgage-backed securities$1,835,396,00065
Certificates of participation in pools of residential mortgages$165,901,000266
Issued or guaranteed by U.S.$165,901,000260
Privately issued$0349
Collaterized mortgage obligations$1,669,495,00030
CMOs issued by government agencies or sponsored agencies$1,220,523,00024
Privately issued$448,972,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$456,884,00075
Available-for-sale securities (fair market value)$1,558,639,00094
Total debt securities$1,945,076,00090
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$358,304,00018
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$1,854,030,00094
U.S. Government securities$1,778,521,00072
U.S. Treasury securities$163,649,000132
U.S. Government agency obligations$1,614,872,00066
Securities issued by states & political subdivisions$9,647,0001,522
Other domestic debt securities$323,0002,632
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$323,0002,100
Foreign debt securities$0390
Equity securities$65,539,00070
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,663,003,00049
Mortgage-backed securities$1,500,707,00069
Certificates of participation in pools of residential mortgages$230,607,000207
Issued or guaranteed by U.S.$230,607,000203
Privately issued$0394
Collaterized mortgage obligations$1,270,100,00027
CMOs issued by government agencies or sponsored agencies$1,270,100,00020
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,647,0002,876
Available-for-sale securities (fair market value)$1,844,383,00074
Total debt securities$1,788,491,00092
Structured notes
Amortized cost$16,273,00078
Fair value$16,523,00077
Trading account assets$253,240,00023
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$1,883,396,00098
U.S. Government securities$1,810,039,00076
U.S. Treasury securities$255,917,00098
U.S. Government agency obligations$1,554,122,00070
Securities issued by states & political subdivisions$14,128,000985
Other domestic debt securities$8,534,000637
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,534,000434
Foreign debt securities$0466
Equity securities$50,695,00091
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,508,392,00046
Mortgage-backed securities$1,417,027,00079
Certificates of participation in pools of residential mortgages$290,478,000187
Issued or guaranteed by U.S.$290,478,000185
Privately issued$0472
Collaterized mortgage obligations$1,126,549,00029
CMOs issued by government agencies or sponsored agencies$1,126,549,00020
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,121,0002,482
Available-for-sale securities (fair market value)$1,869,275,00066
Total debt securities$1,832,693,00097
Structured notes
Amortized cost$3,000,000669
Fair value$2,996,000668
Trading account assets$150,402,00029
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$1,769,732,000102
U.S. Government securities$1,687,674,00086
U.S. Treasury securities$108,788,000256
U.S. Government agency obligations$1,578,886,00066
Securities issued by states & political subdivisions$18,569,000673
Other domestic debt securities$11,273,000635
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,273,000437
Foreign debt securities$0553
Equity securities$52,216,00065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,427,713,00051
Mortgage-backed securities$1,553,029,00061
Certificates of participation in pools of residential mortgages$272,817,000202
Issued or guaranteed by U.S.$272,817,000197
Privately issued$0558
Collaterized mortgage obligations$1,280,212,00028
CMOs issued by government agencies or sponsored agencies$1,280,212,00020
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,506,0002,140
Available-for-sale securities (fair market value)$1,751,226,00072
Total debt securities$1,717,452,000104
Structured notes
Amortized cost$5,750,000580
Fair value$5,660,000576
Trading account assets$182,655,00030
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$1,927,547,00095
U.S. Government securities$1,847,177,00078
U.S. Treasury securities$277,274,000140
U.S. Government agency obligations$1,569,903,00067
Securities issued by states & political subdivisions$29,236,000380
Other domestic debt securities$4,203,0001,298
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,203,000993
Foreign debt securities$0600
Equity securities$46,931,00060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,335,667,00053
Mortgage-backed securities$1,556,336,00066
Certificates of participation in pools of residential mortgages$293,320,000186
Issued or guaranteed by U.S.$293,320,000177
Privately issued$0564
Collaterized mortgage obligations$1,263,016,00026
CMOs issued by government agencies or sponsored agencies$1,263,016,00018
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$862,285,000146
Available-for-sale securities (fair market value)$1,065,262,00068
Total debt securities$1,880,037,00096
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$170,030,00030
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$2,115,842,00076
U.S. Government securities$1,982,983,00068
U.S. Treasury securities$289,485,000152
U.S. Government agency obligations$1,693,498,00046
Securities issued by states & political subdivisions$45,892,000224
Other domestic debt securities$53,998,000267
Privately issued residential mortgage-backed securities$3,721,000597
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$50,277,000167
Foreign debt securities$0649
Equity securities$32,969,000112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,288,641,00052
Mortgage-backed securities$1,651,579,00053
Certificates of participation in pools of residential mortgages$423,839,000138
Issued or guaranteed by U.S.$423,839,000116
Privately issued$0731
Collaterized mortgage obligations$1,227,740,00024
CMOs issued by government agencies or sponsored agencies$1,224,019,00019
Privately issued$3,721,000400
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$2,082,873,00076
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$178,663,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$2,596,985,00050
U.S. Government securities$2,283,885,00040
U.S. Treasury securities$200,927,000194
U.S. Government agency obligations$2,082,958,00025
Securities issued by states & political subdivisions$76,673,000121
Other domestic debt securities$221,783,00090
Privately issued residential mortgage-backed securities$127,142,00078
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$94,641,00089
Foreign debt securities$0699
Equity securities$14,644,000214
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,040,801,00054
Mortgage-backed securities$2,210,100,00026
Certificates of participation in pools of residential mortgages$338,822,000157
Issued or guaranteed by U.S.$338,822,000139
Privately issued$0831
Collaterized mortgage obligations$1,871,278,00012
CMOs issued by government agencies or sponsored agencies$1,744,136,00010
Privately issued$127,142,00034
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$2,582,341,00050
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$188,607,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA