First Security Bank - West, Securities

2021-12-31Rank
Total securities$22,648,0003,583
U.S. Government securities$14,757,0003,254
U.S. Treasury securities$6,901,0001,227
U.S. Government agency obligations$7,856,0003,473
Securities issued by states & political subdivisions$7,788,0002,908
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$9,073,0002,723
Mortgage-backed securities$7,653,0002,945
Certificates of participation in pools of residential mortgages$6,601,0002,622
Issued or guaranteed by U.S.$6,601,0002,541
Privately issued$0246
Collaterized mortgage obligations$767,0002,390
CMOs issued by government agencies or sponsored agencies$767,0002,333
Privately issued$0500
Commercial mortgage-backed securities$285,0001,915
Commercial mortgage pass-through securities$285,0001,433
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$203,0001,533
Available-for-sale securities (fair market value)$22,342,0003,380
Total debt securities$22,545,0003,564
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$17,698,0003,754
U.S. Government securities$9,797,0003,570
U.S. Treasury securities$1,030,0001,730
U.S. Government agency obligations$8,767,0003,404
Securities issued by states & political subdivisions$7,811,0002,897
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$396,0003,979
Mortgage-backed securities$8,564,0002,891
Certificates of participation in pools of residential mortgages$7,383,0002,537
Issued or guaranteed by U.S.$7,383,0002,469
Privately issued$0234
Collaterized mortgage obligations$874,0002,380
CMOs issued by government agencies or sponsored agencies$874,0002,321
Privately issued$0491
Commercial mortgage-backed securities$307,0001,917
Commercial mortgage pass-through securities$307,0001,442
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$203,0001,547
Available-for-sale securities (fair market value)$17,405,0003,549
Total debt securities$17,608,0003,732
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$12,105,0004,013
U.S. Government securities$5,062,0003,982
U.S. Treasury securities$1,033,0001,623
U.S. Government agency obligations$4,029,0003,880
Securities issued by states & political subdivisions$6,962,0002,964
Other domestic debt securities$02,200
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$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$394,0004,022
Mortgage-backed securities$3,785,0003,354
Certificates of participation in pools of residential mortgages$2,531,0003,187
Issued or guaranteed by U.S.$2,531,0003,092
Privately issued$0247
Collaterized mortgage obligations$943,0002,330
CMOs issued by government agencies or sponsored agencies$943,0002,279
Privately issued$0478
Commercial mortgage-backed securities$311,0001,913
Commercial mortgage pass-through securities$311,0001,450
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$244,0001,522
Available-for-sale securities (fair market value)$11,780,0003,812
Total debt securities$12,024,0003,994
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$13,944,0003,853
U.S. Government securities$5,910,0003,786
U.S. Treasury securities$1,033,0001,322
U.S. Government agency obligations$4,877,0003,733
Securities issued by states & political subdivisions$7,953,0002,844
Other domestic debt securities$02,193
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$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$389,0004,037
Mortgage-backed securities$4,633,0003,232
Certificates of participation in pools of residential mortgages$2,851,0003,077
Issued or guaranteed by U.S.$2,851,0002,986
Privately issued$0261
Collaterized mortgage obligations$1,425,0002,140
CMOs issued by government agencies or sponsored agencies$1,425,0002,093
Privately issued$0475
Commercial mortgage-backed securities$357,0001,897
Commercial mortgage pass-through securities$357,0001,428
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$244,0001,515
Available-for-sale securities (fair market value)$13,619,0003,646
Total debt securities$13,863,0003,832
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$15,460,0003,682
U.S. Government securities$6,825,0003,573
U.S. Treasury securities$01,194
U.S. Government agency obligations$6,825,0003,426
Securities issued by states & political subdivisions$8,573,0002,755
Other domestic debt securities$02,137
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$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,531,0002,647
Mortgage-backed securities$5,504,0003,086
Certificates of participation in pools of residential mortgages$3,184,0002,978
Issued or guaranteed by U.S.$3,184,0002,903
Privately issued$0245
Collaterized mortgage obligations$1,888,0002,055
CMOs issued by government agencies or sponsored agencies$1,888,0002,007
Privately issued$0474
Commercial mortgage-backed securities$432,0001,842
Commercial mortgage pass-through securities$432,0001,367
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$316,0001,471
Available-for-sale securities (fair market value)$15,082,0003,483
Total debt securities$15,397,0003,662
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$16,376,0003,565
U.S. Government securities$7,358,0003,526
U.S. Treasury securities$01,216
U.S. Government agency obligations$7,358,0003,366
Securities issued by states & political subdivisions$8,965,0002,586
Other domestic debt securities$02,116
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$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,285,0002,574
Mortgage-backed securities$6,032,0003,029
Certificates of participation in pools of residential mortgages$3,512,0002,902
Issued or guaranteed by U.S.$3,512,0002,816
Privately issued$0251
Collaterized mortgage obligations$2,013,0002,045
CMOs issued by government agencies or sponsored agencies$2,013,0001,996
Privately issued$0464
Commercial mortgage-backed securities$507,0001,792
Commercial mortgage pass-through securities$507,0001,325
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$316,0001,462
Available-for-sale securities (fair market value)$16,007,0003,363
Total debt securities$16,325,0003,546
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$16,887,0003,523
U.S. Government securities$7,895,0003,474
U.S. Treasury securities$01,251
U.S. Government agency obligations$7,895,0003,328
Securities issued by states & political subdivisions$8,940,0002,523
Other domestic debt securities$02,060
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$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,384,0002,565
Mortgage-backed securities$6,514,0002,978
Certificates of participation in pools of residential mortgages$3,841,0002,848
Issued or guaranteed by U.S.$3,841,0002,768
Privately issued$0251
Collaterized mortgage obligations$2,153,0002,061
CMOs issued by government agencies or sponsored agencies$2,153,0002,016
Privately issued$0454
Commercial mortgage-backed securities$520,0001,776
Commercial mortgage pass-through securities$520,0001,311
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$365,0001,463
Available-for-sale securities (fair market value)$16,470,0003,317
Total debt securities$16,835,0003,499
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$15,169,0003,623
U.S. Government securities$8,227,0003,501
U.S. Treasury securities$01,297
U.S. Government agency obligations$8,227,0003,343
Securities issued by states & political subdivisions$6,895,0002,695
Other domestic debt securities$01,998
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$01,513
Foreign debt securities$0300
Equity securities$47,000168
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,541,0002,503
Mortgage-backed securities$6,843,0002,952
Certificates of participation in pools of residential mortgages$4,035,0002,831
Issued or guaranteed by U.S.$4,035,0002,739
Privately issued$0267
Collaterized mortgage obligations$2,294,0002,031
CMOs issued by government agencies or sponsored agencies$2,294,0001,983
Privately issued$0460
Commercial mortgage-backed securities$514,0001,753
Commercial mortgage pass-through securities$514,0001,276
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$365,0001,475
Available-for-sale securities (fair market value)$14,804,0003,414
Total debt securities$15,113,0003,604
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$12,058,0003,907
U.S. Government securities$6,464,0003,788
U.S. Treasury securities$01,363
U.S. Government agency obligations$6,464,0003,623
Securities issued by states & political subdivisions$5,274,0002,949
Other domestic debt securities$251,0001,827
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$251,0001,416
Foreign debt securities$0278
Equity securities$69,000201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,418,0002,789
Mortgage-backed securities$4,987,0003,146
Certificates of participation in pools of residential mortgages$1,973,0003,238
Issued or guaranteed by U.S.$1,973,0003,142
Privately issued$0249
Collaterized mortgage obligations$2,438,0002,018
CMOs issued by government agencies or sponsored agencies$2,438,0001,968
Privately issued$0457
Commercial mortgage-backed securities$576,0001,700
Commercial mortgage pass-through securities$576,0001,242
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$469,0001,493
Available-for-sale securities (fair market value)$11,589,0003,686
Total debt securities$11,989,0003,890
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$12,619,0003,917
U.S. Government securities$6,829,0003,814
U.S. Treasury securities$01,429
U.S. Government agency obligations$6,829,0003,651
Securities issued by states & political subdivisions$5,470,0002,945
Other domestic debt securities$252,0001,859
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$252,0001,410
Foreign debt securities$0294
Equity securities$68,000271
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,820,0002,767
Mortgage-backed securities$5,352,0003,087
Certificates of participation in pools of residential mortgages$2,071,0003,221
Issued or guaranteed by U.S.$2,071,0003,118
Privately issued$0287
Collaterized mortgage obligations$2,664,0001,983
CMOs issued by government agencies or sponsored agencies$2,664,0001,936
Privately issued$0463
Commercial mortgage-backed securities$617,0001,673
Commercial mortgage pass-through securities$617,0001,226
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$469,0001,556
Available-for-sale securities (fair market value)$12,150,0003,698
Total debt securities$12,550,0003,903
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$13,233,0003,925
U.S. Government securities$7,193,0003,843
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,193,0003,682
Securities issued by states & political subdivisions$5,441,0003,007
Other domestic debt securities$539,0001,685
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$539,0001,291
Foreign debt securities$0311
Equity securities$60,000294
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,932,0002,823
Mortgage-backed securities$5,613,0003,058
Certificates of participation in pools of residential mortgages$2,131,0003,206
Issued or guaranteed by U.S.$2,131,0003,118
Privately issued$0244
Collaterized mortgage obligations$2,860,0001,923
CMOs issued by government agencies or sponsored agencies$2,860,0001,875
Privately issued$0476
Commercial mortgage-backed securities$622,0001,661
Commercial mortgage pass-through securities$622,0001,221
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$571,0001,563
Available-for-sale securities (fair market value)$12,662,0003,709
Total debt securities$13,173,0003,912
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$12,609,0004,046
U.S. Government securities$6,233,0004,010
U.S. Treasury securities$01,516
U.S. Government agency obligations$6,233,0003,844
Securities issued by states & political subdivisions$5,289,0003,088
Other domestic debt securities$1,025,0001,496
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$1,025,0001,136
Foreign debt securities$0327
Equity securities$62,000306
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,164,0002,954
Mortgage-backed securities$4,661,0003,199
Certificates of participation in pools of residential mortgages$1,618,0003,360
Issued or guaranteed by U.S.$1,618,0003,282
Privately issued$0248
Collaterized mortgage obligations$2,419,0002,006
CMOs issued by government agencies or sponsored agencies$2,419,0001,958
Privately issued$0499
Commercial mortgage-backed securities$624,0001,587
Commercial mortgage pass-through securities$624,0001,194
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$571,0001,591
Available-for-sale securities (fair market value)$12,038,0003,815
Total debt securities$12,547,0004,028
Structured notes
Amortized cost$500,000744
Fair value$496,000778
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$12,800,0004,054
U.S. Government securities$6,296,0004,031
U.S. Treasury securities$01,513
U.S. Government agency obligations$6,296,0003,878
Securities issued by states & political subdivisions$5,438,0003,115
Other domestic debt securities$1,014,0001,487
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$1,014,0001,138
Foreign debt securities$0330
Equity securities$52,000444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,640,0003,030
Mortgage-backed securities$4,676,0003,209
Certificates of participation in pools of residential mortgages$1,604,0003,390
Issued or guaranteed by U.S.$1,604,0003,319
Privately issued$0211
Collaterized mortgage obligations$2,447,0001,997
CMOs issued by government agencies or sponsored agencies$2,447,0001,948
Privately issued$0498
Commercial mortgage-backed securities$625,0001,548
Commercial mortgage pass-through securities$625,0001,184
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$627,0001,615
Available-for-sale securities (fair market value)$12,173,0003,836
Total debt securities$12,748,0004,038
Structured notes
Amortized cost$500,000771
Fair value$496,000791
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$13,034,0004,080
U.S. Government securities$6,326,0004,073
U.S. Treasury securities$01,500
U.S. Government agency obligations$6,326,0003,925
Securities issued by states & political subdivisions$5,627,0003,119
Other domestic debt securities$1,019,0001,449
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$1,019,0001,137
Foreign debt securities$0330
Equity securities$62,000472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,665,0003,051
Mortgage-backed securities$4,712,0003,235
Certificates of participation in pools of residential mortgages$4,094,0002,842
Issued or guaranteed by U.S.$4,094,0002,823
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$618,0001,543
Commercial mortgage pass-through securities$618,0001,166
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$627,0001,642
Available-for-sale securities (fair market value)$12,407,0003,870
Total debt securities$12,974,0004,062
Structured notes
Amortized cost$500,000750
Fair value$497,000753
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$13,625,0004,083
U.S. Government securities$6,650,0004,040
U.S. Treasury securities$01,475
U.S. Government agency obligations$6,650,0003,895
Securities issued by states & political subdivisions$5,879,0003,131
Other domestic debt securities$1,022,0001,605
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$1,022,0001,132
Foreign debt securities$0330
Equity securities$74,000488
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,883,0003,059
Mortgage-backed securities$4,853,0003,252
Certificates of participation in pools of residential mortgages$1,641,0003,474
Issued or guaranteed by U.S.$1,641,0003,309
Privately issued$0453
Collaterized mortgage obligations$2,584,0001,955
CMOs issued by government agencies or sponsored agencies$2,584,0001,904
Privately issued$0544
Commercial mortgage-backed securities$628,0001,510
Commercial mortgage pass-through securities$628,0001,140
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$805,0001,620
Available-for-sale securities (fair market value)$12,820,0003,891
Total debt securities$13,553,0004,063
Structured notes
Amortized cost$500,000749
Fair value$496,000757
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$11,580,0004,325
U.S. Government securities$4,606,0004,419
U.S. Treasury securities$01,426
U.S. Government agency obligations$4,606,0004,272
Securities issued by states & political subdivisions$5,885,0003,178
Other domestic debt securities$1,017,0001,449
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$1,017,0001,155
Foreign debt securities$0319
Equity securities$72,000535
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,922,0003,218
Mortgage-backed securities$2,807,0003,616
Certificates of participation in pools of residential mortgages$2,075,0003,407
Issued or guaranteed by U.S.$2,075,0003,401
Privately issued$067
Collaterized mortgage obligations$601,0002,597
CMOs issued by government agencies or sponsored agencies$601,0002,539
Privately issued$0557
Commercial mortgage-backed securities$131,0001,463
Commercial mortgage pass-through securities$131,0001,036
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$805,0001,646
Available-for-sale securities (fair market value)$10,775,0004,103
Total debt securities$11,508,0004,307
Structured notes
Amortized cost$500,000718
Fair value$487,000759
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$11,448,0004,374
U.S. Government securities$4,357,0004,502
U.S. Treasury securities$01,328
U.S. Government agency obligations$4,357,0004,373
Securities issued by states & political subdivisions$5,984,0003,234
Other domestic debt securities$1,041,0001,447
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,041,0001,173
Foreign debt securities$0316
Equity securities$66,000802
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,991,0003,429
Mortgage-backed securities$2,481,0003,724
Certificates of participation in pools of residential mortgages$1,722,0003,542
Issued or guaranteed by U.S.$1,722,0003,536
Privately issued$064
Collaterized mortgage obligations$626,0002,573
CMOs issued by government agencies or sponsored agencies$626,0002,511
Privately issued$0573
Commercial mortgage-backed securities$133,0001,451
Commercial mortgage pass-through securities$133,0001,035
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$869,0001,654
Available-for-sale securities (fair market value)$10,579,0004,179
Total debt securities$11,381,0004,355
Structured notes
Amortized cost$500,000725
Fair value$501,000725
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$11,858,0004,390
U.S. Government securities$4,452,0004,557
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,452,0004,434
Securities issued by states & political subdivisions$6,301,0003,209
Other domestic debt securities$1,042,0001,464
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$1,042,0001,207
Foreign debt securities$0334
Equity securities$63,000831
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,061,0003,466
Mortgage-backed securities$2,560,0003,754
Certificates of participation in pools of residential mortgages$1,773,0003,593
Issued or guaranteed by U.S.$1,773,0003,589
Privately issued$069
Collaterized mortgage obligations$652,0002,571
CMOs issued by government agencies or sponsored agencies$652,0002,513
Privately issued$0584
Commercial mortgage-backed securities$135,0001,441
Commercial mortgage pass-through securities$135,0001,025
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$869,0001,708
Available-for-sale securities (fair market value)$10,989,0004,176
Total debt securities$11,794,0004,372
Structured notes
Amortized cost$500,000753
Fair value$505,000753
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$11,984,0004,426
U.S. Government securities$4,564,0004,572
U.S. Treasury securities$01,351
U.S. Government agency obligations$4,564,0004,446
Securities issued by states & political subdivisions$6,322,0003,238
Other domestic debt securities$1,040,0001,484
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$1,040,0001,231
Foreign debt securities$0346
Equity securities$58,000838
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,096,0003,484
Mortgage-backed securities$2,612,0003,787
Certificates of participation in pools of residential mortgages$1,807,0003,621
Issued or guaranteed by U.S.$1,807,0003,617
Privately issued$067
Collaterized mortgage obligations$805,0002,525
CMOs issued by government agencies or sponsored agencies$805,0002,462
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$928,0001,717
Available-for-sale securities (fair market value)$11,056,0004,223
Total debt securities$11,925,0004,406
Structured notes
Amortized cost$500,000804
Fair value$503,000804
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$10,688,0004,596
U.S. Government securities$3,734,0004,756
U.S. Treasury securities$01,390
U.S. Government agency obligations$3,734,0004,624
Securities issued by states & political subdivisions$5,867,0003,339
Other domestic debt securities$1,036,0001,527
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$1,036,0001,241
Foreign debt securities$0350
Equity securities$51,000860
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,130,0003,684
Mortgage-backed securities$2,231,0003,905
Certificates of participation in pools of residential mortgages$1,807,0003,676
Issued or guaranteed by U.S.$1,807,0003,673
Privately issued$066
Collaterized mortgage obligations$424,0002,764
CMOs issued by government agencies or sponsored agencies$424,0002,689
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$480,0001,890
Available-for-sale securities (fair market value)$10,208,0004,333
Total debt securities$10,637,0004,574
Structured notes
Amortized cost$500,000851
Fair value$502,000847
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$7,987,0004,863
U.S. Government securities$1,084,0005,290
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,084,0005,169
Securities issued by states & political subdivisions$5,834,0003,369
Other domestic debt securities$1,021,0001,544
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$1,021,0001,253
Foreign debt securities$0347
Equity securities$48,000869
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,329,0003,840
Mortgage-backed securities$73,0004,659
Certificates of participation in pools of residential mortgages$51,0004,515
Issued or guaranteed by U.S.$51,0004,510
Privately issued$071
Collaterized mortgage obligations$22,0003,097
CMOs issued by government agencies or sponsored agencies$22,0002,989
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$7,987,0004,540
Total debt securities$7,939,0004,838
Structured notes
Amortized cost$500,000851
Fair value$491,000892
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$10,937,0004,599
U.S. Government securities$1,130,0005,324
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,130,0005,212
Securities issued by states & political subdivisions$5,546,0003,428
Other domestic debt securities$4,227,000945
Privately issued residential mortgage-backed securities$2,398,000241
Commercial mortgage-backed securities - Total$0131
Asset backed securities$186,000331
Structured financial products - Total$0228
Other domestic debt securities - All other$1,643,0001,093
Foreign debt securities$0338
Equity securities$34,000886
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,173,0003,929
Mortgage-backed securities$2,478,0003,922
Certificates of participation in pools of residential mortgages$56,0004,544
Issued or guaranteed by U.S.$56,0004,541
Privately issued$067
Collaterized mortgage obligations$2,422,0002,066
CMOs issued by government agencies or sponsored agencies$24,0003,018
Privately issued$2,398,000232
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$10,937,0004,275
Total debt securities$10,903,0004,581
Structured notes
Amortized cost$500,000832
Fair value$502,000835
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$14,159,0004,395
U.S. Government securities$4,151,0004,831
U.S. Treasury securities$01,253
U.S. Government agency obligations$4,151,0004,706
Securities issued by states & political subdivisions$5,697,0003,427
Other domestic debt securities$4,284,000946
Privately issued residential mortgage-backed securities$2,498,000242
Commercial mortgage-backed securities - Total$0142
Asset backed securities$141,000338
Structured financial products - Total$0235
Other domestic debt securities - All other$1,645,0001,102
Foreign debt securities$0339
Equity securities$27,000919
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,107,0003,444
Mortgage-backed securities$2,589,0003,938
Certificates of participation in pools of residential mortgages$66,0004,597
Issued or guaranteed by U.S.$66,0004,592
Privately issued$071
Collaterized mortgage obligations$2,523,0002,066
CMOs issued by government agencies or sponsored agencies$25,0003,038
Privately issued$2,498,000227
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$14,159,0004,066
Total debt securities$14,132,0004,376
Structured notes
Amortized cost$500,000968
Fair value$506,000965
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$14,338,0004,428
U.S. Government securities$4,174,0004,920
U.S. Treasury securities$01,296
U.S. Government agency obligations$4,174,0004,808
Securities issued by states & political subdivisions$5,268,0003,490
Other domestic debt securities$4,866,000898
Privately issued residential mortgage-backed securities$2,592,000239
Commercial mortgage-backed securities - Total$0153
Asset backed securities$144,000335
Structured financial products - Total$0235
Other domestic debt securities - All other$2,130,000995
Foreign debt securities$0334
Equity securities$30,000914
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,818,0003,549
Mortgage-backed securities$2,684,0003,942
Certificates of participation in pools of residential mortgages$66,0004,642
Issued or guaranteed by U.S.$66,0004,640
Privately issued$066
Collaterized mortgage obligations$2,618,0002,053
CMOs issued by government agencies or sponsored agencies$26,0003,066
Privately issued$2,592,000228
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$14,338,0004,093
Total debt securities$14,308,0004,413
Structured notes
Amortized cost$1,000,000864
Fair value$996,000991
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$15,948,0004,347
U.S. Government securities$5,695,0004,729
U.S. Treasury securities$01,367
U.S. Government agency obligations$5,695,0004,617
Securities issued by states & political subdivisions$5,166,0003,525
Other domestic debt securities$5,062,000861
Privately issued residential mortgage-backed securities$2,792,000228
Commercial mortgage-backed securities - Total$0131
Asset backed securities$147,000343
Structured financial products - Total$0235
Other domestic debt securities - All other$2,123,000981
Foreign debt securities$0322
Equity securities$25,000932
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,086,0003,521
Mortgage-backed securities$2,889,0003,923
Certificates of participation in pools of residential mortgages$69,0004,675
Issued or guaranteed by U.S.$69,0004,672
Privately issued$066
Collaterized mortgage obligations$2,820,0002,036
CMOs issued by government agencies or sponsored agencies$28,0003,100
Privately issued$2,792,000218
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$15,948,0003,997
Total debt securities$15,923,0004,322
Structured notes
Amortized cost$1,000,000988
Fair value$983,0001,104
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$16,191,0004,410
U.S. Government securities$5,775,0004,822
U.S. Treasury securities$01,303
U.S. Government agency obligations$5,775,0004,709
Securities issued by states & political subdivisions$4,875,0003,633
Other domestic debt securities$5,520,000838
Privately issued residential mortgage-backed securities$2,948,000222
Commercial mortgage-backed securities - Total$0140
Asset backed securities$148,000356
Structured financial products - Total$0235
Other domestic debt securities - All other$2,424,000951
Foreign debt securities$0326
Equity securities$21,000974
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,343,0003,523
Mortgage-backed securities$3,060,0003,936
Certificates of participation in pools of residential mortgages$82,0004,713
Issued or guaranteed by U.S.$82,0004,708
Privately issued$065
Collaterized mortgage obligations$2,978,0002,014
CMOs issued by government agencies or sponsored agencies$30,0003,139
Privately issued$2,948,000212
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$16,191,0004,053
Total debt securities$16,169,0004,390
Structured notes
Amortized cost$1,000,0001,132
Fair value$982,0001,263
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$18,352,0004,308
U.S. Government securities$6,778,0004,783
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,778,0004,672
Securities issued by states & political subdivisions$4,850,0003,647
Other domestic debt securities$6,700,000755
Privately issued residential mortgage-backed securities$3,132,000229
Commercial mortgage-backed securities - Total$0123
Asset backed securities$153,000355
Structured financial products - Total$0242
Other domestic debt securities - All other$3,415,000811
Foreign debt securities$0330
Equity securities$24,000970
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,342,0003,383
Mortgage-backed securities$3,251,0003,973
Certificates of participation in pools of residential mortgages$87,0004,786
Issued or guaranteed by U.S.$87,0004,783
Privately issued$067
Collaterized mortgage obligations$3,164,0002,033
CMOs issued by government agencies or sponsored agencies$32,0003,183
Privately issued$3,132,000217
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$18,352,0003,944
Total debt securities$18,328,0004,284
Structured notes
Amortized cost$1,986,0001,033
Fair value$1,960,0001,019
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$18,735,0004,330
U.S. Government securities$6,867,0004,847
U.S. Treasury securities$01,327
U.S. Government agency obligations$6,867,0004,742
Securities issued by states & political subdivisions$5,035,0003,605
Other domestic debt securities$6,811,000739
Privately issued residential mortgage-backed securities$3,224,000236
Commercial mortgage-backed securities - Total$0117
Asset backed securities$154,000362
Structured financial products - Total$0236
Other domestic debt securities - All other$3,433,000803
Foreign debt securities$0332
Equity securities$22,000999
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,497,0003,434
Mortgage-backed securities$3,359,0004,014
Certificates of participation in pools of residential mortgages$100,0004,826
Issued or guaranteed by U.S.$100,0004,820
Privately issued$070
Collaterized mortgage obligations$3,259,0002,051
CMOs issued by government agencies or sponsored agencies$35,0003,203
Privately issued$3,224,000223
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$18,735,0003,963
Total debt securities$18,713,0004,305
Structured notes
Amortized cost$1,986,0001,100
Fair value$1,996,0001,060
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$17,407,0004,501
U.S. Government securities$5,374,0005,167
U.S. Treasury securities$01,361
U.S. Government agency obligations$5,374,0005,044
Securities issued by states & political subdivisions$5,005,0003,655
Other domestic debt securities$7,006,000722
Privately issued residential mortgage-backed securities$3,435,000233
Commercial mortgage-backed securities - Total$0120
Asset backed securities$159,000368
Structured financial products - Total$0236
Other domestic debt securities - All other$3,412,000810
Foreign debt securities$0316
Equity securities$22,0001,008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,710,0003,762
Mortgage-backed securities$3,579,0004,039
Certificates of participation in pools of residential mortgages$107,0004,896
Issued or guaranteed by U.S.$107,0004,890
Privately issued$075
Collaterized mortgage obligations$3,472,0002,058
CMOs issued by government agencies or sponsored agencies$37,0003,241
Privately issued$3,435,000220
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$17,407,0004,131
Total debt securities$17,385,0004,482
Structured notes
Amortized cost$1,986,0001,167
Fair value$1,968,0001,136
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$17,972,0004,546
U.S. Government securities$5,383,0005,253
U.S. Treasury securities$01,381
U.S. Government agency obligations$5,383,0005,133
Securities issued by states & political subdivisions$5,314,0003,630
Other domestic debt securities$7,251,000733
Privately issued residential mortgage-backed securities$3,421,000250
Commercial mortgage-backed securities - Total$0141
Asset backed securities$155,000375
Structured financial products - Total$0253
Other domestic debt securities - All other$3,675,000789
Foreign debt securities$0309
Equity securities$24,0001,028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,545,0003,041
Mortgage-backed securities$3,565,0004,117
Certificates of participation in pools of residential mortgages$105,0004,979
Issued or guaranteed by U.S.$105,0004,975
Privately issued$073
Collaterized mortgage obligations$3,460,0002,098
CMOs issued by government agencies or sponsored agencies$39,0003,289
Privately issued$3,421,000240
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$17,972,0004,162
Total debt securities$17,948,0004,523
Structured notes
Amortized cost$1,985,0001,250
Fair value$1,965,0001,217
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$18,307,0004,574
U.S. Government securities$5,570,0005,311
U.S. Treasury securities$01,342
U.S. Government agency obligations$5,570,0005,194
Securities issued by states & political subdivisions$5,365,0003,657
Other domestic debt securities$7,348,000752
Privately issued residential mortgage-backed securities$3,519,000250
Commercial mortgage-backed securities - Total$0128
Asset backed securities$163,000391
Structured financial products - Total$0259
Other domestic debt securities - All other$3,666,000810
Foreign debt securities$0311
Equity securities$24,0001,046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,797,0003,829
Mortgage-backed securities$3,672,0004,175
Certificates of participation in pools of residential mortgages$112,0005,026
Issued or guaranteed by U.S.$112,0005,022
Privately issued$075
Collaterized mortgage obligations$3,560,0002,105
CMOs issued by government agencies or sponsored agencies$41,0003,324
Privately issued$3,519,000242
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$18,307,0004,187
Total debt securities$18,283,0004,553
Structured notes
Amortized cost$1,985,0001,288
Fair value$1,973,0001,239
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$17,741,0004,668
U.S. Government securities$5,369,0005,365
U.S. Treasury securities$01,198
U.S. Government agency obligations$5,369,0005,252
Securities issued by states & political subdivisions$5,304,0003,698
Other domestic debt securities$7,043,000784
Privately issued residential mortgage-backed securities$3,628,000253
Commercial mortgage-backed securities - Total$0127
Asset backed securities$145,000412
Structured financial products - Total$0268
Other domestic debt securities - All other$3,270,000886
Foreign debt securities$0314
Equity securities$25,0001,059
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,628,0003,897
Mortgage-backed securities$3,808,0004,186
Certificates of participation in pools of residential mortgages$121,0005,074
Issued or guaranteed by U.S.$121,0005,069
Privately issued$076
Collaterized mortgage obligations$3,687,0002,077
CMOs issued by government agencies or sponsored agencies$59,0003,335
Privately issued$3,628,000245
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$17,741,0004,281
Total debt securities$17,716,0004,652
Structured notes
Amortized cost$1,000,0001,588
Fair value$954,0001,719
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$15,598,0004,870
U.S. Government securities$3,659,0005,672
U.S. Treasury securities$01,131
U.S. Government agency obligations$3,659,0005,581
Securities issued by states & political subdivisions$4,982,0003,771
Other domestic debt securities$6,931,000821
Privately issued residential mortgage-backed securities$3,635,000275
Commercial mortgage-backed securities - Total$0125
Asset backed securities$143,000411
Structured financial products - Total$0292
Other domestic debt securities - All other$3,153,000929
Foreign debt securities$0320
Equity securities$26,0001,076
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,545,0004,119
Mortgage-backed securities$3,824,0004,183
Certificates of participation in pools of residential mortgages$126,0005,107
Issued or guaranteed by U.S.$126,0005,101
Privately issued$081
Collaterized mortgage obligations$3,698,0002,070
CMOs issued by government agencies or sponsored agencies$63,0003,332
Privately issued$3,635,000265
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)$15,598,0004,480
Total debt securities$15,572,0004,850
Structured notes
Amortized cost$500,0001,949
Fair value$442,0002,104
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$17,631,0004,727
U.S. Government securities$5,309,0005,427
U.S. Treasury securities$01,131
U.S. Government agency obligations$5,309,0005,329
Securities issued by states & political subdivisions$5,176,0003,741
Other domestic debt securities$7,120,000832
Privately issued residential mortgage-backed securities$3,781,000288
Commercial mortgage-backed securities - Total$0126
Asset backed securities$144,000422
Structured financial products - Total$0318
Other domestic debt securities - All other$3,195,000949
Foreign debt securities$0328
Equity securities$26,0001,083
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,209,0003,771
Mortgage-backed securities$3,986,0004,203
Certificates of participation in pools of residential mortgages$139,0005,141
Issued or guaranteed by U.S.$139,0005,135
Privately issued$080
Collaterized mortgage obligations$3,847,0002,070
CMOs issued by government agencies or sponsored agencies$66,0003,357
Privately issued$3,781,000274
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)$17,631,0004,347
Total debt securities$17,605,0004,697
Structured notes
Amortized cost$500,0001,948
Fair value$459,0002,072
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$18,152,0004,669
U.S. Government securities$5,369,0005,444
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,369,0005,333
Securities issued by states & political subdivisions$5,131,0003,752
Other domestic debt securities$7,641,000814
Privately issued residential mortgage-backed securities$4,058,000286
Commercial mortgage-backed securities - Total$0134
Asset backed securities$161,000428
Structured financial products - Total$0318
Other domestic debt securities - All other$3,422,000934
Foreign debt securities$0316
Equity securities$11,0001,166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,266,0003,766
Mortgage-backed securities$4,297,0004,159
Certificates of participation in pools of residential mortgages$169,0005,115
Issued or guaranteed by U.S.$169,0005,108
Privately issued$083
Collaterized mortgage obligations$4,128,0002,062
CMOs issued by government agencies or sponsored agencies$70,0003,375
Privately issued$4,058,000271
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)$18,152,0004,295
Total debt securities$18,141,0004,636
Structured notes
Amortized cost$500,0001,931
Fair value$469,0002,063
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$18,488,0004,659
U.S. Government securities$5,496,0005,450
U.S. Treasury securities$01,161
U.S. Government agency obligations$5,496,0005,338
Securities issued by states & political subdivisions$5,247,0003,726
Other domestic debt securities$7,733,000830
Privately issued residential mortgage-backed securities$4,094,000302
Commercial mortgage-backed securities - Total$0135
Asset backed securities$162,000422
Structured financial products - Total$0323
Other domestic debt securities - All other$3,477,000903
Foreign debt securities$0322
Equity securities$12,0001,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,248,0003,821
Mortgage-backed securities$4,386,0004,197
Certificates of participation in pools of residential mortgages$188,0005,142
Issued or guaranteed by U.S.$188,0005,137
Privately issued$083
Collaterized mortgage obligations$4,198,0002,104
CMOs issued by government agencies or sponsored agencies$104,0003,376
Privately issued$4,094,000290
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)$18,488,0004,299
Total debt securities$18,476,0004,628
Structured notes
Amortized cost$500,0001,980
Fair value$485,0002,119
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$18,698,0004,603
U.S. Government securities$5,548,0005,456
U.S. Treasury securities$01,135
U.S. Government agency obligations$5,548,0005,340
Securities issued by states & political subdivisions$5,404,0003,671
Other domestic debt securities$7,733,000805
Privately issued residential mortgage-backed securities$4,122,000312
Commercial mortgage-backed securities - Total$0125
Asset backed securities$160,000399
Structured financial products - Total$0329
Other domestic debt securities - All other$3,451,000871
Foreign debt securities$0317
Equity securities$13,0001,129
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,248,0003,785
Mortgage-backed securities$4,556,0004,179
Certificates of participation in pools of residential mortgages$212,0005,152
Issued or guaranteed by U.S.$212,0005,148
Privately issued$085
Collaterized mortgage obligations$4,344,0002,140
CMOs issued by government agencies or sponsored agencies$222,0003,329
Privately issued$4,122,000305
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)$18,698,0004,252
Total debt securities$18,685,0004,577
Structured notes
Amortized cost$500,0002,008
Fair value$490,0002,159
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$20,134,0004,533
U.S. Government securities$6,642,0005,379
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,642,0005,271
Securities issued by states & political subdivisions$5,670,0003,592
Other domestic debt securities$7,813,000826
Privately issued residential mortgage-backed securities$4,158,000347
Commercial mortgage-backed securities - Total$0122
Asset backed securities$152,000394
Structured financial products - Total$0340
Other domestic debt securities - All other$3,503,000906
Foreign debt securities$0302
Equity securities$9,0001,197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,448,0003,607
Mortgage-backed securities$4,755,0004,268
Certificates of participation in pools of residential mortgages$231,0005,237
Issued or guaranteed by U.S.$231,0005,229
Privately issued$088
Collaterized mortgage obligations$4,524,0002,196
CMOs issued by government agencies or sponsored agencies$366,0003,307
Privately issued$4,158,000336
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)$20,134,0004,178
Total debt securities$20,125,0004,501
Structured notes
Amortized cost$493,0002,351
Fair value$496,0002,343
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$20,961,0004,489
U.S. Government securities$7,469,0005,316
U.S. Treasury securities$01,068
U.S. Government agency obligations$7,469,0005,213
Securities issued by states & political subdivisions$5,599,0003,557
Other domestic debt securities$7,814,000835
Privately issued residential mortgage-backed securities$3,956,000380
Commercial mortgage-backed securities - Total$0125
Asset backed securities$143,000350
Structured financial products - Total$0339
Other domestic debt securities - All other$3,715,000890
Foreign debt securities$0295
Equity securities$79,0001,005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,317,0003,464
Mortgage-backed securities$5,373,0004,182
Certificates of participation in pools of residential mortgages$254,0005,246
Issued or guaranteed by U.S.$254,0005,238
Privately issued$094
Collaterized mortgage obligations$5,119,0002,095
CMOs issued by government agencies or sponsored agencies$1,163,0002,916
Privately issued$3,956,000368
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)$20,961,0004,147
Total debt securities$20,882,0004,472
Structured notes
Amortized cost$741,0002,329
Fair value$734,0002,337
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$21,898,0004,443
U.S. Government securities$8,180,0005,285
U.S. Treasury securities$01,157
U.S. Government agency obligations$8,180,0005,180
Securities issued by states & political subdivisions$5,763,0003,440
Other domestic debt securities$7,854,000834
Privately issued residential mortgage-backed securities$3,982,000401
Commercial mortgage-backed securities - Total$0130
Asset backed securities$146,000300
Structured financial products - Total$0346
Other domestic debt securities - All other$3,726,000874
Foreign debt securities$0227
Equity securities$101,000944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,784,0003,397
Mortgage-backed securities$6,174,0004,067
Certificates of participation in pools of residential mortgages$269,0005,258
Issued or guaranteed by U.S.$269,0005,252
Privately issued$094
Collaterized mortgage obligations$5,905,0002,013
CMOs issued by government agencies or sponsored agencies$1,923,0002,701
Privately issued$3,982,000388
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)$21,898,0004,094
Total debt securities$21,797,0004,421
Structured notes
Amortized cost$741,0002,577
Fair value$737,0002,575
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$21,069,0004,456
U.S. Government securities$8,565,0005,181
U.S. Treasury securities$01,076
U.S. Government agency obligations$8,565,0005,090
Securities issued by states & political subdivisions$5,697,0003,416
Other domestic debt securities$6,656,000906
Privately issued residential mortgage-backed securities$3,962,000457
Commercial mortgage-backed securities - Total$0110
Asset backed securities$141,000224
Structured financial products - Total$0321
Other domestic debt securities - All other$2,553,000982
Foreign debt securities$0182
Equity securities$151,000895
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,150,0003,214
Mortgage-backed securities$6,502,0003,949
Certificates of participation in pools of residential mortgages$284,0005,230
Issued or guaranteed by U.S.$284,0005,217
Privately issued$0121
Collaterized mortgage obligations$6,218,0001,945
CMOs issued by government agencies or sponsored agencies$2,256,0002,487
Privately issued$3,962,000437
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)$21,069,0004,093
Total debt securities$20,918,0004,440
Structured notes
Amortized cost$741,0002,464
Fair value$674,0002,488
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$21,588,0004,351
U.S. Government securities$9,676,0004,954
U.S. Treasury securities$3,000,000550
U.S. Government agency obligations$6,676,0005,416
Securities issued by states & political subdivisions$5,729,0003,362
Other domestic debt securities$6,031,000939
Privately issued residential mortgage-backed securities$4,233,000465
Commercial mortgage-backed securities - Total$092
Asset backed securities$125,000217
Structured financial products - Total$0323
Other domestic debt securities - All other$1,673,0001,187
Foreign debt securities$0176
Equity securities$152,000941
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,803,0003,066
Mortgage-backed securities$7,320,0003,756
Certificates of participation in pools of residential mortgages$306,0005,227
Issued or guaranteed by U.S.$306,0005,212
Privately issued$0132
Collaterized mortgage obligations$7,014,0001,839
CMOs issued by government agencies or sponsored agencies$2,781,0002,335
Privately issued$4,233,000443
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)$21,588,0003,998
Total debt securities$21,436,0004,325
Structured notes
Amortized cost$493,0002,798
Fair value$491,0002,794
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$21,736,0004,380
U.S. Government securities$10,188,0005,000
U.S. Treasury securities$3,000,000612
U.S. Government agency obligations$7,188,0005,450
Securities issued by states & political subdivisions$5,558,0003,357
Other domestic debt securities$5,839,000934
Privately issued residential mortgage-backed securities$4,408,000470
Commercial mortgage-backed securities - Total$087
Asset backed securities$129,000212
Structured financial products - Total$0330
Other domestic debt securities - All other$1,302,0001,212
Foreign debt securities$0168
Equity securities$151,000948
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,526,0002,974
Mortgage-backed securities$8,064,0003,603
Certificates of participation in pools of residential mortgages$334,0005,217
Issued or guaranteed by U.S.$334,0005,203
Privately issued$0125
Collaterized mortgage obligations$7,730,0001,749
CMOs issued by government agencies or sponsored agencies$3,322,0002,160
Privately issued$4,408,000449
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)$21,736,0004,021
Total debt securities$21,585,0004,362
Structured notes
Amortized cost$492,0002,954
Fair value$496,0002,940
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$23,497,0004,169
U.S. Government securities$10,659,0004,910
U.S. Treasury securities$2,999,000646
U.S. Government agency obligations$7,660,0005,356
Securities issued by states & political subdivisions$6,555,0003,073
Other domestic debt securities$6,132,000950
Privately issued residential mortgage-backed securities$4,703,000492
Commercial mortgage-backed securities - Total$081
Asset backed securities$133,000211
Structured financial products - Total$0337
Other domestic debt securities - All other$1,296,0001,241
Foreign debt securities$0165
Equity securities$151,000950
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,980,0003,053
Mortgage-backed securities$8,944,0003,408
Certificates of participation in pools of residential mortgages$358,0005,171
Issued or guaranteed by U.S.$358,0005,160
Privately issued$0136
Collaterized mortgage obligations$8,586,0001,649
CMOs issued by government agencies or sponsored agencies$3,883,0001,989
Privately issued$4,703,000475
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)$23,497,0003,839
Total debt securities$23,346,0004,154
Structured notes
Amortized cost$492,0003,004
Fair value$486,0002,985
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$23,994,0004,010
U.S. Government securities$11,538,0004,602
U.S. Treasury securities$2,999,000647
U.S. Government agency obligations$8,539,0005,031
Securities issued by states & political subdivisions$6,208,0003,129
Other domestic debt securities$6,248,0001,002
Privately issued residential mortgage-backed securities$4,220,000554
Commercial mortgage-backed securities - Total$0438
Asset backed securities$142,000195
Structured financial products - Total$0343
Other domestic debt securities - All other$1,886,0001,078
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,783,0003,396
Mortgage-backed securities$9,336,0003,250
Certificates of participation in pools of residential mortgages$385,0005,112
Issued or guaranteed by U.S.$385,0005,101
Privately issued$0141
Collaterized mortgage obligations$8,951,0001,576
CMOs issued by government agencies or sponsored agencies$4,731,0001,815
Privately issued$4,220,000527
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)$23,994,0003,686
Total debt securities$23,994,0003,974
Structured notes
Amortized cost$492,0002,880
Fair value$471,0002,877
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$17,273,0004,670
U.S. Government securities$6,076,0005,654
U.S. Treasury securities$01,180
U.S. Government agency obligations$6,076,0005,535
Securities issued by states & political subdivisions$4,641,0003,463
Other domestic debt securities$6,556,000998
Privately issued residential mortgage-backed securities$4,487,000595
Commercial mortgage-backed securities - Total$0411
Asset backed securities$137,000186
Structured financial products - Total$0351
Other domestic debt securities - All other$1,932,0001,083
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,162,0003,530
Mortgage-backed securities$10,563,0003,080
Certificates of participation in pools of residential mortgages$392,0005,126
Issued or guaranteed by U.S.$392,0005,114
Privately issued$0141
Collaterized mortgage obligations$10,171,0001,461
CMOs issued by government agencies or sponsored agencies$5,684,0001,660
Privately issued$4,487,000566
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)$17,273,0004,275
Total debt securities$17,273,0004,630
Structured notes
Amortized cost$492,0002,918
Fair value$505,0002,826
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$17,809,0004,656
U.S. Government securities$7,022,0005,568
U.S. Treasury securities$01,121
U.S. Government agency obligations$7,022,0005,450
Securities issued by states & political subdivisions$4,175,0003,519
Other domestic debt securities$6,612,000987
Privately issued residential mortgage-backed securities$4,586,000618
Commercial mortgage-backed securities - Total$0407
Asset backed securities$117,000188
Structured financial products - Total$0352
Other domestic debt securities - All other$1,909,0001,042
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,878,0003,446
Mortgage-backed securities$11,608,0002,945
Certificates of participation in pools of residential mortgages$425,0005,153
Issued or guaranteed by U.S.$425,0005,142
Privately issued$0148
Collaterized mortgage obligations$11,183,0001,325
CMOs issued by government agencies or sponsored agencies$6,597,0001,481
Privately issued$4,586,000590
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)$17,809,0004,239
Total debt securities$17,809,0004,618
Structured notes
Amortized cost$492,0003,001
Fair value$483,0003,004
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$21,227,0004,312
U.S. Government securities$10,333,0004,937
U.S. Treasury securities$01,130
U.S. Government agency obligations$10,333,0004,831
Securities issued by states & political subdivisions$4,299,0003,474
Other domestic debt securities$6,595,0001,028
Privately issued residential mortgage-backed securities$4,843,000622
Commercial mortgage-backed securities - Total$0422
Asset backed securities$116,000193
Structured financial products - Total$0358
Other domestic debt securities - All other$1,636,0001,106
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,556,0003,086
Mortgage-backed securities$15,176,0002,645
Certificates of participation in pools of residential mortgages$499,0005,215
Issued or guaranteed by U.S.$499,0005,203
Privately issued$0145
Collaterized mortgage obligations$14,677,0001,143
CMOs issued by government agencies or sponsored agencies$9,834,0001,165
Privately issued$4,843,000598
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$5,269,0001,495
Available-for-sale securities (fair market value)$15,958,0004,475
Total debt securities$21,227,0004,275
Structured notes
Amortized cost$492,0002,813
Fair value$470,0002,828
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$23,501,0004,035
U.S. Government securities$11,380,0004,721
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,380,0004,618
Securities issued by states & political subdivisions$4,297,0003,483
Other domestic debt securities$7,824,000978
Privately issued residential mortgage-backed securities$5,691,000613
Commercial mortgage-backed securities - Total$0408
Asset backed securities$115,000215
Structured financial products - Total$0366
Other domestic debt securities - All other$2,018,0001,043
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,784,0002,942
Mortgage-backed securities$17,071,0002,522
Certificates of participation in pools of residential mortgages$519,0005,274
Issued or guaranteed by U.S.$519,0005,259
Privately issued$0157
Collaterized mortgage obligations$16,552,0001,062
CMOs issued by government agencies or sponsored agencies$10,861,0001,081
Privately issued$5,691,000590
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$5,648,0001,462
Available-for-sale securities (fair market value)$17,853,0004,229
Total debt securities$23,501,0004,005
Structured notes
Amortized cost$492,0002,554
Fair value$482,0002,551
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$26,957,0003,742
U.S. Government securities$12,213,0004,579
U.S. Treasury securities$01,047
U.S. Government agency obligations$12,213,0004,483
Securities issued by states & political subdivisions$4,688,0003,357
Other domestic debt securities$10,056,000894
Privately issued residential mortgage-backed securities$8,415,000563
Commercial mortgage-backed securities - Total$0419
Asset backed securities$120,000223
Structured financial products - Total$0375
Other domestic debt securities - All other$1,521,0001,260
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,697,0002,700
Mortgage-backed securities$20,628,0002,286
Certificates of participation in pools of residential mortgages$540,0005,342
Issued or guaranteed by U.S.$540,0005,325
Privately issued$0171
Collaterized mortgage obligations$20,088,000930
CMOs issued by government agencies or sponsored agencies$11,673,0001,017
Privately issued$8,415,000538
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$5,387,0001,537
Available-for-sale securities (fair market value)$21,570,0003,857
Total debt securities$26,957,0003,707
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$30,319,0003,430
U.S. Government securities$13,185,0004,417
U.S. Treasury securities$01,036
U.S. Government agency obligations$13,185,0004,322
Securities issued by states & political subdivisions$4,282,0003,441
Other domestic debt securities$12,852,000779
Privately issued residential mortgage-backed securities$10,908,000500
Commercial mortgage-backed securities - Total$0346
Asset backed securities$228,000229
Structured financial products - Total$0397
Other domestic debt securities - All other$1,716,0001,221
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,202,0003,162
Mortgage-backed securities$24,093,0002,086
Certificates of participation in pools of residential mortgages$561,0005,389
Issued or guaranteed by U.S.$561,0005,370
Privately issued$0181
Collaterized mortgage obligations$23,532,000815
CMOs issued by government agencies or sponsored agencies$12,624,000944
Privately issued$10,908,000477
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$5,004,0001,601
Available-for-sale securities (fair market value)$25,315,0003,456
Total debt securities$30,319,0003,396
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$30,593,0003,424
U.S. Government securities$13,703,0004,404
U.S. Treasury securities$0981
U.S. Government agency obligations$13,703,0004,325
Securities issued by states & political subdivisions$3,411,0003,653
Other domestic debt securities$13,479,000719
Privately issued residential mortgage-backed securities$11,881,000489
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$228,000285
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,370,0001,374
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,915,0003,433
Mortgage-backed securities$25,584,0002,039
Certificates of participation in pools of residential mortgages$579,0005,439
Issued or guaranteed by U.S.$579,0005,422
Privately issued$0191
Collaterized mortgage obligations$25,005,000786
CMOs issued by government agencies or sponsored agencies$13,124,000922
Privately issued$11,881,000466
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,808,0001,802
Available-for-sale securities (fair market value)$26,785,0003,353
Total debt securities$30,593,0003,388
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$29,127,0003,523
U.S. Government securities$12,919,0004,587
U.S. Treasury securities$0973
U.S. Government agency obligations$12,919,0004,504
Securities issued by states & political subdivisions$2,382,0004,035
Other domestic debt securities$13,826,000679
Privately issued residential mortgage-backed securities$13,287,000440
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$157,000291
Structured financial products - TotalNANA
Other domestic debt securities - All other$382,0002,044
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,029,0003,138
Mortgage-backed securities$22,695,0002,169
Certificates of participation in pools of residential mortgages$42,0006,059
Issued or guaranteed by U.S.$42,0006,037
Privately issued$0188
Collaterized mortgage obligations$22,653,000817
CMOs issued by government agencies or sponsored agencies$9,366,0001,090
Privately issued$13,287,000422
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,031,0002,173
Available-for-sale securities (fair market value)$27,096,0003,289
Total debt securities$29,127,0003,488
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$23,919,0003,917
U.S. Government securities$11,688,0004,780
U.S. Treasury securities$01,019
U.S. Government agency obligations$11,688,0004,689
Securities issued by states & political subdivisions$1,864,0004,292
Other domestic debt securities$10,367,000811
Privately issued residential mortgage-backed securities$10,225,000498
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$142,000280
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,280,0002,504
Mortgage-backed securities$15,390,0002,651
Certificates of participation in pools of residential mortgages$43,0006,081
Issued or guaranteed by U.S.$43,0006,059
Privately issued$0192
Collaterized mortgage obligations$15,347,000987
CMOs issued by government agencies or sponsored agencies$5,122,0001,404
Privately issued$10,225,000475
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,164,0002,464
Available-for-sale securities (fair market value)$22,755,0003,607
Total debt securities$23,919,0003,884
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$20,551,0004,369
U.S. Government securities$11,760,0004,796
U.S. Treasury securities$01,021
U.S. Government agency obligations$11,760,0004,710
Securities issued by states & political subdivisions$1,863,0004,311
Other domestic debt securities$6,928,0001,057
Privately issued residential mortgage-backed securities$6,699,000604
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$229,000257
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,946,0002,696
Mortgage-backed securities$11,915,0002,979
Certificates of participation in pools of residential mortgages$45,0006,090
Issued or guaranteed by U.S.$45,0006,064
Privately issued$0202
Collaterized mortgage obligations$11,870,0001,134
CMOs issued by government agencies or sponsored agencies$5,171,0001,400
Privately issued$6,699,000574
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,164,0002,484
Available-for-sale securities (fair market value)$19,387,0004,071
Total debt securities$20,551,0004,323
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$23,085,0004,052
U.S. Government securities$12,779,0004,603
U.S. Treasury securities$01,044
U.S. Government agency obligations$12,779,0004,523
Securities issued by states & political subdivisions$3,407,0003,625
Other domestic debt securities$6,899,0001,035
Privately issued residential mortgage-backed securities$6,660,000590
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$239,000256
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,014,0003,042
Mortgage-backed securities$12,359,0002,850
Certificates of participation in pools of residential mortgages$48,0006,070
Issued or guaranteed by U.S.$48,0006,040
Privately issued$0205
Collaterized mortgage obligations$12,311,0001,101
CMOs issued by government agencies or sponsored agencies$5,651,0001,323
Privately issued$6,660,000558
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,648,0002,081
Available-for-sale securities (fair market value)$20,437,0003,920
Total debt securities$23,085,0004,001
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$15,492,0005,084
U.S. Government securities$11,368,0004,981
U.S. Treasury securities$01,146
U.S. Government agency obligations$11,368,0004,885
Securities issued by states & political subdivisions$3,406,0003,617
Other domestic debt securities$718,0002,223
Privately issued residential mortgage-backed securities$519,0001,146
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$199,0002,049
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,495,0003,311
Mortgage-backed securities$6,389,0003,522
Certificates of participation in pools of residential mortgages$51,0005,992
Issued or guaranteed by U.S.$51,0005,971
Privately issued$0191
Collaterized mortgage obligations$6,338,0001,464
CMOs issued by government agencies or sponsored agencies$5,819,0001,265
Privately issued$519,0001,090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,847,0002,097
Available-for-sale securities (fair market value)$12,645,0005,005
Total debt securities$15,492,0005,038
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$15,732,0005,053
U.S. Government securities$11,998,0004,954
U.S. Treasury securities$01,235
U.S. Government agency obligations$11,998,0004,855
Securities issued by states & political subdivisions$3,535,0003,569
Other domestic debt securities$199,0002,706
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$199,0002,035
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,602,0003,318
Mortgage-backed securities$6,035,0003,444
Certificates of participation in pools of residential mortgages$52,0005,955
Issued or guaranteed by U.S.$52,0005,932
Privately issued$0194
Collaterized mortgage obligations$5,983,0001,459
CMOs issued by government agencies or sponsored agencies$5,983,0001,213
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)$2,846,0002,134
Available-for-sale securities (fair market value)$12,886,0004,984
Total debt securities$15,730,0005,011
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$16,354,0004,983
U.S. Government securities$12,620,0004,862
U.S. Treasury securities$01,362
U.S. Government agency obligations$12,620,0004,750
Securities issued by states & political subdivisions$3,535,0003,570
Other domestic debt securities$199,0002,658
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$199,0002,002
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,053,0002,925
Mortgage-backed securities$4,214,0003,877
Certificates of participation in pools of residential mortgages$54,0005,965
Issued or guaranteed by U.S.$54,0005,944
Privately issued$0207
Collaterized mortgage obligations$4,160,0001,670
CMOs issued by government agencies or sponsored agencies$4,160,0001,408
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)$2,846,0002,158
Available-for-sale securities (fair market value)$13,508,0004,859
Total debt securities$16,353,0004,942
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$17,528,0004,845
U.S. Government securities$13,928,0004,623
U.S. Treasury securities$01,448
U.S. Government agency obligations$13,928,0004,498
Securities issued by states & political subdivisions$3,600,0003,566
Other domestic debt securities$02,981
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$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,875,0002,972
Mortgage-backed securities$4,515,0003,762
Certificates of participation in pools of residential mortgages$57,0005,970
Issued or guaranteed by U.S.$57,0005,946
Privately issued$0218
Collaterized mortgage obligations$4,458,0001,608
CMOs issued by government agencies or sponsored agencies$4,458,0001,355
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)$2,647,0002,235
Available-for-sale securities (fair market value)$14,881,0004,666
Total debt securities$17,527,0004,796
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$19,714,0004,590
U.S. Government securities$16,114,0004,306
U.S. Treasury securities$01,498
U.S. Government agency obligations$16,114,0004,197
Securities issued by states & political subdivisions$3,600,0003,569
Other domestic debt securities$03,032
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$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,603,0002,862
Mortgage-backed securities$4,717,0003,707
Certificates of participation in pools of residential mortgages$60,0005,975
Issued or guaranteed by U.S.$60,0005,950
Privately issued$0208
Collaterized mortgage obligations$4,657,0001,580
CMOs issued by government agencies or sponsored agencies$4,657,0001,339
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)$2,647,0002,282
Available-for-sale securities (fair market value)$17,067,0004,392
Total debt securities$19,713,0004,540
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$19,064,0004,711
U.S. Government securities$15,460,0004,462
U.S. Treasury securities$01,574
U.S. Government agency obligations$15,460,0004,337
Securities issued by states & political subdivisions$3,604,0003,543
Other domestic debt securities$03,090
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$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,940,0002,816
Mortgage-backed securities$5,068,0003,597
Certificates of participation in pools of residential mortgages$62,0006,007
Issued or guaranteed by U.S.$62,0005,976
Privately issued$0214
Collaterized mortgage obligations$5,006,0001,487
CMOs issued by government agencies or sponsored agencies$5,006,0001,262
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)$2,646,0002,330
Available-for-sale securities (fair market value)$16,418,0004,504
Total debt securities$19,063,0004,664
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$20,023,0004,584
U.S. Government securities$15,752,0004,386
U.S. Treasury securities$01,634
U.S. Government agency obligations$15,752,0004,256
Securities issued by states & political subdivisions$3,596,0003,553
Other domestic debt securities$675,0002,212
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$675,0001,668
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,056,0002,804
Mortgage-backed securities$5,472,0003,496
Certificates of participation in pools of residential mortgages$67,0006,031
Issued or guaranteed by U.S.$67,0006,003
Privately issued$0211
Collaterized mortgage obligations$5,405,0001,424
CMOs issued by government agencies or sponsored agencies$5,405,0001,208
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)$2,646,0002,360
Available-for-sale securities (fair market value)$17,377,0004,306
Total debt securities$20,023,0004,525
Structured notes
Amortized cost$601,0002,562
Fair value$675,0002,532
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$20,762,0004,516
U.S. Government securities$16,394,0004,332
U.S. Treasury securities$01,715
U.S. Government agency obligations$16,394,0004,196
Securities issued by states & political subdivisions$3,655,0003,542
Other domestic debt securities$713,0002,246
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$713,0001,721
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,330,0002,760
Mortgage-backed securities$6,057,0003,386
Certificates of participation in pools of residential mortgages$72,0006,046
Issued or guaranteed by U.S.$72,0006,022
Privately issued$0205
Collaterized mortgage obligations$5,985,0001,357
CMOs issued by government agencies or sponsored agencies$5,985,0001,150
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)$2,646,0002,390
Available-for-sale securities (fair market value)$18,116,0004,244
Total debt securities$20,762,0004,454
Structured notes
Amortized cost$601,0002,551
Fair value$713,0002,504
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$21,876,0004,384
U.S. Government securities$17,484,0004,160
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,484,0004,029
Securities issued by states & political subdivisions$3,661,0003,558
Other domestic debt securities$731,0002,310
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$731,0001,807
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,057,0002,220
Mortgage-backed securities$7,114,0003,182
Certificates of participation in pools of residential mortgages$79,0006,082
Issued or guaranteed by U.S.$79,0006,057
Privately issued$0216
Collaterized mortgage obligations$7,035,0001,235
CMOs issued by government agencies or sponsored agencies$7,035,0001,037
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)$2,646,0002,437
Available-for-sale securities (fair market value)$19,230,0004,088
Total debt securities$21,876,0004,317
Structured notes
Amortized cost$601,0002,543
Fair value$731,0002,483
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$20,655,0004,528
U.S. Government securities$16,241,0004,297
U.S. Treasury securities$01,786
U.S. Government agency obligations$16,241,0004,169
Securities issued by states & political subdivisions$3,667,0003,544
Other domestic debt securities$747,0002,338
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$747,0001,862
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,023,0002,400
Mortgage-backed securities$8,773,0002,913
Certificates of participation in pools of residential mortgages$80,0006,121
Issued or guaranteed by U.S.$80,0006,100
Privately issued$0225
Collaterized mortgage obligations$8,693,0001,101
CMOs issued by government agencies or sponsored agencies$8,693,000938
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)$2,645,0002,458
Available-for-sale securities (fair market value)$18,010,0004,243
Total debt securities$20,655,0004,465
Structured notes
Amortized cost$601,0002,487
Fair value$747,0002,410
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$22,084,0004,362
U.S. Government securities$17,672,0004,135
U.S. Treasury securities$01,839
U.S. Government agency obligations$17,672,0004,004
Securities issued by states & political subdivisions$3,626,0003,547
Other domestic debt securities$786,0002,389
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$786,0001,919
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,468,0002,432
Mortgage-backed securities$10,146,0002,795
Certificates of participation in pools of residential mortgages$96,0006,127
Issued or guaranteed by U.S.$96,0006,101
Privately issued$0223
Collaterized mortgage obligations$10,050,0001,051
CMOs issued by government agencies or sponsored agencies$10,050,000903
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,645,0002,497
Available-for-sale securities (fair market value)$19,439,0004,095
Total debt securities$22,084,0004,298
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$23,075,0004,315
U.S. Government securities$18,720,0004,054
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,720,0003,909
Securities issued by states & political subdivisions$3,625,0003,550
Other domestic debt securities$730,0002,507
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$730,0002,065
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,040,0004,957
Mortgage-backed securities$11,292,0002,712
Certificates of participation in pools of residential mortgages$143,0006,094
Issued or guaranteed by U.S.$143,0006,071
Privately issued$0207
Collaterized mortgage obligations$11,149,0001,021
CMOs issued by government agencies or sponsored agencies$11,149,000871
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,644,0002,532
Available-for-sale securities (fair market value)$20,431,0004,040
Total debt securities$23,077,0004,261
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$23,911,0004,257
U.S. Government securities$19,559,0003,933
U.S. Treasury securities$01,963
U.S. Government agency obligations$19,559,0003,797
Securities issued by states & political subdivisions$3,623,0003,554
Other domestic debt securities$729,0002,540
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$729,0002,127
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,723,0002,480
Mortgage-backed securities$12,995,0002,541
Certificates of participation in pools of residential mortgages$153,0006,109
Issued or guaranteed by U.S.$153,0006,090
Privately issued$0203
Collaterized mortgage obligations$12,842,000961
CMOs issued by government agencies or sponsored agencies$12,842,000814
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,643,0002,563
Available-for-sale securities (fair market value)$21,268,0003,957
Total debt securities$23,911,0004,187
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$25,727,0004,018
U.S. Government securities$21,382,0003,689
U.S. Treasury securities$01,990
U.S. Government agency obligations$21,382,0003,561
Securities issued by states & political subdivisions$3,687,0003,548
Other domestic debt securities$658,0002,606
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$658,0002,214
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,236,0002,385
Mortgage-backed securities$14,775,0002,370
Certificates of participation in pools of residential mortgages$166,0006,120
Issued or guaranteed by U.S.$166,0006,104
Privately issued$0225
Collaterized mortgage obligations$14,609,000890
CMOs issued by government agencies or sponsored agencies$14,609,000747
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,683,0002,583
Available-for-sale securities (fair market value)$23,044,0003,749
Total debt securities$25,728,0003,952
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$26,406,0004,017
U.S. Government securities$22,039,0003,673
U.S. Treasury securities$02,098
U.S. Government agency obligations$22,039,0003,542
Securities issued by states & political subdivisions$3,662,0003,552
Other domestic debt securities$705,0002,679
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$705,0002,295
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,552,0002,344
Mortgage-backed securities$15,521,0002,328
Certificates of participation in pools of residential mortgages$171,0006,185
Issued or guaranteed by U.S.$171,0006,167
Privately issued$0225
Collaterized mortgage obligations$15,350,000866
CMOs issued by government agencies or sponsored agencies$15,350,000730
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)$2,682,0002,599
Available-for-sale securities (fair market value)$23,724,0003,749
Total debt securities$26,408,0003,941
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$28,019,0003,859
U.S. Government securities$23,601,0003,423
U.S. Treasury securities$02,082
U.S. Government agency obligations$23,601,0003,307
Securities issued by states & political subdivisions$3,664,0003,549
Other domestic debt securities$754,0002,734
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$754,0002,342
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,927,0002,194
Mortgage-backed securities$16,976,0002,240
Certificates of participation in pools of residential mortgages$190,0006,157
Issued or guaranteed by U.S.$190,0006,135
Privately issued$0230
Collaterized mortgage obligations$16,786,000846
CMOs issued by government agencies or sponsored agencies$16,786,000713
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)$2,682,0002,569
Available-for-sale securities (fair market value)$25,337,0003,580
Total debt securities$28,019,0003,779
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$29,447,0003,768
U.S. Government securities$24,980,0003,343
U.S. Treasury securities$02,227
U.S. Government agency obligations$24,980,0003,226
Securities issued by states & political subdivisions$3,774,0003,515
Other domestic debt securities$693,0002,833
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$693,0002,511
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,832,0002,702
Mortgage-backed securities$16,767,0002,242
Certificates of participation in pools of residential mortgages$197,0006,203
Issued or guaranteed by U.S.$197,0006,179
Privately issued$0248
Collaterized mortgage obligations$16,570,000846
CMOs issued by government agencies or sponsored agencies$16,570,000781
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)$2,681,0002,612
Available-for-sale securities (fair market value)$26,766,0003,481
Total debt securities$29,447,0003,702
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$18,726,0004,910
U.S. Government securities$14,345,0004,659
U.S. Treasury securities$02,287
U.S. Government agency obligations$14,345,0004,504
Securities issued by states & political subdivisions$3,668,0003,559
Other domestic debt securities$713,0002,942
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$713,0002,625
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,310,0002,675
Mortgage-backed securities$7,182,0003,506
Certificates of participation in pools of residential mortgages$222,0006,198
Issued or guaranteed by U.S.$222,0006,170
Privately issued$0253
Collaterized mortgage obligations$6,960,0001,372
CMOs issued by government agencies or sponsored agencies$6,960,0001,277
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,680,0002,647
Available-for-sale securities (fair market value)$16,046,0004,684
Total debt securities$18,726,0004,829
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$21,169,0004,526
U.S. Government securities$16,732,0004,168
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,732,0004,012
Securities issued by states & political subdivisions$3,675,0003,539
Other domestic debt securities$762,0002,983
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$762,0002,650
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,877,0002,180
Mortgage-backed securities$10,110,0003,045
Certificates of participation in pools of residential mortgages$251,0006,181
Issued or guaranteed by U.S.$251,0006,161
Privately issued$0256
Collaterized mortgage obligations$9,859,0001,238
CMOs issued by government agencies or sponsored agencies$9,859,0001,153
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,680,0002,664
Available-for-sale securities (fair market value)$18,489,0004,278
Total debt securities$21,165,0004,438
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$23,217,0004,245
U.S. Government securities$18,849,0003,860
U.S. Treasury securities$02,382
U.S. Government agency obligations$18,849,0003,702
Securities issued by states & political subdivisions$3,672,0003,470
Other domestic debt securities$696,0003,076
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$696,0002,730
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,279,0002,170
Mortgage-backed securities$10,215,0003,028
Certificates of participation in pools of residential mortgages$260,0006,164
Issued or guaranteed by U.S.$260,0006,146
Privately issued$0257
Collaterized mortgage obligations$9,955,0001,273
CMOs issued by government agencies or sponsored agencies$9,955,0001,177
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,679,0002,698
Available-for-sale securities (fair market value)$20,538,0003,958
Total debt securities$23,217,0004,154
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$23,364,0004,182
U.S. Government securities$18,990,0003,840
U.S. Treasury securities$02,544
U.S. Government agency obligations$18,990,0003,680
Securities issued by states & political subdivisions$3,674,0003,452
Other domestic debt securities$700,0003,076
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$700,0002,732
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,690,0002,036
Mortgage-backed securities$9,428,0003,110
Certificates of participation in pools of residential mortgages$286,0006,099
Issued or guaranteed by U.S.$286,0006,081
Privately issued$0252
Collaterized mortgage obligations$9,142,0001,343
CMOs issued by government agencies or sponsored agencies$9,142,0001,239
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,679,0002,768
Available-for-sale securities (fair market value)$20,685,0003,901
Total debt securities$23,362,0004,105
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$16,184,0005,172
U.S. Government securities$12,970,0004,788
U.S. Treasury securities$03,182
U.S. Government agency obligations$12,970,0004,575
Securities issued by states & political subdivisions$2,582,0003,973
Other domestic debt securities$632,0003,216
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$632,0002,764
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,049,0002,799
Mortgage-backed securities$12,970,0002,461
Certificates of participation in pools of residential mortgages$173,0006,310
Issued or guaranteed by U.S.$173,0006,285
Privately issued$0260
Collaterized mortgage obligations$12,797,0001,113
CMOs issued by government agencies or sponsored agencies$12,797,0001,026
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,787,0003,324
Available-for-sale securities (fair market value)$14,397,0004,700
Total debt securities$16,184,0005,082
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$24,391,0004,014
U.S. Government securities$22,539,0003,332
U.S. Treasury securities$04,186
U.S. Government agency obligations$22,539,0003,081
Securities issued by states & political subdivisions$803,0005,616
Other domestic debt securities$597,0002,817
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$597,0002,471
Foreign debt securitiesNANA
Equity securities$452,0004,045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,555,0001,662
Mortgage-backed securities$21,939,0001,391
Certificates of participation in pools of residential mortgages$204,0006,057
Issued or guaranteed by U.S.$204,0006,037
Privately issued$0308
Collaterized mortgage obligations$21,735,000637
CMOs issued by government agencies or sponsored agencies$21,735,000571
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$24,391,0003,268
Total debt securities$23,939,0003,957
Structured notes
Amortized cost$300,000722
Fair value$300,000724
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$19,628,0004,922
U.S. Government securities$17,236,0004,321
U.S. Treasury securities$05,412
U.S. Government agency obligations$17,236,0003,907
Securities issued by states & political subdivisions$783,0005,941
Other domestic debt securities$1,276,0002,176
Privately issued residential mortgage-backed securities$492,000931
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$784,0002,158
Foreign debt securitiesNANA
Equity securities$333,0004,619
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$17,728,0001,742
Certificates of participation in pools of residential mortgages$170,0006,463
Issued or guaranteed by U.S.$170,0006,445
Privately issued$0307
Collaterized mortgage obligations$17,558,000801
CMOs issued by government agencies or sponsored agencies$17,066,000733
Privately issued$492,000815
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$19,628,0003,956
Total debt securities$19,295,0004,850
Structured notes
Amortized cost$496,000950
Fair value$492,000867
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$23,049,0004,397
U.S. Government securities$21,182,0003,729
U.S. Treasury securities$06,820
U.S. Government agency obligations$21,182,0003,180
Securities issued by states & political subdivisions$410,0006,775
Other domestic debt securities$1,202,0002,036
Privately issued residential mortgage-backed securities$998,000726
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$204,0002,676
Foreign debt securitiesNANA
Equity securities$255,0004,960
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,805,0001,776
Mortgage-backed securities$22,180,0001,593
Certificates of participation in pools of residential mortgages$232,0006,538
Issued or guaranteed by U.S.$232,0006,516
Privately issued$0349
Collaterized mortgage obligations$21,948,000727
CMOs issued by government agencies or sponsored agencies$20,950,000673
Privately issued$998,000618
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$614,0005,754
Available-for-sale securities (fair market value)$22,435,0003,487
Total debt securities$22,794,0004,319
Structured notes
Amortized cost$479,0001,192
Fair value$493,0001,105
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$18,908,0005,121
U.S. Government securities$12,259,0005,740
U.S. Treasury securities$4,505,0003,434
U.S. Government agency obligations$7,754,0006,066
Securities issued by states & political subdivisions$5,097,0002,707
Other domestic debt securities$1,099,0001,744
Privately issued residential mortgage-backed securities$1,099,000576
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$453,0003,831
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,280,0001,732
Mortgage-backed securities$8,853,0002,834
Certificates of participation in pools of residential mortgages$445,0006,276
Issued or guaranteed by U.S.$445,0006,256
Privately issued$0394
Collaterized mortgage obligations$8,408,0001,255
CMOs issued by government agencies or sponsored agencies$7,309,0001,321
Privately issued$1,099,000436
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,097,0004,100
Available-for-sale securities (fair market value)$13,811,0004,748
Total debt securities$18,455,0005,093
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$20,140,0005,277
U.S. Government securities$14,051,0005,735
U.S. Treasury securities$3,479,0004,729
U.S. Government agency obligations$10,572,0005,331
Securities issued by states & political subdivisions$1,644,0005,174
Other domestic debt securities$3,992,0001,029
Privately issued residential mortgage-backed securities$3,992,000398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$453,0003,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,151,0004,530
Mortgage-backed securities$14,564,0002,315
Certificates of participation in pools of residential mortgages$880,0006,005
Issued or guaranteed by U.S.$880,0005,990
Privately issued$0472
Collaterized mortgage obligations$13,684,000983
CMOs issued by government agencies or sponsored agencies$9,692,0001,224
Privately issued$3,992,000279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,644,0006,553
Available-for-sale securities (fair market value)$18,496,0004,063
Total debt securities$19,687,0005,251
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$12,376,0007,475
U.S. Government securities$9,741,0007,423
U.S. Treasury securities$4,020,0005,208
U.S. Government agency obligations$5,721,0007,307
Securities issued by states & political subdivisions$1,783,0005,151
Other domestic debt securities$408,0003,407
Privately issued residential mortgage-backed securities$255,0001,482
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$153,0003,281
Foreign debt securitiesNANA
Equity securities$444,0003,532
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,119,0004,154
Mortgage-backed securities$5,976,0004,122
Certificates of participation in pools of residential mortgages$288,0007,574
Issued or guaranteed by U.S.$288,0007,542
Privately issued$0558
Collaterized mortgage obligations$5,688,0002,014
CMOs issued by government agencies or sponsored agencies$5,433,0001,965
Privately issued$255,0001,198
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,783,0006,822
Available-for-sale securities (fair market value)$10,593,0005,982
Total debt securities$11,932,0007,488
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$17,930,0006,353
U.S. Government securities$15,172,0006,017
U.S. Treasury securities$8,460,0003,883
U.S. Government agency obligations$6,712,0006,793
Securities issued by states & political subdivisions$1,808,0005,456
Other domestic debt securities$506,0003,511
Privately issued residential mortgage-backed securities$374,0001,464
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$132,0003,881
Foreign debt securitiesNANA
Equity securities$444,0003,306
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,100,0003,477
Mortgage-backed securities$7,073,0003,980
Certificates of participation in pools of residential mortgages$353,0007,822
Issued or guaranteed by U.S.$353,0007,795
Privately issued$0564
Collaterized mortgage obligations$6,720,0001,905
CMOs issued by government agencies or sponsored agencies$6,346,0001,882
Privately issued$374,0001,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,013,0006,071
Available-for-sale securities (fair market value)$8,917,0005,120
Total debt securities$17,486,0006,354
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$18,701,0006,434
U.S. Government securities$16,310,0005,935
U.S. Treasury securities$10,569,0003,350
U.S. Government agency obligations$5,741,0007,459
Securities issued by states & political subdivisions$1,149,0006,529
Other domestic debt securities$1,240,0003,017
Privately issued residential mortgage-backed securities$476,0001,762
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$764,0002,843
Foreign debt securitiesNANA
Equity securities$2,0008,799
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,000,0003,011
Mortgage-backed securities$6,166,0004,746
Certificates of participation in pools of residential mortgages$550,0007,939
Issued or guaranteed by U.S.$550,0007,887
Privately issued$0731
Collaterized mortgage obligations$5,616,0002,456
CMOs issued by government agencies or sponsored agencies$5,140,0002,429
Privately issued$476,0001,420
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$18,699,0006,304
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$21,469,0005,827
U.S. Government securities$18,462,0005,381
U.S. Treasury securities$15,735,0002,359
U.S. Government agency obligations$2,727,0009,792
Securities issued by states & political subdivisions$860,0006,855
Other domestic debt securities$2,145,0002,803
Privately issued residential mortgage-backed securities$368,0002,609
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,777,0002,208
Foreign debt securitiesNANA
Equity securities$2,0008,771
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,775,0002,704
Mortgage-backed securities$2,293,0007,354
Certificates of participation in pools of residential mortgages$861,0007,780
Issued or guaranteed by U.S.$861,0007,717
Privately issued$0831
Collaterized mortgage obligations$1,432,0004,548
CMOs issued by government agencies or sponsored agencies$1,064,0004,545
Privately issued$368,0002,212
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$21,467,0005,721
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA