Florida Business Bank, Securities

2021-12-31Rank
Total securities$26,182,0003,405
U.S. Government securities$24,622,0002,685
U.S. Treasury securities$02,212
U.S. Government agency obligations$24,622,0002,439
Securities issued by states & political subdivisions$1,560,0003,695
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$04,071
Mortgage-backed securities$24,622,0002,023
Certificates of participation in pools of residential mortgages$24,622,0001,530
Issued or guaranteed by U.S.$24,622,0001,500
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$1,560,0001,254
Available-for-sale securities (fair market value)$24,622,0003,276
Total debt securities$26,182,0003,386
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$27,743,0003,331
U.S. Government securities$26,183,0002,559
U.S. Treasury securities$02,008
U.S. Government agency obligations$26,183,0002,364
Securities issued by states & political subdivisions$1,560,0003,721
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$04,110
Mortgage-backed securities$26,183,0001,971
Certificates of participation in pools of residential mortgages$26,183,0001,447
Issued or guaranteed by U.S.$26,183,0001,413
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$1,560,0001,242
Available-for-sale securities (fair market value)$26,183,0003,190
Total debt securities$27,743,0003,309
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$28,979,0003,231
U.S. Government securities$27,109,0002,455
U.S. Treasury securities$01,913
U.S. Government agency obligations$27,109,0002,274
Securities issued by states & political subdivisions$1,870,0003,693
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$04,151
Mortgage-backed securities$27,109,0001,895
Certificates of participation in pools of residential mortgages$27,109,0001,361
Issued or guaranteed by U.S.$27,109,0001,328
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$1,870,0001,192
Available-for-sale securities (fair market value)$27,109,0003,129
Total debt securities$28,979,0003,210
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$26,997,0003,225
U.S. Government securities$24,636,0002,423
U.S. Treasury securities$01,631
U.S. Government agency obligations$24,636,0002,267
Securities issued by states & political subdivisions$2,361,0003,596
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$04,172
Mortgage-backed securities$24,636,0001,897
Certificates of participation in pools of residential mortgages$24,636,0001,391
Issued or guaranteed by U.S.$24,636,0001,353
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$2,361,0001,115
Available-for-sale securities (fair market value)$24,636,0003,120
Total debt securities$26,997,0003,203
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$29,080,0003,041
U.S. Government securities$26,433,0002,213
U.S. Treasury securities$01,194
U.S. Government agency obligations$26,433,0002,099
Securities issued by states & political subdivisions$2,647,0003,536
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$04,195
Mortgage-backed securities$26,433,0001,766
Certificates of participation in pools of residential mortgages$26,433,0001,217
Issued or guaranteed by U.S.$26,433,0001,193
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$2,647,0001,057
Available-for-sale securities (fair market value)$26,433,0002,941
Total debt securities$29,080,0003,018
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$24,251,0003,151
U.S. Government securities$21,601,0002,399
U.S. Treasury securities$01,216
U.S. Government agency obligations$21,601,0002,273
Securities issued by states & political subdivisions$2,650,0003,489
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$04,211
Mortgage-backed securities$21,601,0001,930
Certificates of participation in pools of residential mortgages$21,601,0001,343
Issued or guaranteed by U.S.$21,601,0001,309
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$2,650,0001,056
Available-for-sale securities (fair market value)$21,601,0003,065
Total debt securities$24,251,0003,129
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$21,393,0003,242
U.S. Government securities$18,551,0002,578
U.S. Treasury securities$01,251
U.S. Government agency obligations$18,551,0002,449
Securities issued by states & political subdivisions$2,842,0003,434
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$04,254
Mortgage-backed securities$18,551,0002,055
Certificates of participation in pools of residential mortgages$18,551,0001,465
Issued or guaranteed by U.S.$18,551,0001,425
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$2,842,0001,039
Available-for-sale securities (fair market value)$18,551,0003,189
Total debt securities$21,393,0003,220
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$22,209,0003,177
U.S. Government securities$19,365,0002,543
U.S. Treasury securities$01,297
U.S. Government agency obligations$19,365,0002,414
Securities issued by states & political subdivisions$2,844,0003,384
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$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$19,365,0002,020
Certificates of participation in pools of residential mortgages$19,365,0001,423
Issued or guaranteed by U.S.$19,365,0001,384
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$2,844,0001,051
Available-for-sale securities (fair market value)$19,365,0003,122
Total debt securities$22,210,0003,156
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$21,237,0003,290
U.S. Government securities$17,676,0002,739
U.S. Treasury securities$01,363
U.S. Government agency obligations$17,676,0002,579
Securities issued by states & political subdivisions$3,561,0003,245
Other domestic debt securities$01,972
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$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$17,676,0002,067
Certificates of participation in pools of residential mortgages$17,676,0001,438
Issued or guaranteed by U.S.$17,676,0001,399
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$3,561,0001,031
Available-for-sale securities (fair market value)$17,676,0003,268
Total debt securities$21,237,0003,269
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$19,771,0003,420
U.S. Government securities$16,206,0002,871
U.S. Treasury securities$01,429
U.S. Government agency obligations$16,206,0002,715
Securities issued by states & political subdivisions$3,565,0003,267
Other domestic debt securities$02,026
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$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$16,206,0002,162
Certificates of participation in pools of residential mortgages$16,206,0001,495
Issued or guaranteed by U.S.$16,206,0001,450
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$3,565,0001,084
Available-for-sale securities (fair market value)$16,206,0003,401
Total debt securities$19,770,0003,397
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$18,541,0003,558
U.S. Government securities$14,973,0003,001
U.S. Treasury securities$01,467
U.S. Government agency obligations$14,973,0002,840
Securities issued by states & political subdivisions$3,568,0003,316
Other domestic debt securities$02,012
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$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$14,973,0002,223
Certificates of participation in pools of residential mortgages$14,973,0001,572
Issued or guaranteed by U.S.$14,973,0001,546
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$3,568,0001,126
Available-for-sale securities (fair market value)$14,973,0003,538
Total debt securities$18,541,0003,539
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$14,787,0003,869
U.S. Government securities$11,215,0003,399
U.S. Treasury securities$01,516
U.S. Government agency obligations$11,215,0003,240
Securities issued by states & political subdivisions$3,572,0003,390
Other domestic debt securities$02,025
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$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$11,215,0002,499
Certificates of participation in pools of residential mortgages$11,215,0001,859
Issued or guaranteed by U.S.$11,215,0001,820
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$3,572,0001,137
Available-for-sale securities (fair market value)$11,215,0003,886
Total debt securities$14,787,0003,846
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$15,083,0003,885
U.S. Government securities$11,508,0003,404
U.S. Treasury securities$01,513
U.S. Government agency obligations$11,508,0003,243
Securities issued by states & political subdivisions$3,575,0003,450
Other domestic debt securities$02,028
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$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$11,508,0002,483
Certificates of participation in pools of residential mortgages$11,508,0001,847
Issued or guaranteed by U.S.$11,508,0001,823
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$3,575,0001,177
Available-for-sale securities (fair market value)$11,508,0003,899
Total debt securities$15,084,0003,863
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$15,404,0003,902
U.S. Government securities$11,826,0003,417
U.S. Treasury securities$01,500
U.S. Government agency obligations$11,826,0003,264
Securities issued by states & political subdivisions$3,578,0003,476
Other domestic debt securities$02,008
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$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$11,826,0002,462
Certificates of participation in pools of residential mortgages$11,826,0001,849
Issued or guaranteed by U.S.$11,826,0001,837
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$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$3,578,0001,194
Available-for-sale securities (fair market value)$11,826,0003,926
Total debt securities$15,405,0003,881
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$15,987,0003,911
U.S. Government securities$12,405,0003,365
U.S. Treasury securities$01,475
U.S. Government agency obligations$12,405,0003,215
Securities issued by states & political subdivisions$3,582,0003,523
Other domestic debt securities$02,226
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$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$12,405,0002,463
Certificates of participation in pools of residential mortgages$12,405,0001,843
Issued or guaranteed by U.S.$12,405,0001,767
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$3,582,0001,212
Available-for-sale securities (fair market value)$12,405,0003,932
Total debt securities$15,988,0003,887
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$14,569,0004,068
U.S. Government securities$10,984,0003,595
U.S. Treasury securities$01,426
U.S. Government agency obligations$10,984,0003,452
Securities issued by states & political subdivisions$3,585,0003,570
Other domestic debt securities$02,028
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$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$10,984,0002,580
Certificates of participation in pools of residential mortgages$10,984,0002,010
Issued or guaranteed by U.S.$10,984,0002,008
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$3,585,0001,241
Available-for-sale securities (fair market value)$10,984,0004,093
Total debt securities$14,569,0004,044
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$15,217,0004,080
U.S. Government securities$11,629,0003,530
U.S. Treasury securities$01,328
U.S. Government agency obligations$11,629,0003,393
Securities issued by states & political subdivisions$3,588,0003,635
Other domestic debt securities$02,035
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$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$11,629,0002,550
Certificates of participation in pools of residential mortgages$11,629,0001,976
Issued or guaranteed by U.S.$11,629,0001,975
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$3,588,0001,275
Available-for-sale securities (fair market value)$11,629,0004,077
Total debt securities$15,217,0004,057
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$15,897,0004,081
U.S. Government securities$12,306,0003,503
U.S. Treasury securities$01,313
U.S. Government agency obligations$12,306,0003,369
Securities issued by states & political subdivisions$3,591,0003,676
Other domestic debt securities$02,063
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$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$12,306,0002,524
Certificates of participation in pools of residential mortgages$12,306,0001,955
Issued or guaranteed by U.S.$12,306,0001,954
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$3,591,0001,314
Available-for-sale securities (fair market value)$12,306,0004,060
Total debt securities$15,897,0004,056
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$14,813,0004,192
U.S. Government securities$11,218,0003,667
U.S. Treasury securities$01,351
U.S. Government agency obligations$11,218,0003,531
Securities issued by states & political subdivisions$3,595,0003,713
Other domestic debt securities$02,100
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$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$11,218,0002,640
Certificates of participation in pools of residential mortgages$11,218,0002,084
Issued or guaranteed by U.S.$11,218,0002,083
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
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)$3,595,0001,337
Available-for-sale securities (fair market value)$11,218,0004,200
Total debt securities$14,813,0004,171
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$13,100,0004,372
U.S. Government securities$9,502,0003,899
U.S. Treasury securities$01,390
U.S. Government agency obligations$9,502,0003,759
Securities issued by states & political subdivisions$3,598,0003,748
Other domestic debt securities$02,154
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$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$9,502,0002,838
Certificates of participation in pools of residential mortgages$9,502,0002,292
Issued or guaranteed by U.S.$9,502,0002,292
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
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)$3,598,0001,362
Available-for-sale securities (fair market value)$9,502,0004,395
Total debt securities$13,100,0004,352
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$13,464,0004,353
U.S. Government securities$9,862,0003,849
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,862,0003,711
Securities issued by states & political subdivisions$3,602,0003,789
Other domestic debt securities$02,175
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$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$9,862,0002,799
Certificates of participation in pools of residential mortgages$9,862,0002,256
Issued or guaranteed by U.S.$9,862,0002,252
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
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)$3,602,0001,375
Available-for-sale securities (fair market value)$9,862,0004,362
Total debt securities$13,464,0004,335
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$14,322,0004,311
U.S. Government securities$10,717,0003,764
U.S. Treasury securities$01,214
U.S. Government agency obligations$10,717,0003,634
Securities issued by states & political subdivisions$3,605,0003,793
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,526,0004,599
Mortgage-backed securities$10,717,0002,715
Certificates of participation in pools of residential mortgages$10,717,0002,194
Issued or guaranteed by U.S.$10,717,0002,193
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$3,605,0001,379
Available-for-sale securities (fair market value)$10,717,0004,304
Total debt securities$14,322,0004,290
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$14,776,0004,336
U.S. Government securities$11,168,0003,821
U.S. Treasury securities$01,253
U.S. Government agency obligations$11,168,0003,695
Securities issued by states & political subdivisions$3,608,0003,833
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,581,0004,660
Mortgage-backed securities$11,168,0002,719
Certificates of participation in pools of residential mortgages$11,168,0002,194
Issued or guaranteed by U.S.$11,168,0002,189
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$3,608,0001,416
Available-for-sale securities (fair market value)$11,168,0004,323
Total debt securities$14,776,0004,315
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$15,049,0004,363
U.S. Government securities$11,437,0003,871
U.S. Treasury securities$01,296
U.S. Government agency obligations$11,437,0003,739
Securities issued by states & political subdivisions$3,612,0003,827
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,607,0004,693
Mortgage-backed securities$11,437,0002,712
Certificates of participation in pools of residential mortgages$11,437,0002,180
Issued or guaranteed by U.S.$11,437,0002,176
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,612,0001,453
Available-for-sale securities (fair market value)$11,437,0004,348
Total debt securities$15,049,0004,342
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$15,024,0004,430
U.S. Government securities$11,409,0003,907
U.S. Treasury securities$01,367
U.S. Government agency obligations$11,409,0003,766
Securities issued by states & political subdivisions$3,615,0003,870
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,897,0004,669
Mortgage-backed securities$11,409,0002,711
Certificates of participation in pools of residential mortgages$9,705,0002,375
Issued or guaranteed by U.S.$9,705,0002,372
Privately issued$066
Collaterized mortgage obligations$1,704,0002,333
CMOs issued by government agencies or sponsored agencies$1,704,0002,264
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$3,615,0001,485
Available-for-sale securities (fair market value)$11,409,0004,393
Total debt securities$15,024,0004,410
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$15,536,0004,471
U.S. Government securities$11,918,0003,947
U.S. Treasury securities$01,303
U.S. Government agency obligations$11,918,0003,820
Securities issued by states & political subdivisions$3,618,0003,910
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,977,0004,718
Mortgage-backed securities$11,918,0002,699
Certificates of participation in pools of residential mortgages$10,102,0002,346
Issued or guaranteed by U.S.$10,102,0002,344
Privately issued$065
Collaterized mortgage obligations$1,816,0002,312
CMOs issued by government agencies or sponsored agencies$1,816,0002,242
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$3,618,0001,481
Available-for-sale securities (fair market value)$11,918,0004,428
Total debt securities$15,536,0004,446
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$15,943,0004,519
U.S. Government securities$12,322,0004,004
U.S. Treasury securities$01,348
U.S. Government agency obligations$12,322,0003,878
Securities issued by states & political subdivisions$3,621,0003,922
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,023,0004,723
Mortgage-backed securities$12,322,0002,713
Certificates of participation in pools of residential mortgages$10,360,0002,387
Issued or guaranteed by U.S.$10,360,0002,386
Privately issued$067
Collaterized mortgage obligations$1,962,0002,332
CMOs issued by government agencies or sponsored agencies$1,962,0002,257
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$3,621,0001,511
Available-for-sale securities (fair market value)$12,322,0004,471
Total debt securities$15,943,0004,501
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$22,369,0004,041
U.S. Government securities$18,744,0003,394
U.S. Treasury securities$01,327
U.S. Government agency obligations$18,744,0003,280
Securities issued by states & political subdivisions$3,625,0003,916
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,143,0004,762
Mortgage-backed securities$18,744,0002,285
Certificates of participation in pools of residential mortgages$10,946,0002,348
Issued or guaranteed by U.S.$10,946,0002,348
Privately issued$070
Collaterized mortgage obligations$7,798,0001,463
CMOs issued by government agencies or sponsored agencies$7,798,0001,394
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$3,625,0001,519
Available-for-sale securities (fair market value)$18,744,0003,961
Total debt securities$22,369,0004,019
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$25,933,0003,828
U.S. Government securities$22,305,0003,160
U.S. Treasury securities$01,361
U.S. Government agency obligations$22,305,0003,060
Securities issued by states & political subdivisions$3,628,0003,959
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,204,0004,809
Mortgage-backed securities$19,406,0002,272
Certificates of participation in pools of residential mortgages$11,285,0002,361
Issued or guaranteed by U.S.$11,285,0002,359
Privately issued$075
Collaterized mortgage obligations$8,121,0001,451
CMOs issued by government agencies or sponsored agencies$8,121,0001,386
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$3,628,0001,532
Available-for-sale securities (fair market value)$22,305,0003,756
Total debt securities$25,933,0003,803
Structured notes
Amortized cost$02,200
Fair value$02,202
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$26,386,0003,873
U.S. Government securities$22,755,0003,208
U.S. Treasury securities$01,381
U.S. Government agency obligations$22,755,0003,107
Securities issued by states & political subdivisions$3,631,0004,000
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,222,0004,861
Mortgage-backed securities$19,878,0002,306
Certificates of participation in pools of residential mortgages$11,380,0002,422
Issued or guaranteed by U.S.$11,380,0002,418
Privately issued$073
Collaterized mortgage obligations$8,498,0001,460
CMOs issued by government agencies or sponsored agencies$8,498,0001,383
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$3,631,0001,563
Available-for-sale securities (fair market value)$22,755,0003,804
Total debt securities$26,386,0003,848
Structured notes
Amortized cost$02,301
Fair value$02,301
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$27,157,0003,857
U.S. Government securities$23,522,0003,188
U.S. Treasury securities$01,342
U.S. Government agency obligations$23,522,0003,096
Securities issued by states & political subdivisions$3,635,0004,043
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,287,0004,875
Mortgage-backed securities$20,613,0002,297
Certificates of participation in pools of residential mortgages$11,654,0002,433
Issued or guaranteed by U.S.$11,654,0002,432
Privately issued$075
Collaterized mortgage obligations$8,959,0001,443
CMOs issued by government agencies or sponsored agencies$8,959,0001,372
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$3,635,0001,573
Available-for-sale securities (fair market value)$23,522,0003,781
Total debt securities$27,157,0003,827
Structured notes
Amortized cost$02,363
Fair value$02,363
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$29,579,0003,738
U.S. Government securities$25,941,0003,019
U.S. Treasury securities$01,198
U.S. Government agency obligations$25,941,0002,942
Securities issued by states & political subdivisions$3,638,0004,074
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,303,0004,921
Mortgage-backed securities$21,046,0002,280
Certificates of participation in pools of residential mortgages$11,731,0002,451
Issued or guaranteed by U.S.$11,731,0002,450
Privately issued$076
Collaterized mortgage obligations$9,315,0001,403
CMOs issued by government agencies or sponsored agencies$9,315,0001,340
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$3,638,0001,581
Available-for-sale securities (fair market value)$25,941,0003,635
Total debt securities$29,579,0003,711
Structured notes
Amortized cost$02,410
Fair value$02,410
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$30,016,0003,700
U.S. Government securities$26,374,0002,962
U.S. Treasury securities$01,131
U.S. Government agency obligations$26,374,0002,887
Securities issued by states & political subdivisions$3,642,0004,090
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,329,0004,940
Mortgage-backed securities$21,448,0002,245
Certificates of participation in pools of residential mortgages$11,857,0002,432
Issued or guaranteed by U.S.$11,857,0002,432
Privately issued$081
Collaterized mortgage obligations$9,591,0001,394
CMOs issued by government agencies or sponsored agencies$9,591,0001,329
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$3,642,0001,560
Available-for-sale securities (fair market value)$26,374,0003,617
Total debt securities$30,016,0003,672
Structured notes
Amortized cost$02,397
Fair value$02,397
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$30,756,0003,671
U.S. Government securities$27,111,0002,946
U.S. Treasury securities$01,131
U.S. Government agency obligations$27,111,0002,877
Securities issued by states & political subdivisions$3,645,0004,099
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,382,0004,978
Mortgage-backed securities$17,258,0002,547
Certificates of participation in pools of residential mortgages$7,234,0003,072
Issued or guaranteed by U.S.$7,234,0003,069
Privately issued$080
Collaterized mortgage obligations$10,024,0001,371
CMOs issued by government agencies or sponsored agencies$10,024,0001,307
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$3,645,0001,526
Available-for-sale securities (fair market value)$27,111,0003,601
Total debt securities$30,756,0003,642
Structured notes
Amortized cost$02,389
Fair value$02,389
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$31,707,0003,587
U.S. Government securities$28,059,0002,884
U.S. Treasury securities$01,152
U.S. Government agency obligations$28,059,0002,818
Securities issued by states & political subdivisions$3,648,0004,093
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,508,0004,955
Mortgage-backed securities$18,038,0002,501
Certificates of participation in pools of residential mortgages$7,648,0002,970
Issued or guaranteed by U.S.$7,648,0002,968
Privately issued$083
Collaterized mortgage obligations$10,390,0001,364
CMOs issued by government agencies or sponsored agencies$10,390,0001,294
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$3,648,0001,473
Available-for-sale securities (fair market value)$28,059,0003,541
Total debt securities$31,707,0003,553
Structured notes
Amortized cost$02,378
Fair value$02,378
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$32,955,0003,550
U.S. Government securities$29,304,0002,858
U.S. Treasury securities$01,161
U.S. Government agency obligations$29,304,0002,786
Securities issued by states & political subdivisions$3,651,0004,088
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,702,0004,955
Mortgage-backed securities$19,090,0002,461
Certificates of participation in pools of residential mortgages$8,289,0002,918
Issued or guaranteed by U.S.$8,289,0002,917
Privately issued$083
Collaterized mortgage obligations$10,801,0001,386
CMOs issued by government agencies or sponsored agencies$10,801,0001,312
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$3,651,0001,442
Available-for-sale securities (fair market value)$29,304,0003,491
Total debt securities$32,955,0003,513
Structured notes
Amortized cost$02,420
Fair value$02,419
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$33,840,0003,437
U.S. Government securities$30,185,0002,725
U.S. Treasury securities$01,135
U.S. Government agency obligations$30,185,0002,657
Securities issued by states & political subdivisions$3,655,0004,085
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,853,0004,914
Mortgage-backed securities$19,824,0002,413
Certificates of participation in pools of residential mortgages$8,799,0002,834
Issued or guaranteed by U.S.$8,799,0002,832
Privately issued$085
Collaterized mortgage obligations$11,025,0001,423
CMOs issued by government agencies or sponsored agencies$11,025,0001,335
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$3,655,0001,450
Available-for-sale securities (fair market value)$30,185,0003,391
Total debt securities$33,840,0003,408
Structured notes
Amortized cost$02,454
Fair value$02,454
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$35,473,0003,379
U.S. Government securities$31,815,0002,699
U.S. Treasury securities$01,086
U.S. Government agency obligations$31,815,0002,638
Securities issued by states & political subdivisions$3,658,0004,072
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,953,0005,297
Mortgage-backed securities$21,506,0002,416
Certificates of participation in pools of residential mortgages$12,267,0002,530
Issued or guaranteed by U.S.$12,267,0002,529
Privately issued$088
Collaterized mortgage obligations$9,239,0001,645
CMOs issued by government agencies or sponsored agencies$9,239,0001,544
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$3,658,0001,463
Available-for-sale securities (fair market value)$31,815,0003,329
Total debt securities$35,473,0003,356
Structured notes
Amortized cost$02,644
Fair value$02,644
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$33,200,0003,533
U.S. Government securities$30,180,0002,834
U.S. Treasury securities$01,068
U.S. Government agency obligations$30,180,0002,776
Securities issued by states & political subdivisions$3,020,0004,218
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,475,0004,802
Mortgage-backed securities$22,922,0002,345
Certificates of participation in pools of residential mortgages$12,051,0002,590
Issued or guaranteed by U.S.$12,051,0002,588
Privately issued$094
Collaterized mortgage obligations$10,871,0001,539
CMOs issued by government agencies or sponsored agencies$10,871,0001,430
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$3,020,0001,535
Available-for-sale securities (fair market value)$30,180,0003,432
Total debt securities$33,200,0003,506
Structured notes
Amortized cost$02,893
Fair value$02,893
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$40,089,0003,150
U.S. Government securities$38,520,0002,399
U.S. Treasury securities$01,157
U.S. Government agency obligations$38,520,0002,340
Securities issued by states & political subdivisions$1,569,0004,679
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,316,0003,880
Mortgage-backed securities$31,327,0001,948
Certificates of participation in pools of residential mortgages$19,975,0001,892
Issued or guaranteed by U.S.$19,975,0001,890
Privately issued$094
Collaterized mortgage obligations$11,352,0001,536
CMOs issued by government agencies or sponsored agencies$11,352,0001,428
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,056,0001,984
Available-for-sale securities (fair market value)$39,033,0002,964
Total debt securities$40,089,0003,121
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$33,417,0003,444
U.S. Government securities$33,417,0002,577
U.S. Treasury securities$01,076
U.S. Government agency obligations$33,417,0002,522
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,821,0003,597
Mortgage-backed securities$28,359,0001,990
Certificates of participation in pools of residential mortgages$16,597,0002,049
Issued or guaranteed by U.S.$16,597,0002,047
Privately issued$0121
Collaterized mortgage obligations$11,762,0001,464
CMOs issued by government agencies or sponsored agencies$11,762,0001,310
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$33,417,0003,171
Total debt securities$33,417,0003,421
Structured notes
Amortized cost$02,967
Fair value$02,967
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$40,242,0002,986
U.S. Government securities$40,242,0002,175
U.S. Treasury securities$01,126
U.S. Government agency obligations$40,242,0002,111
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,201,0002,861
Mortgage-backed securities$35,192,0001,666
Certificates of participation in pools of residential mortgages$19,227,0001,781
Issued or guaranteed by U.S.$19,227,0001,777
Privately issued$0132
Collaterized mortgage obligations$15,965,0001,227
CMOs issued by government agencies or sponsored agencies$15,965,0001,084
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$40,242,0002,730
Total debt securities$40,242,0002,958
Structured notes
Amortized cost$03,032
Fair value$03,032
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$44,668,0002,771
U.S. Government securities$44,668,0002,023
U.S. Treasury securities$01,225
U.S. Government agency obligations$44,668,0001,960
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,829,0002,422
Mortgage-backed securities$44,668,0001,359
Certificates of participation in pools of residential mortgages$26,277,0001,367
Issued or guaranteed by U.S.$26,277,0001,362
Privately issued$0125
Collaterized mortgage obligations$18,391,0001,103
CMOs issued by government agencies or sponsored agencies$18,391,000960
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$44,668,0002,524
Total debt securities$44,668,0002,751
Structured notes
Amortized cost$03,156
Fair value$03,156
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$40,912,0002,925
U.S. Government securities$40,495,0002,192
U.S. Treasury securities$01,272
U.S. Government agency obligations$40,495,0002,122
Securities issued by states & political subdivisions$417,0005,355
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,083,0002,105
Mortgage-backed securities$40,495,0001,424
Certificates of participation in pools of residential mortgages$18,887,0001,705
Issued or guaranteed by U.S.$18,887,0001,701
Privately issued$0136
Collaterized mortgage obligations$21,608,000975
CMOs issued by government agencies or sponsored agencies$21,608,000834
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$417,0002,446
Available-for-sale securities (fair market value)$40,495,0002,678
Total debt securities$40,912,0002,904
Structured notes
Amortized cost$03,198
Fair value$03,198
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$38,133,0002,997
U.S. Government securities$37,716,0002,206
U.S. Treasury securities$01,275
U.S. Government agency obligations$37,716,0002,135
Securities issued by states & political subdivisions$417,0005,366
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,802,0002,011
Mortgage-backed securities$37,716,0001,458
Certificates of participation in pools of residential mortgages$19,586,0001,579
Issued or guaranteed by U.S.$19,586,0001,573
Privately issued$0141
Collaterized mortgage obligations$18,130,0001,076
CMOs issued by government agencies or sponsored agencies$18,130,000911
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$417,0002,470
Available-for-sale securities (fair market value)$37,716,0002,746
Total debt securities$38,133,0002,974
Structured notes
Amortized cost$03,095
Fair value$03,095
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$25,096,0003,865
U.S. Government securities$24,679,0003,006
U.S. Treasury securities$01,180
U.S. Government agency obligations$24,679,0002,910
Securities issued by states & political subdivisions$417,0005,357
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,054,0003,376
Mortgage-backed securities$24,679,0001,952
Certificates of participation in pools of residential mortgages$9,003,0002,560
Issued or guaranteed by U.S.$9,003,0002,553
Privately issued$0141
Collaterized mortgage obligations$15,676,0001,156
CMOs issued by government agencies or sponsored agencies$15,676,000983
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$417,0002,534
Available-for-sale securities (fair market value)$24,679,0003,581
Total debt securities$25,096,0003,829
Structured notes
Amortized cost$03,132
Fair value$03,132
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$28,318,0003,604
U.S. Government securities$27,901,0002,807
U.S. Treasury securities$01,121
U.S. Government agency obligations$27,901,0002,725
Securities issued by states & political subdivisions$417,0005,316
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,972,0003,246
Mortgage-backed securities$25,592,0001,878
Certificates of participation in pools of residential mortgages$17,013,0001,739
Issued or guaranteed by U.S.$17,013,0001,732
Privately issued$0148
Collaterized mortgage obligations$8,579,0001,532
CMOs issued by government agencies or sponsored agencies$8,579,0001,316
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$417,0002,601
Available-for-sale securities (fair market value)$27,901,0003,323
Total debt securities$28,318,0003,573
Structured notes
Amortized cost$03,207
Fair value$03,207
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$23,291,0004,080
U.S. Government securities$22,874,0003,257
U.S. Treasury securities$01,130
U.S. Government agency obligations$22,874,0003,175
Securities issued by states & political subdivisions$417,0005,343
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,953,0003,159
Mortgage-backed securities$20,572,0002,222
Certificates of participation in pools of residential mortgages$14,460,0002,052
Issued or guaranteed by U.S.$14,460,0002,045
Privately issued$0145
Collaterized mortgage obligations$6,112,0001,720
CMOs issued by government agencies or sponsored agencies$6,112,0001,475
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$417,0002,656
Available-for-sale securities (fair market value)$22,874,0003,746
Total debt securities$23,291,0004,049
Structured notes
Amortized cost$03,015
Fair value$03,015
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$21,580,0004,238
U.S. Government securities$21,163,0003,390
U.S. Treasury securities$01,077
U.S. Government agency obligations$21,163,0003,313
Securities issued by states & political subdivisions$417,0005,364
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,570,0004,240
Mortgage-backed securities$18,872,0002,379
Certificates of participation in pools of residential mortgages$13,101,0002,232
Issued or guaranteed by U.S.$13,101,0002,224
Privately issued$0157
Collaterized mortgage obligations$5,771,0001,752
CMOs issued by government agencies or sponsored agencies$5,771,0001,483
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$417,0002,712
Available-for-sale securities (fair market value)$21,163,0003,888
Total debt securities$21,580,0004,210
Structured notes
Amortized cost$02,781
Fair value$02,782
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$21,161,0004,298
U.S. Government securities$20,744,0003,419
U.S. Treasury securities$01,047
U.S. Government agency obligations$20,744,0003,346
Securities issued by states & political subdivisions$417,0005,402
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
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$6,115,0004,093
Mortgage-backed securities$19,434,0002,381
Certificates of participation in pools of residential mortgages$14,020,0002,207
Issued or guaranteed by U.S.$14,020,0002,197
Privately issued$0171
Collaterized mortgage obligations$5,414,0001,781
CMOs issued by government agencies or sponsored agencies$5,414,0001,486
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$417,0002,786
Available-for-sale securities (fair market value)$20,744,0003,937
Total debt securities$21,161,0004,264
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$16,636,0004,839
U.S. Government securities$16,219,0003,943
U.S. Treasury securities$01,036
U.S. Government agency obligations$16,219,0003,860
Securities issued by states & political subdivisions$417,0005,419
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
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$6,705,0003,965
Mortgage-backed securities$14,913,0002,777
Certificates of participation in pools of residential mortgages$10,875,0002,590
Issued or guaranteed by U.S.$10,875,0002,580
Privately issued$0181
Collaterized mortgage obligations$4,038,0001,973
CMOs issued by government agencies or sponsored agencies$4,038,0001,668
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$417,0002,823
Available-for-sale securities (fair market value)$16,219,0004,442
Total debt securities$16,636,0004,797
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$16,363,0004,884
U.S. Government securities$15,946,0004,050
U.S. Treasury securities$0981
U.S. Government agency obligations$15,946,0003,972
Securities issued by states & political subdivisions$417,0005,360
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
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$7,527,0003,846
Mortgage-backed securities$14,646,0002,857
Certificates of participation in pools of residential mortgages$9,839,0002,791
Issued or guaranteed by U.S.$9,839,0002,775
Privately issued$0191
Collaterized mortgage obligations$4,807,0001,874
CMOs issued by government agencies or sponsored agencies$4,807,0001,552
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$417,0002,870
Available-for-sale securities (fair market value)$15,946,0004,472
Total debt securities$16,363,0004,842
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$15,312,0005,071
U.S. Government securities$14,895,0004,259
U.S. Treasury securities$0973
U.S. Government agency obligations$14,895,0004,184
Securities issued by states & political subdivisions$417,0005,327
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
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$9,063,0003,599
Mortgage-backed securities$12,551,0003,037
Certificates of participation in pools of residential mortgages$7,195,0003,206
Issued or guaranteed by U.S.$7,195,0003,194
Privately issued$0188
Collaterized mortgage obligations$5,356,0001,732
CMOs issued by government agencies or sponsored agencies$5,356,0001,450
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$417,0002,901
Available-for-sale securities (fair market value)$14,895,0004,624
Total debt securities$15,312,0005,033
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$15,685,0004,975
U.S. Government securities$15,268,0004,161
U.S. Treasury securities$01,019
U.S. Government agency obligations$15,268,0004,081
Securities issued by states & political subdivisions$417,0005,324
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$8,853,0003,625
Mortgage-backed securities$13,010,0002,877
Certificates of participation in pools of residential mortgages$7,322,0003,075
Issued or guaranteed by U.S.$7,322,0003,065
Privately issued$0192
Collaterized mortgage obligations$5,688,0001,627
CMOs issued by government agencies or sponsored agencies$5,688,0001,332
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$417,0002,913
Available-for-sale securities (fair market value)$15,268,0004,531
Total debt securities$15,685,0004,934
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$16,208,0004,947
U.S. Government securities$15,791,0004,108
U.S. Treasury securities$01,021
U.S. Government agency obligations$15,791,0004,041
Securities issued by states & political subdivisions$417,0005,376
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$11,657,0003,138
Mortgage-backed securities$13,524,0002,780
Certificates of participation in pools of residential mortgages$7,645,0003,002
Issued or guaranteed by U.S.$7,645,0002,989
Privately issued$0202
Collaterized mortgage obligations$5,879,0001,614
CMOs issued by government agencies or sponsored agencies$5,879,0001,320
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$417,0002,926
Available-for-sale securities (fair market value)$15,791,0004,517
Total debt securities$16,208,0004,895
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$17,332,0004,772
U.S. Government securities$16,916,0003,945
U.S. Treasury securities$01,044
U.S. Government agency obligations$16,916,0003,878
Securities issued by states & political subdivisions$416,0005,387
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$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$12,854,0002,921
Mortgage-backed securities$14,579,0002,643
Certificates of participation in pools of residential mortgages$8,195,0002,803
Issued or guaranteed by U.S.$8,195,0002,791
Privately issued$0205
Collaterized mortgage obligations$6,384,0001,533
CMOs issued by government agencies or sponsored agencies$6,384,0001,246
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0002,971
Available-for-sale securities (fair market value)$16,916,0004,347
Total debt securities$17,331,0004,714
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$18,723,0004,624
U.S. Government securities$18,307,0003,819
U.S. Treasury securities$01,146
U.S. Government agency obligations$18,307,0003,741
Securities issued by states & political subdivisions$416,0005,408
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
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$5,750,0004,305
Mortgage-backed securities$15,026,0002,322
Certificates of participation in pools of residential mortgages$8,410,0002,511
Issued or guaranteed by U.S.$8,410,0002,497
Privately issued$0191
Collaterized mortgage obligations$6,616,0001,435
CMOs issued by government agencies or sponsored agencies$6,616,0001,179
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,017
Available-for-sale securities (fair market value)$18,307,0004,158
Total debt securities$18,723,0004,571
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$20,317,0004,451
U.S. Government securities$19,541,0003,698
U.S. Treasury securities$01,235
U.S. Government agency obligations$19,541,0003,621
Securities issued by states & political subdivisions$416,0005,436
Other domestic debt securities$360,0002,501
Privately issued residential mortgage-backed securities$360,0001,168
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
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$13,560,0002,847
Mortgage-backed securities$15,662,0002,110
Certificates of participation in pools of residential mortgages$8,624,0002,323
Issued or guaranteed by U.S.$8,624,0002,312
Privately issued$0194
Collaterized mortgage obligations$7,038,0001,357
CMOs issued by government agencies or sponsored agencies$6,678,0001,138
Privately issued$360,0001,111
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,072
Available-for-sale securities (fair market value)$19,901,0003,975
Total debt securities$20,317,0004,394
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$20,861,0004,374
U.S. Government securities$20,043,0003,644
U.S. Treasury securities$01,362
U.S. Government agency obligations$20,043,0003,554
Securities issued by states & political subdivisions$416,0005,466
Other domestic debt securities$402,0002,419
Privately issued residential mortgage-backed securities$402,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,750,0002,484
Mortgage-backed securities$15,260,0002,095
Certificates of participation in pools of residential mortgages$7,941,0002,371
Issued or guaranteed by U.S.$7,941,0002,358
Privately issued$0207
Collaterized mortgage obligations$7,319,0001,282
CMOs issued by government agencies or sponsored agencies$6,917,0001,096
Privately issued$402,0001,040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,104
Available-for-sale securities (fair market value)$20,445,0003,901
Total debt securities$20,861,0004,327
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$19,116,0004,614
U.S. Government securities$18,268,0003,902
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,268,0003,807
Securities issued by states & political subdivisions$414,0005,516
Other domestic debt securities$434,0002,425
Privately issued residential mortgage-backed securities$434,0001,064
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$16,427,0002,512
Mortgage-backed securities$13,453,0002,257
Certificates of participation in pools of residential mortgages$5,455,0002,885
Issued or guaranteed by U.S.$5,455,0002,870
Privately issued$0218
Collaterized mortgage obligations$7,998,0001,199
CMOs issued by government agencies or sponsored agencies$7,564,0001,023
Privately issued$434,000997
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$414,0003,168
Available-for-sale securities (fair market value)$18,702,0004,114
Total debt securities$19,118,0004,570
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$16,904,0005,016
U.S. Government securities$16,012,0004,321
U.S. Treasury securities$01,498
U.S. Government agency obligations$16,012,0004,211
Securities issued by states & political subdivisions$416,0005,553
Other domestic debt securities$476,0002,409
Privately issued residential mortgage-backed securities$476,0001,027
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$8,441,0003,706
Mortgage-backed securities$11,974,0002,394
Certificates of participation in pools of residential mortgages$3,609,0003,463
Issued or guaranteed by U.S.$3,609,0003,450
Privately issued$0208
Collaterized mortgage obligations$8,365,0001,164
CMOs issued by government agencies or sponsored agencies$7,889,0001,003
Privately issued$476,000965
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,233
Available-for-sale securities (fair market value)$16,488,0004,458
Total debt securities$16,904,0004,967
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$16,502,0005,104
U.S. Government securities$15,541,0004,438
U.S. Treasury securities$01,574
U.S. Government agency obligations$15,541,0004,313
Securities issued by states & political subdivisions$416,0005,611
Other domestic debt securities$545,0002,265
Privately issued residential mortgage-backed securities$545,000974
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$7,449,0003,935
Mortgage-backed securities$12,561,0002,340
Certificates of participation in pools of residential mortgages$3,777,0003,417
Issued or guaranteed by U.S.$3,777,0003,399
Privately issued$0214
Collaterized mortgage obligations$8,784,0001,101
CMOs issued by government agencies or sponsored agencies$8,239,000946
Privately issued$545,000908
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,312
Available-for-sale securities (fair market value)$16,086,0004,547
Total debt securities$16,502,0005,064
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$13,974,0005,481
U.S. Government securities$12,932,0004,914
U.S. Treasury securities$01,634
U.S. Government agency obligations$12,932,0004,780
Securities issued by states & political subdivisions$416,0005,628
Other domestic debt securities$626,0002,246
Privately issued residential mortgage-backed securities$626,000939
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,315,0004,523
Mortgage-backed securities$11,061,0002,500
Certificates of participation in pools of residential mortgages$3,876,0003,366
Issued or guaranteed by U.S.$3,876,0003,354
Privately issued$0211
Collaterized mortgage obligations$7,185,0001,225
CMOs issued by government agencies or sponsored agencies$6,559,0001,070
Privately issued$626,000881
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,358
Available-for-sale securities (fair market value)$13,558,0004,907
Total debt securities$13,975,0005,432
Structured notes
Amortized cost$03,074
Fair value$03,074
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$14,789,0005,396
U.S. Government securities$13,663,0004,817
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,663,0004,680
Securities issued by states & political subdivisions$416,0005,662
Other domestic debt securities$710,0002,248
Privately issued residential mortgage-backed securities$710,000912
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,464,0004,784
Mortgage-backed securities$11,855,0002,451
Certificates of participation in pools of residential mortgages$4,131,0003,313
Issued or guaranteed by U.S.$4,131,0003,300
Privately issued$0205
Collaterized mortgage obligations$7,724,0001,178
CMOs issued by government agencies or sponsored agencies$7,014,0001,049
Privately issued$710,000856
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,420
Available-for-sale securities (fair market value)$14,373,0004,808
Total debt securities$14,792,0005,347
Structured notes
Amortized cost$03,063
Fair value$03,063
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$15,564,0005,278
U.S. Government securities$14,380,0004,645
U.S. Treasury securities$01,737
U.S. Government agency obligations$14,380,0004,511
Securities issued by states & political subdivisions$416,0005,689
Other domestic debt securities$768,0002,285
Privately issued residential mortgage-backed securities$768,000865
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,511,0004,745
Mortgage-backed securities$12,607,0002,398
Certificates of participation in pools of residential mortgages$4,375,0003,262
Issued or guaranteed by U.S.$4,375,0003,250
Privately issued$0216
Collaterized mortgage obligations$8,232,0001,133
CMOs issued by government agencies or sponsored agencies$7,464,0001,007
Privately issued$768,000810
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,497
Available-for-sale securities (fair market value)$15,148,0004,668
Total debt securities$15,564,0005,228
Structured notes
Amortized cost$03,054
Fair value$03,056
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$16,388,0005,142
U.S. Government securities$14,096,0004,675
U.S. Treasury securities$01,786
U.S. Government agency obligations$14,096,0004,539
Securities issued by states & political subdivisions$416,0005,714
Other domestic debt securities$1,876,0001,715
Privately issued residential mortgage-backed securities$907,000822
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$969,0001,744
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$4,543,0004,750
Mortgage-backed securities$12,437,0002,430
Certificates of participation in pools of residential mortgages$3,609,0003,558
Issued or guaranteed by U.S.$3,609,0003,544
Privately issued$0225
Collaterized mortgage obligations$8,828,0001,082
CMOs issued by government agencies or sponsored agencies$7,921,000986
Privately issued$907,000768
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$416,0003,542
Available-for-sale securities (fair market value)$15,972,0004,546
Total debt securities$16,388,0005,093
Structured notes
Amortized cost$03,005
Fair value$03,005
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$14,521,0005,492
U.S. Government securities$12,575,0005,020
U.S. Treasury securities$01,839
U.S. Government agency obligations$12,575,0004,877
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$1,946,0001,713
Privately issued residential mortgage-backed securities$979,000786
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$967,0001,825
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$247,0006,952
Mortgage-backed securities$11,204,0002,650
Certificates of participation in pools of residential mortgages$3,873,0003,557
Issued or guaranteed by U.S.$3,873,0003,541
Privately issued$0223
Collaterized mortgage obligations$7,331,0001,246
CMOs issued by government agencies or sponsored agencies$6,352,0001,167
Privately issued$979,000735
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$14,521,0004,813
Total debt securities$14,521,0005,427
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$11,810,0006,089
U.S. Government securities$10,849,0005,489
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,849,0005,343
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$961,0002,330
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$961,0001,914
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$246,0007,004
Mortgage-backed securities$10,603,0002,801
Certificates of participation in pools of residential mortgages$4,007,0003,597
Issued or guaranteed by U.S.$4,007,0003,587
Privately issued$0207
Collaterized mortgage obligations$6,596,0001,343
CMOs issued by government agencies or sponsored agencies$6,596,0001,170
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)$04,419
Available-for-sale securities (fair market value)$11,810,0005,339
Total debt securities$11,810,0006,017
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$9,462,0006,580
U.S. Government securities$8,432,0006,073
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,432,0005,922
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$1,030,0002,248
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$1,030,0001,845
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$249,0007,014
Mortgage-backed securities$7,181,0003,432
Certificates of participation in pools of residential mortgages$3,248,0003,917
Issued or guaranteed by U.S.$3,248,0003,908
Privately issued$0203
Collaterized mortgage obligations$3,933,0001,722
CMOs issued by government agencies or sponsored agencies$3,933,0001,525
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)$04,483
Available-for-sale securities (fair market value)$9,462,0005,824
Total debt securities$9,461,0006,519
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$7,687,0007,008
U.S. Government securities$6,634,0006,606
U.S. Treasury securities$01,990
U.S. Government agency obligations$6,634,0006,442
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$1,053,0002,260
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,053,0001,883
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$250,0007,050
Mortgage-backed securities$5,374,0003,854
Certificates of participation in pools of residential mortgages$2,526,0004,242
Issued or guaranteed by U.S.$2,526,0004,232
Privately issued$0225
Collaterized mortgage obligations$2,848,0001,930
CMOs issued by government agencies or sponsored agencies$2,848,0001,720
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)$04,541
Available-for-sale securities (fair market value)$7,687,0006,228
Total debt securities$7,687,0006,949
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$6,861,0007,307
U.S. Government securities$5,313,0007,109
U.S. Treasury securities$02,098
U.S. Government agency obligations$5,313,0006,947
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$1,548,0002,087
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,548,0001,739
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$248,0007,091
Mortgage-backed securities$4,048,0004,337
Certificates of participation in pools of residential mortgages$1,577,0004,819
Issued or guaranteed by U.S.$1,577,0004,806
Privately issued$0225
Collaterized mortgage obligations$2,471,0002,070
CMOs issued by government agencies or sponsored agencies$2,471,0001,855
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)$04,584
Available-for-sale securities (fair market value)$6,861,0006,497
Total debt securities$6,863,0007,231
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$6,430,0007,401
U.S. Government securities$4,843,0007,212
U.S. Treasury securities$02,082
U.S. Government agency obligations$4,843,0007,052
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$1,587,0002,160
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,587,0001,812
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$253,0007,081
Mortgage-backed securities$4,590,0004,197
Certificates of participation in pools of residential mortgages$1,779,0004,741
Issued or guaranteed by U.S.$1,779,0004,724
Privately issued$0230
Collaterized mortgage obligations$2,811,0002,039
CMOs issued by government agencies or sponsored agencies$2,811,0001,823
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$6,430,0006,587
Total debt securities$6,430,0007,316
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$5,244,0007,739
U.S. Government securities$3,661,0007,672
U.S. Treasury securities$02,227
U.S. Government agency obligations$3,661,0007,484
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$1,583,0002,189
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$1,583,0001,902
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$07,280
Mortgage-backed securities$3,661,0004,491
Certificates of participation in pools of residential mortgages$1,323,0005,026
Issued or guaranteed by U.S.$1,323,0005,007
Privately issued$0248
Collaterized mortgage obligations$2,338,0002,169
CMOs issued by government agencies or sponsored agencies$2,338,0002,039
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$5,244,0006,915
Total debt securities$5,244,0007,661
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$4,485,0007,901
U.S. Government securities$2,419,0008,054
U.S. Treasury securities$02,287
U.S. Government agency obligations$2,419,0007,889
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$2,066,0002,085
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$2,066,0001,815
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$07,307
Mortgage-backed securities$2,419,0004,986
Certificates of participation in pools of residential mortgages$882,0005,411
Issued or guaranteed by U.S.$882,0005,385
Privately issued$0253
Collaterized mortgage obligations$1,537,0002,515
CMOs issued by government agencies or sponsored agencies$1,537,0002,380
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$4,485,0007,075
Total debt securities$4,484,0007,814
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$4,255,0007,972
U.S. Government securities$2,168,0008,136
U.S. Treasury securities$02,322
U.S. Government agency obligations$2,168,0007,957
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$2,087,0002,143
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$2,087,0001,865
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$07,339
Mortgage-backed securities$2,168,0005,226
Certificates of participation in pools of residential mortgages$1,023,0005,339
Issued or guaranteed by U.S.$1,023,0005,315
Privately issued$0256
Collaterized mortgage obligations$1,145,0002,901
CMOs issued by government agencies or sponsored agencies$1,145,0002,746
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$4,255,0007,148
Total debt securities$4,255,0007,882
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$4,422,0007,978
U.S. Government securities$2,900,0007,935
U.S. Treasury securities$02,382
U.S. Government agency obligations$2,900,0007,749
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$1,522,0002,434
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$1,522,0002,129
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$07,369
Mortgage-backed securities$2,900,0004,919
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$2,900,0002,277
CMOs issued by government agencies or sponsored agencies$2,900,0002,156
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$4,422,0007,126
Total debt securities$4,422,0007,897
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$5,351,0007,717
U.S. Government securities$3,818,0007,613
U.S. Treasury securities$02,544
U.S. Government agency obligations$3,818,0007,408
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$1,533,0002,451
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$1,533,0002,140
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$07,400
Mortgage-backed securities$3,818,0004,540
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$3,818,0002,056
CMOs issued by government agencies or sponsored agencies$3,818,0001,953
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$5,351,0006,851
Total debt securities$5,351,0007,634
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$3,299,0008,485
U.S. Government securities$1,740,0008,618
U.S. Treasury securities$03,182
U.S. Government agency obligations$1,740,0008,417
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$1,559,0002,495
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$1,559,0002,132
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$07,583
Mortgage-backed securities$1,740,0005,432
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$1,740,0002,847
CMOs issued by government agencies or sponsored agencies$1,740,0002,687
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$3,299,0007,522
Total debt securities$3,299,0008,389
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$2,164,0009,230
U.S. Government securities$2,164,0008,915
U.S. Treasury securities$04,186
U.S. Government agency obligations$2,164,0008,626
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$1,669,0004,995
Certificates of participation in pools of residential mortgages$1,073,0004,708
Issued or guaranteed by U.S.$1,073,0004,692
Privately issued$0308
Collaterized mortgage obligations$596,0003,216
CMOs issued by government agencies or sponsored agencies$596,0003,057
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)$2,164,0008,125
Total debt securities$2,164,0009,116
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA