Graham Savings and Loan, SSB, Securities

2021-12-31Rank
Total securities$22,763,0003,578
U.S. Government securities$11,238,0003,496
U.S. Treasury securities$02,212
U.S. Government agency obligations$11,238,0003,204
Securities issued by states & political subdivisions$11,525,0002,577
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$10,285,0002,737
Certificates of participation in pools of residential mortgages$5,405,0002,746
Issued or guaranteed by U.S.$5,405,0002,663
Privately issued$0246
Collaterized mortgage obligations$3,364,0001,786
CMOs issued by government agencies or sponsored agencies$3,364,0001,732
Privately issued$0500
Commercial mortgage-backed securities$1,516,0001,562
Commercial mortgage pass-through securities$1,516,0001,094
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$22,763,000555
Available-for-sale securities (fair market value)$04,480
Total debt securities$22,763,0003,556
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$20,856,0003,611
U.S. Government securities$9,311,0003,611
U.S. Treasury securities$02,008
U.S. Government agency obligations$9,311,0003,361
Securities issued by states & political subdivisions$11,545,0002,551
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$8,305,0002,908
Certificates of participation in pools of residential mortgages$8,305,0002,444
Issued or guaranteed by U.S.$8,305,0002,381
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)$20,856,000551
Available-for-sale securities (fair market value)$04,538
Total debt securities$20,856,0003,590
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$18,441,0003,683
U.S. Government securities$6,826,0003,783
U.S. Treasury securities$01,913
U.S. Government agency obligations$6,826,0003,556
Securities issued by states & political subdivisions$11,615,0002,516
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$160,0004,089
Mortgage-backed securities$5,820,0003,121
Certificates of participation in pools of residential mortgages$5,820,0002,695
Issued or guaranteed by U.S.$5,820,0002,617
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)$18,441,000558
Available-for-sale securities (fair market value)$04,566
Total debt securities$18,441,0003,659
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$19,017,0003,566
U.S. Government securities$7,382,0003,631
U.S. Treasury securities$01,631
U.S. Government agency obligations$7,382,0003,446
Securities issued by states & political subdivisions$11,635,0002,479
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$160,0004,106
Mortgage-backed securities$6,344,0003,040
Certificates of participation in pools of residential mortgages$6,344,0002,580
Issued or guaranteed by U.S.$6,344,0002,506
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)$19,017,000515
Available-for-sale securities (fair market value)$04,583
Total debt securities$19,017,0003,541
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$19,565,0003,452
U.S. Government securities$7,910,0003,478
U.S. Treasury securities$01,194
U.S. Government agency obligations$7,910,0003,326
Securities issued by states & political subdivisions$11,655,0002,451
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$161,0004,132
Mortgage-backed securities$6,872,0002,947
Certificates of participation in pools of residential mortgages$6,872,0002,431
Issued or guaranteed by U.S.$6,872,0002,360
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)$19,565,000486
Available-for-sale securities (fair market value)$04,596
Total debt securities$19,565,0003,427
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$16,980,0003,533
U.S. Government securities$9,491,0003,314
U.S. Treasury securities$01,216
U.S. Government agency obligations$9,491,0003,163
Securities issued by states & political subdivisions$7,489,0002,778
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$162,0004,147
Mortgage-backed securities$7,438,0002,876
Certificates of participation in pools of residential mortgages$7,438,0002,354
Issued or guaranteed by U.S.$7,438,0002,282
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)$16,980,000508
Available-for-sale securities (fair market value)$04,624
Total debt securities$16,980,0003,511
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$17,155,0003,501
U.S. Government securities$10,061,0003,254
U.S. Treasury securities$01,251
U.S. Government agency obligations$10,061,0003,107
Securities issued by states & political subdivisions$7,094,0002,774
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$162,0004,192
Mortgage-backed securities$7,508,0002,864
Certificates of participation in pools of residential mortgages$7,508,0002,309
Issued or guaranteed by U.S.$7,508,0002,242
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)$17,155,000501
Available-for-sale securities (fair market value)$04,657
Total debt securities$17,156,0003,476
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$12,229,0003,833
U.S. Government securities$7,037,0003,626
U.S. Treasury securities$01,297
U.S. Government agency obligations$7,037,0003,470
Securities issued by states & political subdivisions$5,192,0002,966
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$162,0004,224
Mortgage-backed securities$4,540,0003,204
Certificates of participation in pools of residential mortgages$4,540,0002,748
Issued or guaranteed by U.S.$4,540,0002,660
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)$12,229,000621
Available-for-sale securities (fair market value)$04,717
Total debt securities$12,229,0003,810
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$10,129,0004,068
U.S. Government securities$6,516,0003,778
U.S. Treasury securities$01,363
U.S. Government agency obligations$6,516,0003,610
Securities issued by states & political subdivisions$3,613,0003,237
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$288,0004,255
Mortgage-backed securities$3,252,0003,385
Certificates of participation in pools of residential mortgages$3,252,0002,928
Issued or guaranteed by U.S.$3,252,0002,842
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)$10,129,000695
Available-for-sale securities (fair market value)$04,777
Total debt securities$10,129,0004,042
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$10,438,0004,094
U.S. Government securities$6,816,0003,818
U.S. Treasury securities$01,429
U.S. Government agency obligations$6,816,0003,654
Securities issued by states & political subdivisions$3,622,0003,252
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$288,0004,325
Mortgage-backed securities$3,552,0003,345
Certificates of participation in pools of residential mortgages$3,552,0002,861
Issued or guaranteed by U.S.$3,552,0002,774
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)$10,438,000739
Available-for-sale securities (fair market value)$04,859
Total debt securities$10,438,0004,069
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$10,739,0004,130
U.S. Government securities$7,109,0003,849
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,109,0003,691
Securities issued by states & political subdivisions$3,630,0003,304
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$289,0004,368
Mortgage-backed securities$3,862,0003,298
Certificates of participation in pools of residential mortgages$3,862,0002,815
Issued or guaranteed by U.S.$3,862,0002,735
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)$10,739,000762
Available-for-sale securities (fair market value)$04,907
Total debt securities$10,739,0004,109
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$10,897,0004,181
U.S. Government securities$7,158,0003,888
U.S. Treasury securities$01,516
U.S. Government agency obligations$7,158,0003,721
Securities issued by states & political subdivisions$3,739,0003,353
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$390,0004,392
Mortgage-backed securities$4,161,0003,279
Certificates of participation in pools of residential mortgages$4,161,0002,786
Issued or guaranteed by U.S.$4,161,0002,705
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)$10,897,000773
Available-for-sale securities (fair market value)$04,952
Total debt securities$10,897,0004,161
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$11,982,0004,133
U.S. Government securities$7,444,0003,875
U.S. Treasury securities$01,513
U.S. Government agency obligations$7,444,0003,711
Securities issued by states & political subdivisions$4,538,0003,269
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$391,0004,439
Mortgage-backed securities$4,447,0003,245
Certificates of participation in pools of residential mortgages$4,447,0002,731
Issued or guaranteed by U.S.$4,447,0002,685
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)$11,982,000780
Available-for-sale securities (fair market value)$04,997
Total debt securities$11,982,0004,110
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$12,041,0004,179
U.S. Government securities$7,492,0003,922
U.S. Treasury securities$01,500
U.S. Government agency obligations$7,492,0003,763
Securities issued by states & political subdivisions$4,549,0003,306
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$1,144,0004,256
Mortgage-backed securities$4,745,0003,228
Certificates of participation in pools of residential mortgages$4,745,0002,718
Issued or guaranteed by U.S.$4,745,0002,701
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)$12,041,000795
Available-for-sale securities (fair market value)$05,066
Total debt securities$12,041,0004,157
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$12,316,0004,210
U.S. Government securities$7,606,0003,912
U.S. Treasury securities$01,475
U.S. Government agency obligations$7,606,0003,754
Securities issued by states & political subdivisions$4,710,0003,319
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$1,297,0004,266
Mortgage-backed securities$5,109,0003,199
Certificates of participation in pools of residential mortgages$5,109,0002,693
Issued or guaranteed by U.S.$5,109,0002,569
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)$12,316,000798
Available-for-sale securities (fair market value)$05,125
Total debt securities$12,316,0004,189
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$12,715,0004,217
U.S. Government securities$7,994,0003,936
U.S. Treasury securities$01,426
U.S. Government agency obligations$7,994,0003,779
Securities issued by states & political subdivisions$4,721,0003,362
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$1,300,0004,317
Mortgage-backed securities$5,496,0003,169
Certificates of participation in pools of residential mortgages$5,496,0002,672
Issued or guaranteed by U.S.$5,496,0002,670
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)$12,715,000799
Available-for-sale securities (fair market value)$05,183
Total debt securities$12,715,0004,194
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$13,099,0004,247
U.S. Government securities$8,367,0003,935
U.S. Treasury securities$01,328
U.S. Government agency obligations$8,367,0003,789
Securities issued by states & political subdivisions$4,732,0003,428
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$1,303,0004,387
Mortgage-backed securities$5,869,0003,143
Certificates of participation in pools of residential mortgages$5,869,0002,642
Issued or guaranteed by U.S.$5,869,0002,640
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)$13,099,000803
Available-for-sale securities (fair market value)$05,251
Total debt securities$13,099,0004,225
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$9,890,0004,587
U.S. Government securities$6,847,0004,179
U.S. Treasury securities$01,313
U.S. Government agency obligations$6,847,0004,036
Securities issued by states & political subdivisions$3,043,0003,800
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$1,307,0004,458
Mortgage-backed securities$4,349,0003,448
Certificates of participation in pools of residential mortgages$4,349,0002,996
Issued or guaranteed by U.S.$4,349,0002,994
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)$9,890,000938
Available-for-sale securities (fair market value)$05,300
Total debt securities$9,890,0004,562
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$10,540,0004,573
U.S. Government securities$7,199,0004,162
U.S. Treasury securities$01,351
U.S. Government agency obligations$7,199,0004,032
Securities issued by states & political subdivisions$3,341,0003,775
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$1,285,0004,489
Mortgage-backed securities$4,701,0003,418
Certificates of participation in pools of residential mortgages$4,701,0002,958
Issued or guaranteed by U.S.$4,701,0002,955
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)$10,540,000926
Available-for-sale securities (fair market value)$05,348
Total debt securities$10,539,0004,548
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$11,186,0004,551
U.S. Government securities$7,837,0004,142
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,837,0004,005
Securities issued by states & political subdivisions$3,349,0003,811
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$1,575,0004,473
Mortgage-backed securities$5,089,0003,405
Certificates of participation in pools of residential mortgages$5,089,0002,937
Issued or guaranteed by U.S.$5,089,0002,934
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)$11,186,000926
Available-for-sale securities (fair market value)$05,415
Total debt securities$11,187,0004,525
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$10,939,0004,584
U.S. Government securities$7,132,0004,238
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,132,0004,100
Securities issued by states & political subdivisions$3,807,0003,748
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$2,025,0004,393
Mortgage-backed securities$4,384,0003,515
Certificates of participation in pools of residential mortgages$4,384,0003,094
Issued or guaranteed by U.S.$4,384,0003,090
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)$10,939,000937
Available-for-sale securities (fair market value)$05,466
Total debt securities$10,938,0004,557
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$9,275,0004,771
U.S. Government securities$5,490,0004,542
U.S. Treasury securities$01,214
U.S. Government agency obligations$5,490,0004,422
Securities issued by states & political subdivisions$3,785,0003,763
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$2,505,0004,322
Mortgage-backed securities$4,240,0003,577
Certificates of participation in pools of residential mortgages$4,240,0003,142
Issued or guaranteed by U.S.$4,240,0003,141
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)$9,275,0001,000
Available-for-sale securities (fair market value)$05,526
Total debt securities$9,276,0004,742
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$9,254,0004,835
U.S. Government securities$5,462,0004,624
U.S. Treasury securities$01,253
U.S. Government agency obligations$5,462,0004,498
Securities issued by states & political subdivisions$3,792,0003,790
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$2,505,0004,403
Mortgage-backed securities$4,712,0003,534
Certificates of participation in pools of residential mortgages$4,712,0003,094
Issued or guaranteed by U.S.$4,712,0003,091
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)$9,254,0001,028
Available-for-sale securities (fair market value)$05,605
Total debt securities$9,255,0004,809
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$9,246,0004,909
U.S. Government securities$5,422,0004,726
U.S. Treasury securities$01,296
U.S. Government agency obligations$5,422,0004,610
Securities issued by states & political subdivisions$3,824,0003,787
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$2,505,0004,444
Mortgage-backed securities$5,172,0003,473
Certificates of participation in pools of residential mortgages$5,172,0003,018
Issued or guaranteed by U.S.$5,172,0003,017
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)$9,246,0001,057
Available-for-sale securities (fair market value)$05,655
Total debt securities$9,245,0004,885
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$9,832,0004,914
U.S. Government securities$5,604,0004,742
U.S. Treasury securities$01,367
U.S. Government agency obligations$5,604,0004,629
Securities issued by states & political subdivisions$4,228,0003,739
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$2,830,0004,401
Mortgage-backed securities$5,604,0003,399
Certificates of participation in pools of residential mortgages$5,604,0002,930
Issued or guaranteed by U.S.$5,604,0002,929
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
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)$9,832,0001,043
Available-for-sale securities (fair market value)$05,708
Total debt securities$9,833,0004,894
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$10,237,0004,958
U.S. Government securities$6,002,0004,779
U.S. Treasury securities$01,303
U.S. Government agency obligations$6,002,0004,663
Securities issued by states & political subdivisions$4,235,0003,769
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$2,830,0004,485
Mortgage-backed securities$6,002,0003,385
Certificates of participation in pools of residential mortgages$6,002,0002,907
Issued or guaranteed by U.S.$6,002,0002,903
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
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)$10,237,0001,035
Available-for-sale securities (fair market value)$05,787
Total debt securities$10,238,0004,936
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$10,805,0004,984
U.S. Government securities$6,563,0004,808
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,563,0004,698
Securities issued by states & political subdivisions$4,242,0003,776
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$2,930,0004,502
Mortgage-backed securities$6,563,0003,389
Certificates of participation in pools of residential mortgages$6,563,0002,904
Issued or guaranteed by U.S.$6,563,0002,902
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
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)$10,805,0001,030
Available-for-sale securities (fair market value)$05,863
Total debt securities$10,805,0004,962
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$11,937,0004,950
U.S. Government securities$7,309,0004,770
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,309,0004,666
Securities issued by states & political subdivisions$4,628,0003,687
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$2,930,0004,566
Mortgage-backed securities$7,309,0003,336
Certificates of participation in pools of residential mortgages$7,309,0002,834
Issued or guaranteed by U.S.$7,309,0002,833
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
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)$11,937,0001,001
Available-for-sale securities (fair market value)$05,927
Total debt securities$11,937,0004,927
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$12,422,0004,955
U.S. Government securities$7,873,0004,744
U.S. Treasury securities$01,361
U.S. Government agency obligations$7,873,0004,626
Securities issued by states & political subdivisions$4,549,0003,749
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$3,450,0004,488
Mortgage-backed securities$7,873,0003,304
Certificates of participation in pools of residential mortgages$7,873,0002,797
Issued or guaranteed by U.S.$7,873,0002,795
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
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)$12,422,000993
Available-for-sale securities (fair market value)$06,022
Total debt securities$12,422,0004,937
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$12,881,0005,006
U.S. Government securities$8,326,0004,774
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,326,0004,660
Securities issued by states & political subdivisions$4,555,0003,793
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$3,450,0004,541
Mortgage-backed securities$8,326,0003,342
Certificates of participation in pools of residential mortgages$8,326,0002,823
Issued or guaranteed by U.S.$8,326,0002,820
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
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)$12,881,000989
Available-for-sale securities (fair market value)$06,094
Total debt securities$12,880,0004,986
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$13,675,0005,014
U.S. Government securities$8,789,0004,768
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,789,0004,658
Securities issued by states & political subdivisions$4,886,0003,748
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$3,450,0004,575
Mortgage-backed securities$8,789,0003,338
Certificates of participation in pools of residential mortgages$8,789,0002,804
Issued or guaranteed by U.S.$8,789,0002,804
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
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)$13,675,000978
Available-for-sale securities (fair market value)$06,156
Total debt securities$13,675,0004,986
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$11,500,0005,274
U.S. Government securities$6,567,0005,151
U.S. Treasury securities$01,198
U.S. Government agency obligations$6,567,0005,048
Securities issued by states & political subdivisions$4,933,0003,770
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$3,490,0004,587
Mortgage-backed securities$6,567,0003,674
Certificates of participation in pools of residential mortgages$6,567,0003,153
Issued or guaranteed by U.S.$6,567,0003,153
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
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)$11,500,0001,034
Available-for-sale securities (fair market value)$06,227
Total debt securities$11,499,0005,247
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$11,588,0005,284
U.S. Government securities$6,013,0005,247
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,013,0005,148
Securities issued by states & political subdivisions$5,575,0003,666
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$4,300,0004,391
Mortgage-backed securities$6,013,0003,755
Certificates of participation in pools of residential mortgages$6,013,0003,261
Issued or guaranteed by U.S.$6,013,0003,258
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
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)$11,588,0001,022
Available-for-sale securities (fair market value)$06,303
Total debt securities$11,588,0005,254
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$9,019,0005,601
U.S. Government securities$3,437,0005,772
U.S. Treasury securities$01,131
U.S. Government agency obligations$3,437,0005,683
Securities issued by states & political subdivisions$5,582,0003,668
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$4,300,0004,430
Mortgage-backed securities$3,437,0004,323
Certificates of participation in pools of residential mortgages$3,437,0003,872
Issued or guaranteed by U.S.$3,437,0003,866
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
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)$9,019,0001,109
Available-for-sale securities (fair market value)$06,372
Total debt securities$9,018,0005,573
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$8,014,0005,731
U.S. Government securities$516,0006,424
U.S. Treasury securities$01,152
U.S. Government agency obligations$516,0006,327
Securities issued by states & political subdivisions$7,498,0003,302
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$5,125,0004,236
Mortgage-backed securities$516,0005,139
Certificates of participation in pools of residential mortgages$516,0004,857
Issued or guaranteed by U.S.$516,0004,853
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
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)$8,014,0001,099
Available-for-sale securities (fair market value)$06,421
Total debt securities$8,015,0005,694
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$7,294,0005,851
U.S. Government securities$558,0006,470
U.S. Treasury securities$01,161
U.S. Government agency obligations$558,0006,369
Securities issued by states & political subdivisions$6,736,0003,417
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$5,125,0004,276
Mortgage-backed securities$558,0005,181
Certificates of participation in pools of residential mortgages$558,0004,890
Issued or guaranteed by U.S.$558,0004,888
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
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)$7,294,0001,110
Available-for-sale securities (fair market value)$06,494
Total debt securities$7,294,0005,818
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$7,430,0005,865
U.S. Government securities$596,0006,516
U.S. Treasury securities$01,135
U.S. Government agency obligations$596,0006,413
Securities issued by states & political subdivisions$6,834,0003,372
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$3,775,0004,608
Mortgage-backed securities$596,0005,208
Certificates of participation in pools of residential mortgages$596,0004,908
Issued or guaranteed by U.S.$596,0004,907
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
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)$7,430,0001,105
Available-for-sale securities (fair market value)$06,540
Total debt securities$7,430,0005,839
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$7,477,0005,944
U.S. Government securities$626,0006,616
U.S. Treasury securities$01,086
U.S. Government agency obligations$626,0006,524
Securities issued by states & political subdivisions$6,851,0003,343
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$3,775,0004,684
Mortgage-backed securities$626,0005,302
Certificates of participation in pools of residential mortgages$626,0005,002
Issued or guaranteed by U.S.$626,0004,998
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$7,477,0001,121
Available-for-sale securities (fair market value)$06,625
Total debt securities$7,477,0005,913
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$7,793,0005,967
U.S. Government securities$670,0006,678
U.S. Treasury securities$01,068
U.S. Government agency obligations$670,0006,585
Securities issued by states & political subdivisions$7,123,0003,254
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$3,980,0004,649
Mortgage-backed securities$670,0005,320
Certificates of participation in pools of residential mortgages$670,0004,997
Issued or guaranteed by U.S.$670,0004,993
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$7,793,0001,091
Available-for-sale securities (fair market value)$06,685
Total debt securities$7,793,0005,939
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$7,954,0005,993
U.S. Government securities$718,0006,748
U.S. Treasury securities$01,157
U.S. Government agency obligations$718,0006,648
Securities issued by states & political subdivisions$7,236,0003,125
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$3,980,0004,675
Mortgage-backed securities$718,0005,321
Certificates of participation in pools of residential mortgages$718,0004,992
Issued or guaranteed by U.S.$718,0004,990
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$7,954,0001,103
Available-for-sale securities (fair market value)$06,742
Total debt securities$7,954,0005,969
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$8,336,0005,954
U.S. Government securities$768,0006,768
U.S. Treasury securities$01,076
U.S. Government agency obligations$768,0006,677
Securities issued by states & political subdivisions$7,568,0003,028
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$5,135,0004,156
Mortgage-backed securities$768,0005,291
Certificates of participation in pools of residential mortgages$768,0004,935
Issued or guaranteed by U.S.$768,0004,928
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
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)$8,336,0001,099
Available-for-sale securities (fair market value)$06,765
Total debt securities$8,335,0005,925
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$6,748,0006,176
U.S. Government securities$816,0006,825
U.S. Treasury securities$01,126
U.S. Government agency obligations$816,0006,723
Securities issued by states & political subdivisions$5,932,0003,315
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$5,206,0004,132
Mortgage-backed securities$816,0005,270
Certificates of participation in pools of residential mortgages$816,0004,907
Issued or guaranteed by U.S.$816,0004,898
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
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)$6,748,0001,213
Available-for-sale securities (fair market value)$06,827
Total debt securities$6,748,0006,143
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$7,108,0006,217
U.S. Government securities$893,0006,920
U.S. Treasury securitiesNANA
U.S. Government agency obligations$893,0006,815
Securities issued by states & political subdivisions$6,215,0003,205
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,028
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$893,0005,257
Certificates of participation in pools of residential mortgages$893,0004,886
Issued or guaranteed by U.S.$893,0004,878
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,108,0001,204
Available-for-sale securities (fair market value)$06,900
Total debt securities$7,108,0006,184
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$7,250,0006,214
U.S. Government securities$1,026,0006,913
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,026,0006,803
Securities issued by states & political subdivisions$6,224,0003,154
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,072
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,026,0005,171
Certificates of participation in pools of residential mortgages$1,026,0004,768
Issued or guaranteed by U.S.$1,026,0004,762
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,250,0001,202
Available-for-sale securities (fair market value)$06,957
Total debt securities$7,250,0006,188
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$7,743,0006,059
U.S. Government securities$1,112,0006,898
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,112,0006,776
Securities issued by states & political subdivisions$6,631,0003,046
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,087
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,112,0005,117
Certificates of participation in pools of residential mortgages$1,112,0004,644
Issued or guaranteed by U.S.$1,112,0004,637
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,743,0001,157
Available-for-sale securities (fair market value)$07,005
Total debt securities$7,743,0006,025
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$7,861,0006,033
U.S. Government securities$1,216,0006,921
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,216,0006,810
Securities issued by states & political subdivisions$6,645,0002,964
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,145
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,216,0005,109
Certificates of participation in pools of residential mortgages$1,216,0004,589
Issued or guaranteed by U.S.$1,216,0004,582
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,861,0001,181
Available-for-sale securities (fair market value)$07,084
Total debt securities$7,861,0005,994
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$8,102,0006,085
U.S. Government securities$1,441,0006,997
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,441,0006,890
Securities issued by states & political subdivisions$6,660,0002,845
Other domestic debt securities$1,0003,130
Privately issued residential mortgage-backed securities$1,0001,496
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,114
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,442,0005,031
Certificates of participation in pools of residential mortgages$1,442,0004,543
Issued or guaranteed by U.S.$1,441,0004,536
Privately issued$1,000145
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,102,0001,201
Available-for-sale securities (fair market value)$07,144
Total debt securities$8,102,0006,042
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$8,239,0006,110
U.S. Government securities$1,562,0007,047
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,562,0006,939
Securities issued by states & political subdivisions$6,675,0002,826
Other domestic debt securities$2,0003,175
Privately issued residential mortgage-backed securities$2,0001,517
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,133
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,564,0005,081
Certificates of participation in pools of residential mortgages$1,564,0004,615
Issued or guaranteed by U.S.$1,562,0004,604
Privately issued$2,000143
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,239,0001,199
Available-for-sale securities (fair market value)$07,234
Total debt securities$8,239,0006,067
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$8,471,0006,056
U.S. Government securities$1,650,0007,057
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,650,0006,954
Securities issued by states & political subdivisions$6,818,0002,805
Other domestic debt securities$3,0003,227
Privately issued residential mortgage-backed securities$3,0001,549
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,182
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,653,0005,123
Certificates of participation in pools of residential mortgages$1,653,0004,646
Issued or guaranteed by U.S.$1,650,0004,638
Privately issued$3,000153
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,471,0001,174
Available-for-sale securities (fair market value)$07,286
Total debt securities$8,471,0006,014
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$8,655,0006,067
U.S. Government securities$1,818,0007,083
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,818,0006,987
Securities issued by states & political subdivisions$6,833,0002,808
Other domestic debt securities$4,0003,319
Privately issued residential mortgage-backed securities$4,0001,599
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,284
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,822,0005,148
Certificates of participation in pools of residential mortgages$1,822,0004,668
Issued or guaranteed by U.S.$1,818,0004,664
Privately issued$4,000167
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,655,0001,226
Available-for-sale securities (fair market value)$07,355
Total debt securities$8,655,0006,019
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$7,536,0006,276
U.S. Government securities$2,020,0007,052
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,020,0006,955
Securities issued by states & political subdivisions$5,511,0003,063
Other domestic debt securities$5,0003,388
Privately issued residential mortgage-backed securities$5,0001,615
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,390
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,025,0005,124
Certificates of participation in pools of residential mortgages$2,025,0004,643
Issued or guaranteed by U.S.$2,020,0004,629
Privately issued$5,000176
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,536,0001,330
Available-for-sale securities (fair market value)$07,425
Total debt securities$7,536,0006,233
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$7,873,0006,282
U.S. Government securities$2,331,0007,051
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,331,0006,961
Securities issued by states & political subdivisions$5,536,0003,008
Other domestic debt securities$6,0003,308
Privately issued residential mortgage-backed securities$6,0001,631
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,337,0005,093
Certificates of participation in pools of residential mortgages$2,337,0004,616
Issued or guaranteed by U.S.$2,331,0004,606
Privately issued$6,000186
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,873,0001,308
Available-for-sale securities (fair market value)$07,481
Total debt securities$7,873,0006,231
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$8,282,0006,254
U.S. Government securities$2,477,0007,133
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,477,0007,045
Securities issued by states & political subdivisions$5,798,0002,930
Other domestic debt securities$7,0003,229
Privately issued residential mortgage-backed securities$7,0001,582
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,484,0005,020
Certificates of participation in pools of residential mortgages$2,484,0004,542
Issued or guaranteed by U.S.$2,477,0004,530
Privately issued$7,000183
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,282,0001,281
Available-for-sale securities (fair market value)$07,524
Total debt securities$8,282,0006,213
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$8,452,0006,184
U.S. Government securities$2,644,0007,107
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,644,0007,007
Securities issued by states & political subdivisions$5,800,0002,886
Other domestic debt securities$8,0003,188
Privately issued residential mortgage-backed securities$8,0001,554
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,652,0004,912
Certificates of participation in pools of residential mortgages$2,652,0004,417
Issued or guaranteed by U.S.$2,644,0004,409
Privately issued$8,000186
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,452,0001,273
Available-for-sale securities (fair market value)$07,569
Total debt securities$8,452,0006,138
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$8,748,0006,166
U.S. Government securities$2,792,0007,134
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,792,0007,037
Securities issued by states & political subdivisions$5,947,0002,861
Other domestic debt securities$9,0003,149
Privately issued residential mortgage-backed securities$9,0001,528
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,801,0004,870
Certificates of participation in pools of residential mortgages$2,801,0004,365
Issued or guaranteed by U.S.$2,792,0004,350
Privately issued$9,000196
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,748,0001,236
Available-for-sale securities (fair market value)$07,617
Total debt securities$8,748,0006,100
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$8,152,0006,312
U.S. Government securities$2,191,0007,331
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,191,0007,226
Securities issued by states & political subdivisions$5,951,0002,879
Other domestic debt securities$10,0003,116
Privately issued residential mortgage-backed securities$10,0001,512
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,201,0005,007
Certificates of participation in pools of residential mortgages$2,201,0004,530
Issued or guaranteed by U.S.$2,191,0004,516
Privately issued$10,000197
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,152,0001,291
Available-for-sale securities (fair market value)$07,643
Total debt securities$8,152,0006,243
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$8,515,0006,322
U.S. Government securities$2,322,0007,410
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,322,0007,295
Securities issued by states & political subdivisions$6,182,0002,806
Other domestic debt securities$11,0002,958
Privately issued residential mortgage-backed securities$11,0001,415
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,333,0004,733
Certificates of participation in pools of residential mortgages$2,333,0004,202
Issued or guaranteed by U.S.$2,322,0004,192
Privately issued$11,000183
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,515,0001,315
Available-for-sale securities (fair market value)$07,657
Total debt securities$8,515,0006,257
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$8,058,0006,473
U.S. Government securities$2,217,0007,493
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,217,0007,380
Securities issued by states & political subdivisions$5,829,0002,856
Other domestic debt securities$12,0002,925
Privately issued residential mortgage-backed securities$12,0001,382
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,229,0004,639
Certificates of participation in pools of residential mortgages$2,229,0004,085
Issued or guaranteed by U.S.$2,217,0004,080
Privately issued$12,000187
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,058,0001,406
Available-for-sale securities (fair market value)$07,682
Total debt securities$8,058,0006,414
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$7,292,0006,657
U.S. Government securities$1,968,0007,628
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,968,0007,514
Securities issued by states & political subdivisions$5,233,0003,011
Other domestic debt securities$91,0002,782
Privately issued residential mortgage-backed securities$12,0001,342
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$79,0002,117
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,980,0004,721
Certificates of participation in pools of residential mortgages$1,980,0004,174
Issued or guaranteed by U.S.$1,968,0004,171
Privately issued$12,000199
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,292,0001,490
Available-for-sale securities (fair market value)$07,721
Total debt securities$7,292,0006,601
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$7,371,0006,691
U.S. Government securities$2,114,0007,601
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,114,0007,483
Securities issued by states & political subdivisions$5,244,0003,017
Other domestic debt securities$13,0002,907
Privately issued residential mortgage-backed securities$13,0001,312
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,127,0004,651
Certificates of participation in pools of residential mortgages$2,127,0004,100
Issued or guaranteed by U.S.$2,114,0004,095
Privately issued$13,000208
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,371,0001,502
Available-for-sale securities (fair market value)$07,742
Total debt securities$7,371,0006,632
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$6,900,0006,830
U.S. Government securities$2,242,0007,622
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,242,0007,501
Securities issued by states & political subdivisions$4,640,0003,211
Other domestic debt securities$18,0002,941
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,275
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,242,0004,595
Certificates of participation in pools of residential mortgages$2,242,0004,048
Issued or guaranteed by U.S.$2,242,0004,037
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,900,0001,585
Available-for-sale securities (fair market value)$07,796
Total debt securities$6,900,0006,777
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$6,783,0006,937
U.S. Government securities$2,390,0007,661
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,390,0007,531
Securities issued by states & political subdivisions$4,375,0003,285
Other domestic debt securities$18,0002,993
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,319
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,390,0004,524
Certificates of participation in pools of residential mortgages$2,390,0003,958
Issued or guaranteed by U.S.$2,390,0003,937
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,783,0001,657
Available-for-sale securities (fair market value)$07,856
Total debt securities$6,783,0006,882
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$6,518,0007,022
U.S. Government securities$2,546,0007,654
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,546,0007,523
Securities issued by states & political subdivisions$3,954,0003,422
Other domestic debt securities$18,0003,059
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,397
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,546,0004,459
Certificates of participation in pools of residential mortgages$2,546,0003,897
Issued or guaranteed by U.S.$2,546,0003,881
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,518,0001,711
Available-for-sale securities (fair market value)$07,901
Total debt securities$6,518,0006,967
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$4,055,0007,631
U.S. Government securities$2,694,0007,668
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,694,0007,539
Securities issued by states & political subdivisions$1,343,0004,777
Other domestic debt securities$18,0003,138
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,509
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,694,0004,429
Certificates of participation in pools of residential mortgages$2,694,0003,862
Issued or guaranteed by U.S.$2,694,0003,844
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,055,0002,086
Available-for-sale securities (fair market value)$07,929
Total debt securities$4,055,0007,580
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$3,910,0007,713
U.S. Government securities$2,881,0007,641
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,881,0007,508
Securities issued by states & political subdivisions$1,011,0005,074
Other domestic debt securities$18,0003,239
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,632
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,881,0004,384
Certificates of participation in pools of residential mortgages$2,881,0003,792
Issued or guaranteed by U.S.$2,881,0003,777
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,910,0002,151
Available-for-sale securities (fair market value)$07,975
Total debt securities$3,910,0007,659
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$3,926,0007,747
U.S. Government securities$3,908,0007,316
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,908,0007,176
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$18,0003,301
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,704
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,100,0004,357
Certificates of participation in pools of residential mortgages$3,100,0003,763
Issued or guaranteed by U.S.$3,100,0003,749
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,926,0002,161
Available-for-sale securities (fair market value)$08,010
Total debt securities$3,926,0007,694
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$3,403,0007,919
U.S. Government securities$3,385,0007,532
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,385,0007,384
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$18,0003,349
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,780
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,385,0004,338
Certificates of participation in pools of residential mortgages$3,385,0003,737
Issued or guaranteed by U.S.$3,385,0003,723
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,403,0002,299
Available-for-sale securities (fair market value)$08,027
Total debt securities$3,403,0007,867
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$3,663,0007,935
U.S. Government securities$3,645,0007,518
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,645,0007,350
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$18,0003,397
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,848
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,645,0004,323
Certificates of participation in pools of residential mortgages$3,645,0003,727
Issued or guaranteed by U.S.$3,645,0003,718
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,663,0002,284
Available-for-sale securities (fair market value)$08,105
Total debt securities$3,663,0007,880
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$3,759,0007,962
U.S. Government securities$3,741,0007,499
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,741,0007,339
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$18,0003,450
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0002,927
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,741,0004,345
Certificates of participation in pools of residential mortgages$3,741,0003,737
Issued or guaranteed by U.S.$3,741,0003,729
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,759,0002,276
Available-for-sale securities (fair market value)$08,136
Total debt securities$3,759,0007,900
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$2,569,0008,279
U.S. Government securities$2,551,0007,924
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,551,0007,769
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$18,0003,515
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0003,002
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,551,0004,817
Certificates of participation in pools of residential mortgages$2,551,0004,223
Issued or guaranteed by U.S.$2,551,0004,213
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,569,0002,611
Available-for-sale securities (fair market value)$08,182
Total debt securities$2,569,0008,223
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$2,025,0008,468
U.S. Government securities$2,007,0008,173
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,007,0008,020
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$18,0003,619
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0003,106
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,007,0005,138
Certificates of participation in pools of residential mortgages$2,007,0004,560
Issued or guaranteed by U.S.$2,007,0004,545
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,025,0002,813
Available-for-sale securities (fair market value)$08,240
Total debt securities$2,025,0008,415
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$2,269,0008,404
U.S. Government securities$2,251,0008,060
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,251,0007,902
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$18,0003,716
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0003,184
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,251,0005,068
Certificates of participation in pools of residential mortgages$2,251,0004,479
Issued or guaranteed by U.S.$2,251,0004,463
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,269,0002,712
Available-for-sale securities (fair market value)$08,255
Total debt securities$2,269,0008,341
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$2,459,0008,433
U.S. Government securities$2,441,0008,078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,441,0007,904
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$18,0003,766
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0003,321
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,441,0004,957
Certificates of participation in pools of residential mortgages$2,441,0004,365
Issued or guaranteed by U.S.$2,441,0004,346
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,459,0002,694
Available-for-sale securities (fair market value)$08,321
Total debt securities$2,459,0008,363
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$2,487,0008,437
U.S. Government securities$2,469,0008,036
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,469,0007,870
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$18,0003,874
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,0003,427
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,469,0004,962
Certificates of participation in pools of residential mortgages$2,469,0004,348
Issued or guaranteed by U.S.$2,469,0004,327
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,487,0002,715
Available-for-sale securities (fair market value)$08,370
Total debt securities$2,487,0008,359
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$2,473,0008,466
U.S. Government securities$2,454,0008,033
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,454,0007,858
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$19,0003,926
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0003,453
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,454,0005,079
Certificates of participation in pools of residential mortgages$2,454,0004,413
Issued or guaranteed by U.S.$2,454,0004,395
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,473,0002,728
Available-for-sale securities (fair market value)$08,383
Total debt securities$2,473,0008,384
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$2,890,0008,406
U.S. Government securities$2,871,0007,947
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,871,0007,762
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$19,0003,983
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0003,503
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,871,0004,931
Certificates of participation in pools of residential mortgages$2,871,0004,244
Issued or guaranteed by U.S.$2,871,0004,228
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,890,0002,631
Available-for-sale securities (fair market value)$08,426
Total debt securities$2,890,0008,327
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$3,378,0008,325
U.S. Government securities$3,359,0007,786
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,359,0007,571
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$19,0004,030
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0003,540
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,359,0004,718
Certificates of participation in pools of residential mortgages$3,359,0004,006
Issued or guaranteed by U.S.$3,359,0003,993
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,378,0002,545
Available-for-sale securities (fair market value)$08,446
Total debt securities$3,378,0008,241
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$3,819,0008,326
U.S. Government securities$3,800,0007,749
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,800,0007,496
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$19,0004,102
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$19,0003,533
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,800,0004,388
Certificates of participation in pools of residential mortgages$3,800,0003,543
Issued or guaranteed by U.S.$3,800,0003,527
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,819,0002,554
Available-for-sale securities (fair market value)$08,616
Total debt securities$3,819,0008,233
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$3,575,0008,835
U.S. Government securities$3,555,0008,384
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,555,0008,041
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$20,0003,827
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$20,0003,317
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,455,0003,955
Certificates of participation in pools of residential mortgages$3,455,0003,181
Issued or guaranteed by U.S.$3,455,0003,165
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,575,0003,192
Available-for-sale securities (fair market value)$09,343
Total debt securities$3,575,0008,716
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$3,782,0009,093
U.S. Government securities$3,760,0008,614
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,760,0008,109
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$22,0003,778
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,0003,170
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,660,0004,134
Certificates of participation in pools of residential mortgages$3,660,0003,264
Issued or guaranteed by U.S.$3,660,0003,249
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,782,0003,475
Available-for-sale securities (fair market value)$09,616
Total debt securities$3,782,0008,995
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$3,108,0009,450
U.S. Government securities$3,084,0008,942
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,084,0008,173
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$24,0003,783
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$24,0003,069
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,684,0004,917
Certificates of participation in pools of residential mortgages$2,684,0003,983
Issued or guaranteed by U.S.$2,684,0003,964
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,108,0004,141
Available-for-sale securities (fair market value)$09,801
Total debt securities$3,108,0009,325
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$2,825,00010,038
U.S. Government securities$2,800,0009,659
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,800,0008,551
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$25,0003,662
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0002,834
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,461,0005,863
Certificates of participation in pools of residential mortgages$1,461,0004,862
Issued or guaranteed by U.S.$1,461,0004,844
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,825,0005,127
Available-for-sale securities (fair market value)$010,178
Total debt securities$2,825,0009,936
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$4,875,0009,828
U.S. Government securities$4,877,0009,222
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,877,0007,721
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$2,000286
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$956,0006,919
Certificates of participation in pools of residential mortgages$956,0005,889
Issued or guaranteed by U.S.$956,0005,875
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,875,0004,748
Available-for-sale securities (fair market value)$010,545
Total debt securities$4,877,0009,716
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$6,363,0009,627
U.S. Government securities$6,365,0008,898
U.S. Treasury securities$1,766,0007,428
U.S. Government agency obligations$4,599,0007,937
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$2,000310
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$638,0007,787
Certificates of participation in pools of residential mortgages$638,0006,718
Issued or guaranteed by U.S.$638,0006,686
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,363,0004,454
Available-for-sale securities (fair market value)$011,064
Total debt securities$6,365,0009,522
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$5,992,00010,399
U.S. Government securities$5,994,0009,648
U.S. Treasury securities$1,987,0008,293
U.S. Government agency obligations$4,007,0008,385
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$2,000383
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$864,0007,957
Certificates of participation in pools of residential mortgages$864,0006,663
Issued or guaranteed by U.S.$864,0006,640
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,992,0007,449
Available-for-sale securities (fair market value)$011,262
Total debt securities$5,994,00010,285
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$4,437,00011,548
U.S. Government securities$4,439,00010,851
U.S. Treasury securities$1,810,0008,764
U.S. Government agency obligations$2,629,0009,687
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$2,000365
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,093,0008,280
Certificates of participation in pools of residential mortgages$1,093,0006,911
Issued or guaranteed by U.S.$1,093,0006,861
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,439,00011,400
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$4,650,00011,791
U.S. Government securities$4,652,00011,020
U.S. Treasury securities$1,831,0009,041
U.S. Government agency obligations$2,821,0009,700
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$2,000542
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,397,0008,382
Certificates of participation in pools of residential mortgages$1,397,0006,921
Issued or guaranteed by U.S.$1,397,0006,855
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,652,00011,648
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA