Home Savings Bank, FSB, Securities

2021-12-31Rank
Total securities$158,0004,685
U.S. Government securities$158,0004,522
U.S. Treasury securities$02,212
U.S. Government agency obligations$158,0004,385
Securities issued by states & political subdivisions$04,078
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$158,0003,918
Certificates of participation in pools of residential mortgages$158,0003,776
Issued or guaranteed by U.S.$158,0003,696
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$158,0001,546
Available-for-sale securities (fair market value)$04,480
Total debt securities$158,0004,667
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$234,0004,741
U.S. Government securities$234,0004,561
U.S. Treasury securities$02,008
U.S. Government agency obligations$234,0004,442
Securities issued by states & political subdivisions$04,131
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$234,0003,945
Certificates of participation in pools of residential mortgages$234,0003,781
Issued or guaranteed by U.S.$234,0003,707
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)$234,0001,538
Available-for-sale securities (fair market value)$04,538
Total debt securities$234,0004,721
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$238,0004,775
U.S. Government securities$238,0004,585
U.S. Treasury securities$01,913
U.S. Government agency obligations$238,0004,472
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$238,0003,968
Certificates of participation in pools of residential mortgages$238,0003,799
Issued or guaranteed by U.S.$238,0003,718
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)$238,0001,524
Available-for-sale securities (fair market value)$04,566
Total debt securities$238,0004,756
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$358,0004,775
U.S. Government securities$358,0004,555
U.S. Treasury securities$01,631
U.S. Government agency obligations$358,0004,443
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$358,0003,922
Certificates of participation in pools of residential mortgages$358,0003,743
Issued or guaranteed by U.S.$358,0003,660
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)$358,0001,479
Available-for-sale securities (fair market value)$04,583
Total debt securities$358,0004,754
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$364,0004,784
U.S. Government securities$364,0004,531
U.S. Treasury securities$01,194
U.S. Government agency obligations$364,0004,418
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
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)$364,0001,460
Available-for-sale securities (fair market value)$04,596
Total debt securities$364,0004,763
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$370,0004,804
U.S. Government securities$370,0004,553
U.S. Treasury securities$01,216
U.S. Government agency obligations$370,0004,442
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$370,0003,927
Certificates of participation in pools of residential mortgages$370,0003,736
Issued or guaranteed by U.S.$370,0003,660
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)$370,0001,447
Available-for-sale securities (fair market value)$04,624
Total debt securities$370,0004,784
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$376,0004,836
U.S. Government securities$376,0004,591
U.S. Treasury securities$01,251
U.S. Government agency obligations$376,0004,478
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$376,0003,937
Certificates of participation in pools of residential mortgages$376,0003,732
Issued or guaranteed by U.S.$376,0003,658
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)$376,0001,461
Available-for-sale securities (fair market value)$04,657
Total debt securities$376,0004,817
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$381,0004,888
U.S. Government securities$381,0004,657
U.S. Treasury securities$01,297
U.S. Government agency obligations$381,0004,550
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$381,0003,965
Certificates of participation in pools of residential mortgages$381,0003,759
Issued or guaranteed by U.S.$381,0003,669
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)$381,0001,473
Available-for-sale securities (fair market value)$04,717
Total debt securities$381,0004,866
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$1,497,0004,826
U.S. Government securities$1,497,0004,515
U.S. Treasury securities$01,363
U.S. Government agency obligations$1,497,0004,378
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$497,0003,940
Certificates of participation in pools of residential mortgages$497,0003,721
Issued or guaranteed by U.S.$497,0003,642
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)$1,497,0001,266
Available-for-sale securities (fair market value)$04,777
Total debt securities$1,497,0004,802
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$3,454,0004,718
U.S. Government securities$3,454,0004,271
U.S. Treasury securities$01,429
U.S. Government agency obligations$3,454,0004,107
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$504,0003,982
Certificates of participation in pools of residential mortgages$504,0003,751
Issued or guaranteed by U.S.$504,0003,673
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$3,454,0001,101
Available-for-sale securities (fair market value)$04,859
Total debt securities$3,454,0004,698
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$4,161,0004,718
U.S. Government securities$4,161,0004,225
U.S. Treasury securities$01,467
U.S. Government agency obligations$4,161,0004,064
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$511,0003,992
Certificates of participation in pools of residential mortgages$511,0003,764
Issued or guaranteed by U.S.$511,0003,695
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)$4,161,0001,082
Available-for-sale securities (fair market value)$04,907
Total debt securities$4,161,0004,697
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$4,170,0004,775
U.S. Government securities$4,170,0004,290
U.S. Treasury securities$01,516
U.S. Government agency obligations$4,170,0004,127
Securities issued by states & political subdivisions$04,430
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$500,0004,348
Mortgage-backed securities$520,0004,023
Certificates of participation in pools of residential mortgages$520,0003,792
Issued or guaranteed by U.S.$520,0003,709
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)$4,170,0001,094
Available-for-sale securities (fair market value)$04,952
Total debt securities$4,170,0004,755
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$4,177,0004,813
U.S. Government securities$4,177,0004,317
U.S. Treasury securities$01,513
U.S. Government agency obligations$4,177,0004,157
Securities issued by states & political subdivisions$04,477
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$500,0004,394
Mortgage-backed securities$527,0004,050
Certificates of participation in pools of residential mortgages$527,0003,818
Issued or guaranteed by U.S.$527,0003,751
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)$4,177,0001,132
Available-for-sale securities (fair market value)$04,997
Total debt securities$4,177,0004,795
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$4,269,0004,864
U.S. Government securities$4,269,0004,361
U.S. Treasury securities$01,500
U.S. Government agency obligations$4,269,0004,216
Securities issued by states & political subdivisions$04,529
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$500,0004,458
Mortgage-backed securities$619,0004,074
Certificates of participation in pools of residential mortgages$619,0003,834
Issued or guaranteed by U.S.$619,0003,809
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)$4,269,0001,143
Available-for-sale securities (fair market value)$05,066
Total debt securities$4,269,0004,844
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$4,854,0004,869
U.S. Government securities$4,854,0004,319
U.S. Treasury securities$01,475
U.S. Government agency obligations$4,854,0004,163
Securities issued by states & political subdivisions$04,577
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$500,0004,501
Mortgage-backed securities$704,0004,104
Certificates of participation in pools of residential mortgages$704,0003,852
Issued or guaranteed by U.S.$704,0003,681
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)$4,854,0001,122
Available-for-sale securities (fair market value)$05,125
Total debt securities$4,854,0004,848
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$4,867,0004,925
U.S. Government securities$4,867,0004,386
U.S. Treasury securities$01,426
U.S. Government agency obligations$4,867,0004,241
Securities issued by states & political subdivisions$04,627
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$500,0004,576
Mortgage-backed securities$717,0004,141
Certificates of participation in pools of residential mortgages$717,0003,896
Issued or guaranteed by U.S.$717,0003,889
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)$4,867,0001,149
Available-for-sale securities (fair market value)$05,183
Total debt securities$4,867,0004,904
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$4,779,0005,001
U.S. Government securities$4,779,0004,440
U.S. Treasury securities$01,328
U.S. Government agency obligations$4,779,0004,306
Securities issued by states & political subdivisions$04,692
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$500,0004,653
Mortgage-backed securities$729,0004,162
Certificates of participation in pools of residential mortgages$729,0003,928
Issued or guaranteed by U.S.$729,0003,922
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)$4,779,0001,179
Available-for-sale securities (fair market value)$05,251
Total debt securities$4,779,0004,978
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$4,791,0005,058
U.S. Government securities$4,791,0004,495
U.S. Treasury securities$01,313
U.S. Government agency obligations$4,791,0004,374
Securities issued by states & political subdivisions$04,737
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$500,0004,709
Mortgage-backed securities$741,0004,205
Certificates of participation in pools of residential mortgages$741,0003,961
Issued or guaranteed by U.S.$741,0003,956
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)$4,791,0001,215
Available-for-sale securities (fair market value)$05,300
Total debt securities$4,791,0005,033
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$4,742,0005,104
U.S. Government securities$4,742,0004,547
U.S. Treasury securities$01,351
U.S. Government agency obligations$4,742,0004,422
Securities issued by states & political subdivisions$04,790
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$500,0004,742
Mortgage-backed securities$967,0004,166
Certificates of participation in pools of residential mortgages$967,0003,917
Issued or guaranteed by U.S.$967,0003,910
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)$4,742,0001,236
Available-for-sale securities (fair market value)$05,348
Total debt securities$4,742,0005,080
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$4,431,0005,194
U.S. Government securities$4,431,0004,649
U.S. Treasury securities$01,390
U.S. Government agency obligations$4,431,0004,517
Securities issued by states & political subdivisions$04,850
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$500,0004,802
Mortgage-backed securities$981,0004,223
Certificates of participation in pools of residential mortgages$981,0003,976
Issued or guaranteed by U.S.$981,0003,971
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)$4,431,0001,283
Available-for-sale securities (fair market value)$05,415
Total debt securities$4,431,0005,167
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$4,449,0005,226
U.S. Government securities$4,449,0004,654
U.S. Treasury securities$01,367
U.S. Government agency obligations$4,449,0004,529
Securities issued by states & political subdivisions$04,898
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$500,0004,846
Mortgage-backed securities$999,0004,247
Certificates of participation in pools of residential mortgages$999,0003,989
Issued or guaranteed by U.S.$999,0003,981
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)$4,449,0001,284
Available-for-sale securities (fair market value)$05,466
Total debt securities$4,449,0005,202
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$4,465,0005,279
U.S. Government securities$4,465,0004,684
U.S. Treasury securities$01,214
U.S. Government agency obligations$4,465,0004,567
Securities issued by states & political subdivisions$04,929
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$500,0004,923
Mortgage-backed securities$1,015,0004,292
Certificates of participation in pools of residential mortgages$1,015,0004,027
Issued or guaranteed by U.S.$1,015,0004,023
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)$4,465,0001,295
Available-for-sale securities (fair market value)$05,526
Total debt securities$4,465,0005,255
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$4,563,0005,345
U.S. Government securities$4,563,0004,762
U.S. Treasury securities$01,253
U.S. Government agency obligations$4,563,0004,636
Securities issued by states & political subdivisions$04,973
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$500,0004,999
Mortgage-backed securities$1,138,0004,301
Certificates of participation in pools of residential mortgages$1,138,0004,020
Issued or guaranteed by U.S.$1,138,0004,014
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)$4,563,0001,326
Available-for-sale securities (fair market value)$05,605
Total debt securities$4,563,0005,322
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$3,258,0005,553
U.S. Government securities$3,258,0005,074
U.S. Treasury securities$01,296
U.S. Government agency obligations$3,258,0004,971
Securities issued by states & political subdivisions$05,013
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$05,255
Mortgage-backed securities$1,333,0004,280
Certificates of participation in pools of residential mortgages$1,333,0003,984
Issued or guaranteed by U.S.$1,333,0003,980
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,258,0001,487
Available-for-sale securities (fair market value)$05,655
Total debt securities$3,258,0005,531
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$3,546,0005,589
U.S. Government securities$3,546,0005,101
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,546,0004,990
Securities issued by states & political subdivisions$05,056
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$05,301
Mortgage-backed securities$1,346,0004,296
Certificates of participation in pools of residential mortgages$1,346,0004,006
Issued or guaranteed by U.S.$1,346,0004,002
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)$3,546,0001,489
Available-for-sale securities (fair market value)$05,708
Total debt securities$3,546,0005,564
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$4,361,0005,593
U.S. Government securities$4,361,0005,051
U.S. Treasury securities$01,303
U.S. Government agency obligations$4,361,0004,945
Securities issued by states & political subdivisions$05,124
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$500,0005,185
Mortgage-backed securities$1,361,0004,348
Certificates of participation in pools of residential mortgages$1,361,0004,048
Issued or guaranteed by U.S.$1,361,0004,043
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)$4,361,0001,413
Available-for-sale securities (fair market value)$05,787
Total debt securities$4,361,0005,571
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$5,074,0005,588
U.S. Government securities$5,074,0005,045
U.S. Treasury securities$01,348
U.S. Government agency obligations$5,074,0004,935
Securities issued by states & political subdivisions$05,164
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$500,0005,230
Mortgage-backed securities$1,374,0004,436
Certificates of participation in pools of residential mortgages$1,374,0004,135
Issued or guaranteed by U.S.$1,374,0004,130
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)$5,074,0001,358
Available-for-sale securities (fair market value)$05,863
Total debt securities$5,074,0005,563
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$5,340,0005,611
U.S. Government securities$5,340,0005,088
U.S. Treasury securities$01,327
U.S. Government agency obligations$5,340,0004,978
Securities issued by states & political subdivisions$05,179
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$500,0005,288
Mortgage-backed securities$1,390,0004,498
Certificates of participation in pools of residential mortgages$1,390,0004,197
Issued or guaranteed by U.S.$1,390,0004,190
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)$5,340,0001,353
Available-for-sale securities (fair market value)$05,927
Total debt securities$5,340,0005,587
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$5,060,0005,748
U.S. Government securities$5,060,0005,216
U.S. Treasury securities$01,361
U.S. Government agency obligations$5,060,0005,093
Securities issued by states & political subdivisions$05,261
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$500,0005,370
Mortgage-backed securities$1,510,0004,549
Certificates of participation in pools of residential mortgages$1,510,0004,231
Issued or guaranteed by U.S.$1,510,0004,223
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)$5,060,0001,400
Available-for-sale securities (fair market value)$06,022
Total debt securities$5,060,0005,730
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$4,775,0005,864
U.S. Government securities$4,775,0005,349
U.S. Treasury securities$01,381
U.S. Government agency obligations$4,775,0005,228
Securities issued by states & political subdivisions$05,321
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$05,639
Mortgage-backed securities$1,525,0004,623
Certificates of participation in pools of residential mortgages$1,525,0004,315
Issued or guaranteed by U.S.$1,525,0004,311
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)$4,775,0001,436
Available-for-sale securities (fair market value)$06,094
Total debt securities$4,775,0005,843
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$4,792,0005,933
U.S. Government securities$4,792,0005,422
U.S. Treasury securities$01,342
U.S. Government agency obligations$4,792,0005,307
Securities issued by states & political subdivisions$05,386
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$05,698
Mortgage-backed securities$1,542,0004,683
Certificates of participation in pools of residential mortgages$1,542,0004,356
Issued or guaranteed by U.S.$1,542,0004,353
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)$4,792,0001,453
Available-for-sale securities (fair market value)$06,156
Total debt securities$4,792,0005,912
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$4,379,0006,021
U.S. Government securities$4,379,0005,528
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,379,0005,430
Securities issued by states & political subdivisions$05,432
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$05,749
Mortgage-backed securities$1,629,0004,695
Certificates of participation in pools of residential mortgages$1,629,0004,358
Issued or guaranteed by U.S.$1,629,0004,354
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)$4,379,0001,501
Available-for-sale securities (fair market value)$06,227
Total debt securities$4,379,0005,995
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$4,893,0006,029
U.S. Government securities$4,893,0005,457
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,893,0005,359
Securities issued by states & political subdivisions$05,498
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$05,833
Mortgage-backed securities$1,643,0004,722
Certificates of participation in pools of residential mortgages$1,643,0004,378
Issued or guaranteed by U.S.$1,643,0004,371
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)$4,893,0001,438
Available-for-sale securities (fair market value)$06,303
Total debt securities$4,893,0006,003
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$4,907,0006,080
U.S. Government securities$4,907,0005,509
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,907,0005,410
Securities issued by states & political subdivisions$05,540
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$05,888
Mortgage-backed securities$1,657,0004,755
Certificates of participation in pools of residential mortgages$1,657,0004,405
Issued or guaranteed by U.S.$1,657,0004,399
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)$4,907,0001,409
Available-for-sale securities (fair market value)$06,372
Total debt securities$4,907,0006,051
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$4,972,0006,087
U.S. Government securities$4,972,0005,510
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,972,0005,400
Securities issued by states & political subdivisions$05,545
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$05,912
Mortgage-backed securities$1,722,0004,747
Certificates of participation in pools of residential mortgages$1,722,0004,359
Issued or guaranteed by U.S.$1,722,0004,355
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)$4,972,0001,340
Available-for-sale securities (fair market value)$06,421
Total debt securities$4,972,0006,060
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$5,289,0006,097
U.S. Government securities$5,289,0005,480
U.S. Treasury securities$01,161
U.S. Government agency obligations$5,289,0005,371
Securities issued by states & political subdivisions$05,582
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$05,985
Mortgage-backed securities$1,789,0004,779
Certificates of participation in pools of residential mortgages$1,789,0004,370
Issued or guaranteed by U.S.$1,789,0004,367
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)$5,289,0001,276
Available-for-sale securities (fair market value)$06,494
Total debt securities$5,289,0006,074
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$5,418,0006,124
U.S. Government securities$5,418,0005,478
U.S. Treasury securities$01,135
U.S. Government agency obligations$5,418,0005,366
Securities issued by states & political subdivisions$05,626
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$06,039
Mortgage-backed securities$1,918,0004,774
Certificates of participation in pools of residential mortgages$1,918,0004,347
Issued or guaranteed by U.S.$1,918,0004,346
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)$5,418,0001,273
Available-for-sale securities (fair market value)$06,540
Total debt securities$5,418,0006,098
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$7,184,0005,979
U.S. Government securities$7,184,0005,253
U.S. Treasury securities$01,086
U.S. Government agency obligations$7,184,0005,160
Securities issued by states & political subdivisions$05,673
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$06,124
Mortgage-backed securities$1,934,0004,882
Certificates of participation in pools of residential mortgages$1,934,0004,476
Issued or guaranteed by U.S.$1,934,0004,474
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)$7,184,0001,143
Available-for-sale securities (fair market value)$06,625
Total debt securities$7,184,0005,949
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$7,449,0006,008
U.S. Government securities$7,449,0005,322
U.S. Treasury securities$01,068
U.S. Government agency obligations$7,449,0005,217
Securities issued by states & political subdivisions$05,701
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$06,201
Mortgage-backed securities$1,949,0004,915
Certificates of participation in pools of residential mortgages$1,949,0004,508
Issued or guaranteed by U.S.$1,949,0004,507
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)$7,449,0001,120
Available-for-sale securities (fair market value)$06,685
Total debt securities$7,449,0005,983
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$9,212,0005,835
U.S. Government securities$9,212,0005,115
U.S. Treasury securities$01,157
U.S. Government agency obligations$9,212,0005,014
Securities issued by states & political subdivisions$05,702
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$06,234
Mortgage-backed securities$1,962,0004,928
Certificates of participation in pools of residential mortgages$1,962,0004,515
Issued or guaranteed by U.S.$1,962,0004,512
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)$9,212,0001,028
Available-for-sale securities (fair market value)$06,742
Total debt securities$9,212,0005,808
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$10,666,0005,658
U.S. Government securities$10,666,0004,831
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,666,0004,731
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,125
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,116,0004,855
Certificates of participation in pools of residential mortgages$2,116,0004,402
Issued or guaranteed by U.S.$2,116,0004,394
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,666,000977
Available-for-sale securities (fair market value)$06,765
Total debt securities$10,666,0005,631
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$8,284,0005,971
U.S. Government securities$8,284,0005,228
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,284,0005,126
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,094
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,134,0004,844
Certificates of participation in pools of residential mortgages$2,134,0004,340
Issued or guaranteed by U.S.$2,134,0004,327
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,284,0001,100
Available-for-sale securities (fair market value)$06,827
Total debt securities$8,284,0005,934
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$9,244,0005,927
U.S. Government securities$9,244,0005,171
U.S. Treasury securitiesNANA
U.S. Government agency obligations$9,244,0005,059
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - 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$2,294,0004,784
Certificates of participation in pools of residential mortgages$2,294,0004,284
Issued or guaranteed by U.S.$2,294,0004,272
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)$9,244,0001,066
Available-for-sale securities (fair market value)$06,900
Total debt securities$9,244,0005,891
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$8,100,0006,076
U.S. Government securities$8,100,0005,377
U.S. Treasury securitiesNANA
U.S. Government agency obligations$8,100,0005,264
Securities issued by states & political subdivisions$05,757
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$2,450,0004,697
Certificates of participation in pools of residential mortgages$2,450,0004,178
Issued or guaranteed by U.S.$2,450,0004,168
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)$8,100,0001,141
Available-for-sale securities (fair market value)$06,957
Total debt securities$8,100,0006,042
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$7,590,0006,086
U.S. Government securities$7,590,0005,337
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,590,0005,222
Securities issued by states & political subdivisions$05,791
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$2,590,0004,599
Certificates of participation in pools of residential mortgages$2,590,0004,030
Issued or guaranteed by U.S.$2,590,0004,020
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)$7,590,0001,176
Available-for-sale securities (fair market value)$07,005
Total debt securities$7,590,0006,052
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$6,655,0006,257
U.S. Government securities$6,655,0005,504
U.S. Treasury securitiesNANA
U.S. Government agency obligations$6,655,0005,380
Securities issued by states & political subdivisions$05,786
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$2,805,0004,559
Certificates of participation in pools of residential mortgages$2,805,0003,945
Issued or guaranteed by U.S.$2,805,0003,935
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)$6,655,0001,290
Available-for-sale securities (fair market value)$07,084
Total debt securities$6,655,0006,219
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$7,026,0006,265
U.S. Government securities$7,026,0005,566
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,026,0005,449
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
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$3,076,0004,496
Certificates of participation in pools of residential mortgages$3,076,0003,902
Issued or guaranteed by U.S.$3,076,0003,895
Privately issued$0148
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)$7,026,0001,288
Available-for-sale securities (fair market value)$07,144
Total debt securities$7,026,0006,228
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$5,705,0006,589
U.S. Government securities$5,705,0005,942
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,705,0005,827
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
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$3,255,0004,523
Certificates of participation in pools of residential mortgages$3,255,0003,966
Issued or guaranteed by U.S.$3,255,0003,957
Privately issued$0145
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)$5,705,0001,437
Available-for-sale securities (fair market value)$07,234
Total debt securities$5,705,0006,548
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$5,333,0006,660
U.S. Government securities$5,333,0006,003
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,333,0005,902
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
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$3,633,0004,491
Certificates of participation in pools of residential mortgages$3,633,0003,916
Issued or guaranteed by U.S.$3,633,0003,907
Privately issued$0157
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)$5,333,0001,488
Available-for-sale securities (fair market value)$07,286
Total debt securities$5,333,0006,621
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$5,322,0006,732
U.S. Government securities$5,322,0006,065
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,322,0005,976
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
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$3,772,0004,545
Certificates of participation in pools of residential mortgages$3,772,0003,959
Issued or guaranteed by U.S.$3,772,0003,949
Privately issued$0171
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)$5,322,0001,544
Available-for-sale securities (fair market value)$07,355
Total debt securities$5,322,0006,691
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$5,190,0006,765
U.S. Government securities$5,190,0006,106
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,190,0006,018
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
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$4,140,0004,491
Certificates of participation in pools of residential mortgages$4,140,0003,908
Issued or guaranteed by U.S.$4,140,0003,894
Privately issued$0181
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)$5,190,0001,572
Available-for-sale securities (fair market value)$07,425
Total debt securities$5,190,0006,725
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$5,046,0006,847
U.S. Government securities$5,046,0006,276
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,046,0006,192
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
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$4,246,0004,551
Certificates of participation in pools of residential mortgages$4,246,0003,979
Issued or guaranteed by U.S.$4,246,0003,967
Privately issued$0191
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)$5,046,0001,623
Available-for-sale securities (fair market value)$07,481
Total debt securities$5,046,0006,806
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$4,556,0006,999
U.S. Government securities$4,556,0006,529
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,556,0006,436
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
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$3,556,0004,702
Certificates of participation in pools of residential mortgages$3,556,0004,171
Issued or guaranteed by U.S.$3,556,0004,158
Privately issued$0188
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)$4,556,0001,691
Available-for-sale securities (fair market value)$07,524
Total debt securities$4,556,0006,960
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$4,654,0006,987
U.S. Government securities$4,654,0006,485
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,654,0006,392
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
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$3,654,0004,595
Certificates of participation in pools of residential mortgages$3,654,0004,070
Issued or guaranteed by U.S.$3,654,0004,058
Privately issued$0192
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)$4,654,0001,692
Available-for-sale securities (fair market value)$07,569
Total debt securities$4,654,0006,944
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$4,708,0007,058
U.S. Government securities$4,708,0006,544
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,708,0006,450
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
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$3,708,0004,576
Certificates of participation in pools of residential mortgages$3,708,0004,050
Issued or guaranteed by U.S.$3,708,0004,034
Privately issued$0202
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)$4,708,0001,681
Available-for-sale securities (fair market value)$07,617
Total debt securities$4,708,0007,001
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$1,902,0007,726
U.S. Government securities$1,902,0007,429
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,902,0007,331
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
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$687,0005,727
Certificates of participation in pools of residential mortgages$687,0005,327
Issued or guaranteed by U.S.$687,0005,300
Privately issued$0205
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)$1,902,0002,278
Available-for-sale securities (fair market value)$07,643
Total debt securities$1,902,0007,676
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$3,208,0007,505
U.S. Government securities$3,208,0007,130
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,208,0007,013
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
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$732,0005,545
Certificates of participation in pools of residential mortgages$732,0005,121
Issued or guaranteed by U.S.$732,0005,100
Privately issued$0191
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)$3,208,0002,006
Available-for-sale securities (fair market value)$07,657
Total debt securities$3,208,0007,457
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$3,470,0007,497
U.S. Government securities$3,470,0007,121
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,470,0007,003
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
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$794,0005,426
Certificates of participation in pools of residential mortgages$794,0004,967
Issued or guaranteed by U.S.$794,0004,952
Privately issued$0194
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)$3,470,0002,000
Available-for-sale securities (fair market value)$07,682
Total debt securities$3,470,0007,456
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$3,634,0007,500
U.S. Government securities$3,634,0007,125
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,634,0007,002
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
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$857,0005,382
Certificates of participation in pools of residential mortgages$857,0004,925
Issued or guaranteed by U.S.$857,0004,910
Privately issued$0207
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)$3,634,0001,998
Available-for-sale securities (fair market value)$07,721
Total debt securities$3,634,0007,461
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$3,692,0007,533
U.S. Government securities$3,692,0007,146
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,692,0007,018
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
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$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$915,0005,362
Certificates of participation in pools of residential mortgages$915,0004,895
Issued or guaranteed by U.S.$915,0004,878
Privately issued$0218
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)$3,692,0002,022
Available-for-sale securities (fair market value)$07,742
Total debt securities$3,692,0007,488
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$3,657,0007,569
U.S. Government securities$3,657,0007,191
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,657,0007,073
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
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$02,305
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$978,0005,304
Certificates of participation in pools of residential mortgages$978,0004,824
Issued or guaranteed by U.S.$978,0004,807
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)$3,657,0002,051
Available-for-sale securities (fair market value)$07,796
Total debt securities$3,657,0007,525
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$3,707,0007,639
U.S. Government securities$3,707,0007,265
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,707,0007,133
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
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$02,350
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$1,029,0005,259
Certificates of participation in pools of residential mortgages$1,029,0004,792
Issued or guaranteed by U.S.$1,029,0004,768
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)$3,707,0002,104
Available-for-sale securities (fair market value)$07,856
Total debt securities$3,707,0007,592
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$3,886,0007,642
U.S. Government securities$3,886,0007,235
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,886,0007,097
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
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$02,433
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$1,108,0005,236
Certificates of participation in pools of residential mortgages$1,108,0004,760
Issued or guaranteed by U.S.$1,108,0004,737
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)$3,886,0002,089
Available-for-sale securities (fair market value)$07,901
Total debt securities$3,886,0007,594
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$4,042,0007,638
U.S. Government securities$4,042,0007,219
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,042,0007,073
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
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$02,544
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$1,164,0005,247
Certificates of participation in pools of residential mortgages$1,164,0004,749
Issued or guaranteed by U.S.$1,164,0004,730
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)$4,042,0002,089
Available-for-sale securities (fair market value)$07,929
Total debt securities$4,042,0007,587
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$4,034,0007,678
U.S. Government securities$4,034,0007,245
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,034,0007,087
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
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$02,667
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$1,254,0005,247
Certificates of participation in pools of residential mortgages$1,254,0004,728
Issued or guaranteed by U.S.$1,254,0004,708
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)$4,034,0002,123
Available-for-sale securities (fair market value)$07,975
Total debt securities$4,034,0007,627
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$4,623,0007,565
U.S. Government securities$4,061,0007,260
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,061,0007,117
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
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$02,738
Foreign debt securitiesNANA
Equity securities$562,0001,325
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,381,0005,204
Certificates of participation in pools of residential mortgages$1,381,0004,687
Issued or guaranteed by U.S.$1,381,0004,668
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)$4,061,0002,135
Available-for-sale securities (fair market value)$562,0007,793
Total debt securities$4,061,0007,655
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$5,288,0007,453
U.S. Government securities$4,630,0007,121
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,630,0006,972
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
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$02,815
Foreign debt securitiesNANA
Equity securities$658,0001,298
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,149,0004,848
Certificates of participation in pools of residential mortgages$2,149,0004,276
Issued or guaranteed by U.S.$2,149,0004,260
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)$4,630,0002,048
Available-for-sale securities (fair market value)$658,0007,800
Total debt securities$4,630,0007,550
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$4,857,0007,632
U.S. Government securities$4,199,0007,329
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,199,0007,157
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
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$02,887
Foreign debt securitiesNANA
Equity securities$658,0001,344
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,018,0005,005
Certificates of participation in pools of residential mortgages$2,018,0004,432
Issued or guaranteed by U.S.$2,018,0004,418
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)$4,199,0002,169
Available-for-sale securities (fair market value)$658,0007,877
Total debt securities$4,199,0007,735
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$4,661,0007,718
U.S. Government securities$4,004,0007,424
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,004,0007,262
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
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$02,966
Foreign debt securitiesNANA
Equity securities$657,0001,376
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,123,0004,985
Certificates of participation in pools of residential mortgages$2,122,0004,410
Issued or guaranteed by U.S.$2,122,0004,395
Privately issued$0203
Collaterized mortgage obligations$1,0003,825
CMOs issued by government agencies or sponsored agencies$1,0003,449
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)$4,004,0002,227
Available-for-sale securities (fair market value)$657,0007,890
Total debt securities$4,004,0007,838
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$4,727,0007,743
U.S. Government securities$4,161,0007,396
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,161,0007,236
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
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$03,039
Foreign debt securitiesNANA
Equity securities$566,0001,426
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,279,0004,952
Certificates of participation in pools of residential mortgages$2,277,0004,368
Issued or guaranteed by U.S.$2,277,0004,355
Privately issued$0225
Collaterized mortgage obligations$2,0003,822
CMOs issued by government agencies or sponsored agencies$2,0003,458
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)$4,161,0002,204
Available-for-sale securities (fair market value)$566,0007,963
Total debt securities$4,161,0007,819
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$4,395,0007,896
U.S. Government securities$3,829,0007,580
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,829,0007,423
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
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$03,142
Foreign debt securitiesNANA
Equity securities$566,0001,453
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,947,0005,176
Certificates of participation in pools of residential mortgages$1,936,0004,617
Issued or guaranteed by U.S.$1,936,0004,601
Privately issued$0225
Collaterized mortgage obligations$11,0003,823
CMOs issued by government agencies or sponsored agencies$11,0003,490
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)$3,829,0002,279
Available-for-sale securities (fair market value)$566,0008,017
Total debt securities$3,829,0007,964
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$4,096,0007,963
U.S. Government securities$3,530,0007,637
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,530,0007,484
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
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$03,226
Foreign debt securitiesNANA
Equity securities$566,0001,510
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,902,0005,230
Certificates of participation in pools of residential mortgages$1,888,0004,673
Issued or guaranteed by U.S.$1,888,0004,656
Privately issued$0230
Collaterized mortgage obligations$14,0003,886
CMOs issued by government agencies or sponsored agencies$14,0003,545
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)$3,530,0002,330
Available-for-sale securities (fair market value)$566,0008,037
Total debt securities$3,530,0008,029
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$4,544,0007,934
U.S. Government securities$3,978,0007,567
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,978,0007,393
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
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$03,361
Foreign debt securitiesNANA
Equity securities$566,0001,522
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,050,0005,143
Certificates of participation in pools of residential mortgages$2,032,0004,582
Issued or guaranteed by U.S.$2,032,0004,562
Privately issued$0248
Collaterized mortgage obligations$18,0003,924
CMOs issued by government agencies or sponsored agencies$18,0003,739
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,978,0002,270
Available-for-sale securities (fair market value)$566,0008,101
Total debt securities$3,978,0008,011
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$4,656,0007,866
U.S. Government securities$4,127,0007,413
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,127,0007,226
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
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$03,464
Foreign debt securitiesNANA
Equity securities$529,0001,599
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,202,0005,086
Certificates of participation in pools of residential mortgages$2,180,0004,484
Issued or guaranteed by U.S.$2,180,0004,462
Privately issued$0253
Collaterized mortgage obligations$22,0004,002
CMOs issued by government agencies or sponsored agencies$22,0003,804
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,127,0002,232
Available-for-sale securities (fair market value)$529,0008,144
Total debt securities$4,127,0007,902
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$4,097,0008,008
U.S. Government securities$3,585,0007,600
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,585,0007,405
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
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$03,493
Foreign debt securitiesNANA
Equity securities$512,0001,633
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,132,0005,243
Certificates of participation in pools of residential mortgages$2,106,0004,605
Issued or guaranteed by U.S.$2,106,0004,588
Privately issued$0256
Collaterized mortgage obligations$26,0004,159
CMOs issued by government agencies or sponsored agencies$26,0003,961
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,585,0002,385
Available-for-sale securities (fair market value)$512,0008,173
Total debt securities$3,585,0008,063
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$3,861,0008,126
U.S. Government securities$3,326,0007,759
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,326,0007,566
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
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$03,546
Foreign debt securitiesNANA
Equity securities$535,0001,610
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,869,0005,385
Certificates of participation in pools of residential mortgages$1,839,0004,747
Issued or guaranteed by U.S.$1,839,0004,731
Privately issued$0257
Collaterized mortgage obligations$30,0004,227
CMOs issued by government agencies or sponsored agencies$30,0004,034
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,326,0002,506
Available-for-sale securities (fair market value)$535,0008,203
Total debt securities$3,326,0008,204
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$3,310,0008,346
U.S. Government securities$2,715,0008,051
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,715,0007,853
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
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$03,582
Foreign debt securitiesNANA
Equity securities$595,0001,576
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,260,0005,747
Certificates of participation in pools of residential mortgages$1,226,0005,166
Issued or guaranteed by U.S.$1,226,0005,147
Privately issued$0252
Collaterized mortgage obligations$34,0004,268
CMOs issued by government agencies or sponsored agencies$34,0004,077
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,715,0002,757
Available-for-sale securities (fair market value)$595,0008,206
Total debt securities$2,715,0008,416
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$3,565,0008,399
U.S. Government securities$2,906,0008,116
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,906,0007,896
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
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$03,579
Foreign debt securitiesNANA
Equity securities$659,0001,492
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,947,0005,304
Certificates of participation in pools of residential mortgages$1,920,0004,548
Issued or guaranteed by U.S.$1,920,0004,528
Privately issued$0260
Collaterized mortgage obligations$27,0004,403
CMOs issued by government agencies or sponsored agencies$27,0004,203
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,906,0002,824
Available-for-sale securities (fair market value)$659,0008,351
Total debt securities$2,906,0008,511
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$4,528,0008,516
U.S. Government securities$3,834,0008,267
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,834,0007,915
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$694,0003,159
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,079,0004,727
Certificates of participation in pools of residential mortgages$2,018,0003,960
Issued or guaranteed by U.S.$2,018,0003,939
Privately issued$0308
Collaterized mortgage obligations$61,0004,016
CMOs issued by government agencies or sponsored agencies$61,0003,822
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,834,0003,104
Available-for-sale securities (fair market value)$694,0008,641
Total debt securities$3,834,0008,653
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$4,090,0008,981
U.S. Government securities$3,616,0008,684
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,616,0008,176
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
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$03,254
Foreign debt securitiesNANA
Equity securities$474,0003,836
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,551,0005,393
Certificates of participation in pools of residential mortgages$1,525,0004,556
Issued or guaranteed by U.S.$1,525,0004,543
Privately issued$0307
Collaterized mortgage obligations$26,0004,417
CMOs issued by government agencies or sponsored agencies$26,0004,187
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,616,0003,529
Available-for-sale securities (fair market value)$474,0009,023
Total debt securities$3,616,0009,048
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$4,449,0008,955
U.S. Government securities$3,799,0008,612
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,799,0007,804
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
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$03,174
Foreign debt securitiesNANA
Equity securities$650,0003,067
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,307,0005,821
Certificates of participation in pools of residential mortgages$1,038,0005,224
Issued or guaranteed by U.S.$1,038,0005,206
Privately issued$0349
Collaterized mortgage obligations$269,0004,127
CMOs issued by government agencies or sponsored agencies$269,0003,957
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,799,0003,861
Available-for-sale securities (fair market value)$650,0009,035
Total debt securities$3,799,0009,067
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$5,310,0009,093
U.S. Government securities$4,888,0008,639
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,888,0007,346
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
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$02,997
Foreign debt securitiesNANA
Equity securities$422,0003,976
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,589,0005,740
Certificates of participation in pools of residential mortgages$1,304,0004,998
Issued or guaranteed by U.S.$1,304,0004,980
Privately issued$0394
Collaterized mortgage obligations$285,0004,335
CMOs issued by government agencies or sponsored agencies$285,0004,180
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,888,0004,198
Available-for-sale securities (fair market value)$422,0009,546
Total debt securities$4,888,0009,165
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$5,096,0009,740
U.S. Government securities$4,804,0009,262
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,804,0007,760
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$278,0004,675
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$-14,000828
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,561,0006,250
Certificates of participation in pools of residential mortgages$1,259,0005,477
Issued or guaranteed by U.S.$1,259,0005,462
Privately issued$0472
Collaterized mortgage obligations$302,0004,792
CMOs issued by government agencies or sponsored agencies$302,0004,612
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,096,0004,644
Available-for-sale securities (fair market value)$010,545
Total debt securities$4,804,0009,747
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$5,304,00010,076
U.S. Government securities$5,273,0009,409
U.S. Treasury securities$3,029,0005,966
U.S. Government agency obligations$2,244,0009,541
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$10,0008,145
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$-21,000912
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,237,0007,006
Certificates of participation in pools of residential mortgages$926,0006,187
Issued or guaranteed by U.S.$926,0006,154
Privately issued$0558
Collaterized mortgage obligations$311,0005,218
CMOs issued by government agencies or sponsored agencies$311,0005,015
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,304,0004,872
Available-for-sale securities (fair market value)$011,064
Total debt securities$5,273,0009,978
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$6,104,00010,338
U.S. Government securities$6,066,0009,613
U.S. Treasury securities$4,059,0006,170
U.S. Government agency obligations$2,007,0009,912
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$10,0008,264
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$-28,000999
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$962,0007,803
Certificates of participation in pools of residential mortgages$526,0007,319
Issued or guaranteed by U.S.$526,0007,292
Privately issued$0564
Collaterized mortgage obligations$436,0005,405
CMOs issued by government agencies or sponsored agencies$436,0005,184
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,104,0007,394
Available-for-sale securities (fair market value)$011,262
Total debt securities$6,066,00010,252
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$6,892,00010,369
U.S. Government securities$6,850,0009,484
U.S. Treasury securities$4,971,0005,792
U.S. Government agency obligations$1,879,00010,380
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$10,0008,260
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$-32,0001,072
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$705,0008,878
Certificates of participation in pools of residential mortgages$705,0007,611
Issued or guaranteed by U.S.$705,0007,564
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$6,850,00010,257
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$7,042,00010,505
U.S. Government securities$6,804,0009,703
U.S. Treasury securities$4,745,0005,993
U.S. Government agency obligations$2,059,00010,448
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$200,0006,170
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$200,0004,735
Foreign debt securitiesNANA
Equity securities$10,0008,142
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$-28,0001,296
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$773,0009,303
Certificates of participation in pools of residential mortgages$773,0007,944
Issued or guaranteed by U.S.$773,0007,883
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$7,004,00010,401
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