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Integrity Bank Plus, Securities

2021-12-31Rank
Total securities$23,887,0003,519
U.S. Government securities$17,918,0003,067
U.S. Treasury securities$02,212
U.S. Government agency obligations$17,918,0002,784
Securities issued by states & political subdivisions$5,956,0003,088
Other domestic debt securities$13,0002,228
Privately issued residential mortgage-backed securities$13,000662
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,281,0002,986
Mortgage-backed securities$13,718,0002,526
Certificates of participation in pools of residential mortgages$9,885,0002,294
Issued or guaranteed by U.S.$9,885,0002,231
Privately issued$0246
Collaterized mortgage obligations$3,833,0001,722
CMOs issued by government agencies or sponsored agencies$3,820,0001,671
Privately issued$13,000466
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)$01,677
Available-for-sale securities (fair market value)$23,887,0003,309
Total debt securities$23,886,0003,496
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$23,444,0003,490
U.S. Government securities$19,774,0002,885
U.S. Treasury securities$02,008
U.S. Government agency obligations$19,774,0002,668
Securities issued by states & political subdivisions$3,656,0003,381
Other domestic debt securities$14,0002,183
Privately issued residential mortgage-backed securities$14,000638
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$5,965,0003,035
Mortgage-backed securities$15,037,0002,465
Certificates of participation in pools of residential mortgages$14,024,0001,996
Issued or guaranteed by U.S.$14,024,0001,941
Privately issued$0234
Collaterized mortgage obligations$1,013,0002,306
CMOs issued by government agencies or sponsored agencies$999,0002,260
Privately issued$14,000455
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)$01,695
Available-for-sale securities (fair market value)$23,444,0003,288
Total debt securities$23,450,0003,469
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$23,510,0003,449
U.S. Government securities$19,819,0002,848
U.S. Treasury securities$01,913
U.S. Government agency obligations$19,819,0002,646
Securities issued by states & political subdivisions$3,676,0003,387
Other domestic debt securities$15,0002,183
Privately issued residential mortgage-backed securities$15,000643
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$5,959,0003,032
Mortgage-backed securities$15,058,0002,426
Certificates of participation in pools of residential mortgages$15,043,0001,897
Issued or guaranteed by U.S.$15,043,0001,849
Privately issued$0247
Collaterized mortgage obligations$15,0002,859
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$15,000443
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)$01,685
Available-for-sale securities (fair market value)$23,510,0003,254
Total debt securities$23,509,0003,428
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$17,411,0003,656
U.S. Government securities$14,221,0003,064
U.S. Treasury securities$01,631
U.S. Government agency obligations$14,221,0002,889
Securities issued by states & political subdivisions$3,173,0003,464
Other domestic debt securities$17,0002,172
Privately issued residential mortgage-backed securities$17,000648
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$6,249,0002,989
Mortgage-backed securities$11,948,0002,576
Certificates of participation in pools of residential mortgages$11,931,0002,043
Issued or guaranteed by U.S.$11,931,0001,985
Privately issued$0261
Collaterized mortgage obligations$17,0002,830
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$17,000438
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)$01,684
Available-for-sale securities (fair market value)$17,411,0003,440
Total debt securities$17,410,0003,631
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$16,437,0003,624
U.S. Government securities$13,120,0003,009
U.S. Treasury securities$01,194
U.S. Government agency obligations$13,120,0002,857
Securities issued by states & political subdivisions$3,298,0003,430
Other domestic debt securities$19,0002,113
Privately issued residential mortgage-backed securities$19,000624
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$7,119,0002,899
Mortgage-backed securities$9,831,0002,666
Certificates of participation in pools of residential mortgages$9,812,0002,106
Issued or guaranteed by U.S.$9,812,0002,051
Privately issued$0245
Collaterized mortgage obligations$19,0002,830
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$19,000432
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)$01,678
Available-for-sale securities (fair market value)$16,437,0003,408
Total debt securities$16,436,0003,602
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$15,100,0003,644
U.S. Government securities$12,018,0003,071
U.S. Treasury securities$01,216
U.S. Government agency obligations$12,018,0002,924
Securities issued by states & political subdivisions$3,062,0003,409
Other domestic debt securities$20,0002,088
Privately issued residential mortgage-backed securities$20,000622
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$7,036,0002,918
Mortgage-backed securities$8,714,0002,757
Certificates of participation in pools of residential mortgages$8,615,0002,202
Issued or guaranteed by U.S.$8,615,0002,138
Privately issued$0251
Collaterized mortgage obligations$99,0002,770
CMOs issued by government agencies or sponsored agencies$79,0002,731
Privately issued$20,000422
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)$01,682
Available-for-sale securities (fair market value)$15,100,0003,422
Total debt securities$15,099,0003,620
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$12,248,0003,841
U.S. Government securities$9,971,0003,264
U.S. Treasury securities$01,251
U.S. Government agency obligations$9,971,0003,116
Securities issued by states & political subdivisions$2,254,0003,539
Other domestic debt securities$23,0002,030
Privately issued residential mortgage-backed securities$23,000602
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$5,213,0003,166
Mortgage-backed securities$7,135,0002,904
Certificates of participation in pools of residential mortgages$6,932,0002,369
Issued or guaranteed by U.S.$6,932,0002,302
Privately issued$0251
Collaterized mortgage obligations$203,0002,702
CMOs issued by government agencies or sponsored agencies$180,0002,672
Privately issued$23,000404
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)$01,699
Available-for-sale securities (fair market value)$12,248,0003,602
Total debt securities$12,245,0003,819
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$12,741,0003,780
U.S. Government securities$10,508,0003,253
U.S. Treasury securities$01,297
U.S. Government agency obligations$10,508,0003,110
Securities issued by states & political subdivisions$2,211,0003,519
Other domestic debt securities$22,0001,970
Privately issued residential mortgage-backed securities$22,000627
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$5,256,0003,125
Mortgage-backed securities$7,653,0002,868
Certificates of participation in pools of residential mortgages$7,371,0002,329
Issued or guaranteed by U.S.$7,371,0002,257
Privately issued$0267
Collaterized mortgage obligations$282,0002,662
CMOs issued by government agencies or sponsored agencies$260,0002,625
Privately issued$22,000415
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)$01,718
Available-for-sale securities (fair market value)$12,741,0003,550
Total debt securities$12,737,0003,760
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$9,482,0004,130
U.S. Government securities$7,179,0003,699
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,179,0003,545
Securities issued by states & political subdivisions$2,278,0003,499
Other domestic debt securities$25,0001,939
Privately issued residential mortgage-backed securities$25,000590
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$4,947,0003,232
Mortgage-backed securities$4,734,0003,176
Certificates of participation in pools of residential mortgages$4,398,0002,716
Issued or guaranteed by U.S.$4,398,0002,633
Privately issued$0249
Collaterized mortgage obligations$336,0002,650
CMOs issued by government agencies or sponsored agencies$311,0002,614
Privately issued$25,000404
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)$01,765
Available-for-sale securities (fair market value)$9,482,0003,864
Total debt securities$9,480,0004,104
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$9,833,0004,149
U.S. Government securities$7,524,0003,728
U.S. Treasury securities$01,429
U.S. Government agency obligations$7,524,0003,560
Securities issued by states & political subdivisions$2,282,0003,530
Other domestic debt securities$27,0001,991
Privately issued residential mortgage-backed securities$27,000632
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$5,064,0003,269
Mortgage-backed securities$5,041,0003,127
Certificates of participation in pools of residential mortgages$4,649,0002,666
Issued or guaranteed by U.S.$4,649,0002,581
Privately issued$0287
Collaterized mortgage obligations$392,0002,635
CMOs issued by government agencies or sponsored agencies$365,0002,603
Privately issued$27,000405
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)$01,838
Available-for-sale securities (fair market value)$9,833,0003,888
Total debt securities$9,828,0004,124
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$10,689,0004,134
U.S. Government securities$7,891,0003,756
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,891,0003,587
Securities issued by states & political subdivisions$2,770,0003,466
Other domestic debt securities$28,0001,976
Privately issued residential mortgage-backed securities$28,000609
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$5,032,0003,320
Mortgage-backed securities$5,354,0003,093
Certificates of participation in pools of residential mortgages$4,910,0002,611
Issued or guaranteed by U.S.$4,910,0002,543
Privately issued$0244
Collaterized mortgage obligations$444,0002,614
CMOs issued by government agencies or sponsored agencies$416,0002,582
Privately issued$28,000418
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)$01,880
Available-for-sale securities (fair market value)$10,689,0003,866
Total debt securities$10,685,0004,114
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$11,479,0004,129
U.S. Government securities$8,137,0003,767
U.S. Treasury securities$01,516
U.S. Government agency obligations$8,137,0003,602
Securities issued by states & political subdivisions$3,314,0003,430
Other domestic debt securities$28,0001,988
Privately issued residential mortgage-backed securities$28,000622
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$4,876,0003,414
Mortgage-backed securities$5,611,0003,084
Certificates of participation in pools of residential mortgages$5,124,0002,593
Issued or guaranteed by U.S.$5,124,0002,527
Privately issued$0248
Collaterized mortgage obligations$487,0002,614
CMOs issued by government agencies or sponsored agencies$459,0002,577
Privately issued$28,000433
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)$01,908
Available-for-sale securities (fair market value)$11,479,0003,859
Total debt securities$11,481,0004,107
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$11,649,0004,163
U.S. Government securities$8,296,0003,783
U.S. Treasury securities$01,513
U.S. Government agency obligations$8,296,0003,611
Securities issued by states & political subdivisions$3,324,0003,492
Other domestic debt securities$29,0001,989
Privately issued residential mortgage-backed securities$29,000592
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$4,535,0003,486
Mortgage-backed securities$5,706,0003,081
Certificates of participation in pools of residential mortgages$5,190,0002,587
Issued or guaranteed by U.S.$5,190,0002,543
Privately issued$0211
Collaterized mortgage obligations$516,0002,608
CMOs issued by government agencies or sponsored agencies$487,0002,574
Privately issued$29,000434
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)$01,959
Available-for-sale securities (fair market value)$11,649,0003,887
Total debt securities$11,656,0004,136
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$12,984,0004,085
U.S. Government securities$9,663,0003,660
U.S. Treasury securities$01,500
U.S. Government agency obligations$9,663,0003,515
Securities issued by states & political subdivisions$3,290,0003,526
Other domestic debt securities$31,0001,962
Privately issued residential mortgage-backed securities$31,000540
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$5,115,0003,432
Mortgage-backed securities$6,578,0003,000
Certificates of participation in pools of residential mortgages$6,007,0002,500
Issued or guaranteed by U.S.$6,007,0002,485
Privately issued$0145
Collaterized mortgage obligations$571,0002,578
CMOs issued by government agencies or sponsored agencies$540,0002,547
Privately issued$31,000438
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)$01,995
Available-for-sale securities (fair market value)$12,984,0003,810
Total debt securities$12,984,0004,059
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$14,555,0004,020
U.S. Government securities$10,713,0003,548
U.S. Treasury securities$01,475
U.S. Government agency obligations$10,713,0003,407
Securities issued by states & political subdivisions$3,316,0003,569
Other domestic debt securities$526,0001,836
Privately issued residential mortgage-backed securities$33,000820
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$493,0001,380
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$4,972,0003,482
Mortgage-backed securities$7,007,0002,973
Certificates of participation in pools of residential mortgages$6,372,0002,499
Issued or guaranteed by U.S.$6,372,0002,378
Privately issued$0453
Collaterized mortgage obligations$635,0002,574
CMOs issued by government agencies or sponsored agencies$602,0002,542
Privately issued$33,000454
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)$02,026
Available-for-sale securities (fair market value)$14,555,0003,733
Total debt securities$14,563,0003,994
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$16,046,0003,947
U.S. Government securities$11,706,0003,503
U.S. Treasury securities$01,426
U.S. Government agency obligations$11,706,0003,373
Securities issued by states & political subdivisions$3,310,0003,615
Other domestic debt securities$1,030,0001,439
Privately issued residential mortgage-backed securities$35,000507
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$995,0001,208
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,945,0003,542
Mortgage-backed securities$7,414,0002,922
Certificates of participation in pools of residential mortgages$6,706,0002,488
Issued or guaranteed by U.S.$6,706,0002,484
Privately issued$067
Collaterized mortgage obligations$708,0002,549
CMOs issued by government agencies or sponsored agencies$673,0002,508
Privately issued$35,000469
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)$02,061
Available-for-sale securities (fair market value)$16,046,0003,668
Total debt securities$16,047,0003,922
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$16,702,0003,964
U.S. Government securities$12,199,0003,467
U.S. Treasury securities$01,328
U.S. Government agency obligations$12,199,0003,327
Securities issued by states & political subdivisions$3,456,0003,654
Other domestic debt securities$1,047,0001,443
Privately issued residential mortgage-backed securities$45,000503
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$1,002,0001,205
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$5,066,0003,581
Mortgage-backed securities$7,875,0002,907
Certificates of participation in pools of residential mortgages$7,097,0002,473
Issued or guaranteed by U.S.$7,097,0002,471
Privately issued$064
Collaterized mortgage obligations$778,0002,504
CMOs issued by government agencies or sponsored agencies$733,0002,468
Privately issued$45,000474
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)$02,094
Available-for-sale securities (fair market value)$16,702,0003,683
Total debt securities$16,703,0003,940
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$17,277,0003,958
U.S. Government securities$12,736,0003,457
U.S. Treasury securities$01,313
U.S. Government agency obligations$12,736,0003,327
Securities issued by states & political subdivisions$3,500,0003,694
Other domestic debt securities$1,041,0001,465
Privately issued residential mortgage-backed securities$40,000525
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$1,001,0001,243
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$5,059,0003,625
Mortgage-backed securities$7,353,0003,000
Certificates of participation in pools of residential mortgages$6,495,0002,597
Issued or guaranteed by U.S.$6,495,0002,596
Privately issued$069
Collaterized mortgage obligations$858,0002,483
CMOs issued by government agencies or sponsored agencies$818,0002,442
Privately issued$40,000491
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)$02,147
Available-for-sale securities (fair market value)$17,277,0003,666
Total debt securities$17,277,0003,933
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$13,330,0004,317
U.S. Government securities$9,248,0003,896
U.S. Treasury securities$01,351
U.S. Government agency obligations$9,248,0003,760
Securities issued by states & political subdivisions$3,030,0003,830
Other domestic debt securities$1,052,0001,475
Privately issued residential mortgage-backed securities$51,000532
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$1,001,0001,269
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$4,266,0003,791
Mortgage-backed securities$3,841,0003,551
Certificates of participation in pools of residential mortgages$2,890,0003,342
Issued or guaranteed by U.S.$2,890,0003,338
Privately issued$067
Collaterized mortgage obligations$951,0002,468
CMOs issued by government agencies or sponsored agencies$900,0002,426
Privately issued$51,000498
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)$02,178
Available-for-sale securities (fair market value)$13,330,0004,015
Total debt securities$13,331,0004,297
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$8,200,0004,822
U.S. Government securities$5,382,0004,506
U.S. Treasury securities$01,390
U.S. Government agency obligations$5,382,0004,378
Securities issued by states & political subdivisions$1,778,0004,177
Other domestic debt securities$1,040,0001,525
Privately issued residential mortgage-backed securities$44,000573
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$996,0001,316
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$4,223,0003,840
Mortgage-backed securities$1,024,0004,208
Certificates of participation in pools of residential mortgages$980,0003,977
Issued or guaranteed by U.S.$980,0003,972
Privately issued$066
Collaterized mortgage obligations$44,0003,049
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$44,000540
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$8,200,0004,508
Total debt securities$8,198,0004,793
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$6,810,0004,980
U.S. Government securities$3,929,0004,729
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,929,0004,606
Securities issued by states & political subdivisions$1,839,0004,189
Other domestic debt securities$1,042,0001,526
Privately issued residential mortgage-backed securities$50,000590
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$992,0001,322
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$4,252,0003,854
Mortgage-backed securities$550,0004,417
Certificates of participation in pools of residential mortgages$500,0004,213
Issued or guaranteed by U.S.$500,0004,206
Privately issued$071
Collaterized mortgage obligations$50,0003,053
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$50,000555
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$6,810,0004,659
Total debt securities$6,809,0004,956
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$5,955,0005,112
U.S. Government securities$3,518,0004,828
U.S. Treasury securities$01,214
U.S. Government agency obligations$3,518,0004,720
Securities issued by states & political subdivisions$1,404,0004,342
Other domestic debt securities$1,033,0001,537
Privately issued residential mortgage-backed securities$49,000596
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$984,0001,332
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$4,378,0003,883
Mortgage-backed securities$49,0004,725
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$49,0003,084
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$49,000564
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$5,955,0004,783
Total debt securities$5,956,0005,090
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$5,977,0005,182
U.S. Government securities$3,528,0004,944
U.S. Treasury securities$01,253
U.S. Government agency obligations$3,528,0004,828
Securities issued by states & political subdivisions$1,415,0004,380
Other domestic debt securities$1,034,0001,563
Privately issued residential mortgage-backed securities$55,000610
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$979,0001,331
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$4,393,0003,947
Mortgage-backed securities$55,0004,782
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$55,0003,114
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$55,000574
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$5,977,0004,843
Total debt securities$5,977,0005,162
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$5,931,0005,246
U.S. Government securities$3,995,0004,956
U.S. Treasury securities$01,296
U.S. Government agency obligations$3,995,0004,844
Securities issued by states & political subdivisions$892,0004,617
Other domestic debt securities$1,044,0001,583
Privately issued residential mortgage-backed securities$67,000604
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$977,0001,355
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$4,345,0004,005
Mortgage-backed securities$67,0004,810
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$67,0003,119
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$67,000573
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$5,931,0004,908
Total debt securities$5,940,0005,230
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$5,432,0005,365
U.S. Government securities$3,948,0005,032
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,948,0004,921
Securities issued by states & political subdivisions$437,0004,844
Other domestic debt securities$1,047,0001,574
Privately issued residential mortgage-backed securities$72,000605
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$975,0001,351
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$3,948,0004,120
Mortgage-backed securities$72,0004,845
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$72,0003,146
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$72,000576
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$5,432,0005,018
Total debt securities$5,432,0005,343
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$5,447,0005,461
U.S. Government securities$3,967,0005,125
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,967,0005,014
Securities issued by states & political subdivisions$418,0004,907
Other domestic debt securities$1,062,0001,565
Privately issued residential mortgage-backed securities$77,000617
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$985,0001,343
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$3,967,0004,177
Mortgage-backed securities$77,0004,903
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$77,0003,189
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$77,000587
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$5,447,0005,096
Total debt securities$5,446,0005,438
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$5,403,0005,549
U.S. Government securities$3,920,0005,233
U.S. Treasury securities$01,348
U.S. Government agency obligations$3,920,0005,119
Securities issued by states & political subdivisions$410,0004,944
Other domestic debt securities$1,073,0001,578
Privately issued residential mortgage-backed securities$83,000635
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$990,0001,348
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$3,920,0004,244
Mortgage-backed securities$83,0004,977
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$83,0003,226
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$83,000605
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$5,403,0005,180
Total debt securities$5,404,0005,529
Structured notes
Amortized cost$500,0001,561
Fair value$495,0001,633
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$5,467,0005,601
U.S. Government securities$3,961,0005,304
U.S. Treasury securities$01,327
U.S. Government agency obligations$3,961,0005,194
Securities issued by states & political subdivisions$422,0004,948
Other domestic debt securities$1,084,0001,612
Privately issued residential mortgage-backed securities$87,000680
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$997,0001,365
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$396,0005,335
Mortgage-backed securities$87,0005,027
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$87,0003,253
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$87,000646
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$5,467,0005,234
Total debt securities$5,467,0005,579
Structured notes
Amortized cost$750,0001,570
Fair value$750,0001,580
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$4,975,0005,761
U.S. Government securities$3,893,0005,412
U.S. Treasury securities$01,361
U.S. Government agency obligations$3,893,0005,308
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$1,082,0001,630
Privately issued residential mortgage-backed securities$90,000677
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$992,0001,381
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,893,0004,382
Mortgage-backed securities$90,0005,114
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$90,0003,295
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$90,000642
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$4,975,0005,386
Total debt securities$4,975,0005,741
Structured notes
Amortized cost$1,250,0001,358
Fair value$1,244,0001,366
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$5,734,0005,747
U.S. Government securities$4,641,0005,375
U.S. Treasury securities$01,381
U.S. Government agency obligations$4,641,0005,254
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$1,093,0001,677
Privately issued residential mortgage-backed securities$93,000710
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$1,000,0001,387
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,893,0004,434
Mortgage-backed securities$93,0005,198
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$93,0003,353
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$93,000678
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$5,734,0005,378
Total debt securities$5,734,0005,727
Structured notes
Amortized cost$2,000,0001,141
Fair value$1,976,0001,205
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$6,220,0005,755
U.S. Government securities$5,124,0005,362
U.S. Treasury securities$01,342
U.S. Government agency obligations$5,124,0005,249
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$1,096,0001,722
Privately issued residential mortgage-backed securities$96,000730
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$1,000,0001,423
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$4,381,0004,356
Mortgage-backed securities$96,0005,244
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$96,0003,391
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$96,000700
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$6,220,0005,361
Total debt securities$6,220,0005,735
Structured notes
Amortized cost$3,000,000987
Fair value$2,954,0001,008
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$8,171,0005,603
U.S. Government securities$5,522,0005,339
U.S. Treasury securities$01,198
U.S. Government agency obligations$5,522,0005,229
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$2,649,0001,299
Privately issued residential mortgage-backed securities$100,000755
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$2,549,0001,002
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$4,790,0004,275
Mortgage-backed securities$100,0005,298
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$100,0003,424
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$100,000724
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$8,171,0005,209
Total debt securities$8,172,0005,578
Structured notes
Amortized cost$3,000,000998
Fair value$2,905,0001,032
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$8,061,0005,659
U.S. Government securities$5,423,0005,366
U.S. Treasury securities$01,131
U.S. Government agency obligations$5,423,0005,265
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$2,638,0001,332
Privately issued residential mortgage-backed securities$102,000791
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$2,536,0001,022
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,707,0004,288
Mortgage-backed securities$102,0005,346
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$102,0003,430
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$102,000756
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$8,061,0005,267
Total debt securities$8,061,0005,634
Structured notes
Amortized cost$3,000,000977
Fair value$2,845,0001,016
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$10,124,0005,475
U.S. Government securities$7,464,0005,050
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,464,0004,953
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$2,660,0001,371
Privately issued residential mortgage-backed securities$107,000813
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$2,553,0001,053
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$5,081,0004,243
Mortgage-backed securities$107,0005,389
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$107,0003,461
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$107,000778
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$10,124,0005,089
Total debt securities$10,123,0005,446
Structured notes
Amortized cost$3,500,000907
Fair value$3,355,000907
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$10,666,0005,420
U.S. Government securities$8,008,0004,957
U.S. Treasury securities$01,152
U.S. Government agency obligations$8,008,0004,853
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$2,658,0001,397
Privately issued residential mortgage-backed securities$119,000830
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$2,539,0001,078
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$4,171,0004,470
Mortgage-backed securities$119,0005,395
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$119,0003,479
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$119,000793
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$10,666,0005,055
Total debt securities$10,666,0005,389
Structured notes
Amortized cost$3,998,000844
Fair value$3,890,000830
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$9,319,0005,624
U.S. Government securities$7,535,0005,099
U.S. Treasury securities$01,161
U.S. Government agency obligations$7,535,0004,988
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$1,784,0001,679
Privately issued residential mortgage-backed securities$130,000864
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$1,654,0001,296
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$4,041,0004,550
Mortgage-backed securities$130,0005,443
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$130,0003,504
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$130,000829
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$9,319,0005,250
Total debt securities$9,320,0005,586
Structured notes
Amortized cost$3,998,000845
Fair value$4,003,000814
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$6,337,0005,999
U.S. Government securities$4,555,0005,651
U.S. Treasury securities$01,135
U.S. Government agency obligations$4,555,0005,536
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$1,782,0001,657
Privately issued residential mortgage-backed securities$135,000899
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$1,647,0001,263
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$4,054,0004,527
Mortgage-backed securities$135,0005,482
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$135,0003,552
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$135,000864
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$6,337,0005,618
Total debt securities$6,337,0005,969
Structured notes
Amortized cost$2,498,0001,149
Fair value$2,497,0001,146
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$7,907,0005,901
U.S. Government securities$6,110,0005,493
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,110,0005,381
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$1,797,0001,698
Privately issued residential mortgage-backed securities$136,000947
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$1,661,0001,306
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$4,056,0004,591
Mortgage-backed securities$136,0005,575
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$136,0003,619
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$136,000909
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$7,907,0005,515
Total debt securities$7,906,0005,873
Structured notes
Amortized cost$3,548,000982
Fair value$3,548,000984
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$6,790,0006,095
U.S. Government securities$5,561,0005,658
U.S. Treasury securities$01,068
U.S. Government agency obligations$5,561,0005,553
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$1,229,0001,910
Privately issued residential mortgage-backed securities$139,000999
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$1,090,0001,467
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$4,052,0004,617
Mortgage-backed securities$139,0005,617
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$139,0003,634
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$139,000960
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$6,790,0005,685
Total debt securities$6,788,0006,068
Structured notes
Amortized cost$2,498,0001,368
Fair value$2,498,0001,378
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$7,751,0006,022
U.S. Government securities$6,509,0005,596
U.S. Treasury securities$01,157
U.S. Government agency obligations$6,509,0005,480
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$1,242,0001,878
Privately issued residential mortgage-backed securities$159,0001,013
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,083,0001,459
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$4,037,0004,648
Mortgage-backed securities$159,0005,631
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$159,0003,658
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$159,000977
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$7,751,0005,609
Total debt securities$7,751,0005,997
Structured notes
Amortized cost$2,998,0001,443
Fair value$2,996,0001,419
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$6,790,0006,154
U.S. Government securities$5,533,0005,750
U.S. Treasury securities$01,076
U.S. Government agency obligations$5,533,0005,637
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$1,257,0001,847
Privately issued residential mortgage-backed securities$170,0001,098
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$1,087,0001,383
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,535,0004,313
Mortgage-backed securities$170,0005,622
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$170,0003,602
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$170,0001,043
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$6,790,0005,717
Total debt securities$6,791,0006,125
Structured notes
Amortized cost$3,498,0001,276
Fair value$3,505,0001,266
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$7,322,0006,098
U.S. Government securities$6,044,0005,666
U.S. Treasury securities$01,126
U.S. Government agency obligations$6,044,0005,553
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$1,278,0001,842
Privately issued residential mortgage-backed securities$193,0001,106
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,085,0001,365
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,788,0004,541
Mortgage-backed securities$193,0005,630
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$193,0003,577
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$193,0001,046
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$7,322,0005,657
Total debt securities$7,321,0006,066
Structured notes
Amortized cost$3,497,0001,351
Fair value$3,507,0001,336
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$7,064,0006,223
U.S. Government securities$6,270,0005,758
U.S. Treasury securities$01,225
U.S. Government agency obligations$6,270,0005,636
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$794,0002,072
Privately issued residential mortgage-backed securities$204,0001,121
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$590,0001,536
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,771,0004,590
Mortgage-backed securities$204,0005,629
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$204,0003,565
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$204,0001,067
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$7,064,0005,773
Total debt securities$7,064,0006,191
Structured notes
Amortized cost$3,750,0001,440
Fair value$3,753,0001,443
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$6,926,0006,257
U.S. Government securities$6,134,0005,778
U.S. Treasury securities$01,272
U.S. Government agency obligations$6,134,0005,655
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$792,0002,122
Privately issued residential mortgage-backed securities$224,0001,145
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$568,0001,580
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,697,0004,611
Mortgage-backed securities$224,0005,613
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$224,0003,508
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$224,0001,091
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$6,926,0005,788
Total debt securities$6,926,0006,229
Structured notes
Amortized cost$3,750,0001,504
Fair value$3,674,0001,511
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$7,719,0006,066
U.S. Government securities$6,150,0005,639
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,150,0005,524
Securities issued by states & political subdivisions$85,0005,729
Other domestic debt securities$1,484,0001,872
Privately issued residential mortgage-backed securities$251,0001,183
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$1,233,0001,266
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,733,0004,601
Mortgage-backed securities$260,0005,600
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$260,0003,471
CMOs issued by government agencies or sponsored agencies$9,0003,468
Privately issued$251,0001,126
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$7,719,0005,609
Total debt securities$7,719,0006,031
Structured notes
Amortized cost$3,750,0001,381
Fair value$3,685,0001,389
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$6,769,0006,233
U.S. Government securities$5,151,0005,873
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,151,0005,748
Securities issued by states & political subdivisions$86,0005,718
Other domestic debt securities$1,532,0001,885
Privately issued residential mortgage-backed securities$263,0001,255
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$1,269,0001,252
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,348,0005,149
Mortgage-backed securities$361,0005,576
Certificates of participation in pools of residential mortgages$32,0005,639
Issued or guaranteed by U.S.$32,0005,626
Privately issued$0141
Collaterized mortgage obligations$329,0003,406
CMOs issued by government agencies or sponsored agencies$66,0003,340
Privately issued$263,0001,196
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$6,769,0005,735
Total debt securities$6,769,0006,195
Structured notes
Amortized cost$3,499,0001,431
Fair value$3,523,0001,427
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$5,365,0006,565
U.S. Government securities$3,775,0006,367
U.S. Treasury securities$01,121
U.S. Government agency obligations$3,775,0006,246
Securities issued by states & political subdivisions$86,0005,706
Other domestic debt securities$1,504,0001,893
Privately issued residential mortgage-backed securities$267,0001,293
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$1,237,0001,225
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,409,0005,168
Mortgage-backed securities$497,0005,519
Certificates of participation in pools of residential mortgages$79,0005,583
Issued or guaranteed by U.S.$79,0005,571
Privately issued$0148
Collaterized mortgage obligations$418,0003,260
CMOs issued by government agencies or sponsored agencies$151,0003,169
Privately issued$267,0001,236
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$5,365,0006,047
Total debt securities$5,365,0006,524
Structured notes
Amortized cost$2,249,0001,894
Fair value$2,263,0001,890
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$5,520,0006,626
U.S. Government securities$3,956,0006,407
U.S. Treasury securities$01,130
U.S. Government agency obligations$3,956,0006,295
Securities issued by states & political subdivisions$86,0005,735
Other domestic debt securities$1,478,0001,966
Privately issued residential mortgage-backed securities$279,0001,327
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$1,199,0001,258
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,309,0005,292
Mortgage-backed securities$1,448,0005,128
Certificates of participation in pools of residential mortgages$863,0004,971
Issued or guaranteed by U.S.$863,0004,962
Privately issued$0145
Collaterized mortgage obligations$585,0003,120
CMOs issued by government agencies or sponsored agencies$306,0002,998
Privately issued$279,0001,274
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$5,520,0006,104
Total debt securities$5,521,0006,585
Structured notes
Amortized cost$1,500,0002,024
Fair value$1,500,0002,056
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$5,323,0006,663
U.S. Government securities$3,738,0006,456
U.S. Treasury securities$01,077
U.S. Government agency obligations$3,738,0006,355
Securities issued by states & political subdivisions$97,0005,762
Other domestic debt securities$1,488,0002,012
Privately issued residential mortgage-backed securities$302,0001,353
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$1,186,0001,298
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,115,0005,392
Mortgage-backed securities$1,753,0005,092
Certificates of participation in pools of residential mortgages$957,0004,991
Issued or guaranteed by U.S.$957,0004,982
Privately issued$0157
Collaterized mortgage obligations$796,0003,008
CMOs issued by government agencies or sponsored agencies$494,0002,863
Privately issued$302,0001,294
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$5,323,0006,138
Total debt securities$5,323,0006,624
Structured notes
Amortized cost$500,0002,404
Fair value$491,0002,525
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$6,140,0006,567
U.S. Government securities$4,054,0006,419
U.S. Treasury securities$01,047
U.S. Government agency obligations$4,054,0006,325
Securities issued by states & political subdivisions$97,0005,801
Other domestic debt securities$1,989,0001,931
Privately issued residential mortgage-backed securities$315,0001,400
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,674,0001,217
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,375,0005,326
Mortgage-backed securities$1,766,0005,164
Certificates of participation in pools of residential mortgages$770,0005,200
Issued or guaranteed by U.S.$770,0005,185
Privately issued$0171
Collaterized mortgage obligations$996,0002,881
CMOs issued by government agencies or sponsored agencies$681,0002,720
Privately issued$315,0001,338
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$6,140,0006,035
Total debt securities$6,143,0006,526
Structured notes
Amortized cost$1,300,0001,422
Fair value$1,301,0001,426
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$6,105,0006,578
U.S. Government securities$3,602,0006,575
U.S. Treasury securities$01,036
U.S. Government agency obligations$3,602,0006,489
Securities issued by states & political subdivisions$96,0005,859
Other domestic debt securities$2,407,0001,823
Privately issued residential mortgage-backed securities$290,0001,430
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$2,117,0001,095
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,633,0005,244
Mortgage-backed securities$2,050,0005,113
Certificates of participation in pools of residential mortgages$884,0005,171
Issued or guaranteed by U.S.$884,0005,156
Privately issued$0181
Collaterized mortgage obligations$1,166,0002,796
CMOs issued by government agencies or sponsored agencies$876,0002,601
Privately issued$290,0001,365
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$6,105,0006,060
Total debt securities$6,105,0006,533
Structured notes
Amortized cost$1,050,0001,099
Fair value$1,043,0001,113
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$7,152,0006,423
U.S. Government securities$4,443,0006,451
U.S. Treasury securities$0981
U.S. Government agency obligations$4,443,0006,371
Securities issued by states & political subdivisions$96,0005,802
Other domestic debt securities$2,613,0001,680
Privately issued residential mortgage-backed securities$320,0001,436
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,293,0001,071
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,939,0005,191
Mortgage-backed securities$2,665,0004,988
Certificates of participation in pools of residential mortgages$1,190,0005,091
Issued or guaranteed by U.S.$1,190,0005,074
Privately issued$0191
Collaterized mortgage obligations$1,475,0002,682
CMOs issued by government agencies or sponsored agencies$1,155,0002,452
Privately issued$320,0001,376
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$7,152,0005,889
Total debt securities$7,152,0006,377
Structured notes
Amortized cost$1,050,000868
Fair value$1,047,000877
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$7,119,0006,479
U.S. Government securities$4,794,0006,465
U.S. Treasury securities$0973
U.S. Government agency obligations$4,794,0006,371
Securities issued by states & political subdivisions$96,0005,760
Other domestic debt securities$2,229,0001,751
Privately issued residential mortgage-backed securities$275,0001,417
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,954,0001,141
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,226,0005,128
Mortgage-backed securities$3,002,0004,862
Certificates of participation in pools of residential mortgages$1,326,0005,012
Issued or guaranteed by U.S.$1,326,0004,998
Privately issued$0188
Collaterized mortgage obligations$1,676,0002,538
CMOs issued by government agencies or sponsored agencies$1,401,0002,320
Privately issued$275,0001,354
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$7,119,0005,938
Total debt securities$7,118,0006,441
Structured notes
Amortized cost$500,0001,335
Fair value$504,0001,348
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$5,718,0006,751
U.S. Government securities$4,373,0006,582
U.S. Treasury securities$01,019
U.S. Government agency obligations$4,373,0006,488
Securities issued by states & political subdivisions$95,0005,780
Other domestic debt securities$1,250,0002,101
Privately issued residential mortgage-backed securities$431,0001,327
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$819,0001,617
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,347,0005,102
Mortgage-backed securities$3,309,0004,699
Certificates of participation in pools of residential mortgages$1,402,0004,950
Issued or guaranteed by U.S.$1,402,0004,934
Privately issued$0192
Collaterized mortgage obligations$1,907,0002,389
CMOs issued by government agencies or sponsored agencies$1,476,0002,210
Privately issued$431,0001,268
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$5,718,0006,174
Total debt securities$5,718,0006,713
Structured notes
Amortized cost$500,0001,321
Fair value$494,0001,400
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$6,549,0006,632
U.S. Government securities$5,063,0006,417
U.S. Treasury securities$01,021
U.S. Government agency obligations$5,063,0006,333
Securities issued by states & political subdivisions$94,0005,843
Other domestic debt securities$1,392,0002,069
Privately issued residential mortgage-backed securities$448,0001,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$944,0001,619
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,199,0005,140
Mortgage-backed securities$3,509,0004,640
Certificates of participation in pools of residential mortgages$1,468,0004,929
Issued or guaranteed by U.S.$1,468,0004,910
Privately issued$0202
Collaterized mortgage obligations$2,041,0002,333
CMOs issued by government agencies or sponsored agencies$1,593,0002,169
Privately issued$448,0001,239
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$6,549,0006,056
Total debt securities$6,549,0006,570
Structured notes
Amortized cost$497,0001,482
Fair value$500,0001,409
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$8,045,0006,341
U.S. Government securities$6,506,0006,011
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,506,0005,918
Securities issued by states & political subdivisions$96,0005,843
Other domestic debt securities$1,443,0001,973
Privately issued residential mortgage-backed securities$467,0001,279
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$976,0001,549
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,666,0004,933
Mortgage-backed securities$3,913,0004,433
Certificates of participation in pools of residential mortgages$1,579,0004,818
Issued or guaranteed by U.S.$1,579,0004,796
Privately issued$0205
Collaterized mortgage obligations$2,334,0002,240
CMOs issued by government agencies or sponsored agencies$1,867,0002,065
Privately issued$467,0001,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$8,045,0005,782
Total debt securities$8,044,0006,272
Structured notes
Amortized cost$500,0001,489
Fair value$507,0001,510
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$10,908,0005,865
U.S. Government securities$10,319,0005,188
U.S. Treasury securities$01,146
U.S. Government agency obligations$10,319,0005,085
Securities issued by states & political subdivisions$95,0005,884
Other domestic debt securities$494,0002,443
Privately issued residential mortgage-backed securities$494,0001,169
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,067,0004,806
Mortgage-backed securities$4,173,0004,072
Certificates of participation in pools of residential mortgages$1,649,0004,557
Issued or guaranteed by U.S.$1,649,0004,539
Privately issued$0191
Collaterized mortgage obligations$2,524,0002,075
CMOs issued by government agencies or sponsored agencies$2,030,0001,918
Privately issued$494,0001,111
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$10,908,0005,288
Total debt securities$10,908,0005,797
Structured notes
Amortized cost$1,000,0001,500
Fair value$1,001,0001,553
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$10,991,0005,897
U.S. Government securities$10,897,0005,169
U.S. Treasury securities$01,235
U.S. Government agency obligations$10,897,0005,072
Securities issued by states & political subdivisions$94,0005,923
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,209,0004,784
Mortgage-backed securities$3,410,0004,198
Certificates of participation in pools of residential mortgages$1,179,0004,674
Issued or guaranteed by U.S.$1,179,0004,660
Privately issued$0194
Collaterized mortgage obligations$2,231,0002,111
CMOs issued by government agencies or sponsored agencies$2,231,0001,816
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)$03,749
Available-for-sale securities (fair market value)$10,991,0005,304
Total debt securities$10,991,0005,839
Structured notes
Amortized cost$946,0001,938
Fair value$950,0001,932
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$11,130,0005,888
U.S. Government securities$11,037,0005,180
U.S. Treasury securities$01,362
U.S. Government agency obligations$11,037,0005,068
Securities issued by states & political subdivisions$93,0005,976
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,206,0004,823
Mortgage-backed securities$3,650,0004,060
Certificates of participation in pools of residential mortgages$1,222,0004,635
Issued or guaranteed by U.S.$1,222,0004,622
Privately issued$0207
Collaterized mortgage obligations$2,428,0002,023
CMOs issued by government agencies or sponsored agencies$2,428,0001,747
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)$03,791
Available-for-sale securities (fair market value)$11,130,0005,283
Total debt securities$11,130,0005,833
Structured notes
Amortized cost$945,0002,032
Fair value$943,0002,022
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$11,137,0005,899
U.S. Government securities$11,042,0005,193
U.S. Treasury securities$01,448
U.S. Government agency obligations$11,042,0005,070
Securities issued by states & political subdivisions$95,0006,025
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,077,0004,551
Mortgage-backed securities$3,858,0003,977
Certificates of participation in pools of residential mortgages$1,282,0004,602
Issued or guaranteed by U.S.$1,282,0004,584
Privately issued$0218
Collaterized mortgage obligations$2,576,0001,962
CMOs issued by government agencies or sponsored agencies$2,576,0001,695
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)$03,860
Available-for-sale securities (fair market value)$11,137,0005,280
Total debt securities$11,137,0005,842
Structured notes
Amortized cost$945,0002,096
Fair value$944,0002,086
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$10,639,0006,046
U.S. Government securities$10,544,0005,355
U.S. Treasury securities$01,498
U.S. Government agency obligations$10,544,0005,232
Securities issued by states & political subdivisions$95,0006,072
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,056,0004,549
Mortgage-backed securities$3,889,0003,967
Certificates of participation in pools of residential mortgages$1,324,0004,577
Issued or guaranteed by U.S.$1,324,0004,562
Privately issued$0208
Collaterized mortgage obligations$2,565,0001,969
CMOs issued by government agencies or sponsored agencies$2,565,0001,712
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)$03,949
Available-for-sale securities (fair market value)$10,639,0005,411
Total debt securities$10,638,0005,991
Structured notes
Amortized cost$1,445,0001,796
Fair value$1,440,0001,790
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$12,011,0005,827
U.S. Government securities$11,916,0005,114
U.S. Treasury securities$01,574
U.S. Government agency obligations$11,916,0005,002
Securities issued by states & political subdivisions$95,0006,142
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,044,0004,589
Mortgage-backed securities$3,922,0003,973
Certificates of participation in pools of residential mortgages$1,362,0004,563
Issued or guaranteed by U.S.$1,362,0004,538
Privately issued$0214
Collaterized mortgage obligations$2,560,0001,941
CMOs issued by government agencies or sponsored agencies$2,560,0001,694
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)$04,052
Available-for-sale securities (fair market value)$12,011,0005,197
Total debt securities$12,011,0005,778
Structured notes
Amortized cost$1,945,0001,652
Fair value$1,936,0001,641
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$11,368,0005,961
U.S. Government securities$11,276,0005,283
U.S. Treasury securities$01,634
U.S. Government agency obligations$11,276,0005,148
Securities issued by states & political subdivisions$92,0006,201
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,947,0004,649
Mortgage-backed securities$3,926,0003,925
Certificates of participation in pools of residential mortgages$1,409,0004,544
Issued or guaranteed by U.S.$1,409,0004,523
Privately issued$0211
Collaterized mortgage obligations$2,517,0001,934
CMOs issued by government agencies or sponsored agencies$2,517,0001,686
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)$04,097
Available-for-sale securities (fair market value)$11,368,0005,305
Total debt securities$11,368,0005,903
Structured notes
Amortized cost$1,445,0001,953
Fair value$1,417,0001,946
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$11,556,0005,963
U.S. Government securities$11,462,0005,251
U.S. Treasury securities$01,715
U.S. Government agency obligations$11,462,0005,114
Securities issued by states & political subdivisions$94,0006,218
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,825,0005,036
Mortgage-backed securities$4,026,0003,929
Certificates of participation in pools of residential mortgages$1,483,0004,524
Issued or guaranteed by U.S.$1,483,0004,505
Privately issued$0205
Collaterized mortgage obligations$2,543,0001,934
CMOs issued by government agencies or sponsored agencies$2,543,0001,686
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)$04,162
Available-for-sale securities (fair market value)$11,556,0005,289
Total debt securities$11,556,0005,906
Structured notes
Amortized cost$1,428,0001,952
Fair value$1,445,0001,932
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$11,491,0006,015
U.S. Government securities$11,397,0005,264
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,397,0005,122
Securities issued by states & political subdivisions$94,0006,267
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,852,0005,019
Mortgage-backed securities$4,123,0003,930
Certificates of participation in pools of residential mortgages$1,555,0004,521
Issued or guaranteed by U.S.$1,555,0004,502
Privately issued$0216
Collaterized mortgage obligations$2,568,0001,920
CMOs issued by government agencies or sponsored agencies$2,568,0001,675
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)$04,235
Available-for-sale securities (fair market value)$11,491,0005,311
Total debt securities$11,491,0005,957
Structured notes
Amortized cost$1,445,0001,940
Fair value$1,433,0001,932
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$10,695,0006,190
U.S. Government securities$10,600,0005,416
U.S. Treasury securities$01,786
U.S. Government agency obligations$10,600,0005,277
Securities issued by states & political subdivisions$95,0006,309
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,372,0004,821
Mortgage-backed securities$4,275,0003,927
Certificates of participation in pools of residential mortgages$1,663,0004,504
Issued or guaranteed by U.S.$1,663,0004,488
Privately issued$0225
Collaterized mortgage obligations$2,612,0001,915
CMOs issued by government agencies or sponsored agencies$2,612,0001,679
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)$04,298
Available-for-sale securities (fair market value)$10,695,0005,465
Total debt securities$10,695,0006,129
Structured notes
Amortized cost$945,0002,333
Fair value$942,0002,332
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$10,813,0006,206
U.S. Government securities$10,813,0005,426
U.S. Treasury securities$01,839
U.S. Government agency obligations$10,813,0005,285
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 securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,122,0005,285
Mortgage-backed securities$4,416,0003,969
Certificates of participation in pools of residential mortgages$1,763,0004,526
Issued or guaranteed by U.S.$1,763,0004,507
Privately issued$0223
Collaterized mortgage obligations$2,653,0001,944
CMOs issued by government agencies or sponsored agencies$2,653,0001,715
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$10,813,0005,473
Total debt securities$10,813,0006,141
Structured notes
Amortized cost$944,0002,329
Fair value$948,0002,325
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$12,067,0006,036
U.S. Government securities$12,067,0005,200
U.S. Treasury securities$01,963
U.S. Government agency obligations$12,067,0005,047
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 securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,054,0005,367
Mortgage-backed securities$4,450,0004,042
Certificates of participation in pools of residential mortgages$1,816,0004,558
Issued or guaranteed by U.S.$1,816,0004,543
Privately issued$0207
Collaterized mortgage obligations$2,634,0001,976
CMOs issued by government agencies or sponsored agencies$2,634,0001,761
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$12,067,0005,295
Total debt securities$12,067,0005,965
Structured notes
Amortized cost$944,0002,322
Fair value$936,0002,322
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$11,534,0006,175
U.S. Government securities$11,534,0005,343
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,534,0005,185
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 securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,953,0005,463
Mortgage-backed securities$4,671,0004,043
Certificates of participation in pools of residential mortgages$1,885,0004,543
Issued or guaranteed by U.S.$1,885,0004,527
Privately issued$0203
Collaterized mortgage obligations$2,786,0001,957
CMOs issued by government agencies or sponsored agencies$2,786,0001,743
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$11,534,0005,410
Total debt securities$11,534,0006,108
Structured notes
Amortized cost$944,0002,268
Fair value$945,0002,264
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$14,240,0005,661
U.S. Government securities$14,240,0004,767
U.S. Treasury securities$01,990
U.S. Government agency obligations$14,240,0004,622
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 securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,655,0005,569
Mortgage-backed securities$4,415,0004,131
Certificates of participation in pools of residential mortgages$918,0005,214
Issued or guaranteed by U.S.$918,0005,200
Privately issued$0225
Collaterized mortgage obligations$3,497,0001,799
CMOs issued by government agencies or sponsored agencies$3,497,0001,602
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$14,240,0004,945
Total debt securities$14,240,0005,594
Structured notes
Amortized cost$2,713,0001,332
Fair value$2,720,0001,332
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$15,766,0005,427
U.S. Government securities$15,766,0004,543
U.S. Treasury securities$02,098
U.S. Government agency obligations$15,766,0004,384
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 securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,840,0005,490
Mortgage-backed securities$4,586,0004,155
Certificates of participation in pools of residential mortgages$936,0005,269
Issued or guaranteed by U.S.$936,0005,253
Privately issued$0225
Collaterized mortgage obligations$3,650,0001,798
CMOs issued by government agencies or sponsored agencies$3,650,0001,590
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$15,766,0004,767
Total debt securities$15,766,0005,354
Structured notes
Amortized cost$3,262,0001,142
Fair value$3,235,0001,137
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$14,858,0005,587
U.S. Government securities$14,823,0004,678
U.S. Treasury securities$02,082
U.S. Government agency obligations$14,823,0004,535
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$35,0003,681
Privately issued residential mortgage-backed securities$35,0001,165
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,605,0005,562
Mortgage-backed securities$3,604,0004,515
Certificates of participation in pools of residential mortgages$493,0005,736
Issued or guaranteed by U.S.$493,0005,719
Privately issued$0230
Collaterized mortgage obligations$3,111,0001,947
CMOs issued by government agencies or sponsored agencies$3,076,0001,744
Privately issued$35,0001,063
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$14,858,0004,912
Total debt securities$14,858,0005,504
Structured notes
Amortized cost$3,071,0001,022
Fair value$3,088,0001,023
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$15,061,0005,621
U.S. Government securities$14,276,0004,820
U.S. Treasury securities$02,227
U.S. Government agency obligations$14,276,0004,676
Securities issued by states & political subdivisions$434,0005,907
Other domestic debt securities$351,0003,246
Privately issued residential mortgage-backed securities$38,0001,020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$313,0002,929
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,471,0005,598
Mortgage-backed securities$2,660,0004,865
Certificates of participation in pools of residential mortgages$499,0005,768
Issued or guaranteed by U.S.$499,0005,749
Privately issued$0248
Collaterized mortgage obligations$2,161,0002,222
CMOs issued by government agencies or sponsored agencies$2,123,0002,099
Privately issued$38,000886
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$15,061,0004,899
Total debt securities$15,061,0005,533
Structured notes
Amortized cost$2,360,0001,125
Fair value$2,358,0001,125
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$7,300,0007,177
U.S. Government securities$6,255,0006,716
U.S. Treasury securities$02,287
U.S. Government agency obligations$6,255,0006,535
Securities issued by states & political subdivisions$698,0005,580
Other domestic debt securities$347,0003,386
Privately issued residential mortgage-backed securities$43,0001,098
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$304,0003,051
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,268,0005,654
Mortgage-backed securities$1,786,0005,321
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$1,786,0002,431
CMOs issued by government agencies or sponsored agencies$1,743,0002,324
Privately issued$43,000956
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$7,300,0006,379
Total debt securities$7,300,0007,081
Structured notes
Amortized cost$500,0001,773
Fair value$501,0001,850
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$3,689,0008,109
U.S. Government securities$2,621,0007,967
U.S. Treasury securities$02,322
U.S. Government agency obligations$2,621,0007,791
Securities issued by states & political subdivisions$701,0005,555
Other domestic debt securities$367,0003,408
Privately issued residential mortgage-backed securities$61,0001,121
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$306,0003,077
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,562,0005,505
Mortgage-backed securities$1,138,0005,819
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$1,138,0002,904
CMOs issued by government agencies or sponsored agencies$1,077,0002,794
Privately issued$61,000988
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$3,689,0007,282
Total debt securities$3,688,0008,029
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$4,377,0007,994
U.S. Government securities$3,009,0007,888
U.S. Treasury securities$02,382
U.S. Government agency obligations$3,009,0007,701
Securities issued by states & political subdivisions$998,0005,164
Other domestic debt securities$370,0003,459
Privately issued residential mortgage-backed securities$76,0001,123
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$294,0003,135
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,536,0005,560
Mortgage-backed securities$1,545,0005,584
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$1,545,0002,806
CMOs issued by government agencies or sponsored agencies$1,469,0002,715
Privately issued$76,000996
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$4,377,0007,138
Total debt securities$4,377,0007,911
Structured notes
Amortized cost$500,0001,320
Fair value$501,0001,425
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$4,197,0008,055
U.S. Government securities$2,804,0008,021
U.S. Treasury securities$02,544
U.S. Government agency obligations$2,804,0007,823
Securities issued by states & political subdivisions$1,000,0005,174
Other domestic debt securities$393,0003,484
Privately issued residential mortgage-backed securities$100,0001,136
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$293,0003,171
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,827,0005,417
Mortgage-backed securities$1,862,0005,387
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$1,862,0002,693
CMOs issued by government agencies or sponsored agencies$1,762,0002,614
Privately issued$100,0001,013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$4,197,0007,168
Total debt securities$4,197,0007,972
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$5,963,0007,635
U.S. Government securities$4,300,0007,518
U.S. Treasury securities$03,182
U.S. Government agency obligations$4,300,0007,259
Securities issued by states & political subdivisions$1,145,0005,076
Other domestic debt securities$492,0003,430
Privately issued residential mortgage-backed securities$189,0001,157
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$303,0003,143
Foreign debt securities$0319
Equity securities$26,0002,177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,478,0005,085
Mortgage-backed securities$2,627,0004,915
Certificates of participation in pools of residential mortgages$07,193
Issued or guaranteed by U.S.$07,167
Privately issued$0260
Collaterized mortgage obligations$2,627,0002,489
CMOs issued by government agencies or sponsored agencies$2,438,0002,391
Privately issued$189,0001,038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$5,963,0006,694
Total debt securities$5,937,0007,537
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$10,028,0006,787
U.S. Government securities$6,509,0007,116
U.S. Treasury securities$04,186
U.S. Government agency obligations$6,509,0006,753
Securities issued by states & political subdivisions$1,292,0005,010
Other domestic debt securities$2,078,0001,878
Privately issued residential mortgage-backed securities$477,000917
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,601,0001,805
Foreign debt securitiesNANA
Equity securities$149,0006,288
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,600,0005,324
Mortgage-backed securities$2,887,0004,251
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$2,887,0001,967
CMOs issued by government agencies or sponsored agencies$2,410,0001,987
Privately issued$477,000802
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$10,028,0005,723
Total debt securities$9,879,0006,694
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$11,300,0006,708
U.S. Government securities$7,802,0006,861
U.S. Treasury securities$200,0005,118
U.S. Government agency obligations$7,602,0006,415
Securities issued by states & political subdivisions$1,474,0005,107
Other domestic debt securities$1,913,0001,904
Privately issued residential mortgage-backed securities$515,000913
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,398,0001,783
Foreign debt securitiesNANA
Equity securities$111,0006,630
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,807,0005,830
Mortgage-backed securities$3,413,0004,273
Certificates of participation in pools of residential mortgages$07,530
Issued or guaranteed by U.S.$07,506
Privately issued$0307
Collaterized mortgage obligations$3,413,0001,962
CMOs issued by government agencies or sponsored agencies$2,898,0001,962
Privately issued$515,000799
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$11,300,0005,530
Total debt securities$11,189,0006,624
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$10,153,0007,058
U.S. Government securities$5,789,0007,676
U.S. Treasury securities$06,820
U.S. Government agency obligations$5,789,0006,814
Securities issued by states & political subdivisions$2,526,0004,325
Other domestic debt securities$1,815,0001,812
Privately issued residential mortgage-backed securities$622,000846
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,193,0001,678
Foreign debt securitiesNANA
Equity securities$23,0007,589
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$869,0007,340
Mortgage-backed securities$4,611,0003,983
Certificates of participation in pools of residential mortgages$165,0006,757
Issued or guaranteed by U.S.$165,0006,737
Privately issued$0349
Collaterized mortgage obligations$4,446,0001,861
CMOs issued by government agencies or sponsored agencies$3,824,0001,873
Privately issued$622,000722
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$10,153,0005,732
Total debt securities$10,130,0006,921
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$8,930,0007,777
U.S. Government securities$5,728,0008,203
U.S. Treasury securities$200,0007,718
U.S. Government agency obligations$5,528,0007,032
Securities issued by states & political subdivisions$2,480,0004,195
Other domestic debt securities$699,0002,088
Privately issued residential mortgage-backed securities$116,0001,203
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$583,0001,747
Foreign debt securitiesNANA
Equity securities$23,0007,595
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,006,0007,482
Mortgage-backed securities$4,617,0003,970
Certificates of participation in pools of residential mortgages$243,0006,792
Issued or guaranteed by U.S.$243,0006,771
Privately issued$0394
Collaterized mortgage obligations$4,374,0001,852
CMOs issued by government agencies or sponsored agencies$4,258,0001,800
Privately issued$116,000986
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$8,930,0006,072
Total debt securities$8,907,0007,654
Structured notes
Amortized cost$250,0002,431
Fair value$248,0002,536
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$10,453,0007,779
U.S. Government securities$6,171,0008,594
U.S. Treasury securities$200,0008,577
U.S. Government agency obligations$5,971,0007,154
Securities issued by states & political subdivisions$3,351,0003,683
Other domestic debt securities$908,0002,173
Privately issued residential mortgage-backed securities$326,0001,136
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$582,0001,924
Foreign debt securitiesNANA
Equity securities$23,0007,680
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,155,0007,635
Mortgage-backed securities$5,629,0003,971
Certificates of participation in pools of residential mortgages$460,0006,787
Issued or guaranteed by U.S.$460,0006,767
Privately issued$0472
Collaterized mortgage obligations$5,169,0001,893
CMOs issued by government agencies or sponsored agencies$4,843,0001,893
Privately issued$326,000904
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,567,0006,603
Available-for-sale securities (fair market value)$8,886,0006,333
Total debt securities$10,430,0007,658
Structured notes
Amortized cost$599,0002,380
Fair value$593,0002,365
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$7,346,0009,246
U.S. Government securities$2,527,00010,847
U.S. Treasury securities$398,0009,697
U.S. Government agency obligations$2,129,0009,631
Securities issued by states & political subdivisions$3,566,0003,580
Other domestic debt securities$1,230,0002,251
Privately issued residential mortgage-backed securities$412,0001,267
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$818,0002,097
Foreign debt securitiesNANA
Equity securities$23,0007,744
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,840,0007,043
Mortgage-backed securities$1,801,0006,450
Certificates of participation in pools of residential mortgages$566,0006,861
Issued or guaranteed by U.S.$566,0006,830
Privately issued$0558
Collaterized mortgage obligations$1,235,0004,011
CMOs issued by government agencies or sponsored agencies$823,0004,298
Privately issued$412,0001,007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,940,0006,715
Available-for-sale securities (fair market value)$5,406,0007,825
Total debt securities$7,323,0009,141
Structured notes
Amortized cost$448,0003,825
Fair value$443,0003,810
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$8,536,0009,321
U.S. Government securities$3,264,00011,091
U.S. Treasury securities$489,00010,535
U.S. Government agency obligations$2,775,0009,321
Securities issued by states & political subdivisions$3,693,0003,667
Other domestic debt securities$1,556,0002,272
Privately issued residential mortgage-backed securities$347,0001,512
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,209,0002,022
Foreign debt securitiesNANA
Equity securities$23,0007,794
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$700,0008,908
Mortgage-backed securities$2,167,0006,488
Certificates of participation in pools of residential mortgages$677,0006,999
Issued or guaranteed by U.S.$677,0006,973
Privately issued$0564
Collaterized mortgage obligations$1,490,0004,055
CMOs issued by government agencies or sponsored agencies$1,143,0004,164
Privately issued$347,0001,243
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,387,0007,784
Available-for-sale securities (fair market value)$3,149,0008,015
Total debt securities$8,513,0009,233
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$9,450,0009,283
U.S. Government securities$2,678,00011,822
U.S. Treasury securities$402,00011,060
U.S. Government agency obligations$2,276,0009,999
Securities issued by states & political subdivisions$3,391,0003,971
Other domestic debt securities$3,358,0001,771
Privately issued residential mortgage-backed securities$1,280,0001,068
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,078,0001,747
Foreign debt securitiesNANA
Equity securities$23,0007,685
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$692,0009,170
Mortgage-backed securities$3,083,0006,375
Certificates of participation in pools of residential mortgages$1,125,0006,858
Issued or guaranteed by U.S.$596,0007,798
Privately issued$529,000435
Collaterized mortgage obligations$1,958,0004,125
CMOs issued by government agencies or sponsored agencies$1,207,0004,516
Privately issued$751,0001,091
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$9,427,0009,158
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$9,440,0009,392
U.S. Government securities$3,555,00011,733
U.S. Treasury securities$403,00011,532
U.S. Government agency obligations$3,152,0009,400
Securities issued by states & political subdivisions$2,067,0004,959
Other domestic debt securities$3,795,0002,025
Privately issued residential mortgage-backed securities$315,0002,734
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,480,0001,505
Foreign debt securitiesNANA
Equity securities$23,0007,509
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$730,0009,253
Mortgage-backed securities$3,178,0006,624
Certificates of participation in pools of residential mortgages$1,077,0007,381
Issued or guaranteed by U.S.$1,077,0007,323
Privately issued$0831
Collaterized mortgage obligations$2,101,0003,974
CMOs issued by government agencies or sponsored agencies$1,786,0003,894
Privately issued$315,0002,320
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$9,417,0009,255
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