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JPMorgan Chase Bank, Securities

2018-03-31Rank
Total securities$235,903,000,0004
U.S. Government securities$116,856,000,0005
U.S. Treasury securities$25,450,000,0004
U.S. Government agency obligations$91,406,000,0004
Securities issued by states & political subdivisions$42,279,000,0002
Other domestic debt securities$48,241,000,0002
Privately issued residential mortgage-backed securities$10,603,000,0001
Commercial mortgage-backed securities - Total$9,009,000,0002
Asset backed securities$8,149,000,0004
Structured financial products - Total$20,039,000,0002
Other domestic debt securities - All other$441,000,00022
Foreign debt securities$28,520,000,0002
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,436,000,0003
Mortgage-backed securities$111,018,000,0004
Certificates of participation in pools of residential mortgages$86,866,000,0003
Issued or guaranteed by U.S.$86,866,000,0003
Privately issued$067
Collaterized mortgage obligations$11,000,000,00010
CMOs issued by government agencies or sponsored agencies$397,000,000107
Privately issued$10,603,000,0001
Commercial mortgage-backed securities$13,152,000,0006
Commercial mortgage pass-through securities$3,890,000,0007
Other commercial mortgage-backed securities$9,262,000,0003
Held to maturity securities (book value)$29,042,000,0009
Available-for-sale securities (fair market value)$206,854,000,0004
Total debt securities$235,896,000,0004
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$270,574,000,0001
Revaluation gains on off-balance sheet contracts$55,746,000,0001
Revaluation losses on off-balance sheet contracts$35,000,000,0002
2017-12-31Rank
Total securities$247,038,000,0004
U.S. Government securities$120,602,000,0005
U.S. Treasury securities$22,745,000,0006
U.S. Government agency obligations$97,857,000,0004
Securities issued by states & political subdivisions$44,548,000,0002
Other domestic debt securities$51,975,000,0002
Privately issued residential mortgage-backed securities$11,091,000,0001
Commercial mortgage-backed securities - Total$10,663,000,0001
Asset backed securities$8,773,000,0004
Structured financial products - Total$20,996,000,0002
Other domestic debt securities - All other$452,000,00023
Foreign debt securities$29,875,000,0002
Equity securities$38,000,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,419,000,0003
Mortgage-backed securities$119,611,000,0004
Certificates of participation in pools of residential mortgages$93,477,000,0003
Issued or guaranteed by U.S.$93,477,000,0003
Privately issued$064
Collaterized mortgage obligations$11,535,000,00010
CMOs issued by government agencies or sponsored agencies$444,000,00094
Privately issued$11,091,000,0001
Commercial mortgage-backed securities$14,599,000,0005
Commercial mortgage pass-through securities$3,675,000,0007
Other commercial mortgage-backed securities$10,924,000,0003
Held to maturity securities (book value)$47,733,000,0005
Available-for-sale securities (fair market value)$199,305,000,0004
Total debt securities$247,000,000,0004
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$249,031,000,0001
Revaluation gains on off-balance sheet contracts$54,372,000,0001
Revaluation losses on off-balance sheet contracts$36,097,000,0001
2017-09-30Rank
Total securities$260,081,000,0004
U.S. Government securities$124,463,000,0005
U.S. Treasury securities$26,209,000,0004
U.S. Government agency obligations$98,254,000,0004
Securities issued by states & political subdivisions$44,272,000,0002
Other domestic debt securities$55,194,000,0001
Privately issued residential mortgage-backed securities$11,392,000,0001
Commercial mortgage-backed securities - Total$11,527,000,0001
Asset backed securities$9,156,000,0004
Structured financial products - Total$22,503,000,0002
Other domestic debt securities - All other$616,000,00020
Foreign debt securities$36,114,000,0002
Equity securities$38,000,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,626,000,0002
Mortgage-backed securities$121,173,000,0003
Certificates of participation in pools of residential mortgages$94,509,000,0003
Issued or guaranteed by U.S.$94,509,000,0003
Privately issued$069
Collaterized mortgage obligations$11,889,000,00010
CMOs issued by government agencies or sponsored agencies$497,000,00088
Privately issued$11,392,000,0001
Commercial mortgage-backed securities$14,775,000,0003
Commercial mortgage pass-through securities$3,038,000,0007
Other commercial mortgage-backed securities$11,737,000,0003
Held to maturity securities (book value)$47,079,000,0005
Available-for-sale securities (fair market value)$213,002,000,0004
Total debt securities$260,043,000,0004
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$271,521,000,0001
Revaluation gains on off-balance sheet contracts$56,391,000,0001
Revaluation losses on off-balance sheet contracts$37,259,000,0001
2017-06-30Rank
Total securities$259,716,000,0004
U.S. Government securities$123,633,000,0004
U.S. Treasury securities$28,158,000,0004
U.S. Government agency obligations$95,475,000,0004
Securities issued by states & political subdivisions$44,610,000,0002
Other domestic debt securities$55,700,000,0002
Privately issued residential mortgage-backed securities$12,097,000,0001
Commercial mortgage-backed securities - Total$12,043,000,0001
Asset backed securities$6,483,000,0006
Structured financial products - Total$24,327,000,0002
Other domestic debt securities - All other$750,000,00018
Foreign debt securities$35,734,000,0002
Equity securities$39,000,00042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,967,000,0002
Mortgage-backed securities$119,615,000,0003
Certificates of participation in pools of residential mortgages$91,709,000,0003
Issued or guaranteed by U.S.$91,709,000,0003
Privately issued$067
Collaterized mortgage obligations$12,657,000,00010
CMOs issued by government agencies or sponsored agencies$560,000,00085
Privately issued$12,097,000,0001
Commercial mortgage-backed securities$15,249,000,0003
Commercial mortgage pass-through securities$3,084,000,0007
Other commercial mortgage-backed securities$12,165,000,0003
Held to maturity securities (book value)$47,761,000,0005
Available-for-sale securities (fair market value)$211,955,000,0004
Total debt securities$259,677,000,0004
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$267,801,000,0001
Revaluation gains on off-balance sheet contracts$56,814,000,0001
Revaluation losses on off-balance sheet contracts$41,417,000,0001
2017-03-31Rank
Total securities$277,800,000,0004
U.S. Government securities$136,207,000,0004
U.S. Treasury securities$42,462,000,0004
U.S. Government agency obligations$93,745,000,0004
Securities issued by states & political subdivisions$43,978,000,0002
Other domestic debt securities$58,516,000,0002
Privately issued residential mortgage-backed securities$13,162,000,0001
Commercial mortgage-backed securities - Total$13,065,000,0001
Asset backed securities$6,586,000,0006
Structured financial products - Total$24,891,000,0002
Other domestic debt securities - All other$812,000,00016
Foreign debt securities$39,060,000,0002
Equity securities$39,000,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,672,000,0002
Mortgage-backed securities$119,945,000,0003
Certificates of participation in pools of residential mortgages$89,810,000,0003
Issued or guaranteed by U.S.$89,810,000,0003
Privately issued$066
Collaterized mortgage obligations$13,790,000,00010
CMOs issued by government agencies or sponsored agencies$628,000,00080
Privately issued$13,162,000,0001
Commercial mortgage-backed securities$16,345,000,0003
Commercial mortgage pass-through securities$3,076,000,0006
Other commercial mortgage-backed securities$13,269,000,0003
Held to maturity securities (book value)$48,913,000,0004
Available-for-sale securities (fair market value)$228,887,000,0004
Total debt securities$277,761,000,0004
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$267,659,000,0001
Revaluation gains on off-balance sheet contracts$57,402,000,0001
Revaluation losses on off-balance sheet contracts$42,894,000,0001
2016-12-31Rank
Total securities$284,932,000,0004
U.S. Government securities$138,016,000,0004
U.S. Treasury securities$44,072,000,0004
U.S. Government agency obligations$93,944,000,0004
Securities issued by states & political subdivisions$43,372,000,0002
Other domestic debt securities$60,847,000,0002
Privately issued residential mortgage-backed securities$11,170,000,0001
Commercial mortgage-backed securities - Total$14,474,000,0001
Asset backed securities$6,926,000,0006
Structured financial products - Total$27,401,000,0002
Other domestic debt securities - All other$876,000,00013
Foreign debt securities$42,643,000,0002
Equity securities$54,000,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$104,107,000,0002
Mortgage-backed securities$119,559,000,0003
Certificates of participation in pools of residential mortgages$89,505,000,0003
Issued or guaranteed by U.S.$89,505,000,0003
Privately issued$071
Collaterized mortgage obligations$11,868,000,00011
CMOs issued by government agencies or sponsored agencies$698,000,00073
Privately issued$11,170,000,0001
Commercial mortgage-backed securities$18,186,000,0003
Commercial mortgage pass-through securities$3,499,000,0006
Other commercial mortgage-backed securities$14,687,000,0003
Held to maturity securities (book value)$50,168,000,0004
Available-for-sale securities (fair market value)$234,764,000,0004
Total debt securities$284,878,000,0004
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$245,063,000,0001
Revaluation gains on off-balance sheet contracts$63,601,000,0001
Revaluation losses on off-balance sheet contracts$48,378,000,0001
2016-09-30Rank
Total securities$266,849,000,0004
U.S. Government securities$110,060,000,0004
U.S. Treasury securities$21,477,000,0007
U.S. Government agency obligations$88,583,000,0004
Securities issued by states & political subdivisions$42,985,000,0002
Other domestic debt securities$68,488,000,0001
Privately issued residential mortgage-backed securities$12,236,000,0001
Commercial mortgage-backed securities - Total$16,854,000,0001
Asset backed securities$7,633,000,0005
Structured financial products - Total$30,721,000,0002
Other domestic debt securities - All other$1,044,000,00014
Foreign debt securities$45,262,000,0002
Equity securities$54,000,00034
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,653,000,0002
Mortgage-backed securities$117,642,000,0003
Certificates of participation in pools of residential mortgages$84,402,000,0003
Issued or guaranteed by U.S.$84,402,000,0003
Privately issued$067
Collaterized mortgage obligations$13,016,000,00010
CMOs issued by government agencies or sponsored agencies$780,000,00068
Privately issued$12,236,000,0001
Commercial mortgage-backed securities$20,224,000,0003
Commercial mortgage pass-through securities$3,147,000,0006
Other commercial mortgage-backed securities$17,077,000,0003
Held to maturity securities (book value)$52,011,000,0004
Available-for-sale securities (fair market value)$214,838,000,0004
Total debt securities$266,796,000,0004
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$258,311,000,0001
Revaluation gains on off-balance sheet contracts$65,190,000,0001
Revaluation losses on off-balance sheet contracts$53,379,000,0001
2016-06-30Rank
Total securities$273,005,000,0004
U.S. Government securities$104,513,000,0004
U.S. Treasury securities$14,790,000,0008
U.S. Government agency obligations$89,723,000,0003
Securities issued by states & political subdivisions$43,524,000,0002
Other domestic debt securities$76,486,000,0001
Privately issued residential mortgage-backed securities$15,400,000,0001
Commercial mortgage-backed securities - Total$20,272,000,0001
Asset backed securities$8,353,000,0005
Structured financial products - Total$31,266,000,0002
Other domestic debt securities - All other$1,195,000,00013
Foreign debt securities$48,429,000,0002
Equity securities$53,000,00035
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$129,730,000,0002
Mortgage-backed securities$125,361,000,0003
Certificates of participation in pools of residential mortgages$86,190,000,0003
Issued or guaranteed by U.S.$86,190,000,0003
Privately issued$071
Collaterized mortgage obligations$16,525,000,0008
CMOs issued by government agencies or sponsored agencies$1,125,000,00051
Privately issued$15,400,000,0001
Commercial mortgage-backed securities$22,646,000,0003
Commercial mortgage pass-through securities$2,046,000,0008
Other commercial mortgage-backed securities$20,600,000,0002
Held to maturity securities (book value)$53,811,000,0004
Available-for-sale securities (fair market value)$219,194,000,0004
Total debt securities$272,952,000,0004
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$268,442,000,0001
Revaluation gains on off-balance sheet contracts$79,113,000,0001
Revaluation losses on off-balance sheet contracts$63,750,000,0001
2016-03-31Rank
Total securities$279,712,000,0004
U.S. Government securities$103,032,000,0004
U.S. Treasury securities$12,053,000,0008
U.S. Government agency obligations$90,979,000,0003
Securities issued by states & political subdivisions$43,001,000,0002
Other domestic debt securities$79,227,000,0001
Privately issued residential mortgage-backed securities$15,723,000,0001
Commercial mortgage-backed securities - Total$22,202,000,0001
Asset backed securities$8,482,000,0005
Structured financial products - Total$31,144,000,0002
Other domestic debt securities - All other$1,676,000,0007
Foreign debt securities$54,386,000,0002
Equity securities$66,000,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,936,000,0002
Mortgage-backed securities$128,868,000,0003
Certificates of participation in pools of residential mortgages$87,271,000,0003
Issued or guaranteed by U.S.$87,271,000,0003
Privately issued$066
Collaterized mortgage obligations$17,246,000,0007
CMOs issued by government agencies or sponsored agencies$1,523,000,00040
Privately issued$15,723,000,0001
Commercial mortgage-backed securities$24,351,000,0002
Commercial mortgage pass-through securities$1,806,000,00010
Other commercial mortgage-backed securities$22,545,000,0002
Held to maturity securities (book value)$47,932,000,0004
Available-for-sale securities (fair market value)$231,780,000,0004
Total debt securities$279,646,000,0004
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$262,019,000,0001
Revaluation gains on off-balance sheet contracts$69,887,000,0001
Revaluation losses on off-balance sheet contracts$64,280,000,0001
2015-12-31Rank
Total securities$284,745,000,0004
U.S. Government securities$102,373,000,0004
U.S. Treasury securities$10,998,000,0009
U.S. Government agency obligations$91,375,000,0004
Securities issued by states & political subdivisions$43,207,000,0002
Other domestic debt securities$81,399,000,0001
Privately issued residential mortgage-backed securities$17,161,000,0001
Commercial mortgage-backed securities - Total$22,316,000,0001
Asset backed securities$9,054,000,0004
Structured financial products - Total$31,007,000,0002
Other domestic debt securities - All other$1,861,000,0007
Foreign debt securities$57,697,000,0002
Equity securities$69,000,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$125,592,000,0002
Mortgage-backed securities$130,814,000,0003
Certificates of participation in pools of residential mortgages$88,595,000,0003
Issued or guaranteed by U.S.$88,595,000,0003
Privately issued$066
Collaterized mortgage obligations$18,837,000,0007
CMOs issued by government agencies or sponsored agencies$1,676,000,00040
Privately issued$17,161,000,0001
Commercial mortgage-backed securities$23,382,000,0002
Commercial mortgage pass-through securities$695,000,00013
Other commercial mortgage-backed securities$22,687,000,0002
Held to maturity securities (book value)$49,073,000,0004
Available-for-sale securities (fair market value)$235,672,000,0004
Total debt securities$284,676,000,0004
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$242,385,000,0001
Revaluation gains on off-balance sheet contracts$59,346,000,0001
Revaluation losses on off-balance sheet contracts$52,593,000,0001
2015-09-30Rank
Total securities$299,911,000,0004
U.S. Government securities$103,444,000,0004
U.S. Treasury securities$11,305,000,0008
U.S. Government agency obligations$92,139,000,0004
Securities issued by states & political subdivisions$42,211,000,0002
Other domestic debt securities$90,666,000,0001
Privately issued residential mortgage-backed securities$25,039,000,0001
Commercial mortgage-backed securities - Total$22,295,000,0001
Asset backed securities$10,088,000,0004
Structured financial products - Total$31,304,000,0002
Other domestic debt securities - All other$1,940,000,0007
Foreign debt securities$63,522,000,0002
Equity securities$68,000,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,488,000,0002
Mortgage-backed securities$139,431,000,0003
Certificates of participation in pools of residential mortgages$89,503,000,0003
Issued or guaranteed by U.S.$89,503,000,0003
Privately issued$065
Collaterized mortgage obligations$27,062,000,0002
CMOs issued by government agencies or sponsored agencies$2,023,000,00038
Privately issued$25,039,000,0001
Commercial mortgage-backed securities$22,866,000,0002
Commercial mortgage pass-through securities$318,000,00018
Other commercial mortgage-backed securities$22,548,000,0001
Held to maturity securities (book value)$50,169,000,0003
Available-for-sale securities (fair market value)$249,742,000,0003
Total debt securities$299,843,000,0004
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$250,031,000,0001
Revaluation gains on off-balance sheet contracts$68,593,000,0001
Revaluation losses on off-balance sheet contracts$58,323,000,0001
2015-06-30Rank
Total securities$310,909,000,0003
U.S. Government securities$108,061,000,0004
U.S. Treasury securities$11,042,000,0007
U.S. Government agency obligations$97,019,000,0003
Securities issued by states & political subdivisions$40,709,000,0002
Other domestic debt securities$93,681,000,0001
Privately issued residential mortgage-backed securities$27,703,000,0001
Commercial mortgage-backed securities - Total$21,592,000,0001
Asset backed securities$10,911,000,0004
Structured financial products - Total$31,372,000,0001
Other domestic debt securities - All other$2,103,000,0006
Foreign debt securities$68,376,000,0002
Equity securities$82,000,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,272,000,0002
Mortgage-backed securities$145,766,000,0002
Certificates of participation in pools of residential mortgages$93,698,000,0003
Issued or guaranteed by U.S.$93,698,000,0003
Privately issued$067
Collaterized mortgage obligations$29,952,000,0002
CMOs issued by government agencies or sponsored agencies$2,249,000,00037
Privately issued$27,703,000,0001
Commercial mortgage-backed securities$22,116,000,0002
Commercial mortgage pass-through securities$251,000,00020
Other commercial mortgage-backed securities$21,865,000,0001
Held to maturity securities (book value)$51,594,000,0003
Available-for-sale securities (fair market value)$259,315,000,0003
Total debt securities$310,827,000,0003
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$253,071,000,0001
Revaluation gains on off-balance sheet contracts$65,374,000,0001
Revaluation losses on off-balance sheet contracts$57,492,000,0001
2015-03-31Rank
Total securities$323,947,000,0002
U.S. Government securities$115,145,000,0004
U.S. Treasury securities$11,411,000,0007
U.S. Government agency obligations$103,734,000,0003
Securities issued by states & political subdivisions$39,590,000,0002
Other domestic debt securities$96,581,000,0001
Privately issued residential mortgage-backed securities$30,821,000,0001
Commercial mortgage-backed securities - Total$21,980,000,0001
Asset backed securities$11,828,000,0004
Structured financial products - Total$29,683,000,0001
Other domestic debt securities - All other$2,269,000,0006
Foreign debt securities$72,550,000,0002
Equity securities$81,000,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,319,000,0002
Mortgage-backed securities$155,981,000,0002
Certificates of participation in pools of residential mortgages$100,082,000,0002
Issued or guaranteed by U.S.$100,082,000,0002
Privately issued$070
Collaterized mortgage obligations$33,321,000,0002
CMOs issued by government agencies or sponsored agencies$2,500,000,00035
Privately issued$30,821,000,0001
Commercial mortgage-backed securities$22,578,000,0002
Commercial mortgage pass-through securities$310,000,00018
Other commercial mortgage-backed securities$22,268,000,0001
Held to maturity securities (book value)$49,264,000,0003
Available-for-sale securities (fair market value)$274,683,000,0002
Total debt securities$323,866,000,0002
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$282,052,000,0001
Revaluation gains on off-balance sheet contracts$81,788,000,0001
Revaluation losses on off-balance sheet contracts$76,226,000,0001
2014-12-31Rank
Total securities$340,496,000,0001
U.S. Government securities$117,970,000,0004
U.S. Treasury securities$12,825,000,0006
U.S. Government agency obligations$105,145,000,0003
Securities issued by states & political subdivisions$36,991,000,0002
Other domestic debt securities$103,678,000,0001
Privately issued residential mortgage-backed securities$38,072,000,0001
Commercial mortgage-backed securities - Total$20,480,000,0001
Asset backed securities$12,587,000,0004
Structured financial products - Total$30,194,000,0001
Other domestic debt securities - All other$2,345,000,0005
Foreign debt securities$81,739,000,0002
Equity securities$118,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$121,541,000,0002
Mortgage-backed securities$162,887,000,0002
Certificates of participation in pools of residential mortgages$100,914,000,0002
Issued or guaranteed by U.S.$100,914,000,0002
Privately issued$075
Collaterized mortgage obligations$40,816,000,0002
CMOs issued by government agencies or sponsored agencies$2,744,000,00034
Privately issued$38,072,000,0001
Commercial mortgage-backed securities$21,157,000,0003
Commercial mortgage pass-through securities$375,000,00016
Other commercial mortgage-backed securities$20,782,000,0002
Held to maturity securities (book value)$49,252,000,0003
Available-for-sale securities (fair market value)$291,244,000,0001
Total debt securities$340,378,000,0001
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$268,013,000,0001
Revaluation gains on off-balance sheet contracts$76,963,000,0001
Revaluation losses on off-balance sheet contracts$72,963,000,0001
2014-09-30Rank
Total securities$347,578,000,0001
U.S. Government securities$120,141,000,0004
U.S. Treasury securities$14,999,000,0006
U.S. Government agency obligations$105,142,000,0003
Securities issued by states & political subdivisions$35,367,000,0002
Other domestic debt securities$105,755,000,0001
Privately issued residential mortgage-backed securities$41,647,000,0001
Commercial mortgage-backed securities - Total$18,873,000,0001
Asset backed securities$12,679,000,0004
Structured financial products - Total$30,189,000,0001
Other domestic debt securities - All other$2,367,000,0005
Foreign debt securities$86,093,000,0002
Equity securities$222,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,831,000,0004
Mortgage-backed securities$164,593,000,0002
Certificates of participation in pools of residential mortgages$100,322,000,0002
Issued or guaranteed by U.S.$100,322,000,0002
Privately issued$073
Collaterized mortgage obligations$44,672,000,0002
CMOs issued by government agencies or sponsored agencies$3,025,000,00032
Privately issued$41,647,000,0001
Commercial mortgage-backed securities$19,599,000,0003
Commercial mortgage pass-through securities$404,000,00016
Other commercial mortgage-backed securities$19,195,000,0002
Held to maturity securities (book value)$48,826,000,0002
Available-for-sale securities (fair market value)$298,752,000,0001
Total debt securities$347,356,000,0001
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$280,413,000,0001
Revaluation gains on off-balance sheet contracts$67,928,000,0001
Revaluation losses on off-balance sheet contracts$56,120,000,0001
2014-06-30Rank
Total securities$341,782,000,0001
U.S. Government securities$111,869,000,0004
U.S. Treasury securities$6,642,000,0007
U.S. Government agency obligations$105,227,000,0003
Securities issued by states & political subdivisions$33,011,000,0002
Other domestic debt securities$106,280,000,0001
Privately issued residential mortgage-backed securities$44,525,000,0001
Commercial mortgage-backed securities - Total$17,712,000,0002
Asset backed securities$13,083,000,0004
Structured financial products - Total$28,451,000,0001
Other domestic debt securities - All other$2,509,000,0005
Foreign debt securities$90,394,000,0001
Equity securities$228,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,423,000,0002
Mortgage-backed securities$166,319,000,0002
Certificates of participation in pools of residential mortgages$99,953,000,0002
Issued or guaranteed by U.S.$99,953,000,0002
Privately issued$075
Collaterized mortgage obligations$47,858,000,0002
CMOs issued by government agencies or sponsored agencies$3,333,000,00031
Privately issued$44,525,000,0001
Commercial mortgage-backed securities$18,508,000,0003
Commercial mortgage pass-through securities$448,000,00016
Other commercial mortgage-backed securities$18,060,000,0002
Held to maturity securities (book value)$47,849,000,0002
Available-for-sale securities (fair market value)$293,933,000,0001
Total debt securities$341,554,000,0001
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$262,384,000,0001
Revaluation gains on off-balance sheet contracts$57,950,000,0001
Revaluation losses on off-balance sheet contracts$48,675,000,0001
2014-03-31Rank
Total securities$331,211,000,0001
U.S. Government securities$109,406,000,0004
U.S. Treasury securities$5,790,000,0007
U.S. Government agency obligations$103,616,000,0003
Securities issued by states & political subdivisions$30,624,000,0002
Other domestic debt securities$103,670,000,0001
Privately issued residential mortgage-backed securities$45,133,000,0001
Commercial mortgage-backed securities - Total$16,328,000,0002
Asset backed securities$12,142,000,0006
Structured financial products - Total$27,552,000,0001
Other domestic debt securities - All other$2,515,000,0005
Foreign debt securities$87,282,000,0001
Equity securities$229,000,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,738,000,0002
Mortgage-backed securities$163,263,000,0002
Certificates of participation in pools of residential mortgages$97,332,000,0002
Issued or guaranteed by U.S.$97,332,000,0002
Privately issued$076
Collaterized mortgage obligations$48,778,000,0002
CMOs issued by government agencies or sponsored agencies$3,645,000,00030
Privately issued$45,133,000,0001
Commercial mortgage-backed securities$17,153,000,0003
Commercial mortgage pass-through securities$467,000,00013
Other commercial mortgage-backed securities$16,686,000,0002
Held to maturity securities (book value)$47,271,000,0002
Available-for-sale securities (fair market value)$283,940,000,0001
Total debt securities$330,982,000,0001
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$260,518,000,0001
Revaluation gains on off-balance sheet contracts$55,630,000,0001
Revaluation losses on off-balance sheet contracts$45,170,000,0001
2013-12-31Rank
Total securities$333,904,000,0001
U.S. Government securities$110,210,000,0003
U.S. Treasury securities$7,463,000,0005
U.S. Government agency obligations$102,747,000,0003
Securities issued by states & political subdivisions$27,149,000,0002
Other domestic debt securities$107,281,000,0001
Privately issued residential mortgage-backed securities$48,928,000,0001
Commercial mortgage-backed securities - Total$15,399,000,0002
Asset backed securities$12,399,000,0006
Structured financial products - Total$28,230,000,0001
Other domestic debt securities - All other$2,325,000,0005
Foreign debt securities$88,973,000,0001
Equity securities$291,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,873,000,0005
Mortgage-backed securities$165,248,000,0002
Certificates of participation in pools of residential mortgages$96,019,000,0002
Issued or guaranteed by U.S.$96,019,000,0002
Privately issued$081
Collaterized mortgage obligations$52,970,000,0001
CMOs issued by government agencies or sponsored agencies$4,042,000,00026
Privately issued$48,928,000,0001
Commercial mortgage-backed securities$16,259,000,0004
Commercial mortgage pass-through securities$485,000,00011
Other commercial mortgage-backed securities$15,774,000,0002
Held to maturity securities (book value)$24,026,000,0005
Available-for-sale securities (fair market value)$309,878,000,0001
Total debt securities$333,613,000,0001
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$258,477,000,0001
Revaluation gains on off-balance sheet contracts$63,025,000,0001
Revaluation losses on off-balance sheet contracts$53,394,000,0001
2013-09-30Rank
Total securities$336,573,000,0001
U.S. Government securities$110,429,000,0003
U.S. Treasury securities$7,339,000,0005
U.S. Government agency obligations$103,090,000,0003
Securities issued by states & political subdivisions$24,796,000,0002
Other domestic debt securities$108,990,000,0001
Privately issued residential mortgage-backed securities$51,997,000,0001
Commercial mortgage-backed securities - Total$13,563,000,0002
Asset backed securities$12,111,000,0005
Structured financial products - Total$28,992,000,0001
Other domestic debt securities - All other$2,327,000,0005
Foreign debt securities$92,035,000,0001
Equity securities$323,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,418,000,0002
Mortgage-backed securities$165,314,000,0002
Certificates of participation in pools of residential mortgages$94,381,000,0002
Issued or guaranteed by U.S.$94,381,000,0002
Privately issued$080
Collaterized mortgage obligations$56,466,000,0001
CMOs issued by government agencies or sponsored agencies$4,469,000,00022
Privately issued$51,997,000,0001
Commercial mortgage-backed securities$14,467,000,0004
Commercial mortgage pass-through securities$517,000,00012
Other commercial mortgage-backed securities$13,950,000,0003
Held to maturity securities (book value)$4,516,000,00018
Available-for-sale securities (fair market value)$332,057,000,0001
Total debt securities$336,250,000,0001
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$259,403,000,0001
Revaluation gains on off-balance sheet contracts$63,686,000,0001
Revaluation losses on off-balance sheet contracts$55,795,000,0001
2013-06-30Rank
Total securities$333,873,000,0001
U.S. Government securities$112,159,000,0003
U.S. Treasury securities$7,301,000,0005
U.S. Government agency obligations$104,858,000,0002
Securities issued by states & political subdivisions$21,009,000,0002
Other domestic debt securities$104,475,000,0001
Privately issued residential mortgage-backed securities$50,920,000,0001
Commercial mortgage-backed securities - Total$11,799,000,0002
Asset backed securities$12,033,000,0004
Structured financial products - Total$27,318,000,0001
Other domestic debt securities - All other$2,405,000,0005
Foreign debt securities$95,894,000,0001
Equity securities$336,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$108,558,000,0002
Mortgage-backed securities$164,039,000,0002
Certificates of participation in pools of residential mortgages$95,234,000,0002
Issued or guaranteed by U.S.$95,234,000,0002
Privately issued$083
Collaterized mortgage obligations$56,062,000,0001
CMOs issued by government agencies or sponsored agencies$5,142,000,00018
Privately issued$50,920,000,0001
Commercial mortgage-backed securities$12,743,000,0004
Commercial mortgage pass-through securities$547,000,00012
Other commercial mortgage-backed securities$12,196,000,0004
Held to maturity securities (book value)$6,000,0001,244
Available-for-sale securities (fair market value)$333,867,000,0001
Total debt securities$333,537,000,0001
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$271,231,000,0001
Revaluation gains on off-balance sheet contracts$69,532,000,0001
Revaluation losses on off-balance sheet contracts$59,432,000,0001
2013-03-31Rank
Total securities$354,115,000,0001
U.S. Government securities$116,106,000,0003
U.S. Treasury securities$8,046,000,0006
U.S. Government agency obligations$108,060,000,0002
Securities issued by states & political subdivisions$17,279,000,0003
Other domestic debt securities$107,120,000,0001
Privately issued residential mortgage-backed securities$52,838,000,0001
Commercial mortgage-backed securities - Total$11,598,000,0002
Asset backed securities$12,519,000,0004
Structured financial products - Total$27,359,000,0001
Other domestic debt securities - All other$2,806,000,0005
Foreign debt securities$113,262,000,0001
Equity securities$348,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,330,000,0002
Mortgage-backed securities$168,707,000,0002
Certificates of participation in pools of residential mortgages$97,312,000,0002
Issued or guaranteed by U.S.$97,312,000,0002
Privately issued$083
Collaterized mortgage obligations$58,792,000,0001
CMOs issued by government agencies or sponsored agencies$5,954,000,00015
Privately issued$52,838,000,0001
Commercial mortgage-backed securities$12,603,000,0004
Commercial mortgage pass-through securities$580,000,00011
Other commercial mortgage-backed securities$12,023,000,0004
Held to maturity securities (book value)$7,000,0001,131
Available-for-sale securities (fair market value)$354,108,000,0001
Total debt securities$353,767,000,0001
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$302,533,000,0001
Revaluation gains on off-balance sheet contracts$67,174,000,0001
Revaluation losses on off-balance sheet contracts$60,559,000,0001
2012-12-31Rank
Total securities$358,336,000,0001
U.S. Government securities$110,430,000,0003
U.S. Treasury securities$7,934,000,0006
U.S. Government agency obligations$102,496,000,0002
Securities issued by states & political subdivisions$17,987,000,0002
Other domestic debt securities$115,638,000,0001
Privately issued residential mortgage-backed securities$59,176,000,0001
Commercial mortgage-backed securities - Total$11,953,000,0002
Asset backed securities$13,319,000,0004
Structured financial products - Total$27,896,000,0001
Other domestic debt securities - All other$3,294,000,0003
Foreign debt securities$113,899,000,0001
Equity securities$382,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,862,000,0002
Mortgage-backed securities$169,524,000,0002
Certificates of participation in pools of residential mortgages$90,714,000,0002
Issued or guaranteed by U.S.$90,714,000,0002
Privately issued$085
Collaterized mortgage obligations$65,806,000,0001
CMOs issued by government agencies or sponsored agencies$6,630,000,00015
Privately issued$59,176,000,0001
Commercial mortgage-backed securities$13,004,000,0004
Commercial mortgage pass-through securities$615,000,00011
Other commercial mortgage-backed securities$12,389,000,0003
Held to maturity securities (book value)$7,000,0001,128
Available-for-sale securities (fair market value)$358,329,000,0001
Total debt securities$357,954,000,0001
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$318,311,000,0001
Revaluation gains on off-balance sheet contracts$69,665,000,0001
Revaluation losses on off-balance sheet contracts$68,312,000,0001
2012-09-30Rank
Total securities$352,747,000,0001
U.S. Government securities$106,103,000,0003
U.S. Treasury securities$6,920,000,0006
U.S. Government agency obligations$99,183,000,0002
Securities issued by states & political subdivisions$18,550,000,0002
Other domestic debt securities$113,946,000,0001
Privately issued residential mortgage-backed securities$59,862,000,0001
Commercial mortgage-backed securities - Total$11,799,000,0002
Asset backed securities$12,363,000,0004
Structured financial products - Total$26,222,000,0001
Other domestic debt securities - All other$3,700,000,0003
Foreign debt securities$113,751,000,0001
Equity securities$397,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,084,000,0002
Mortgage-backed securities$166,704,000,0002
Certificates of participation in pools of residential mortgages$86,357,000,0002
Issued or guaranteed by U.S.$86,357,000,0002
Privately issued$088
Collaterized mortgage obligations$67,462,000,0001
CMOs issued by government agencies or sponsored agencies$7,600,000,00014
Privately issued$59,862,000,0001
Commercial mortgage-backed securities$12,885,000,0003
Commercial mortgage pass-through securities$640,000,0009
Other commercial mortgage-backed securities$12,245,000,0003
Held to maturity securities (book value)$8,000,0001,084
Available-for-sale securities (fair market value)$352,739,000,0001
Total debt securities$352,350,000,0001
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$314,750,000,0001
Revaluation gains on off-balance sheet contracts$72,039,000,0001
Revaluation losses on off-balance sheet contracts$74,559,000,0001
2012-06-30Rank
Total securities$342,767,000,0001
U.S. Government securities$107,613,000,0003
U.S. Treasury securities$7,183,000,0006
U.S. Government agency obligations$100,430,000,0002
Securities issued by states & political subdivisions$16,695,000,0002
Other domestic debt securities$111,596,000,0001
Privately issued residential mortgage-backed securities$59,199,000,0001
Commercial mortgage-backed securities - Total$10,560,000,0002
Asset backed securities$12,457,000,0004
Structured financial products - Total$25,553,000,0001
Other domestic debt securities - All other$3,827,000,0003
Foreign debt securities$106,458,000,0001
Equity securities$405,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$131,144,000,0002
Mortgage-backed securities$165,724,000,0002
Certificates of participation in pools of residential mortgages$86,275,000,0002
Issued or guaranteed by U.S.$86,275,000,0002
Privately issued$094
Collaterized mortgage obligations$67,773,000,0001
CMOs issued by government agencies or sponsored agencies$8,574,000,00012
Privately issued$59,199,000,0001
Commercial mortgage-backed securities$11,676,000,0003
Commercial mortgage pass-through securities$664,000,00010
Other commercial mortgage-backed securities$11,012,000,0003
Held to maturity securities (book value)$10,000,000987
Available-for-sale securities (fair market value)$342,757,000,0001
Total debt securities$342,362,000,0001
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$287,301,000,0001
Revaluation gains on off-balance sheet contracts$76,656,000,0001
Revaluation losses on off-balance sheet contracts$79,482,000,0001
2012-03-31Rank
Total securities$369,913,000,0001
U.S. Government securities$116,006,000,0002
U.S. Treasury securities$7,165,000,0006
U.S. Government agency obligations$108,841,000,0002
Securities issued by states & political subdivisions$15,259,000,0002
Other domestic debt securities$127,971,000,0001
Privately issued residential mortgage-backed securities$65,913,000,0001
Commercial mortgage-backed securities - Total$11,108,000,0002
Asset backed securities$13,683,000,0004
Structured financial products - Total$25,239,000,0001
Other domestic debt securities - All other$12,028,000,0001
Foreign debt securities$110,266,000,0001
Equity securities$411,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,878,000,0001
Mortgage-backed securities$181,350,000,0002
Certificates of participation in pools of residential mortgages$90,791,000,0003
Issued or guaranteed by U.S.$90,791,000,0003
Privately issued$094
Collaterized mortgage obligations$78,305,000,0001
CMOs issued by government agencies or sponsored agencies$12,392,000,0007
Privately issued$65,913,000,0001
Commercial mortgage-backed securities$12,254,000,0002
Commercial mortgage pass-through securities$693,000,0008
Other commercial mortgage-backed securities$11,561,000,0002
Held to maturity securities (book value)$11,000,000938
Available-for-sale securities (fair market value)$369,902,000,0001
Total debt securities$369,502,000,0001
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$326,572,000,0001
Revaluation gains on off-balance sheet contracts$75,169,000,0001
Revaluation losses on off-balance sheet contracts$78,437,000,0001
2011-12-31Rank
Total securities$354,087,000,0001
U.S. Government securities$115,380,000,0002
U.S. Treasury securities$3,746,000,0007
U.S. Government agency obligations$111,634,000,0002
Securities issued by states & political subdivisions$12,789,000,0003
Other domestic debt securities$128,744,000,0001
Privately issued residential mortgage-backed securities$64,955,000,0001
Commercial mortgage-backed securities - Total$10,386,000,0002
Asset backed securities$16,324,000,0004
Structured financial products - Total$24,861,000,0001
Other domestic debt securities - All other$12,218,000,0001
Foreign debt securities$96,759,000,0001
Equity securities$415,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,140,000,0001
Mortgage-backed securities$182,460,000,0002
Certificates of participation in pools of residential mortgages$92,318,000,0002
Issued or guaranteed by U.S.$92,318,000,0002
Privately issued$0121
Collaterized mortgage obligations$78,579,000,0001
CMOs issued by government agencies or sponsored agencies$13,624,000,0007
Privately issued$64,955,000,0001
Commercial mortgage-backed securities$11,563,000,0002
Commercial mortgage pass-through securities$720,000,0006
Other commercial mortgage-backed securities$10,843,000,0002
Held to maturity securities (book value)$12,000,000914
Available-for-sale securities (fair market value)$354,075,000,0001
Total debt securities$353,672,000,0001
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$319,628,000,0001
Revaluation gains on off-balance sheet contracts$81,076,000,0001
Revaluation losses on off-balance sheet contracts$78,148,000,0001
2011-09-30Rank
Total securities$326,547,000,0002
U.S. Government securities$117,615,000,0002
U.S. Treasury securities$3,068,000,0007
U.S. Government agency obligations$114,547,000,0002
Securities issued by states & political subdivisions$11,548,000,0003
Other domestic debt securities$115,018,000,0001
Privately issued residential mortgage-backed securities$59,408,000,0001
Commercial mortgage-backed securities - Total$6,695,000,0002
Asset backed securities$14,741,000,0004
Structured financial products - Total$21,433,000,0001
Other domestic debt securities - All other$12,741,000,0001
Foreign debt securities$81,932,000,0002
Equity securities$434,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$135,023,000,0001
Mortgage-backed securities$176,118,000,0002
Certificates of participation in pools of residential mortgages$93,848,000,0002
Issued or guaranteed by U.S.$93,848,000,0002
Privately issued$0132
Collaterized mortgage obligations$74,345,000,0001
CMOs issued by government agencies or sponsored agencies$14,937,000,0007
Privately issued$59,408,000,0001
Commercial mortgage-backed securities$7,925,000,0003
Commercial mortgage pass-through securities$771,000,0005
Other commercial mortgage-backed securities$7,154,000,0002
Held to maturity securities (book value)$13,000,000872
Available-for-sale securities (fair market value)$326,534,000,0001
Total debt securities$326,113,000,0002
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$340,278,000,0001
Revaluation gains on off-balance sheet contracts$95,771,000,0001
Revaluation losses on off-balance sheet contracts$82,587,000,0001
2011-06-30Rank
Total securities$312,403,000,0002
U.S. Government securities$124,113,000,0002
U.S. Treasury securities$479,000,00025
U.S. Government agency obligations$123,634,000,0002
Securities issued by states & political subdivisions$8,378,000,0003
Other domestic debt securities$104,427,000,0001
Privately issued residential mortgage-backed securities$58,933,000,0001
Commercial mortgage-backed securities - Total$4,585,000,0004
Asset backed securities$15,480,000,0003
Structured financial products - Total$15,251,000,0001
Other domestic debt securities - All other$10,178,000,0003
Foreign debt securities$74,936,000,0002
Equity securities$549,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,482,000,0001
Mortgage-backed securities$182,434,000,0002
Certificates of participation in pools of residential mortgages$103,139,000,0002
Issued or guaranteed by U.S.$101,641,000,0002
Privately issued$1,498,000,0001
Collaterized mortgage obligations$73,469,000,0001
CMOs issued by government agencies or sponsored agencies$16,034,000,0007
Privately issued$57,435,000,0001
Commercial mortgage-backed securities$5,826,000,0004
Commercial mortgage pass-through securities$796,000,0004
Other commercial mortgage-backed securities$5,030,000,0003
Held to maturity securities (book value)$15,000,000828
Available-for-sale securities (fair market value)$312,388,000,0002
Total debt securities$311,854,000,0002
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$341,390,000,0001
Revaluation gains on off-balance sheet contracts$69,069,000,0001
Revaluation losses on off-balance sheet contracts$67,573,000,0001
2011-03-31Rank
Total securities$324,275,000,0001
U.S. Government securities$128,835,000,0002
U.S. Treasury securities$474,000,00023
U.S. Government agency obligations$128,361,000,0002
Securities issued by states & political subdivisions$8,098,000,0003
Other domestic debt securities$101,363,000,0001
Privately issued residential mortgage-backed securities$55,239,000,0001
Commercial mortgage-backed securities - Total$4,516,000,0004
Asset backed securities$16,560,000,0003
Structured financial products - Total$14,868,000,0001
Other domestic debt securities - All other$10,180,000,0003
Foreign debt securities$85,398,000,0002
Equity securities$581,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$143,069,000,0002
Mortgage-backed securities$181,625,000,0002
Certificates of participation in pools of residential mortgages$105,018,000,0002
Issued or guaranteed by U.S.$103,540,000,0002
Privately issued$1,478,000,0001
Collaterized mortgage obligations$70,838,000,0001
CMOs issued by government agencies or sponsored agencies$17,077,000,0007
Privately issued$53,761,000,0001
Commercial mortgage-backed securities$5,769,000,0004
Commercial mortgage pass-through securities$817,000,0003
Other commercial mortgage-backed securities$4,952,000,0003
Held to maturity securities (book value)$16,000,000789
Available-for-sale securities (fair market value)$324,259,000,0001
Total debt securities$323,694,000,0001
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$370,439,000,0001
Revaluation gains on off-balance sheet contracts$70,714,000,0001
Revaluation losses on off-balance sheet contracts$65,495,000,0001
2010-12-31Rank
Total securities$307,121,000,0002
U.S. Government securities$130,221,000,0002
U.S. Treasury securities$431,000,00026
U.S. Government agency obligations$129,790,000,0002
Securities issued by states & political subdivisions$8,196,000,0003
Other domestic debt securities$97,308,000,0001
Privately issued residential mortgage-backed securities$48,974,000,0001
Commercial mortgage-backed securities - Total$6,424,000,0004
Asset backed securities$17,633,000,0003
Structured financial products - Total$13,598,000,0001
Other domestic debt securities - All other$10,679,000,0003
Foreign debt securities$70,759,000,0002
Equity securities$637,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,214,000,0002
Mortgage-backed securities$174,361,000,0002
Certificates of participation in pools of residential mortgages$105,821,000,0002
Issued or guaranteed by U.S.$104,743,000,0002
Privately issued$1,078,000,0002
Collaterized mortgage obligations$62,116,000,0001
CMOs issued by government agencies or sponsored agencies$14,220,000,0007
Privately issued$47,896,000,0001
Commercial mortgage-backed securities$6,424,000,0004
Commercial mortgage pass-through securities$838,000,0004
Other commercial mortgage-backed securities$5,586,000,0003
Held to maturity securities (book value)$17,000,000760
Available-for-sale securities (fair market value)$307,104,000,0002
Total debt securities$306,484,000,0002
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$358,150,000,0001
Revaluation gains on off-balance sheet contracts$71,442,000,0001
Revaluation losses on off-balance sheet contracts$71,155,000,0001
2010-09-30Rank
Total securities$331,575,000,0001
U.S. Government securities$158,298,000,0002
U.S. Treasury securities$3,288,000,0008
U.S. Government agency obligations$155,010,000,0002
Securities issued by states & political subdivisions$6,608,000,0005
Other domestic debt securities$96,332,000,0001
Privately issued residential mortgage-backed securities$46,756,000,0001
Commercial mortgage-backed securities - Total$6,351,000,0004
Asset backed securities$18,037,000,0002
Structured financial products - Total$13,746,000,0001
Other domestic debt securities - All other$11,442,000,0003
Foreign debt securities$69,600,000,0002
Equity securities$737,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$147,096,000,0002
Mortgage-backed securities$193,680,000,0002
Certificates of participation in pools of residential mortgages$126,908,000,0002
Issued or guaranteed by U.S.$125,951,000,0002
Privately issued$957,000,0003
Collaterized mortgage obligations$60,421,000,0002
CMOs issued by government agencies or sponsored agencies$14,622,000,0005
Privately issued$45,799,000,0001
Commercial mortgage-backed securities$6,351,000,0004
Commercial mortgage pass-through securities$870,000,0004
Other commercial mortgage-backed securities$5,481,000,0003
Held to maturity securities (book value)$19,000,000723
Available-for-sale securities (fair market value)$331,556,000,0001
Total debt securities$330,838,000,0001
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$355,575,000,0001
Revaluation gains on off-balance sheet contracts$85,432,000,0001
Revaluation losses on off-balance sheet contracts$77,859,000,0001
2010-06-30Rank
Total securities$305,142,000,0001
U.S. Government securities$156,232,000,0002
U.S. Treasury securities$2,962,000,0007
U.S. Government agency obligations$153,270,000,0002
Securities issued by states & political subdivisions$5,222,000,0006
Other domestic debt securities$79,570,000,0001
Privately issued residential mortgage-backed securities$31,614,000,0001
Commercial mortgage-backed securities - Total$5,951,000,0004
Asset backed securities$18,436,000,0002
Structured financial products - Total$12,107,000,0001
Other domestic debt securities - All other$11,462,000,0002
Foreign debt securities$63,372,000,0002
Equity securities$746,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,243,000,0003
Mortgage-backed securities$176,894,000,0002
Certificates of participation in pools of residential mortgages$127,052,000,0002
Issued or guaranteed by U.S.$126,146,000,0002
Privately issued$906,000,0004
Collaterized mortgage obligations$43,891,000,0002
CMOs issued by government agencies or sponsored agencies$13,183,000,0006
Privately issued$30,708,000,0001
Commercial mortgage-backed securities$5,951,000,0004
Commercial mortgage pass-through securities$883,000,0003
Other commercial mortgage-backed securities$5,068,000,0003
Held to maturity securities (book value)$21,000,000678
Available-for-sale securities (fair market value)$305,121,000,0001
Total debt securities$304,396,000,0001
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$293,927,000,0001
Revaluation gains on off-balance sheet contracts$71,006,000,0001
Revaluation losses on off-balance sheet contracts$62,527,000,0001
2010-03-31Rank
Total securities$335,715,000,0001
U.S. Government securities$183,311,000,0002
U.S. Treasury securities$7,761,000,0006
U.S. Government agency obligations$175,550,000,0002
Securities issued by states & political subdivisions$4,524,000,0006
Other domestic debt securities$71,628,000,0001
Privately issued residential mortgage-backed securities$21,468,000,0003
Commercial mortgage-backed securities - Total$6,800,000,0004
Asset backed securities$18,782,000,0002
Structured financial products - Total$12,175,000,0001
Other domestic debt securities - All other$12,403,000,0002
Foreign debt securities$75,420,000,0002
Equity securities$832,000,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$142,882,000,0001
Mortgage-backed securities$186,943,000,0002
Certificates of participation in pools of residential mortgages$144,887,000,0002
Issued or guaranteed by U.S.$143,845,000,0002
Privately issued$1,042,000,0003
Collaterized mortgage obligations$35,256,000,0002
CMOs issued by government agencies or sponsored agencies$14,830,000,0005
Privately issued$20,426,000,0004
Commercial mortgage-backed securities$6,800,000,0004
Commercial mortgage pass-through securities$1,298,000,0003
Other commercial mortgage-backed securities$5,502,000,0003
Held to maturity securities (book value)$23,000,000629
Available-for-sale securities (fair market value)$335,692,000,0001
Total debt securities$334,883,000,0001
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$325,713,000,0001
Revaluation gains on off-balance sheet contracts$71,698,000,0001
Revaluation losses on off-balance sheet contracts$67,363,000,0001
2009-12-31Rank
Total securities$345,223,000,0001
U.S. Government securities$196,676,000,0002
U.S. Treasury securities$348,000,00027
U.S. Government agency obligations$196,328,000,0001
Securities issued by states & political subdivisions$3,606,000,0006
Other domestic debt securities$70,845,000,0001
Privately issued residential mortgage-backed securities$14,781,000,0005
Commercial mortgage-backed securities - Total$5,764,000,0004
Asset backed securities$25,423,000,0002
Structured financial products - Total$12,149,000,0001
Other domestic debt securities - All other$12,728,000,0002
Foreign debt securities$73,262,000,0002
Equity securities$834,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$156,495,000,0001
Mortgage-backed securities$187,279,000,0002
Certificates of participation in pools of residential mortgages$156,485,000,0002
Issued or guaranteed by U.S.$155,845,000,0002
Privately issued$640,000,0004
Collaterized mortgage obligations$25,030,000,0003
CMOs issued by government agencies or sponsored agencies$10,889,000,0005
Privately issued$14,141,000,0005
Commercial mortgage-backed securities$5,764,000,0004
Commercial mortgage pass-through securities$1,014,000,0003
Other commercial mortgage-backed securities$4,750,000,0003
Held to maturity securities (book value)$25,000,000616
Available-for-sale securities (fair market value)$345,198,000,0001
Total debt securities$344,389,000,0001
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$302,580,000,0001
Revaluation gains on off-balance sheet contracts$72,008,000,0001
Revaluation losses on off-balance sheet contracts$64,340,000,0001
2009-09-30Rank
Total securities$353,668,000,0001
U.S. Government securities$223,598,000,0001
U.S. Treasury securities$5,567,000,0005
U.S. Government agency obligations$218,031,000,0001
Securities issued by states & political subdivisions$3,270,000,0006
Other domestic debt securities$66,373,000,0001
Privately issued residential mortgage-backed securities$11,728,000,0007
Commercial mortgage-backed securities - Total$5,820,000,0004
Asset backed securities$23,835,000,0002
Structured financial products - Total$12,153,000,0001
Other domestic debt securities - All other$12,837,000,0003
Foreign debt securities$59,620,000,0002
Equity securities$807,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$184,704,000,0001
Mortgage-backed securities$201,191,000,0001
Certificates of participation in pools of residential mortgages$171,540,000,0001
Issued or guaranteed by U.S.$171,539,000,0001
Privately issued$1,000,00098
Collaterized mortgage obligations$23,831,000,0003
CMOs issued by government agencies or sponsored agencies$12,104,000,0003
Privately issued$11,727,000,0007
Commercial mortgage-backed securities$5,820,000,0004
Commercial mortgage pass-through securities$1,113,000,0003
Other commercial mortgage-backed securities$4,707,000,0003
Held to maturity securities (book value)$27,000,000607
Available-for-sale securities (fair market value)$353,641,000,0001
Total debt securities$352,861,000,0001
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$314,420,000,0001
Revaluation gains on off-balance sheet contracts$85,367,000,0001
Revaluation losses on off-balance sheet contracts$74,482,000,0001
2009-06-30Rank
Total securities$329,015,000,0001
U.S. Government securities$213,414,000,0001
U.S. Treasury securities$550,000,00015
U.S. Government agency obligations$212,864,000,0001
Securities issued by states & political subdivisions$3,136,000,0006
Other domestic debt securities$69,558,000,0001
Privately issued residential mortgage-backed securities$12,308,000,0006
Commercial mortgage-backed securities - Total$5,877,000,0003
Asset backed securities$17,829,000,0003
Structured financial products - Total$11,499,000,0001
Other domestic debt securities - All other$22,045,000,0002
Foreign debt securities$42,118,000,0002
Equity securities$789,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$125,679,000,0001
Mortgage-backed securities$197,011,000,0001
Certificates of participation in pools of residential mortgages$166,873,000,0001
Issued or guaranteed by U.S.$166,872,000,0001
Privately issued$1,000,000105
Collaterized mortgage obligations$24,261,000,0003
CMOs issued by government agencies or sponsored agencies$11,954,000,0002
Privately issued$12,307,000,0006
Commercial mortgage-backed securities$5,877,000,0003
Commercial mortgage pass-through securities$1,466,000,0003
Other commercial mortgage-backed securities$4,411,000,0003
Held to maturity securities (book value)$29,000,000584
Available-for-sale securities (fair market value)$328,986,000,0001
Total debt securities$328,226,000,0001
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$276,807,000,0001
Revaluation gains on off-balance sheet contracts$83,665,000,0001
Revaluation losses on off-balance sheet contracts$63,353,000,0001
2009-03-31Rank
Total securities$320,245,000,0001
U.S. Government securities$199,654,000,0001
U.S. Treasury securities$258,000,00021
U.S. Government agency obligations$199,396,000,0001
Securities issued by states & political subdivisions$1,009,000,00014
Other domestic debt securities$60,365,000,0001
Privately issued residential mortgage-backed securities$12,611,000,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$27,735,000,0001
Structured financial products - TotalNANA
Other domestic debt securities - All other$20,019,000,0003
Foreign debt securities$57,086,000,0002
Equity securities$2,131,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$128,578,000,0001
Mortgage-backed securities$182,125,000,0001
Certificates of participation in pools of residential mortgages$160,329,000,0001
Issued or guaranteed by U.S.$160,328,000,0001
Privately issued$1,000,000119
Collaterized mortgage obligations$21,796,000,0003
CMOs issued by government agencies or sponsored agencies$9,186,000,0003
Privately issued$12,610,000,0008
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,000,000546
Available-for-sale securities (fair market value)$320,214,000,0001
Total debt securities$318,114,000,0001
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$299,368,000,0001
Revaluation gains on off-balance sheet contracts$111,787,000,0001
Revaluation losses on off-balance sheet contracts$77,511,000,0001
2008-12-31Rank
Total securities$182,592,000,0002
U.S. Government securities$127,697,000,0002
U.S. Treasury securities$532,000,0008
U.S. Government agency obligations$127,165,000,0002
Securities issued by states & political subdivisions$913,000,00017
Other domestic debt securities$43,273,000,0003
Privately issued residential mortgage-backed securities$12,909,000,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,436,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,928,000,0003
Foreign debt securities$8,921,000,0002
Equity securities$1,788,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,459,000,0006
Mortgage-backed securities$130,328,000,0002
Certificates of participation in pools of residential mortgages$110,425,000,0002
Issued or guaranteed by U.S.$110,424,000,0002
Privately issued$1,000,000111
Collaterized mortgage obligations$19,903,000,0004
CMOs issued by government agencies or sponsored agencies$6,995,000,0005
Privately issued$12,908,000,0008
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$34,000,000490
Available-for-sale securities (fair market value)$182,558,000,0002
Total debt securities$180,804,000,0002
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$365,294,000,0001
Revaluation gains on off-balance sheet contracts$141,506,000,0001
Revaluation losses on off-balance sheet contracts$111,495,000,0001
2008-09-30Rank
Total securities$152,644,000,0002
U.S. Government securities$99,241,000,0002
U.S. Treasury securities$3,723,000,0003
U.S. Government agency obligations$95,518,000,0002
Securities issued by states & political subdivisions$1,079,000,00012
Other domestic debt securities$42,206,000,0003
Privately issued residential mortgage-backed securities$12,827,000,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$29,197,000,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$182,000,00034
Foreign debt securities$9,560,000,0003
Equity securities$558,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,490,000,0006
Mortgage-backed securities$106,560,000,0002
Certificates of participation in pools of residential mortgages$87,067,000,0002
Issued or guaranteed by U.S.$87,066,000,0002
Privately issued$1,000,000111
Collaterized mortgage obligations$19,493,000,0005
CMOs issued by government agencies or sponsored agencies$6,667,000,0006
Privately issued$12,826,000,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$36,000,000468
Available-for-sale securities (fair market value)$152,608,000,0002
Total debt securities$152,086,000,0002
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$380,337,000,0001
Revaluation gains on off-balance sheet contracts$105,925,000,0001
Revaluation losses on off-balance sheet contracts$74,099,000,0002
2008-06-30Rank
Total securities$111,631,000,0003
U.S. Government securities$81,781,000,0002
U.S. Treasury securities$2,053,000,0002
U.S. Government agency obligations$79,728,000,0002
Securities issued by states & political subdivisions$48,000,000370
Other domestic debt securities$19,962,000,0008
Privately issued residential mortgage-backed securities$6,270,000,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$13,686,000,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,000,000626
Foreign debt securities$9,212,000,0004
Equity securities$628,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,886,000,0007
Mortgage-backed securities$85,910,000,0002
Certificates of participation in pools of residential mortgages$75,742,000,0002
Issued or guaranteed by U.S.$75,741,000,0002
Privately issued$1,000,000120
Collaterized mortgage obligations$10,168,000,00016
CMOs issued by government agencies or sponsored agencies$3,899,000,00011
Privately issued$6,269,000,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,000,000443
Available-for-sale securities (fair market value)$111,593,000,0003
Total debt securities$111,003,000,0003
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$368,802,000,0001
Revaluation gains on off-balance sheet contracts$95,258,000,0002
Revaluation losses on off-balance sheet contracts$74,287,000,0002
2008-03-31Rank
Total securities$94,255,000,0004
U.S. Government securities$76,332,000,0002
U.S. Treasury securities$248,000,00021
U.S. Government agency obligations$76,084,000,0002
Securities issued by states & political subdivisions$48,000,000381
Other domestic debt securities$9,762,000,00016
Privately issued residential mortgage-backed securities$4,967,000,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,784,000,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,000,000409
Foreign debt securities$7,428,000,0004
Equity securities$685,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,618,000,00014
Mortgage-backed securities$80,957,000,0002
Certificates of participation in pools of residential mortgages$73,577,000,0002
Issued or guaranteed by U.S.$73,576,000,0002
Privately issued$1,000,000122
Collaterized mortgage obligations$7,380,000,00020
CMOs issued by government agencies or sponsored agencies$2,414,000,00016
Privately issued$4,966,000,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$42,000,000386
Available-for-sale securities (fair market value)$94,213,000,0004
Total debt securities$93,570,000,0004
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$380,248,000,0001
Revaluation gains on off-balance sheet contracts$91,266,000,0002
Revaluation losses on off-balance sheet contracts$78,323,000,0002
2007-12-31Rank
Total securities$79,106,000,0004
U.S. Government securities$65,599,000,0002
U.S. Treasury securities$2,386,000,0003
U.S. Government agency obligations$63,213,000,0002
Securities issued by states & political subdivisions$51,000,000341
Other domestic debt securities$4,047,000,00022
Privately issued residential mortgage-backed securities$3,574,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$472,000,00017
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,383
Foreign debt securities$8,717,000,0004
Equity securities$692,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,608,000,00013
Mortgage-backed securities$66,697,000,0003
Certificates of participation in pools of residential mortgages$63,124,000,0002
Issued or guaranteed by U.S.$63,123,000,0002
Privately issued$1,000,000114
Collaterized mortgage obligations$3,573,000,00028
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$3,573,000,00020
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,000,000396
Available-for-sale securities (fair market value)$79,062,000,0004
Total debt securities$78,414,000,0004
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$359,127,000,0001
Revaluation gains on off-balance sheet contracts$73,521,000,0001
Revaluation losses on off-balance sheet contracts$70,881,000,0001
2007-09-30Rank
Total securities$88,856,000,0004
U.S. Government securities$75,892,000,0002
U.S. Treasury securities$1,226,000,0005
U.S. Government agency obligations$74,666,000,0002
Securities issued by states & political subdivisions$207,000,00073
Other domestic debt securities$641,000,00065
Privately issued residential mortgage-backed securities$601,000,00052
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$39,000,00053
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,000,0001,348
Foreign debt securities$11,579,000,0004
Equity securities$537,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,700,000,0006
Mortgage-backed securities$75,158,000,0003
Certificates of participation in pools of residential mortgages$74,558,000,0002
Issued or guaranteed by U.S.$74,557,000,0002
Privately issued$1,000,000114
Collaterized mortgage obligations$600,000,00078
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$600,000,00045
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,000,000391
Available-for-sale securities (fair market value)$88,809,000,0004
Total debt securities$88,319,000,0004
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$329,288,000,0001
Revaluation gains on off-balance sheet contracts$60,681,000,0002
Revaluation losses on off-balance sheet contracts$68,462,000,0001
2007-06-30Rank
Total securities$90,046,000,0004
U.S. Government securities$80,147,000,0002
U.S. Treasury securities$1,054,000,0005
U.S. Government agency obligations$79,093,000,0002
Securities issued by states & political subdivisions$210,000,00073
Other domestic debt securities$162,000,000149
Privately issued residential mortgage-backed securities$122,000,000121
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,000,000147
Foreign debt securities$8,542,000,0004
Equity securities$985,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,747,000,0003
Mortgage-backed securities$79,108,000,0003
Certificates of participation in pools of residential mortgages$78,987,000,0002
Issued or guaranteed by U.S.$78,986,000,0002
Privately issued$1,000,000120
Collaterized mortgage obligations$121,000,000243
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$121,000,000107
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,000,000379
Available-for-sale securities (fair market value)$89,996,000,0004
Total debt securities$89,061,000,0004
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$317,024,000,0001
Revaluation gains on off-balance sheet contracts$54,873,000,0001
Revaluation losses on off-balance sheet contracts$60,088,000,0001
2007-03-31Rank
Total securities$91,047,000,0004
U.S. Government securities$81,646,000,0003
U.S. Treasury securities$4,035,000,0002
U.S. Government agency obligations$77,611,000,0003
Securities issued by states & political subdivisions$213,000,00071
Other domestic debt securities$213,000,000134
Privately issued residential mortgage-backed securities$131,000,000118
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$31,000,00056
Structured financial products - TotalNANA
Other domestic debt securities - All other$51,000,000123
Foreign debt securities$8,257,000,0004
Equity securities$718,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,076,000,0003
Mortgage-backed securities$77,631,000,0004
Certificates of participation in pools of residential mortgages$77,501,000,0003
Issued or guaranteed by U.S.$77,500,000,0003
Privately issued$1,000,000123
Collaterized mortgage obligations$130,000,000227
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$130,000,000105
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$54,000,000364
Available-for-sale securities (fair market value)$90,993,000,0004
Total debt securities$90,329,000,0004
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$296,497,000,0001
Revaluation gains on off-balance sheet contracts$46,666,000,0001
Revaluation losses on off-balance sheet contracts$49,932,000,0001
2006-12-31Rank
Total securities$85,980,000,0004
U.S. Government securities$77,476,000,0003
U.S. Treasury securities$2,015,000,0004
U.S. Government agency obligations$75,461,000,0002
Securities issued by states & political subdivisions$393,000,00042
Other domestic debt securities$494,000,00070
Privately issued residential mortgage-backed securities$139,000,000112
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$327,000,00025
Structured financial products - TotalNANA
Other domestic debt securities - All other$28,000,000179
Foreign debt securities$6,889,000,0004
Equity securities$728,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,413,000,0004
Mortgage-backed securities$75,488,000,0004
Certificates of participation in pools of residential mortgages$75,326,000,0002
Issued or guaranteed by U.S.$75,325,000,0002
Privately issued$1,000,000116
Collaterized mortgage obligations$162,000,000196
CMOs issued by government agencies or sponsored agencies$24,000,000497
Privately issued$138,000,000100
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$58,000,000352
Available-for-sale securities (fair market value)$85,922,000,0004
Total debt securities$85,252,000,0004
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$284,282,000,0001
Revaluation gains on off-balance sheet contracts$51,158,000,0001
Revaluation losses on off-balance sheet contracts$55,346,000,0001
2006-09-30Rank
Total securities$81,707,000,0004
U.S. Government securities$72,375,000,0002
U.S. Treasury securities$1,832,000,0003
U.S. Government agency obligations$70,543,000,0002
Securities issued by states & political subdivisions$391,000,00040
Other domestic debt securities$731,000,00063
Privately issued residential mortgage-backed securities$150,000,000113
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$491,000,00017
Structured financial products - TotalNANA
Other domestic debt securities - All other$90,000,00092
Foreign debt securities$7,224,000,0004
Equity securities$986,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,889,000,0004
Mortgage-backed securities$70,532,000,0003
Certificates of participation in pools of residential mortgages$67,541,000,0003
Issued or guaranteed by U.S.$67,540,000,0003
Privately issued$1,000,000125
Collaterized mortgage obligations$2,991,000,00034
CMOs issued by government agencies or sponsored agencies$2,842,000,00015
Privately issued$149,000,000104
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$62,000,000344
Available-for-sale securities (fair market value)$81,645,000,0004
Total debt securities$80,721,000,0004
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$271,486,000,0001
Revaluation gains on off-balance sheet contracts$55,363,000,0001
Revaluation losses on off-balance sheet contracts$56,303,000,0001
2006-06-30Rank
Total securities$66,683,000,0005
U.S. Government securities$57,432,000,0003
U.S. Treasury securities$453,000,00016
U.S. Government agency obligations$56,979,000,0003
Securities issued by states & political subdivisions$406,000,00033
Other domestic debt securities$603,000,00068
Privately issued residential mortgage-backed securities$157,000,000111
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$359,000,00023
Structured financial products - TotalNANA
Other domestic debt securities - All other$87,000,00092
Foreign debt securities$7,383,000,0004
Equity securities$859,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,038,000,0004
Mortgage-backed securities$56,981,000,0004
Certificates of participation in pools of residential mortgages$54,775,000,0003
Issued or guaranteed by U.S.$54,774,000,0003
Privately issued$1,000,000122
Collaterized mortgage obligations$2,206,000,00043
CMOs issued by government agencies or sponsored agencies$2,050,000,00021
Privately issued$156,000,000103
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,000,000326
Available-for-sale securities (fair market value)$66,616,000,0005
Total debt securities$65,824,000,0005
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$279,208,000,0001
Revaluation gains on off-balance sheet contracts$51,469,000,0001
Revaluation losses on off-balance sheet contracts$49,944,000,0001
2006-03-31Rank
Total securities$55,531,000,0005
U.S. Government securities$45,966,000,0003
U.S. Treasury securities$5,705,000,0002
U.S. Government agency obligations$40,261,000,0003
Securities issued by states & political subdivisions$415,000,00033
Other domestic debt securities$1,889,000,00036
Privately issued residential mortgage-backed securities$166,000,000105
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,485,000,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$238,000,00034
Foreign debt securities$6,291,000,0003
Equity securities$970,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,025,000,0004
Mortgage-backed securities$40,265,000,0004
Certificates of participation in pools of residential mortgages$40,100,000,0003
Issued or guaranteed by U.S.$40,098,000,0003
Privately issued$2,000,000100
Collaterized mortgage obligations$165,000,000195
CMOs issued by government agencies or sponsored agencies$1,000,0002,202
Privately issued$164,000,00097
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$72,000,000312
Available-for-sale securities (fair market value)$55,459,000,0004
Total debt securities$54,561,000,0005
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$246,732,000,0001
Revaluation gains on off-balance sheet contracts$49,800,000,0001
Revaluation losses on off-balance sheet contracts$52,427,000,0001
2005-12-31Rank
Total securities$35,071,000,0008
U.S. Government securities$25,305,000,0005
U.S. Treasury securities$4,084,000,0002
U.S. Government agency obligations$21,221,000,0006
Securities issued by states & political subdivisions$437,000,00032
Other domestic debt securities$2,116,000,00034
Privately issued residential mortgage-backed securities$137,000,000116
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,808,000,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$171,000,00047
Foreign debt securities$6,266,000,0004
Equity securities$947,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,553,000,0007
Mortgage-backed securities$21,180,000,0009
Certificates of participation in pools of residential mortgages$21,015,000,0006
Issued or guaranteed by U.S.$21,013,000,0005
Privately issued$2,000,00096
Collaterized mortgage obligations$165,000,000204
CMOs issued by government agencies or sponsored agencies$30,000,000432
Privately issued$135,000,000106
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$77,000,000309
Available-for-sale securities (fair market value)$34,994,000,0008
Total debt securities$34,124,000,0009
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$221,837,000,0001
Revaluation gains on off-balance sheet contracts$46,577,000,0001
Revaluation losses on off-balance sheet contracts$48,555,000,0001
2005-09-30Rank
Total securities$55,217,000,0005
U.S. Government securities$37,777,000,0003
U.S. Treasury securities$10,282,000,0002
U.S. Government agency obligations$27,495,000,0004
Securities issued by states & political subdivisions$454,000,00030
Other domestic debt securities$8,255,000,00011
Privately issued residential mortgage-backed securities$2,881,000,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,730,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$644,000,00010
Foreign debt securities$7,590,000,0003
Equity securities$1,141,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,237,000,0005
Mortgage-backed securities$29,262,000,0005
Certificates of participation in pools of residential mortgages$26,347,000,0003
Issued or guaranteed by U.S.$26,345,000,0003
Privately issued$2,000,00098
Collaterized mortgage obligations$2,915,000,00031
CMOs issued by government agencies or sponsored agencies$36,000,000390
Privately issued$2,879,000,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$84,000,000282
Available-for-sale securities (fair market value)$55,133,000,0004
Total debt securities$54,076,000,0005
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$229,642,000,0001
Revaluation gains on off-balance sheet contracts$51,313,000,0001
Revaluation losses on off-balance sheet contracts$50,238,000,0001
2005-06-30Rank
Total securities$46,622,000,0005
U.S. Government securities$29,345,000,0004
U.S. Treasury securities$4,562,000,0002
U.S. Government agency obligations$24,783,000,0004
Securities issued by states & political subdivisions$475,000,00025
Other domestic debt securities$8,395,000,0009
Privately issued residential mortgage-backed securities$2,806,000,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,017,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$572,000,00011
Foreign debt securities$7,376,000,0004
Equity securities$1,031,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,646,000,0004
Mortgage-backed securities$26,402,000,0005
Certificates of participation in pools of residential mortgages$23,559,000,0004
Issued or guaranteed by U.S.$23,557,000,0004
Privately issued$2,000,00093
Collaterized mortgage obligations$2,843,000,00032
CMOs issued by government agencies or sponsored agencies$39,000,000376
Privately issued$2,804,000,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$92,000,000252
Available-for-sale securities (fair market value)$46,530,000,0005
Total debt securities$45,591,000,0005
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$231,417,000,0001
Revaluation gains on off-balance sheet contracts$52,292,000,0001
Revaluation losses on off-balance sheet contracts$48,968,000,0001
2005-03-31Rank
Total securities$60,281,000,0004
U.S. Government securities$42,726,000,0003
U.S. Treasury securities$3,523,000,0002
U.S. Government agency obligations$39,203,000,0003
Securities issued by states & political subdivisions$337,000,00036
Other domestic debt securities$7,703,000,0009
Privately issued residential mortgage-backed securities$2,237,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,817,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$649,000,00011
Foreign debt securities$8,194,000,0003
Equity securities$1,321,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,752,000,0004
Mortgage-backed securities$40,027,000,0004
Certificates of participation in pools of residential mortgages$37,658,000,0003
Issued or guaranteed by U.S.$37,656,000,0003
Privately issued$2,000,00088
Collaterized mortgage obligations$2,369,000,00039
CMOs issued by government agencies or sponsored agencies$134,000,000186
Privately issued$2,235,000,00019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$101,000,000230
Available-for-sale securities (fair market value)$60,180,000,0004
Total debt securities$58,960,000,0004
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$236,590,000,0001
Revaluation gains on off-balance sheet contracts$57,995,000,0001
Revaluation losses on off-balance sheet contracts$55,693,000,0001
2004-12-31Rank
Total securities$79,072,000,0004
U.S. Government securities$59,391,000,0003
U.S. Treasury securities$12,420,000,0002
U.S. Government agency obligations$46,971,000,0003
Securities issued by states & political subdivisions$361,000,00032
Other domestic debt securities$7,203,000,00010
Privately issued residential mortgage-backed securities$2,104,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,666,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$433,000,00016
Foreign debt securities$10,868,000,0003
Equity securities$1,249,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,244,000,0002
Mortgage-backed securities$47,754,000,0003
Certificates of participation in pools of residential mortgages$45,391,000,0003
Issued or guaranteed by U.S.$45,389,000,0003
Privately issued$2,000,00086
Collaterized mortgage obligations$2,363,000,00040
CMOs issued by government agencies or sponsored agencies$261,000,000111
Privately issued$2,102,000,00019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$110,000,000208
Available-for-sale securities (fair market value)$78,962,000,0004
Total debt securities$77,823,000,0004
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$236,768,000,0001
Revaluation gains on off-balance sheet contracts$63,738,000,0001
Revaluation losses on off-balance sheet contracts$61,948,000,0001
2004-09-30Rank
Total securities$53,819,000,0004
U.S. Government securities$42,021,000,0003
U.S. Treasury securities$8,858,000,0002
U.S. Government agency obligations$33,163,000,0004
Securities issued by states & political subdivisions$731,000,00015
Other domestic debt securities$729,000,00063
Privately issued residential mortgage-backed securities$161,000,000107
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$568,000,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$9,643,000,0002
Equity securities$695,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,542,000,0003
Mortgage-backed securities$32,630,000,0004
Certificates of participation in pools of residential mortgages$32,469,000,0003
Issued or guaranteed by U.S.$32,469,000,0003
Privately issued$0225
Collaterized mortgage obligations$161,000,000212
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$161,000,00091
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$121,000,000180
Available-for-sale securities (fair market value)$53,698,000,0004
Total debt securities$53,124,000,0004
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$196,355,000,0001
Revaluation gains on off-balance sheet contracts$52,192,000,0001
Revaluation losses on off-balance sheet contracts$47,665,000,0001
2004-06-30Rank
Total securities$58,367,000,0004
U.S. Government securities$49,910,000,0003
U.S. Treasury securities$12,973,000,0002
U.S. Government agency obligations$36,937,000,0004
Securities issued by states & political subdivisions$634,000,00019
Other domestic debt securities$1,357,000,00040
Privately issued residential mortgage-backed securities$186,000,00099
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,171,000,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$6,021,000,0004
Equity securities$445,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,467,000,0002
Mortgage-backed securities$36,451,000,0003
Certificates of participation in pools of residential mortgages$36,265,000,0003
Issued or guaranteed by U.S.$36,265,000,0003
Privately issued$0225
Collaterized mortgage obligations$186,000,000194
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$186,000,00087
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$136,000,000166
Available-for-sale securities (fair market value)$58,231,000,0004
Total debt securities$57,922,000,0004
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$180,888,000,0001
Revaluation gains on off-balance sheet contracts$47,814,000,0001
Revaluation losses on off-balance sheet contracts$41,433,000,0001
2004-03-31Rank
Total securities$64,184,000,0004
U.S. Government securities$54,035,000,0002
U.S. Treasury securities$13,777,000,0001
U.S. Government agency obligations$40,258,000,0004
Securities issued by states & political subdivisions$725,000,00016
Other domestic debt securities$1,859,000,00035
Privately issued residential mortgage-backed securities$411,000,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,433,000,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,000,000458
Foreign debt securities$7,260,000,0003
Equity securities$305,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,187,000,0002
Mortgage-backed securities$37,827,000,0004
Certificates of participation in pools of residential mortgages$36,216,000,0003
Issued or guaranteed by U.S.$36,216,000,0003
Privately issued$0230
Collaterized mortgage obligations$1,611,000,00052
CMOs issued by government agencies or sponsored agencies$1,200,000,00037
Privately issued$411,000,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$156,000,000152
Available-for-sale securities (fair market value)$64,028,000,0004
Total debt securities$63,879,000,0004
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$191,989,000,0001
Revaluation gains on off-balance sheet contracts$56,234,000,0001
Revaluation losses on off-balance sheet contracts$53,398,000,0001
2003-12-31Rank
Total securities$53,801,000,0005
U.S. Government securities$43,195,000,0003
U.S. Treasury securities$10,210,000,0002
U.S. Government agency obligations$32,985,000,0005
Securities issued by states & political subdivisions$749,000,00015
Other domestic debt securities$2,264,000,00023
Privately issued residential mortgage-backed securities$431,000,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,829,000,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,000,0001,191
Foreign debt securities$7,348,000,0003
Equity securities$245,000,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,095,000,0002
Mortgage-backed securities$33,416,000,0004
Certificates of participation in pools of residential mortgages$31,159,000,0003
Issued or guaranteed by U.S.$31,159,000,0003
Privately issued$0248
Collaterized mortgage obligations$2,257,000,00037
CMOs issued by government agencies or sponsored agencies$1,826,000,00029
Privately issued$431,000,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$176,000,000132
Available-for-sale securities (fair market value)$53,625,000,0005
Total debt securities$53,556,000,0005
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$197,197,000,0001
Revaluation gains on off-balance sheet contracts$82,015,000,0001
Revaluation losses on off-balance sheet contracts$71,173,000,0001
2003-09-30Rank
Total securities$58,002,000,0004
U.S. Government securities$48,512,000,0002
U.S. Treasury securities$8,952,000,0002
U.S. Government agency obligations$39,560,000,0002
Securities issued by states & political subdivisions$858,000,0009
Other domestic debt securities$2,002,000,00023
Privately issued residential mortgage-backed securities$322,000,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,673,000,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,000,000886
Foreign debt securities$6,433,000,0003
Equity securities$197,000,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,296,000,0001
Mortgage-backed securities$37,682,000,0003
Certificates of participation in pools of residential mortgages$36,457,000,0002
Issued or guaranteed by U.S.$36,457,000,0002
Privately issued$0253
Collaterized mortgage obligations$1,225,000,00056
CMOs issued by government agencies or sponsored agencies$903,000,00056
Privately issued$322,000,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$210,000,000110
Available-for-sale securities (fair market value)$57,792,000,0004
Total debt securities$57,805,000,0004
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$178,938,000,0001
Revaluation gains on off-balance sheet contracts$80,455,000,0001
Revaluation losses on off-balance sheet contracts$66,680,000,0001
2003-06-30Rank
Total securities$77,039,000,0003
U.S. Government securities$67,402,000,0002
U.S. Treasury securities$6,624,000,0002
U.S. Government agency obligations$60,778,000,0002
Securities issued by states & political subdivisions$962,000,0009
Other domestic debt securities$480,000,00059
Privately issued residential mortgage-backed securities$469,000,00037
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,000,000645
Foreign debt securities$8,002,000,0002
Equity securities$193,000,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,371,000,0001
Mortgage-backed securities$56,000,000,0002
Certificates of participation in pools of residential mortgages$53,534,000,0002
Issued or guaranteed by U.S.$53,534,000,0002
Privately issued$0256
Collaterized mortgage obligations$2,466,000,00034
CMOs issued by government agencies or sponsored agencies$1,997,000,00030
Privately issued$469,000,00033
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$268,000,00087
Available-for-sale securities (fair market value)$76,771,000,0003
Total debt securities$76,846,000,0003
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$186,546,000,0001
Revaluation gains on off-balance sheet contracts$90,026,000,0001
Revaluation losses on off-balance sheet contracts$73,604,000,0001
2003-03-31Rank
Total securities$80,410,000,0002
U.S. Government securities$67,636,000,0001
U.S. Treasury securities$14,536,000,0001
U.S. Government agency obligations$53,100,000,0002
Securities issued by states & political subdivisions$841,000,0009
Other domestic debt securities$457,000,00068
Privately issued residential mortgage-backed securities$450,000,00043
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,000,000920
Foreign debt securities$11,331,000,0002
Equity securities$145,000,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,982,000,0001
Mortgage-backed securities$45,929,000,0003
Certificates of participation in pools of residential mortgages$42,056,000,0002
Issued or guaranteed by U.S.$42,056,000,0002
Privately issued$0257
Collaterized mortgage obligations$3,873,000,00022
CMOs issued by government agencies or sponsored agencies$3,423,000,00016
Privately issued$450,000,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$334,000,00075
Available-for-sale securities (fair market value)$80,076,000,0002
Total debt securities$80,265,000,0001
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$189,427,000,0001
Revaluation gains on off-balance sheet contracts$83,148,000,0001
Revaluation losses on off-balance sheet contracts$65,307,000,0001
2002-12-31Rank
Total securities$79,768,000,0001
U.S. Government securities$65,414,000,0001
U.S. Treasury securities$13,170,000,0001
U.S. Government agency obligations$52,244,000,0002
Securities issued by states & political subdivisions$762,000,00011
Other domestic debt securities$796,000,00046
Privately issued residential mortgage-backed securities$765,000,00029
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$31,000,000293
Foreign debt securities$12,662,000,0002
Equity securities$134,000,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,024,000,0001
Mortgage-backed securities$44,199,000,0003
Certificates of participation in pools of residential mortgages$40,136,000,0002
Issued or guaranteed by U.S.$40,136,000,0002
Privately issued$0252
Collaterized mortgage obligations$4,063,000,00019
CMOs issued by government agencies or sponsored agencies$3,298,000,00015
Privately issued$765,000,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$396,000,00065
Available-for-sale securities (fair market value)$79,372,000,0001
Total debt securities$79,634,000,0001
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$194,198,000,0001
Revaluation gains on off-balance sheet contracts$79,543,000,0001
Revaluation losses on off-balance sheet contracts$66,441,000,0001
2001-12-31Rank
Total securities$53,358,000,0002
U.S. Government securities$39,032,000,0003
U.S. Treasury securities$5,294,000,0001
U.S. Government agency obligations$33,738,000,0003
Securities issued by states & political subdivisions$779,000,00011
Other domestic debt securities$7,000,0001,160
Privately issued residential mortgage-backed securities$1,000,000804
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,000,0001,016
Foreign debt securities$13,433,000,0002
Equity securities$107,000,00042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,619,000,0001
Mortgage-backed securities$29,430,000,0002
Certificates of participation in pools of residential mortgages$29,341,000,0002
Issued or guaranteed by U.S.$29,341,000,0001
Privately issued$0260
Collaterized mortgage obligations$89,000,000310
CMOs issued by government agencies or sponsored agencies$88,000,000279
Privately issued$1,000,000725
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$442,000,00056
Available-for-sale securities (fair market value)$52,916,000,0002
Total debt securities$53,251,000,0002
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$140,469,000,0001
Revaluation gains on off-balance sheet contracts$68,849,000,0001
Revaluation losses on off-balance sheet contracts$55,912,000,0001
2000-12-31Rank
Total securities$67,112,000,0001
U.S. Government securities$54,276,000,0001
U.S. Treasury securities$11,755,000,0002
U.S. Government agency obligations$42,521,000,0002
Securities issued by states & political subdivisions$259,000,00039
Other domestic debt securities$6,000,0001,090
Privately issued residential mortgage-backed securities$2,000,000569
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,000,0001,133
Foreign debt securities$11,759,000,0002
Equity securities$812,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,173,000,0001
Mortgage-backed securities$38,523,000,0002
Certificates of participation in pools of residential mortgages$34,464,000,0001
Issued or guaranteed by U.S.$34,464,000,0001
Privately issued$0308
Collaterized mortgage obligations$4,059,000,00015
CMOs issued by government agencies or sponsored agencies$4,057,000,0008
Privately issued$2,000,000501
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$556,000,00064
Available-for-sale securities (fair market value)$66,556,000,0001
Total debt securities$66,300,000,0001
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$59,802,000,0002
Revaluation gains on off-balance sheet contracts$36,961,000,0002
Revaluation losses on off-balance sheet contracts$33,523,000,0002
1999-12-31Rank
Total securities$55,494,000,0002
U.S. Government securities$44,378,000,0003
U.S. Treasury securities$13,080,000,0002
U.S. Government agency obligations$31,298,000,0003
Securities issued by states & political subdivisions$172,000,00054
Other domestic debt securities$541,000,00059
Privately issued residential mortgage-backed securities$21,000,000207
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$520,000,00030
Foreign debt securities$9,722,000,0002
Equity securities$681,000,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,426,000,0002
Mortgage-backed securities$28,696,000,0004
Certificates of participation in pools of residential mortgages$23,272,000,0003
Issued or guaranteed by U.S.$23,272,000,0003
Privately issued$0307
Collaterized mortgage obligations$5,424,000,0008
CMOs issued by government agencies or sponsored agencies$5,403,000,0006
Privately issued$21,000,000176
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$724,000,00054
Available-for-sale securities (fair market value)$54,770,000,0002
Total debt securities$54,813,000,0002
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$53,619,000,0002
Revaluation gains on off-balance sheet contracts$32,750,000,0002
Revaluation losses on off-balance sheet contracts$28,386,000,0002
1998-12-31Rank
Total securities$57,756,000,0002
U.S. Government securities$47,909,000,0002
U.S. Treasury securities$6,055,000,0002
U.S. Government agency obligations$41,854,000,0001
Securities issued by states & political subdivisions$205,000,00043
Other domestic debt securities$362,000,00063
Privately issued residential mortgage-backed securities$29,000,000172
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$333,000,00031
Foreign debt securities$8,618,000,0002
Equity securities$662,000,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,709,000,0002
Mortgage-backed securities$40,322,000,0001
Certificates of participation in pools of residential mortgages$39,350,000,0001
Issued or guaranteed by U.S.$39,350,000,0001
Privately issued$0349
Collaterized mortgage obligations$972,000,00047
CMOs issued by government agencies or sponsored agencies$943,000,00035
Privately issued$29,000,000142
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,429,000,00026
Available-for-sale securities (fair market value)$56,327,000,0002
Total debt securities$57,094,000,0002
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$48,949,000,0002
Revaluation gains on off-balance sheet contracts$32,717,000,0002
Revaluation losses on off-balance sheet contracts$33,850,000,0002
1997-12-31Rank
Total securities$45,619,000,0001
U.S. Government securities$38,286,000,0001
U.S. Treasury securities$9,245,000,0001
U.S. Government agency obligations$29,041,000,0001
Securities issued by states & political subdivisions$196,000,00039
Other domestic debt securities$117,000,000116
Privately issued residential mortgage-backed securities$50,000,000112
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$67,000,00096
Foreign debt securities$6,469,000,0002
Equity securities$551,000,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,025,000,0002
Mortgage-backed securities$27,968,000,0001
Certificates of participation in pools of residential mortgages$25,506,000,0001
Issued or guaranteed by U.S.$25,506,000,0001
Privately issued$0394
Collaterized mortgage obligations$2,462,000,00010
CMOs issued by government agencies or sponsored agencies$2,412,000,0009
Privately issued$50,000,00076
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,561,000,00010
Available-for-sale securities (fair market value)$43,058,000,0001
Total debt securities$45,068,000,0001
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$62,575,000,0002
Revaluation gains on off-balance sheet contracts$37,545,000,0002
Revaluation losses on off-balance sheet contracts$42,475,000,0001
1996-12-31Rank
Total securities$43,662,000,0001
U.S. Government securities$34,515,000,0001
U.S. Treasury securities$11,183,000,0001
U.S. Government agency obligations$23,332,000,0001
Securities issued by states & political subdivisions$325,000,00020
Other domestic debt securities$320,000,00057
Privately issued residential mortgage-backed securities$116,000,00074
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$204,000,00031
Foreign debt securities$7,820,000,0002
Equity securities$682,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,745,000,0001
Mortgage-backed securities$23,448,000,0001
Certificates of participation in pools of residential mortgages$19,260,000,0001
Issued or guaranteed by U.S.$19,260,000,0001
Privately issued$0472
Collaterized mortgage obligations$4,188,000,0003
CMOs issued by government agencies or sponsored agencies$4,072,000,0002
Privately issued$116,000,00050
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,128,000,0008
Available-for-sale securities (fair market value)$40,534,000,0001
Total debt securities$42,978,000,0001
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$49,876,000,0002
Revaluation gains on off-balance sheet contracts$29,478,000,0001
Revaluation losses on off-balance sheet contracts$30,851,000,0001
1995-12-31Rank
Total securities$30,329,000,0001
U.S. Government securities$22,240,000,0001
U.S. Treasury securities$2,106,000,00010
U.S. Government agency obligations$20,134,000,0001
Securities issued by states & political subdivisions$314,000,00021
Other domestic debt securities$393,000,00053
Privately issued residential mortgage-backed securities$182,000,00064
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$211,000,00033
Foreign debt securities$6,965,000,0002
Equity securities$417,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,111,000,0002
Mortgage-backed securities$20,316,000,0001
Certificates of participation in pools of residential mortgages$17,085,000,0001
Issued or guaranteed by U.S.$17,085,000,0001
Privately issued$0558
Collaterized mortgage obligations$3,231,000,0004
CMOs issued by government agencies or sponsored agencies$3,049,000,0003
Privately issued$182,000,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,807,000,0005
Available-for-sale securities (fair market value)$26,522,000,0001
Total debt securities$29,908,000,0001
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$27,963,000,0004
Revaluation gains on off-balance sheet contracts$17,625,000,0002
Revaluation losses on off-balance sheet contracts$19,467,000,0002
1994-12-31Rank
Total securities$23,012,000,0001
U.S. Government securities$18,527,000,0001
U.S. Treasury securities$5,473,000,0001
U.S. Government agency obligations$13,054,000,0002
Securities issued by states & political subdivisions$113,000,00085
Other domestic debt securities$562,000,00037
Privately issued residential mortgage-backed securities$253,000,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$309,000,00023
Foreign debt securities$3,300,000,0004
Equity securities$510,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,060,000,0003
Mortgage-backed securities$13,307,000,0002
Certificates of participation in pools of residential mortgages$9,784,000,0003
Issued or guaranteed by U.S.$9,784,000,0002
Privately issued$0564
Collaterized mortgage obligations$3,523,000,0004
CMOs issued by government agencies or sponsored agencies$3,270,000,0004
Privately issued$253,000,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,313,000,0005
Available-for-sale securities (fair market value)$16,699,000,0002
Total debt securities$22,501,000,0001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$25,685,000,0004
Revaluation gains on off-balance sheet contracts$17,693,000,0003
Revaluation losses on off-balance sheet contracts$16,950,000,0003
1993-12-31Rank
Total securities$21,834,000,0001
U.S. Government securities$17,613,000,0001
U.S. Treasury securities$2,088,000,00013
U.S. Government agency obligations$15,525,000,0001
Securities issued by states & political subdivisions$2,000,0005,307
Other domestic debt securities$1,080,000,00016
Privately issued residential mortgage-backed securities$611,000,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$469,000,00014
Foreign debt securities$2,679,000,0004
Equity securities$460,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,327,000,00023
Mortgage-backed securities$16,136,000,0001
Certificates of participation in pools of residential mortgages$10,236,000,0001
Issued or guaranteed by U.S.$10,236,000,0001
Privately issued$0731
Collaterized mortgage obligations$5,900,000,0003
CMOs issued by government agencies or sponsored agencies$5,289,000,0003
Privately issued$611,000,0005
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$21,374,000,0001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$8,556,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$20,266,000,0001
U.S. Government securities$15,799,000,0001
U.S. Treasury securities$1,345,000,00027
U.S. Government agency obligations$14,454,000,0001
Securities issued by states & political subdivisions$4,000,0003,331
Other domestic debt securities$1,998,000,0004
Privately issued residential mortgage-backed securities$1,380,000,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$618,000,0009
Foreign debt securities$1,971,000,0004
Equity securities$494,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,970,000,0006
Mortgage-backed securities$15,834,000,0001
Certificates of participation in pools of residential mortgages$8,860,000,0001
Issued or guaranteed by U.S.$8,860,000,0001
Privately issued$0831
Collaterized mortgage obligations$6,974,000,0001
CMOs issued by government agencies or sponsored agencies$5,594,000,0002
Privately issued$1,380,000,0001
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$19,772,000,0001
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$2,797,000,0006
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA