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KeyBank, Securities

2021-03-31Rank
Total securities$40,758,093,00019
U.S. Government securities$40,726,553,00017
U.S. Treasury securities$4,901,092,00021
U.S. Government agency obligations$35,825,461,00016
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$16,540,000635
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$16,524,000203
Structured financial products - Total$0158
Other domestic debt securities - All other$16,0001,719
Foreign debt securities$15,000,00056
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,444,296,00014
Mortgage-backed securities$35,824,874,00016
Certificates of participation in pools of residential mortgages$4,262,692,00041
Issued or guaranteed by U.S.$4,262,692,00041
Privately issued$0261
Collaterized mortgage obligations$17,760,554,0007
CMOs issued by government agencies or sponsored agencies$17,760,554,0006
Privately issued$0475
Commercial mortgage-backed securities$13,801,628,0008
Commercial mortgage pass-through securities$3,615,761,00011
Other commercial mortgage-backed securities$10,185,867,0006
Held to maturity securities (book value)$6,857,378,00017
Available-for-sale securities (fair market value)$33,900,715,00018
Total debt securities$40,758,093,00019
Structured notes
Amortized cost$16,000631
Fair value$16,000630
Trading account assets$1,442,047,00016
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$167,386,00023
2020-12-31Rank
Total securities$35,139,938,00020
U.S. Government securities$35,105,625,00018
U.S. Treasury securities$1,000,000,00040
U.S. Government agency obligations$34,105,625,00017
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$19,313,000549
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,271,000171
Structured financial products - Total$0156
Other domestic debt securities - All other$42,0001,654
Foreign debt securities$15,000,00054
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,621,702,00014
Mortgage-backed securities$34,105,021,00017
Certificates of participation in pools of residential mortgages$2,438,199,00052
Issued or guaranteed by U.S.$2,438,199,00052
Privately issued$0245
Collaterized mortgage obligations$18,047,615,0006
CMOs issued by government agencies or sponsored agencies$18,047,615,0005
Privately issued$0474
Commercial mortgage-backed securities$13,619,207,0007
Commercial mortgage pass-through securities$2,829,131,00014
Other commercial mortgage-backed securities$10,790,076,0003
Held to maturity securities (book value)$7,595,349,00016
Available-for-sale securities (fair market value)$27,544,589,00023
Total debt securities$35,139,938,00020
Structured notes
Amortized cost$42,000390
Fair value$42,000390
Trading account assets$1,675,511,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$148,551,00030
2020-09-30Rank
Total securities$36,267,904,00020
U.S. Government securities$36,227,962,00017
U.S. Treasury securities$5,463,983,00020
U.S. Government agency obligations$30,763,979,00017
Securities issued by states & political subdivisions$3,247,0003,379
Other domestic debt securities$21,695,000498
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,619,000153
Structured financial products - Total$0152
Other domestic debt securities - All other$76,0001,626
Foreign debt securities$15,000,00057
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,509,754,00013
Mortgage-backed securities$30,763,359,00018
Certificates of participation in pools of residential mortgages$1,638,956,00065
Issued or guaranteed by U.S.$1,638,956,00065
Privately issued$0251
Collaterized mortgage obligations$18,022,103,0005
CMOs issued by government agencies or sponsored agencies$18,022,103,0005
Privately issued$0464
Commercial mortgage-backed securities$11,102,300,0008
Commercial mortgage pass-through securities$964,396,00022
Other commercial mortgage-backed securities$10,137,904,0003
Held to maturity securities (book value)$8,384,281,00015
Available-for-sale securities (fair market value)$27,883,623,00020
Total debt securities$36,267,904,00020
Structured notes
Amortized cost$76,000364
Fair value$76,000364
Trading account assets$1,853,158,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$158,315,00029
2020-06-30Rank
Total securities$32,663,712,00019
U.S. Government securities$32,634,669,00017
U.S. Treasury securities$3,463,884,00025
U.S. Government agency obligations$29,170,785,00018
Securities issued by states & political subdivisions$3,501,0003,312
Other domestic debt securities$10,542,000695
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,426,000214
Structured financial products - Total$0154
Other domestic debt securities - All other$1,116,0001,200
Foreign debt securities$15,000,00057
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,886,944,00015
Mortgage-backed securities$29,170,148,00017
Certificates of participation in pools of residential mortgages$1,804,567,00060
Issued or guaranteed by U.S.$1,804,567,00060
Privately issued$0251
Collaterized mortgage obligations$16,833,424,0006
CMOs issued by government agencies or sponsored agencies$16,833,424,0005
Privately issued$0454
Commercial mortgage-backed securities$10,532,157,0008
Commercial mortgage pass-through securities$969,985,00022
Other commercial mortgage-backed securities$9,562,172,0003
Held to maturity securities (book value)$9,075,466,00014
Available-for-sale securities (fair market value)$23,588,246,00022
Total debt securities$32,663,712,00019
Structured notes
Amortized cost$116,000382
Fair value$116,000383
Trading account assets$1,954,923,00017
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$298,433,00021
2020-03-31Rank
Total securities$30,436,720,00019
U.S. Government securities$30,406,866,00018
U.S. Treasury securities$340,091,00052
U.S. Government agency obligations$30,066,775,00017
Securities issued by states & political subdivisions$3,934,0003,175
Other domestic debt securities$10,920,000653
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,772,000185
Structured financial products - Total$0155
Other domestic debt securities - All other$148,0001,487
Foreign debt securities$15,000,00053
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,441,340,00022
Mortgage-backed securities$30,066,119,00016
Certificates of participation in pools of residential mortgages$1,928,779,00057
Issued or guaranteed by U.S.$1,928,779,00057
Privately issued$0267
Collaterized mortgage obligations$17,400,290,0005
CMOs issued by government agencies or sponsored agencies$17,400,290,0005
Privately issued$0460
Commercial mortgage-backed securities$10,737,050,0008
Commercial mortgage pass-through securities$971,709,00021
Other commercial mortgage-backed securities$9,765,341,0003
Held to maturity securities (book value)$9,638,206,00014
Available-for-sale securities (fair market value)$20,798,514,00024
Total debt securities$30,436,720,00019
Structured notes
Amortized cost$148,000540
Fair value$148,000540
Trading account assets$1,992,421,00020
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$631,571,00019
2019-12-31Rank
Total securities$31,899,279,00018
U.S. Government securities$31,868,507,00016
U.S. Treasury securities$293,777,00057
U.S. Government agency obligations$31,574,730,00014
Securities issued by states & political subdivisions$4,070,0003,163
Other domestic debt securities$11,702,000613
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$11,515,000175
Structured financial products - Total$0159
Other domestic debt securities - All other$187,0001,457
Foreign debt securities$15,000,00049
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,967,034,00020
Mortgage-backed securities$31,534,082,00015
Certificates of participation in pools of residential mortgages$2,123,040,00051
Issued or guaranteed by U.S.$2,123,040,00051
Privately issued$0249
Collaterized mortgage obligations$18,474,586,0003
CMOs issued by government agencies or sponsored agencies$18,474,586,0003
Privately issued$0457
Commercial mortgage-backed securities$10,936,456,0008
Commercial mortgage pass-through securities$993,679,00020
Other commercial mortgage-backed securities$9,942,777,0003
Held to maturity securities (book value)$10,067,222,00016
Available-for-sale securities (fair market value)$21,832,057,00020
Total debt securities$31,899,279,00018
Structured notes
Amortized cost$187,000676
Fair value$187,000676
Trading account assets$757,437,00020
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$184,762,00018
2019-09-30Rank
Total securities$32,857,334,00018
U.S. Government securities$32,825,185,00016
U.S. Treasury securities$169,012,00075
U.S. Government agency obligations$32,656,173,00014
Securities issued by states & political subdivisions$4,510,0003,099
Other domestic debt securities$12,639,000570
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$12,402,000164
Structured financial products - Total$0154
Other domestic debt securities - All other$237,0001,447
Foreign debt securities$15,000,00049
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,311,569,00020
Mortgage-backed securities$32,552,697,00015
Certificates of participation in pools of residential mortgages$2,391,293,00046
Issued or guaranteed by U.S.$2,391,293,00045
Privately issued$0287
Collaterized mortgage obligations$19,608,202,0003
CMOs issued by government agencies or sponsored agencies$19,608,202,0003
Privately issued$0463
Commercial mortgage-backed securities$10,553,202,0008
Commercial mortgage pass-through securities$998,914,00018
Other commercial mortgage-backed securities$9,554,288,0003
Held to maturity securities (book value)$10,489,899,00019
Available-for-sale securities (fair market value)$22,367,435,00021
Total debt securities$32,857,334,00018
Structured notes
Amortized cost$237,000818
Fair value$237,000818
Trading account assets$1,068,234,00019
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$312,775,00017
2019-06-30Rank
Total securities$32,395,865,00019
U.S. Government securities$32,350,981,00016
U.S. Treasury securities$168,231,00072
U.S. Government agency obligations$32,182,750,00014
Securities issued by states & political subdivisions$5,266,0003,038
Other domestic debt securities$24,618,000364
Privately issued residential mortgage-backed securities$3,000655
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$24,615,000218
Foreign debt securities$15,000,00051
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,452,131,00018
Mortgage-backed securities$32,078,590,00015
Certificates of participation in pools of residential mortgages$2,517,010,00042
Issued or guaranteed by U.S.$2,517,010,00042
Privately issued$0244
Collaterized mortgage obligations$20,046,696,0002
CMOs issued by government agencies or sponsored agencies$20,046,693,0002
Privately issued$3,000461
Commercial mortgage-backed securities$9,514,884,0008
Commercial mortgage pass-through securities$999,089,00017
Other commercial mortgage-backed securities$8,515,795,0003
Held to maturity securities (book value)$10,878,139,00018
Available-for-sale securities (fair market value)$21,517,726,00022
Total debt securities$32,395,865,00019
Structured notes
Amortized cost$283,000853
Fair value$283,000854
Trading account assets$757,631,00019
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$207,931,00018
2019-03-31Rank
Total securities$32,077,471,00018
U.S. Government securities$32,041,115,00016
U.S. Treasury securities$166,938,00076
U.S. Government agency obligations$31,874,177,00014
Securities issued by states & political subdivisions$6,278,0002,916
Other domestic debt securities$15,078,000494
Privately issued residential mortgage-backed securities$3,000674
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$15,075,000324
Foreign debt securities$15,000,00052
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,018,199,00015
Mortgage-backed securities$31,770,863,00014
Certificates of participation in pools of residential mortgages$2,617,081,00042
Issued or guaranteed by U.S.$2,617,081,00042
Privately issued$0248
Collaterized mortgage obligations$20,842,574,0002
CMOs issued by government agencies or sponsored agencies$20,842,571,0002
Privately issued$3,000478
Commercial mortgage-backed securities$8,311,208,0008
Commercial mortgage pass-through securities$907,854,00017
Other commercial mortgage-backed securities$7,403,354,0003
Held to maturity securities (book value)$11,234,193,00020
Available-for-sale securities (fair market value)$20,843,278,00022
Total debt securities$32,077,471,00018
Structured notes
Amortized cost$335,000851
Fair value$335,000849
Trading account assets$542,891,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$192,988,00017
2018-12-31Rank
Total securities$30,936,413,00019
U.S. Government securities$30,908,128,00016
U.S. Treasury securities$44,427,000164
U.S. Government agency obligations$30,863,701,00014
Securities issued by states & political subdivisions$6,393,0002,957
Other domestic debt securities$10,392,000585
Privately issued residential mortgage-backed securities$4,000636
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$10,388,000407
Foreign debt securities$11,500,00062
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,002,645,00016
Mortgage-backed securities$30,761,385,00014
Certificates of participation in pools of residential mortgages$2,594,483,00042
Issued or guaranteed by U.S.$2,594,483,00042
Privately issued$0211
Collaterized mortgage obligations$20,983,572,0002
CMOs issued by government agencies or sponsored agencies$20,983,568,0002
Privately issued$4,000474
Commercial mortgage-backed securities$7,183,330,00010
Commercial mortgage pass-through securities$914,786,00018
Other commercial mortgage-backed securities$6,268,544,0007
Held to maturity securities (book value)$11,519,187,00020
Available-for-sale securities (fair market value)$19,417,226,00021
Total debt securities$30,936,413,00019
Structured notes
Amortized cost$388,000864
Fair value$388,000861
Trading account assets$517,405,00019
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$388,991,00014
2018-09-30Rank
Total securities$30,200,701,00019
U.S. Government securities$30,171,730,00016
U.S. Treasury securities$44,179,000165
U.S. Government agency obligations$30,127,551,00014
Securities issued by states & political subdivisions$7,018,0002,893
Other domestic debt securities$10,453,000563
Privately issued residential mortgage-backed securities$6,000584
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$10,447,000403
Foreign debt securities$11,500,00057
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,446,846,00016
Mortgage-backed securities$30,027,072,00014
Certificates of participation in pools of residential mortgages$2,168,994,00052
Issued or guaranteed by U.S.$2,168,994,00052
Privately issued$0145
Collaterized mortgage obligations$21,522,348,0002
CMOs issued by government agencies or sponsored agencies$21,522,342,0002
Privately issued$6,000478
Commercial mortgage-backed securities$6,335,730,00010
Commercial mortgage pass-through securities$925,743,00018
Other commercial mortgage-backed securities$5,409,987,0008
Held to maturity securities (book value)$11,869,790,00020
Available-for-sale securities (fair market value)$18,330,911,00021
Total debt securities$30,200,701,00019
Structured notes
Amortized cost$447,000826
Fair value$447,000824
Trading account assets$741,987,00016
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$443,016,00016
2018-06-30Rank
Total securities$29,634,542,00019
U.S. Government securities$29,601,433,00016
U.S. Treasury securities$44,236,000165
U.S. Government agency obligations$29,557,197,00015
Securities issued by states & political subdivisions$7,488,0002,883
Other domestic debt securities$10,621,000642
Privately issued residential mortgage-backed securities$8,000868
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$10,613,000403
Foreign debt securities$15,000,00048
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,947,646,00017
Mortgage-backed securities$29,455,922,00014
Certificates of participation in pools of residential mortgages$1,898,376,00058
Issued or guaranteed by U.S.$1,898,376,00058
Privately issued$0453
Collaterized mortgage obligations$21,592,273,0002
CMOs issued by government agencies or sponsored agencies$21,592,265,0002
Privately issued$8,000499
Commercial mortgage-backed securities$5,965,273,00011
Commercial mortgage pass-through securities$808,398,00019
Other commercial mortgage-backed securities$5,156,875,00010
Held to maturity securities (book value)$12,277,551,00020
Available-for-sale securities (fair market value)$17,356,991,00021
Total debt securities$29,634,542,00019
Structured notes
Amortized cost$513,000746
Fair value$513,000745
Trading account assets$742,183,00018
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$424,537,00016
2018-03-31Rank
Total securities$30,067,799,00019
U.S. Government securities$30,032,866,00016
U.S. Treasury securities$44,323,000162
U.S. Government agency obligations$29,988,543,00013
Securities issued by states & political subdivisions$9,243,0002,699
Other domestic debt securities$10,690,000561
Privately issued residential mortgage-backed securities$11,000550
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$10,679,000403
Foreign debt securities$15,000,00049
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,030,154,00013
Mortgage-backed securities$29,886,820,00014
Certificates of participation in pools of residential mortgages$1,895,112,00057
Issued or guaranteed by U.S.$1,895,112,00057
Privately issued$067
Collaterized mortgage obligations$22,517,945,0002
CMOs issued by government agencies or sponsored agencies$22,517,934,0002
Privately issued$11,000510
Commercial mortgage-backed securities$5,473,763,00011
Commercial mortgage pass-through securities$809,621,00019
Other commercial mortgage-backed securities$4,664,142,00010
Held to maturity securities (book value)$12,190,031,00020
Available-for-sale securities (fair market value)$17,877,768,00020
Total debt securities$30,067,799,00019
Structured notes
Amortized cost$579,000710
Fair value$579,000710
Trading account assets$640,480,00020
Revaluation gains on off-balance sheet contracts$600,716,00015
Revaluation losses on off-balance sheet contracts$353,551,00016
2017-12-31Rank
Total securities$29,960,300,00019
U.S. Government securities$29,925,309,00016
U.S. Treasury securities$44,616,000152
U.S. Government agency obligations$29,880,693,00013
Securities issued by states & political subdivisions$9,231,0002,766
Other domestic debt securities$10,760,000563
Privately issued residential mortgage-backed securities$15,000547
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$10,745,000402
Foreign debt securities$15,000,00049
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,958,622,00021
Mortgage-backed securities$29,768,816,00014
Certificates of participation in pools of residential mortgages$2,013,453,00055
Issued or guaranteed by U.S.$2,013,453,00055
Privately issued$064
Collaterized mortgage obligations$22,715,271,0002
CMOs issued by government agencies or sponsored agencies$22,715,256,0002
Privately issued$15,000514
Commercial mortgage-backed securities$5,040,092,00014
Commercial mortgage pass-through securities$811,440,00020
Other commercial mortgage-backed securities$4,228,652,00011
Held to maturity securities (book value)$11,831,529,00020
Available-for-sale securities (fair market value)$18,128,771,00020
Total debt securities$29,960,300,00019
Structured notes
Amortized cost$645,000712
Fair value$645,000711
Trading account assets$720,289,00019
Revaluation gains on off-balance sheet contracts$679,378,00015
Revaluation losses on off-balance sheet contracts$275,098,00016
2017-09-30Rank
Total securities$29,277,731,00019
U.S. Government securities$29,242,018,00017
U.S. Treasury securities$44,957,000144
U.S. Government agency obligations$29,197,061,00013
Securities issued by states & political subdivisions$9,878,0002,721
Other domestic debt securities$10,835,000560
Privately issued residential mortgage-backed securities$17,000558
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$10,818,000412
Foreign debt securities$15,000,00052
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,779,952,00015
Mortgage-backed securities$29,084,225,00014
Certificates of participation in pools of residential mortgages$2,141,840,00050
Issued or guaranteed by U.S.$2,141,840,00050
Privately issued$069
Collaterized mortgage obligations$23,188,141,0002
CMOs issued by government agencies or sponsored agencies$23,188,124,0002
Privately issued$17,000523
Commercial mortgage-backed securities$3,754,244,00016
Commercial mortgage pass-through securities$485,316,00022
Other commercial mortgage-backed securities$3,268,928,00014
Held to maturity securities (book value)$10,276,668,00021
Available-for-sale securities (fair market value)$19,001,063,00020
Total debt securities$29,277,731,00019
Structured notes
Amortized cost$718,000732
Fair value$718,000730
Trading account assets$632,969,00021
Revaluation gains on off-balance sheet contracts$594,559,00014
Revaluation losses on off-balance sheet contracts$198,962,00017
2017-06-30Rank
Total securities$28,653,215,00019
U.S. Government securities$28,616,816,00017
U.S. Treasury securities$45,100,000148
U.S. Government agency obligations$28,571,716,00012
Securities issued by states & political subdivisions$10,489,0002,685
Other domestic debt securities$10,910,000565
Privately issued residential mortgage-backed securities$20,000576
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$10,890,000416
Foreign debt securities$15,000,00055
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,667,461,00016
Mortgage-backed securities$28,448,618,00015
Certificates of participation in pools of residential mortgages$2,268,132,00048
Issued or guaranteed by U.S.$2,268,132,00047
Privately issued$067
Collaterized mortgage obligations$22,507,220,0002
CMOs issued by government agencies or sponsored agencies$22,507,200,0002
Privately issued$20,000542
Commercial mortgage-backed securities$3,673,266,00017
Commercial mortgage pass-through securities$485,746,00022
Other commercial mortgage-backed securities$3,187,520,00014
Held to maturity securities (book value)$10,638,865,00018
Available-for-sale securities (fair market value)$18,014,350,00020
Total debt securities$28,653,215,00019
Structured notes
Amortized cost$790,000755
Fair value$790,000755
Trading account assets$653,959,00018
Revaluation gains on off-balance sheet contracts$606,775,00014
Revaluation losses on off-balance sheet contracts$281,975,00015
2017-03-31Rank
Total securities$28,608,443,00019
U.S. Government securities$28,571,453,00017
U.S. Treasury securities$45,086,000159
U.S. Government agency obligations$28,526,367,00012
Securities issued by states & political subdivisions$10,991,0002,645
Other domestic debt securities$10,995,000568
Privately issued residential mortgage-backed securities$23,000608
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$10,972,000415
Foreign debt securities$15,000,00052
Equity securities$4,0001,061
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,889,160,00015
Mortgage-backed securities$28,386,472,00014
Certificates of participation in pools of residential mortgages$2,346,623,00047
Issued or guaranteed by U.S.$2,346,623,00046
Privately issued$066
Collaterized mortgage obligations$22,536,887,0002
CMOs issued by government agencies or sponsored agencies$22,536,864,0002
Privately issued$23,000575
Commercial mortgage-backed securities$3,502,962,00017
Commercial mortgage pass-through securities$486,100,00021
Other commercial mortgage-backed securities$3,016,862,00015
Held to maturity securities (book value)$10,187,230,00019
Available-for-sale securities (fair market value)$18,421,213,00019
Total debt securities$28,608,439,00019
Structured notes
Amortized cost$872,000777
Fair value$872,000776
Trading account assets$575,364,00021
Revaluation gains on off-balance sheet contracts$545,234,00014
Revaluation losses on off-balance sheet contracts$247,360,00017
2016-12-31Rank
Total securities$30,434,294,00017
U.S. Government securities$30,397,240,00015
U.S. Treasury securities$45,061,000158
U.S. Government agency obligations$30,352,179,00011
Securities issued by states & political subdivisions$10,961,0002,663
Other domestic debt securities$11,089,000561
Privately issued residential mortgage-backed securities$26,000627
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$11,063,000403
Foreign debt securities$15,000,00056
Equity securities$4,0001,065
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,551,582,00017
Mortgage-backed securities$30,213,019,00013
Certificates of participation in pools of residential mortgages$2,474,818,00042
Issued or guaranteed by U.S.$2,474,818,00041
Privately issued$071
Collaterized mortgage obligations$24,811,823,0002
CMOs issued by government agencies or sponsored agencies$24,811,797,0002
Privately issued$26,000592
Commercial mortgage-backed securities$2,926,378,00020
Commercial mortgage pass-through securities$486,437,00019
Other commercial mortgage-backed securities$2,439,941,00017
Held to maturity securities (book value)$10,232,642,00019
Available-for-sale securities (fair market value)$20,201,652,00019
Total debt securities$30,434,290,00017
Structured notes
Amortized cost$963,000763
Fair value$963,000735
Trading account assets$767,919,00017
Revaluation gains on off-balance sheet contracts$718,878,00014
Revaluation losses on off-balance sheet contracts$569,280,00012
2016-09-30Rank
Total securities$23,983,598,00020
U.S. Government securities$23,941,573,00019
U.S. Treasury securities$100,0001,190
U.S. Government agency obligations$23,941,473,00015
Securities issued by states & political subdivisions$10,954,0002,672
Other domestic debt securities$16,067,000453
Privately issued residential mortgage-backed securities$28,000632
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$16,039,000316
Foreign debt securities$15,000,00057
Equity securities$4,0001,067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,210,791,00022
Mortgage-backed securities$23,941,501,00017
Certificates of participation in pools of residential mortgages$2,542,894,00040
Issued or guaranteed by U.S.$2,542,894,00039
Privately issued$067
Collaterized mortgage obligations$20,007,934,0004
CMOs issued by government agencies or sponsored agencies$20,007,906,0003
Privately issued$28,000600
Commercial mortgage-backed securities$1,390,673,00030
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$1,390,673,00022
Held to maturity securities (book value)$7,890,203,00021
Available-for-sale securities (fair market value)$16,093,395,00019
Total debt securities$23,983,592,00020
Structured notes
Amortized cost$1,039,000611
Fair value$1,039,000612
Trading account assets$808,419,00018
Revaluation gains on off-balance sheet contracts$770,196,00013
Revaluation losses on off-balance sheet contracts$685,245,00011
2016-06-30Rank
Total securities$19,374,138,00022
U.S. Government securities$19,329,685,00021
U.S. Treasury securities$100,0001,227
U.S. Government agency obligations$19,329,585,00019
Securities issued by states & political subdivisions$11,325,0002,634
Other domestic debt securities$16,125,000466
Privately issued residential mortgage-backed securities$30,000652
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$16,095,000319
Foreign debt securities$17,000,00054
Equity securities$3,0001,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,667,994,00021
Mortgage-backed securities$19,329,615,00019
Certificates of participation in pools of residential mortgages$2,713,216,00040
Issued or guaranteed by U.S.$2,713,216,00039
Privately issued$071
Collaterized mortgage obligations$16,616,399,0007
CMOs issued by government agencies or sponsored agencies$16,616,369,0004
Privately issued$30,000616
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$4,832,619,00025
Available-for-sale securities (fair market value)$14,541,519,00020
Total debt securities$19,374,135,00022
Structured notes
Amortized cost$1,095,000711
Fair value$1,095,000709
Trading account assets$871,445,00019
Revaluation gains on off-balance sheet contracts$836,370,00015
Revaluation losses on off-balance sheet contracts$751,776,00013
2016-03-31Rank
Total securities$19,297,810,00023
U.S. Government securities$19,251,857,00021
U.S. Treasury securities$100,0001,267
U.S. Government agency obligations$19,251,757,00019
Securities issued by states & political subdivisions$12,767,0002,466
Other domestic debt securities$16,183,000460
Privately issued residential mortgage-backed securities$33,000652
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$16,150,000313
Foreign debt securities$17,000,00049
Equity securities$3,0001,105
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,896,928,00021
Mortgage-backed securities$19,251,789,00019
Certificates of participation in pools of residential mortgages$2,852,413,00037
Issued or guaranteed by U.S.$2,852,413,00036
Privately issued$066
Collaterized mortgage obligations$16,399,376,0009
CMOs issued by government agencies or sponsored agencies$16,399,343,0004
Privately issued$33,000620
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$5,004,398,00025
Available-for-sale securities (fair market value)$14,293,412,00021
Total debt securities$19,297,807,00023
Structured notes
Amortized cost$1,150,000836
Fair value$1,150,000838
Trading account assets$816,182,00017
Revaluation gains on off-balance sheet contracts$788,652,00015
Revaluation losses on off-balance sheet contracts$812,464,00013
2015-12-31Rank
Total securities$19,105,815,00023
U.S. Government securities$19,060,305,00021
U.S. Treasury securities$99,0001,342
U.S. Government agency obligations$19,060,206,00019
Securities issued by states & political subdivisions$14,262,0002,348
Other domestic debt securities$16,245,000445
Privately issued residential mortgage-backed securities$36,000651
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$16,209,000306
Foreign debt securities$15,000,00052
Equity securities$3,0001,115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,123,343,00020
Mortgage-backed securities$19,060,239,00019
Certificates of participation in pools of residential mortgages$2,891,272,00035
Issued or guaranteed by U.S.$2,891,272,00034
Privately issued$066
Collaterized mortgage obligations$16,168,967,00010
CMOs issued by government agencies or sponsored agencies$16,168,931,0004
Privately issued$36,000621
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$4,898,059,00024
Available-for-sale securities (fair market value)$14,207,756,00022
Total debt securities$19,105,812,00023
Structured notes
Amortized cost$1,209,000943
Fair value$1,209,000943
Trading account assets$582,457,00019
Revaluation gains on off-balance sheet contracts$552,488,00015
Revaluation losses on off-balance sheet contracts$654,592,00014
2015-09-30Rank
Total securities$19,294,945,00023
U.S. Government securities$19,248,895,00021
U.S. Treasury securities$100,0001,273
U.S. Government agency obligations$19,248,795,00019
Securities issued by states & political subdivisions$14,704,0002,307
Other domestic debt securities$16,343,000450
Privately issued residential mortgage-backed securities$39,000668
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$16,304,000305
Foreign debt securities$15,000,00055
Equity securities$3,0001,138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,486,714,00018
Mortgage-backed securities$19,248,828,00018
Certificates of participation in pools of residential mortgages$2,946,901,00034
Issued or guaranteed by U.S.$2,946,901,00032
Privately issued$065
Collaterized mortgage obligations$16,301,927,00010
CMOs issued by government agencies or sponsored agencies$16,301,888,0003
Privately issued$39,000637
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$4,936,937,00023
Available-for-sale securities (fair market value)$14,358,008,00021
Total debt securities$19,294,942,00023
Structured notes
Amortized cost$1,304,0001,063
Fair value$1,304,0001,063
Trading account assets$674,582,00018
Revaluation gains on off-balance sheet contracts$635,556,00015
Revaluation losses on off-balance sheet contracts$709,716,00013
2015-06-30Rank
Total securities$19,255,022,00023
U.S. Government securities$19,204,731,00021
U.S. Treasury securities$100,0001,322
U.S. Government agency obligations$19,204,631,00019
Securities issued by states & political subdivisions$18,919,0001,919
Other domestic debt securities$16,369,000451
Privately issued residential mortgage-backed securities$42,000688
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$16,327,000308
Foreign debt securities$15,000,00055
Equity securities$3,0001,150
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,970,686,00019
Mortgage-backed securities$19,204,662,00019
Certificates of participation in pools of residential mortgages$2,990,462,00035
Issued or guaranteed by U.S.$2,990,462,00033
Privately issued$067
Collaterized mortgage obligations$16,214,200,00010
CMOs issued by government agencies or sponsored agencies$16,214,158,0003
Privately issued$42,000656
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$5,022,953,00023
Available-for-sale securities (fair market value)$14,232,069,00021
Total debt securities$19,255,019,00023
Structured notes
Amortized cost$1,327,0001,191
Fair value$1,327,0001,188
Trading account assets$495,238,00022
Revaluation gains on off-balance sheet contracts$460,217,00015
Revaluation losses on off-balance sheet contracts$566,682,00014
2015-03-31Rank
Total securities$18,103,126,00023
U.S. Government securities$18,047,944,00021
U.S. Treasury securities$100,0001,300
U.S. Government agency obligations$18,047,844,00019
Securities issued by states & political subdivisions$21,782,0001,702
Other domestic debt securities$16,397,000450
Privately issued residential mortgage-backed securities$45,000728
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$16,352,000303
Foreign debt securities$17,000,00056
Equity securities$3,0001,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,955,468,00017
Mortgage-backed securities$18,047,873,00019
Certificates of participation in pools of residential mortgages$2,136,407,00047
Issued or guaranteed by U.S.$2,136,407,00045
Privately issued$070
Collaterized mortgage obligations$15,911,466,00010
CMOs issued by government agencies or sponsored agencies$15,911,421,0004
Privately issued$45,000692
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$5,005,788,00023
Available-for-sale securities (fair market value)$13,097,338,00024
Total debt securities$18,103,123,00023
Structured notes
Amortized cost$1,352,0001,263
Fair value$1,352,0001,267
Trading account assets$676,214,00018
Revaluation gains on off-balance sheet contracts$637,892,00016
Revaluation losses on off-balance sheet contracts$849,868,00014
2014-12-31Rank
Total securities$18,353,412,00022
U.S. Government securities$18,299,024,00021
U.S. Treasury securities$99,0001,343
U.S. Government agency obligations$18,298,925,00018
Securities issued by states & political subdivisions$22,959,0001,628
Other domestic debt securities$16,426,000444
Privately issued residential mortgage-backed securities$47,000729
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$16,379,000301
Foreign debt securities$15,000,00054
Equity securities$3,0001,167
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,788,514,00018
Mortgage-backed securities$18,298,951,00019
Certificates of participation in pools of residential mortgages$2,274,318,00042
Issued or guaranteed by U.S.$2,274,318,00040
Privately issued$075
Collaterized mortgage obligations$16,024,633,0009
CMOs issued by government agencies or sponsored agencies$16,024,586,0003
Privately issued$47,000692
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$5,015,868,00023
Available-for-sale securities (fair market value)$13,337,544,00023
Total debt securities$18,353,409,00022
Structured notes
Amortized cost$1,379,0001,338
Fair value$1,379,0001,336
Trading account assets$580,805,00019
Revaluation gains on off-balance sheet contracts$554,684,00015
Revaluation losses on off-balance sheet contracts$793,398,00013
2014-09-30Rank
Total securities$17,220,847,00022
U.S. Government securities$17,162,869,00021
U.S. Treasury securities$99,0001,362
U.S. Government agency obligations$17,162,770,00018
Securities issued by states & political subdivisions$26,517,0001,439
Other domestic debt securities$16,458,000450
Privately issued residential mortgage-backed securities$50,000761
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$16,408,000303
Foreign debt securities$15,000,00054
Equity securities$3,0001,185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,620,392,00017
Mortgage-backed securities$17,162,795,00020
Certificates of participation in pools of residential mortgages$2,176,793,00043
Issued or guaranteed by U.S.$2,176,793,00041
Privately issued$073
Collaterized mortgage obligations$14,986,002,00010
CMOs issued by government agencies or sponsored agencies$14,985,952,0005
Privately issued$50,000726
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$4,998,181,00022
Available-for-sale securities (fair market value)$12,222,666,00025
Total debt securities$17,220,844,00022
Structured notes
Amortized cost$1,408,0001,434
Fair value$1,408,0001,428
Trading account assets$375,283,00023
Revaluation gains on off-balance sheet contracts$346,829,00017
Revaluation losses on off-balance sheet contracts$373,042,00017
2014-06-30Rank
Total securities$17,434,795,00022
U.S. Government securities$17,383,504,00020
U.S. Treasury securities$99,0001,322
U.S. Government agency obligations$17,383,405,00019
Securities issued by states & political subdivisions$31,235,0001,236
Other domestic debt securities$5,053,000917
Privately issued residential mortgage-backed securities$53,000776
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$5,000,000676
Foreign debt securities$15,000,00053
Equity securities$3,0001,205
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,766,712,00016
Mortgage-backed securities$17,383,428,00019
Certificates of participation in pools of residential mortgages$2,304,473,00043
Issued or guaranteed by U.S.$2,304,473,00041
Privately issued$075
Collaterized mortgage obligations$15,078,955,0009
CMOs issued by government agencies or sponsored agencies$15,078,902,0004
Privately issued$53,000743
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$5,233,064,00020
Available-for-sale securities (fair market value)$12,201,731,00023
Total debt securities$17,434,792,00022
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$489,686,00020
Revaluation gains on off-balance sheet contracts$458,481,00015
Revaluation losses on off-balance sheet contracts$462,879,00013
2014-03-31Rank
Total securities$17,164,131,00022
U.S. Government securities$17,106,624,00019
U.S. Treasury securities$98,0001,178
U.S. Government agency obligations$17,106,526,00018
Securities issued by states & political subdivisions$37,446,0001,035
Other domestic debt securities$5,058,000935
Privately issued residential mortgage-backed securities$58,000794
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$5,000,000681
Foreign debt securities$15,000,00061
Equity securities$3,0001,221
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,934,149,00013
Mortgage-backed securities$17,106,550,00018
Certificates of participation in pools of residential mortgages$1,831,973,00045
Issued or guaranteed by U.S.$1,831,973,00043
Privately issued$076
Collaterized mortgage obligations$15,274,577,00010
CMOs issued by government agencies or sponsored agencies$15,274,519,0005
Privately issued$58,000761
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$4,825,885,00018
Available-for-sale securities (fair market value)$12,338,246,00024
Total debt securities$17,164,128,00022
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$372,602,00022
Revaluation gains on off-balance sheet contracts$347,278,00019
Revaluation losses on off-balance sheet contracts$409,460,00016
2013-12-31Rank
Total securities$17,082,087,00021
U.S. Government securities$17,022,240,00019
U.S. Treasury securities$98,0001,108
U.S. Government agency obligations$17,022,142,00018
Securities issued by states & political subdivisions$39,780,000968
Other domestic debt securities$5,064,000976
Privately issued residential mortgage-backed securities$64,000826
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$5,000,000706
Foreign debt securities$15,000,00060
Equity securities$3,0001,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,124,844,00014
Mortgage-backed securities$17,022,167,00019
Certificates of participation in pools of residential mortgages$1,285,805,00057
Issued or guaranteed by U.S.$1,285,805,00055
Privately issued$081
Collaterized mortgage obligations$15,736,362,0009
CMOs issued by government agencies or sponsored agencies$15,736,298,0005
Privately issued$64,000789
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$4,755,819,00018
Available-for-sale securities (fair market value)$12,326,268,00023
Total debt securities$17,082,084,00021
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$344,600,00024
Revaluation gains on off-balance sheet contracts$315,345,00020
Revaluation losses on off-balance sheet contracts$420,101,00017
2013-09-30Rank
Total securities$17,417,442,00020
U.S. Government securities$17,356,475,00019
U.S. Treasury securities$98,0001,108
U.S. Government agency obligations$17,356,377,00017
Securities issued by states & political subdivisions$40,897,000935
Other domestic debt securities$5,067,0001,017
Privately issued residential mortgage-backed securities$67,000855
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$5,000,000731
Foreign debt securities$15,000,00058
Equity securities$3,0001,252
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,118,158,00012
Mortgage-backed securities$17,356,401,00018
Certificates of participation in pools of residential mortgages$762,137,00082
Issued or guaranteed by U.S.$762,137,00081
Privately issued$080
Collaterized mortgage obligations$16,594,264,0009
CMOs issued by government agencies or sponsored agencies$16,594,197,0005
Privately issued$67,000819
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$4,835,199,00016
Available-for-sale securities (fair market value)$12,582,243,00023
Total debt securities$17,417,439,00020
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$400,037,00023
Revaluation gains on off-balance sheet contracts$372,513,00019
Revaluation losses on off-balance sheet contracts$464,520,00016
2013-06-30Rank
Total securities$17,980,674,00020
U.S. Government securities$17,918,864,00019
U.S. Treasury securities$98,0001,131
U.S. Government agency obligations$17,918,766,00017
Securities issued by states & political subdivisions$43,738,000868
Other domestic debt securities$5,069,0001,034
Privately issued residential mortgage-backed securities$69,000881
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$5,000,000737
Foreign debt securities$13,000,00065
Equity securities$3,0001,254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,994,813,00012
Mortgage-backed securities$17,918,785,00018
Certificates of participation in pools of residential mortgages$583,629,00097
Issued or guaranteed by U.S.$583,629,00096
Privately issued$083
Collaterized mortgage obligations$17,335,156,0009
CMOs issued by government agencies or sponsored agencies$17,335,087,0005
Privately issued$69,000842
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$4,749,925,00012
Available-for-sale securities (fair market value)$13,230,749,00024
Total debt securities$17,980,671,00020
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$382,956,00025
Revaluation gains on off-balance sheet contracts$345,763,00023
Revaluation losses on off-balance sheet contracts$455,733,00017
2013-03-31Rank
Total securities$17,174,021,00021
U.S. Government securities$17,108,438,00019
U.S. Treasury securities$100,0001,126
U.S. Government agency obligations$17,108,338,00017
Securities issued by states & political subdivisions$47,508,000779
Other domestic debt securities$5,072,0001,035
Privately issued residential mortgage-backed securities$72,000923
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$5,000,000734
Foreign debt securities$13,000,00060
Equity securities$3,0001,267
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,309,984,00013
Mortgage-backed securities$17,108,354,00018
Certificates of participation in pools of residential mortgages$486,951,000111
Issued or guaranteed by U.S.$486,951,000109
Privately issued$083
Collaterized mortgage obligations$16,621,403,0009
CMOs issued by government agencies or sponsored agencies$16,621,331,0005
Privately issued$72,000885
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$3,721,156,00013
Available-for-sale securities (fair market value)$13,452,865,00023
Total debt securities$17,174,018,00021
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$505,280,00023
Revaluation gains on off-balance sheet contracts$472,545,00018
Revaluation losses on off-balance sheet contracts$603,509,00015
2012-12-31Rank
Total securities$15,982,418,00021
U.S. Government securities$15,915,098,00020
U.S. Treasury securities$100,0001,100
U.S. Government agency obligations$15,914,998,00019
Securities issued by states & political subdivisions$49,242,000722
Other domestic debt securities$5,075,0001,010
Privately issued residential mortgage-backed securities$75,000947
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$5,000,000716
Foreign debt securities$13,000,00059
Equity securities$3,0001,248
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,592,877,00014
Mortgage-backed securities$15,915,010,00018
Certificates of participation in pools of residential mortgages$538,371,000105
Issued or guaranteed by U.S.$538,371,000104
Privately issued$085
Collaterized mortgage obligations$15,376,639,00011
CMOs issued by government agencies or sponsored agencies$15,376,564,0006
Privately issued$75,000911
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$3,930,673,00011
Available-for-sale securities (fair market value)$12,051,745,00024
Total debt securities$15,982,415,00021
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$568,339,00024
Revaluation gains on off-balance sheet contracts$533,261,00020
Revaluation losses on off-balance sheet contracts$674,136,00015
2012-09-30Rank
Total securities$16,088,284,00022
U.S. Government securities$16,016,304,00021
U.S. Treasury securities$200,0001,024
U.S. Government agency obligations$16,016,104,00019
Securities issued by states & political subdivisions$53,892,000607
Other domestic debt securities$5,086,0001,045
Privately issued residential mortgage-backed securities$86,000990
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$5,000,000748
Foreign debt securities$13,000,00057
Equity securities$2,0001,286
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,390,841,00016
Mortgage-backed securities$16,016,120,00018
Certificates of participation in pools of residential mortgages$597,941,000103
Issued or guaranteed by U.S.$597,941,000102
Privately issued$088
Collaterized mortgage obligations$15,418,179,00010
CMOs issued by government agencies or sponsored agencies$15,418,093,0006
Privately issued$86,000951
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$4,152,843,00012
Available-for-sale securities (fair market value)$11,935,441,00025
Total debt securities$16,088,282,00022
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$634,497,00024
Revaluation gains on off-balance sheet contracts$600,859,00019
Revaluation losses on off-balance sheet contracts$753,065,00015
2012-06-30Rank
Total securities$17,537,811,00020
U.S. Government securities$17,463,338,00020
U.S. Treasury securities$100,0001,034
U.S. Government agency obligations$17,463,238,00019
Securities issued by states & political subdivisions$56,382,000546
Other domestic debt securities$5,089,0001,057
Privately issued residential mortgage-backed securities$89,0001,042
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$5,000,000755
Foreign debt securities$13,000,00055
Equity securities$2,0001,289
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,038,675,00016
Mortgage-backed securities$17,463,250,00017
Certificates of participation in pools of residential mortgages$652,244,00096
Issued or guaranteed by U.S.$652,244,00095
Privately issued$094
Collaterized mortgage obligations$16,811,006,0009
CMOs issued by government agencies or sponsored agencies$16,810,917,0006
Privately issued$89,0001,001
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$4,352,269,00012
Available-for-sale securities (fair market value)$13,185,542,00024
Total debt securities$17,537,809,00020
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$670,872,00022
Revaluation gains on off-balance sheet contracts$634,626,00019
Revaluation losses on off-balance sheet contracts$822,866,00015
2012-03-31Rank
Total securities$17,639,316,00021
U.S. Government securities$17,559,268,00021
U.S. Treasury securities$100,0001,122
U.S. Government agency obligations$17,559,168,00019
Securities issued by states & political subdivisions$61,936,000448
Other domestic debt securities$5,110,0001,052
Privately issued residential mortgage-backed securities$110,0001,053
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$5,000,000747
Foreign debt securities$13,000,00055
Equity securities$2,0001,277
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,513,186,00015
Mortgage-backed securities$17,559,195,00018
Certificates of participation in pools of residential mortgages$713,509,00093
Issued or guaranteed by U.S.$713,509,00092
Privately issued$094
Collaterized mortgage obligations$16,845,686,0009
CMOs issued by government agencies or sponsored agencies$16,845,576,0006
Privately issued$110,0001,014
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$3,018,735,00016
Available-for-sale securities (fair market value)$14,620,581,00023
Total debt securities$17,639,314,00021
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$675,008,00020
Revaluation gains on off-balance sheet contracts$649,368,00017
Revaluation losses on off-balance sheet contracts$816,762,00013
2011-12-31Rank
Total securities$18,111,963,00021
U.S. Government securities$18,031,057,00021
U.S. Treasury securities$100,0001,041
U.S. Government agency obligations$18,030,957,00019
Securities issued by states & political subdivisions$62,791,000431
Other domestic debt securities$5,114,0001,026
Privately issued residential mortgage-backed securities$114,0001,144
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$5,000,000691
Foreign debt securities$13,000,00046
Equity securities$1,0001,348
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,490,382,00015
Mortgage-backed securities$18,030,978,00018
Certificates of participation in pools of residential mortgages$777,849,00086
Issued or guaranteed by U.S.$777,849,00085
Privately issued$0121
Collaterized mortgage obligations$17,253,129,0008
CMOs issued by government agencies or sponsored agencies$17,253,015,0006
Privately issued$114,0001,086
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$2,109,238,00021
Available-for-sale securities (fair market value)$16,002,725,00020
Total debt securities$18,111,962,00021
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$765,418,00023
Revaluation gains on off-balance sheet contracts$731,966,00018
Revaluation losses on off-balance sheet contracts$931,142,00014
2011-09-30Rank
Total securities$18,773,467,00021
U.S. Government securities$18,689,978,00019
U.S. Treasury securities$100,0001,090
U.S. Government agency obligations$18,689,878,00018
Securities issued by states & political subdivisions$65,370,000377
Other domestic debt securities$5,118,0001,022
Privately issued residential mortgage-backed securities$118,0001,164
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$5,000,000665
Foreign debt securities$13,000,00051
Equity securities$1,0001,395
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,170,407,00014
Mortgage-backed securities$18,689,845,00017
Certificates of participation in pools of residential mortgages$849,543,00082
Issued or guaranteed by U.S.$849,543,00081
Privately issued$0132
Collaterized mortgage obligations$17,840,302,0008
CMOs issued by government agencies or sponsored agencies$17,840,184,0006
Privately issued$118,0001,102
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$1,176,082,00031
Available-for-sale securities (fair market value)$17,597,385,00020
Total debt securities$18,773,466,00021
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$790,948,00021
Revaluation gains on off-balance sheet contracts$712,984,00017
Revaluation losses on off-balance sheet contracts$923,566,00014
2011-06-30Rank
Total securities$18,674,339,00022
U.S. Government securities$18,525,787,00018
U.S. Treasury securities$100,0001,190
U.S. Government agency obligations$18,525,687,00017
Securities issued by states & political subdivisions$130,402,000144
Other domestic debt securities$5,149,0001,006
Privately issued residential mortgage-backed securities$149,0001,165
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$5,000,000621
Foreign debt securities$13,000,00048
Equity securities$1,0001,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,318,100,00014
Mortgage-backed securities$18,525,674,00016
Certificates of participation in pools of residential mortgages$917,252,00078
Issued or guaranteed by U.S.$917,252,00077
Privately issued$0125
Collaterized mortgage obligations$17,608,422,0008
CMOs issued by government agencies or sponsored agencies$17,608,273,0006
Privately issued$149,0001,108
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$18,996,000699
Available-for-sale securities (fair market value)$18,655,343,00019
Total debt securities$18,674,338,00022
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$719,363,00022
Revaluation gains on off-balance sheet contracts$674,730,00017
Revaluation losses on off-balance sheet contracts$875,454,00013
2011-03-31Rank
Total securities$19,441,421,00021
U.S. Government securities$19,270,028,00017
U.S. Treasury securities$100,0001,235
U.S. Government agency obligations$19,269,928,00015
Securities issued by states & political subdivisions$150,764,000114
Other domestic debt securities$5,154,0001,032
Privately issued residential mortgage-backed securities$153,0001,192
Commercial mortgage-backed securities - Total$1,00080
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$5,000,000612
Foreign debt securities$13,000,00044
Equity securities$2,475,000384
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,908,964,00014
Mortgage-backed securities$19,269,910,00015
Certificates of participation in pools of residential mortgages$980,981,00075
Issued or guaranteed by U.S.$980,981,00074
Privately issued$0136
Collaterized mortgage obligations$18,288,928,0008
CMOs issued by government agencies or sponsored agencies$18,288,775,0006
Privately issued$153,0001,135
Commercial mortgage-backed securities$1,000471
Commercial mortgage pass-through securities$1,000364
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$18,996,000706
Available-for-sale securities (fair market value)$19,422,425,00019
Total debt securities$19,438,946,00021
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$985,891,00017
Revaluation gains on off-balance sheet contracts$801,855,00016
Revaluation losses on off-balance sheet contracts$956,823,00011
2010-12-31Rank
Total securities$21,926,123,00019
U.S. Government securities$21,734,443,00016
U.S. Treasury securities$100,0001,244
U.S. Government agency obligations$21,734,343,00013
Securities issued by states & political subdivisions$173,274,00094
Other domestic debt securities$5,159,0001,094
Privately issued residential mortgage-backed securities$158,0001,248
Commercial mortgage-backed securities - Total$1,000435
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$5,000,000609
Foreign debt securities$11,000,00044
Equity securities$2,247,000405
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,683,992,00013
Mortgage-backed securities$21,734,321,00014
Certificates of participation in pools of residential mortgages$1,069,089,00070
Issued or guaranteed by U.S.$1,069,089,00069
Privately issued$0141
Collaterized mortgage obligations$20,665,231,0006
CMOs issued by government agencies or sponsored agencies$20,665,073,0004
Privately issued$158,0001,189
Commercial mortgage-backed securities$1,000435
Commercial mortgage pass-through securities$1,000349
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$17,075,000757
Available-for-sale securities (fair market value)$21,909,048,00017
Total debt securities$21,923,874,00019
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$929,766,00020
Revaluation gains on off-balance sheet contracts$756,942,00018
Revaluation losses on off-balance sheet contracts$931,581,00013
2010-09-30Rank
Total securities$21,164,712,00019
U.S. Government securities$21,067,178,00016
U.S. Treasury securities$100,0001,152
U.S. Government agency obligations$21,067,078,00013
Securities issued by states & political subdivisions$79,389,000245
Other domestic debt securities$5,164,0001,130
Privately issued residential mortgage-backed securities$162,0001,318
Commercial mortgage-backed securities - Total$2,000408
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$5,000,000604
Foreign debt securities$11,000,00043
Equity securities$1,981,000482
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,036,324,00015
Mortgage-backed securities$21,067,005,00015
Certificates of participation in pools of residential mortgages$1,180,874,00066
Issued or guaranteed by U.S.$1,180,874,00065
Privately issued$0141
Collaterized mortgage obligations$19,886,129,0008
CMOs issued by government agencies or sponsored agencies$19,885,967,0003
Privately issued$162,0001,258
Commercial mortgage-backed securities$2,000408
Commercial mortgage pass-through securities$2,000324
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$18,386,000733
Available-for-sale securities (fair market value)$21,146,326,00018
Total debt securities$21,162,731,00019
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,016,167,00024
Revaluation gains on off-balance sheet contracts$952,920,00018
Revaluation losses on off-balance sheet contracts$1,193,119,00014
2010-06-30Rank
Total securities$19,684,530,00019
U.S. Government securities$19,573,019,00016
U.S. Treasury securities$101,0001,088
U.S. Government agency obligations$19,572,918,00014
Securities issued by states & political subdivisions$80,325,000224
Other domestic debt securities$5,168,0001,127
Privately issued residential mortgage-backed securities$166,0001,349
Commercial mortgage-backed securities - Total$2,000404
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$5,000,000572
Foreign debt securities$11,000,00041
Equity securities$15,018,000109
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,062,328,00015
Mortgage-backed securities$19,572,834,00015
Certificates of participation in pools of residential mortgages$1,283,058,00061
Issued or guaranteed by U.S.$1,283,058,00061
Privately issued$0148
Collaterized mortgage obligations$18,289,774,0007
CMOs issued by government agencies or sponsored agencies$18,289,608,0002
Privately issued$166,0001,290
Commercial mortgage-backed securities$2,000404
Commercial mortgage pass-through securities$2,000321
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$18,816,000739
Available-for-sale securities (fair market value)$19,665,714,00018
Total debt securities$19,669,513,00019
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$893,148,00022
Revaluation gains on off-balance sheet contracts$872,028,00016
Revaluation losses on off-balance sheet contracts$1,078,354,00013
2010-03-31Rank
Total securities$16,458,112,00022
U.S. Government securities$16,339,694,00018
U.S. Treasury securities$102,0001,097
U.S. Government agency obligations$16,339,592,00016
Securities issued by states & political subdivisions$85,527,000199
Other domestic debt securities$8,176,000911
Privately issued residential mortgage-backed securities$174,0001,379
Commercial mortgage-backed securities - Total$2,000418
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$8,000,000418
Foreign debt securities$11,000,00040
Equity securities$13,715,000112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,329,382,00016
Mortgage-backed securities$16,339,489,00017
Certificates of participation in pools of residential mortgages$1,355,123,00058
Issued or guaranteed by U.S.$1,355,123,00058
Privately issued$0145
Collaterized mortgage obligations$14,984,364,00010
CMOs issued by government agencies or sponsored agencies$14,984,190,0004
Privately issued$174,0001,323
Commercial mortgage-backed securities$2,000418
Commercial mortgage pass-through securities$2,000330
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$22,135,000650
Available-for-sale securities (fair market value)$16,435,977,00020
Total debt securities$16,444,396,00022
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$1,051,646,00019
Revaluation gains on off-balance sheet contracts$825,397,00016
Revaluation losses on off-balance sheet contracts$924,196,00012
2009-12-31Rank
Total securities$16,725,726,00023
U.S. Government securities$16,434,631,00018
U.S. Treasury securities$103,0001,044
U.S. Government agency obligations$16,434,528,00017
Securities issued by states & political subdivisions$85,925,000194
Other domestic debt securities$190,217,000113
Privately issued residential mortgage-backed securities$179,0001,420
Commercial mortgage-backed securities - Total$2,000403
Asset backed securities$180,953,00032
Structured financial products - Total$0366
Other domestic debt securities - All other$9,083,000387
Foreign debt securities$13,000,00034
Equity securities$1,953,000518
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,662,061,00017
Mortgage-backed securities$16,434,090,00017
Certificates of participation in pools of residential mortgages$1,427,733,00053
Issued or guaranteed by U.S.$1,427,733,00051
Privately issued$0157
Collaterized mortgage obligations$15,006,355,0009
CMOs issued by government agencies or sponsored agencies$15,006,176,0001
Privately issued$179,0001,353
Commercial mortgage-backed securities$2,000403
Commercial mortgage pass-through securities$2,000319
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$24,213,000627
Available-for-sale securities (fair market value)$16,701,513,00022
Total debt securities$16,723,773,00023
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$1,309,526,00020
Revaluation gains on off-balance sheet contracts$848,516,00015
Revaluation losses on off-balance sheet contracts$918,223,00013
2009-09-30Rank
Total securities$15,496,427,00024
U.S. Government securities$15,207,079,00019
U.S. Treasury securities$104,0001,012
U.S. Government agency obligations$15,206,975,00017
Securities issued by states & political subdivisions$90,382,000190
Other domestic debt securities$184,092,000128
Privately issued residential mortgage-backed securities$194,0001,463
Commercial mortgage-backed securities - Total$2,000414
Asset backed securities$174,813,00033
Structured financial products - Total$0375
Other domestic debt securities - All other$9,083,000408
Foreign debt securities$13,000,00033
Equity securities$1,874,000568
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,874,497,00017
Mortgage-backed securities$15,206,535,00017
Certificates of participation in pools of residential mortgages$1,525,691,00050
Issued or guaranteed by U.S.$1,525,691,00050
Privately issued$0171
Collaterized mortgage obligations$13,680,842,00010
CMOs issued by government agencies or sponsored agencies$13,680,648,0001
Privately issued$194,0001,394
Commercial mortgage-backed securities$2,000414
Commercial mortgage pass-through securities$2,000315
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$24,309,000646
Available-for-sale securities (fair market value)$15,472,118,00022
Total debt securities$15,494,553,00024
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$1,570,168,00022
Revaluation gains on off-balance sheet contracts$1,014,591,00017
Revaluation losses on off-balance sheet contracts$1,084,622,00014
2009-06-30Rank
Total securities$12,124,458,00023
U.S. Government securities$11,825,345,00019
U.S. Treasury securities$2,117,000515
U.S. Government agency obligations$11,823,228,00017
Securities issued by states & political subdivisions$89,716,000192
Other domestic debt securities$194,769,000136
Privately issued residential mortgage-backed securities$199,0001,475
Commercial mortgage-backed securities - Total$2,000340
Asset backed securities$185,485,00034
Structured financial products - Total$0397
Other domestic debt securities - All other$9,083,000427
Foreign debt securities$13,000,00035
Equity securities$1,628,000652
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,051,345,00016
Mortgage-backed securities$10,122,771,00021
Certificates of participation in pools of residential mortgages$1,599,295,00052
Issued or guaranteed by U.S.$1,599,295,00052
Privately issued$0181
Collaterized mortgage obligations$8,523,474,00014
CMOs issued by government agencies or sponsored agencies$8,523,275,0006
Privately issued$199,0001,408
Commercial mortgage-backed securities$2,000340
Commercial mortgage pass-through securities$2,000240
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$24,732,000641
Available-for-sale securities (fair market value)$12,099,726,00021
Total debt securities$12,122,832,00023
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$1,047,353,00025
Revaluation gains on off-balance sheet contracts$931,761,00017
Revaluation losses on off-balance sheet contracts$421,611,00019
2009-03-31Rank
Total securities$8,493,721,00033
U.S. Government securities$8,208,305,00024
U.S. Treasury securities$2,140,000472
U.S. Government agency obligations$8,206,165,00023
Securities issued by states & political subdivisions$94,623,000176
Other domestic debt securities$176,342,000143
Privately issued residential mortgage-backed securities$210,0001,496
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$167,049,00038
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,083,000426
Foreign debt securities$13,000,00031
Equity securities$1,451,000673
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,214,629,00018
Mortgage-backed securities$8,205,644,00024
Certificates of participation in pools of residential mortgages$1,700,816,00049
Issued or guaranteed by U.S.$1,700,816,00047
Privately issued$0191
Collaterized mortgage obligations$6,504,828,00017
CMOs issued by government agencies or sponsored agencies$6,504,618,0007
Privately issued$210,0001,432
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,116,000632
Available-for-sale securities (fair market value)$8,468,605,00031
Total debt securities$8,492,270,00031
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$2,133,575,00018
Revaluation gains on off-balance sheet contracts$1,387,903,00017
Revaluation losses on off-balance sheet contracts$783,556,00016
2008-12-31Rank
Total securities$8,402,755,00030
U.S. Government securities$8,093,018,00022
U.S. Treasury securities$2,163,000441
U.S. Government agency obligations$8,090,855,00022
Securities issued by states & political subdivisions$94,816,000170
Other domestic debt securities$200,303,000122
Privately issued residential mortgage-backed securities$215,0001,451
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$191,005,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,083,000414
Foreign debt securities$13,000,00025
Equity securities$1,618,000620
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,745,996,00019
Mortgage-backed securities$8,090,288,00024
Certificates of participation in pools of residential mortgages$1,566,887,00054
Issued or guaranteed by U.S.$1,566,887,00052
Privately issued$0188
Collaterized mortgage obligations$6,523,401,00018
CMOs issued by government agencies or sponsored agencies$6,523,186,0008
Privately issued$215,0001,384
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,294,000629
Available-for-sale securities (fair market value)$8,377,461,00030
Total debt securities$8,401,137,00030
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$2,254,215,00019
Revaluation gains on off-balance sheet contracts$1,419,522,00017
Revaluation losses on off-balance sheet contracts$1,006,475,00017
2008-09-30Rank
Total securities$8,321,051,00029
U.S. Government securities$8,004,926,00021
U.S. Treasury securities$2,154,000451
U.S. Government agency obligations$8,002,772,00020
Securities issued by states & political subdivisions$96,349,000161
Other domestic debt securities$204,555,000125
Privately issued residential mortgage-backed securities$221,0001,420
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$195,251,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,083,000404
Foreign debt securities$13,000,00025
Equity securities$2,221,000546
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,802,099,00018
Mortgage-backed securities$8,002,158,00024
Certificates of participation in pools of residential mortgages$1,534,177,00053
Issued or guaranteed by U.S.$1,534,177,00050
Privately issued$0192
Collaterized mortgage obligations$6,467,981,00019
CMOs issued by government agencies or sponsored agencies$6,467,760,0007
Privately issued$221,0001,358
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,515,000595
Available-for-sale securities (fair market value)$8,293,536,00029
Total debt securities$8,318,830,00029
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$1,582,322,00021
Revaluation gains on off-balance sheet contracts$775,813,00014
Revaluation losses on off-balance sheet contracts$479,152,00015
2008-06-30Rank
Total securities$8,238,572,00035
U.S. Government securities$7,930,534,00023
U.S. Treasury securities$2,158,000449
U.S. Government agency obligations$7,928,376,00023
Securities issued by states & political subdivisions$99,033,000155
Other domestic debt securities$196,698,000138
Privately issued residential mortgage-backed securities$232,0001,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$187,383,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,083,000467
Foreign debt securities$9,500,00030
Equity securities$2,807,000654
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,520,843,00018
Mortgage-backed securities$7,927,487,00028
Certificates of participation in pools of residential mortgages$1,577,701,00050
Issued or guaranteed by U.S.$1,577,701,00049
Privately issued$0202
Collaterized mortgage obligations$6,349,786,00021
CMOs issued by government agencies or sponsored agencies$6,349,554,0006
Privately issued$232,0001,308
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,487,000615
Available-for-sale securities (fair market value)$8,213,085,00033
Total debt securities$8,233,769,00035
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$2,189,369,00017
Revaluation gains on off-balance sheet contracts$1,415,871,00011
Revaluation losses on off-balance sheet contracts$718,899,00014
2008-03-31Rank
Total securities$8,348,225,00032
U.S. Government securities$8,034,976,00021
U.S. Treasury securities$2,195,000474
U.S. Government agency obligations$8,032,781,00021
Securities issued by states & political subdivisions$101,513,000155
Other domestic debt securities$195,833,000141
Privately issued residential mortgage-backed securities$237,0001,371
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$186,513,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,083,000465
Foreign debt securities$13,000,00028
Equity securities$2,903,000687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,279,163,00021
Mortgage-backed securities$8,031,867,00028
Certificates of participation in pools of residential mortgages$1,515,238,00057
Issued or guaranteed by U.S.$1,515,238,00053
Privately issued$0205
Collaterized mortgage obligations$6,516,629,00022
CMOs issued by government agencies or sponsored agencies$6,516,392,0005
Privately issued$237,0001,300
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$29,461,000551
Available-for-sale securities (fair market value)$8,318,764,00032
Total debt securities$8,342,621,00032
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$1,336,804,00025
Revaluation gains on off-balance sheet contracts$972,189,00016
Revaluation losses on off-balance sheet contracts$600,827,00019
2007-12-31Rank
Total securities$7,783,077,00035
U.S. Government securities$7,554,456,00022
U.S. Treasury securities$2,153,000534
U.S. Government agency obligations$7,552,303,00022
Securities issued by states & political subdivisions$18,959,0001,142
Other domestic debt securities$195,228,000136
Privately issued residential mortgage-backed securities$1,123,000978
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$185,120,00036
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,985,000469
Foreign debt securities$11,000,00026
Equity securities$3,434,000600
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,252,473,00019
Mortgage-backed securities$7,552,058,00027
Certificates of participation in pools of residential mortgages$1,390,521,00056
Issued or guaranteed by U.S.$1,390,521,00053
Privately issued$0191
Collaterized mortgage obligations$6,161,537,00022
CMOs issued by government agencies or sponsored agencies$6,160,414,0004
Privately issued$1,123,000927
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,543,000599
Available-for-sale securities (fair market value)$7,755,534,00032
Total debt securities$7,776,124,00035
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$1,862,891,00018
Revaluation gains on off-balance sheet contracts$1,396,945,00011
Revaluation losses on off-balance sheet contracts$1,288,587,00011
2007-09-30Rank
Total securities$7,782,012,00036
U.S. Government securities$7,524,329,00025
U.S. Treasury securities$4,622,000362
U.S. Government agency obligations$7,519,707,00025
Securities issued by states & political subdivisions$27,110,000730
Other domestic debt securities$202,538,000135
Privately issued residential mortgage-backed securities$1,360,000908
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$191,852,00037
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,326,000438
Foreign debt securities$13,000,00023
Equity securities$15,035,000212
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,306,682,00020
Mortgage-backed securities$7,519,645,00029
Certificates of participation in pools of residential mortgages$1,172,149,00062
Issued or guaranteed by U.S.$1,172,149,00060
Privately issued$0194
Collaterized mortgage obligations$6,347,496,00019
CMOs issued by government agencies or sponsored agencies$6,346,136,0004
Privately issued$1,360,000864
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,889,000498
Available-for-sale securities (fair market value)$7,746,123,00033
Total debt securities$7,763,361,00035
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$1,357,277,00022
Revaluation gains on off-balance sheet contracts$1,021,468,00013
Revaluation losses on off-balance sheet contracts$950,995,00013
2007-06-30Rank
Total securities$7,687,455,00035
U.S. Government securities$7,421,619,00023
U.S. Treasury securities$4,554,000417
U.S. Government agency obligations$7,417,065,00023
Securities issued by states & political subdivisions$29,721,000654
Other domestic debt securities$203,280,000138
Privately issued residential mortgage-backed securities$1,403,000851
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$192,640,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,237,000415
Foreign debt securities$13,000,00026
Equity securities$19,835,000158
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,080,960,00017
Mortgage-backed securities$7,417,005,00027
Certificates of participation in pools of residential mortgages$1,103,781,00066
Issued or guaranteed by U.S.$1,103,781,00060
Privately issued$0207
Collaterized mortgage obligations$6,313,224,00015
CMOs issued by government agencies or sponsored agencies$6,311,821,0004
Privately issued$1,403,000802
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$37,396,000489
Available-for-sale securities (fair market value)$7,650,059,00033
Total debt securities$7,664,034,00035
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$1,201,460,00020
Revaluation gains on off-balance sheet contracts$890,262,00011
Revaluation losses on off-balance sheet contracts$843,639,00011
2007-03-31Rank
Total securities$7,665,316,00032
U.S. Government securities$7,390,282,00023
U.S. Treasury securities$4,541,000441
U.S. Government agency obligations$7,385,741,00023
Securities issued by states & political subdivisions$30,858,000620
Other domestic debt securities$214,069,000132
Privately issued residential mortgage-backed securities$1,375,000827
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$198,648,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,046,000309
Foreign debt securities$13,000,00029
Equity securities$17,107,000176
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,086,149,00020
Mortgage-backed securities$7,385,600,00028
Certificates of participation in pools of residential mortgages$880,477,00075
Issued or guaranteed by U.S.$880,477,00071
Privately issued$0218
Collaterized mortgage obligations$6,505,123,00014
CMOs issued by government agencies or sponsored agencies$6,503,748,0003
Privately issued$1,375,000776
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$38,224,000496
Available-for-sale securities (fair market value)$7,627,092,00029
Total debt securities$7,644,905,00032
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$989,724,00021
Revaluation gains on off-balance sheet contracts$805,650,00011
Revaluation losses on off-balance sheet contracts$769,637,00011
2006-12-31Rank
Total securities$7,696,897,00032
U.S. Government securities$7,407,434,00023
U.S. Treasury securities$4,503,000478
U.S. Government agency obligations$7,402,931,00023
Securities issued by states & political subdivisions$34,905,000527
Other domestic debt securities$224,293,000124
Privately issued residential mortgage-backed securities$1,362,000819
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$207,639,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,292,000294
Foreign debt securities$13,000,00027
Equity securities$17,265,000181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,853,301,00021
Mortgage-backed securities$7,325,893,00027
Certificates of participation in pools of residential mortgages$324,221,000147
Issued or guaranteed by U.S.$324,221,000140
Privately issued$0208
Collaterized mortgage obligations$7,001,672,00011
CMOs issued by government agencies or sponsored agencies$7,000,310,0002
Privately issued$1,362,000772
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,670,000477
Available-for-sale securities (fair market value)$7,656,227,00030
Total debt securities$7,676,445,00032
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$996,080,00020
Revaluation gains on off-balance sheet contracts$832,585,00011
Revaluation losses on off-balance sheet contracts$811,324,00011
2006-09-30Rank
Total securities$7,302,002,00039
U.S. Government securities$7,057,670,00027
U.S. Treasury securities$4,466,000506
U.S. Government agency obligations$7,053,204,00025
Securities issued by states & political subdivisions$43,163,000407
Other domestic debt securities$168,759,000155
Privately issued residential mortgage-backed securities$2,972,000625
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$157,177,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,610,000452
Foreign debt securities$14,685,00029
Equity securities$17,725,000176
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,954,100,00019
Mortgage-backed securities$6,848,813,00031
Certificates of participation in pools of residential mortgages$198,912,000219
Issued or guaranteed by U.S.$198,912,000210
Privately issued$0214
Collaterized mortgage obligations$6,649,901,00011
CMOs issued by government agencies or sponsored agencies$6,646,929,0003
Privately issued$2,972,000582
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,769,000506
Available-for-sale securities (fair market value)$7,261,233,00036
Total debt securities$7,281,237,00039
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$984,382,00018
Revaluation gains on off-balance sheet contracts$790,575,00011
Revaluation losses on off-balance sheet contracts$764,299,00011
2006-06-30Rank
Total securities$7,020,114,00038
U.S. Government securities$6,746,231,00026
U.S. Treasury securities$4,414,000555
U.S. Government agency obligations$6,741,817,00026
Securities issued by states & political subdivisions$46,505,000366
Other domestic debt securities$194,728,000141
Privately issued residential mortgage-backed securities$18,671,000299
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$166,568,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,489,000428
Foreign debt securities$14,685,00028
Equity securities$17,965,000170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,324,196,00023
Mortgage-backed securities$6,748,707,00028
Certificates of participation in pools of residential mortgages$189,849,000243
Issued or guaranteed by U.S.$189,849,000236
Privately issued$0211
Collaterized mortgage obligations$6,558,858,00011
CMOs issued by government agencies or sponsored agencies$6,540,187,0004
Privately issued$18,671,000282
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$44,302,000476
Available-for-sale securities (fair market value)$6,975,812,00036
Total debt securities$6,997,013,00036
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$1,116,977,00017
Revaluation gains on off-balance sheet contracts$891,303,00011
Revaluation losses on off-balance sheet contracts$858,673,00011
2006-03-31Rank
Total securities$6,969,087,00039
U.S. Government securities$6,676,776,00028
U.S. Treasury securities$5,396,000520
U.S. Government agency obligations$6,671,380,00028
Securities issued by states & political subdivisions$50,244,000329
Other domestic debt securities$210,963,000131
Privately issued residential mortgage-backed securities$19,004,000293
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$181,816,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,143,000431
Foreign debt securities$12,685,00029
Equity securities$18,419,000163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,310,627,00022
Mortgage-backed securities$6,625,566,00028
Certificates of participation in pools of residential mortgages$205,436,000230
Issued or guaranteed by U.S.$205,436,000222
Privately issued$0205
Collaterized mortgage obligations$6,420,130,00011
CMOs issued by government agencies or sponsored agencies$6,401,126,0004
Privately issued$19,004,000276
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$45,740,000471
Available-for-sale securities (fair market value)$6,923,347,00034
Total debt securities$6,945,501,00039
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$1,026,215,00015
Revaluation gains on off-balance sheet contracts$820,704,00011
Revaluation losses on off-balance sheet contracts$770,859,00011
2005-12-31Rank
Total securities$7,200,648,00038
U.S. Government securities$6,763,799,00028
U.S. Treasury securities$2,405,000828
U.S. Government agency obligations$6,761,394,00028
Securities issued by states & political subdivisions$53,254,000303
Other domestic debt securities$210,718,000136
Privately issued residential mortgage-backed securities$17,512,000308
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$182,365,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,841,000421
Foreign debt securities$56,114,00016
Equity securities$116,763,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,376,476,00023
Mortgage-backed securities$6,521,284,00030
Certificates of participation in pools of residential mortgages$222,661,000223
Issued or guaranteed by U.S.$222,661,000217
Privately issued$0216
Collaterized mortgage obligations$6,298,623,00015
CMOs issued by government agencies or sponsored agencies$6,281,111,0003
Privately issued$17,512,000291
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$91,589,000253
Available-for-sale securities (fair market value)$7,109,059,00034
Total debt securities$7,078,855,00038
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$1,037,972,00017
Revaluation gains on off-balance sheet contracts$863,301,00011
Revaluation losses on off-balance sheet contracts$815,240,00010
2005-09-30Rank
Total securities$7,057,872,00039
U.S. Government securities$6,733,100,00029
U.S. Treasury securities$2,394,000830
U.S. Government agency obligations$6,730,706,00029
Securities issued by states & political subdivisions$61,113,000252
Other domestic debt securities$203,034,000139
Privately issued residential mortgage-backed securities$17,534,000303
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$170,927,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,573,000350
Foreign debt securities$55,804,00018
Equity securities$4,821,000501
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,153,620,00024
Mortgage-backed securities$6,509,280,00029
Certificates of participation in pools of residential mortgages$243,268,000212
Issued or guaranteed by U.S.$243,268,000206
Privately issued$0225
Collaterized mortgage obligations$6,266,012,00013
CMOs issued by government agencies or sponsored agencies$6,248,478,0004
Privately issued$17,534,000285
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$97,758,000234
Available-for-sale securities (fair market value)$6,960,114,00035
Total debt securities$7,048,024,00037
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$1,254,466,00017
Revaluation gains on off-balance sheet contracts$916,185,00010
Revaluation losses on off-balance sheet contracts$884,361,00010
2005-06-30Rank
Total securities$7,186,736,00040
U.S. Government securities$6,880,218,00030
U.S. Treasury securities$2,395,000850
U.S. Government agency obligations$6,877,823,00028
Securities issued by states & political subdivisions$66,705,000219
Other domestic debt securities$217,912,000135
Privately issued residential mortgage-backed securities$26,078,000257
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$176,578,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,256,000357
Foreign debt securities$12,695,00026
Equity securities$9,206,000327
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,060,634,00024
Mortgage-backed securities$6,665,853,00030
Certificates of participation in pools of residential mortgages$267,497,000196
Issued or guaranteed by U.S.$267,497,000191
Privately issued$0223
Collaterized mortgage obligations$6,398,356,00015
CMOs issued by government agencies or sponsored agencies$6,372,278,0004
Privately issued$26,078,000243
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,278,000397
Available-for-sale securities (fair market value)$7,127,458,00033
Total debt securities$7,164,183,00040
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$1,309,074,00018
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$7,040,311,00040
U.S. Government securities$6,711,573,00032
U.S. Treasury securities$5,349,000584
U.S. Government agency obligations$6,706,224,00031
Securities issued by states & political subdivisions$75,050,000189
Other domestic debt securities$229,101,000130
Privately issued residential mortgage-backed securities$32,962,000213
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$179,819,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$16,320,000350
Foreign debt securities$12,941,00028
Equity securities$11,646,000273
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,164,206,00023
Mortgage-backed securities$6,613,109,00032
Certificates of participation in pools of residential mortgages$289,884,000191
Issued or guaranteed by U.S.$289,884,000185
Privately issued$0207
Collaterized mortgage obligations$6,323,225,00013
CMOs issued by government agencies or sponsored agencies$6,290,263,0004
Privately issued$32,962,000199
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,537,000352
Available-for-sale securities (fair market value)$6,972,774,00036
Total debt securities$7,016,580,00040
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$1,147,969,00020
Revaluation gains on off-balance sheet contracts$944,567,0009
Revaluation losses on off-balance sheet contracts$915,773,0009
2004-12-31Rank
Total securities$7,369,472,00040
U.S. Government securities$6,860,474,00028
U.S. Treasury securities$5,363,000596
U.S. Government agency obligations$6,855,111,00028
Securities issued by states & political subdivisions$79,990,000171
Other domestic debt securities$247,111,000126
Privately issued residential mortgage-backed securities$32,645,000216
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$192,757,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$21,709,000303
Foreign debt securities$12,955,00026
Equity securities$168,942,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,391,969,00020
Mortgage-backed securities$6,688,372,00031
Certificates of participation in pools of residential mortgages$317,244,000190
Issued or guaranteed by U.S.$317,244,000184
Privately issued$0203
Collaterized mortgage obligations$6,371,128,00010
CMOs issued by government agencies or sponsored agencies$6,338,483,0004
Privately issued$32,645,000200
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$71,347,000339
Available-for-sale securities (fair market value)$7,298,125,00033
Total debt securities$7,189,803,00040
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$1,282,126,00019
Revaluation gains on off-balance sheet contracts$1,163,304,0009
Revaluation losses on off-balance sheet contracts$1,124,575,0009
2004-09-30Rank
Total securities$7,085,980,00042
U.S. Government securities$6,656,987,00032
U.S. Treasury securities$5,365,000578
U.S. Government agency obligations$6,651,622,00032
Securities issued by states & political subdivisions$86,864,000152
Other domestic debt securities$244,689,000126
Privately issued residential mortgage-backed securities$32,614,000197
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$186,598,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,477,000262
Foreign debt securities$12,955,00028
Equity securities$84,485,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,195,092,00022
Mortgage-backed securities$6,674,231,00032
Certificates of participation in pools of residential mortgages$327,056,000186
Issued or guaranteed by U.S.$327,056,000181
Privately issued$0225
Collaterized mortgage obligations$6,347,175,0008
CMOs issued by government agencies or sponsored agencies$6,314,561,0004
Privately issued$32,614,000183
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$78,330,000291
Available-for-sale securities (fair market value)$7,007,650,00036
Total debt securities$6,989,949,00042
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$1,393,778,00018
Revaluation gains on off-balance sheet contracts$1,078,795,00010
Revaluation losses on off-balance sheet contracts$1,063,914,00010
2004-06-30Rank
Total securities$6,944,815,00045
U.S. Government securities$6,604,047,00032
U.S. Treasury securities$5,305,000608
U.S. Government agency obligations$6,598,742,00032
Securities issued by states & political subdivisions$89,782,000138
Other domestic debt securities$232,491,000126
Privately issued residential mortgage-backed securities$28,636,000211
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$170,673,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,182,000212
Foreign debt securities$12,955,00031
Equity securities$5,540,000556
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,235,867,00023
Mortgage-backed securities$6,618,196,00030
Certificates of participation in pools of residential mortgages$362,559,000175
Issued or guaranteed by U.S.$362,559,000172
Privately issued$0225
Collaterized mortgage obligations$6,255,637,0009
CMOs issued by government agencies or sponsored agencies$6,227,001,0004
Privately issued$28,636,000197
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$81,297,000282
Available-for-sale securities (fair market value)$6,863,518,00039
Total debt securities$6,925,904,00045
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$1,108,042,00017
Revaluation gains on off-balance sheet contracts$998,035,00011
Revaluation losses on off-balance sheet contracts$978,513,00012
2004-03-31Rank
Total securities$7,371,354,00045
U.S. Government securities$6,637,560,00032
U.S. Treasury securities$5,397,000581
U.S. Government agency obligations$6,632,163,00030
Securities issued by states & political subdivisions$101,041,000130
Other domestic debt securities$607,429,00076
Privately issued residential mortgage-backed securities$364,369,00067
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$180,153,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$62,907,000130
Foreign debt securities$15,005,00030
Equity securities$10,319,000386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,002,651,00020
Mortgage-backed securities$6,991,904,00031
Certificates of participation in pools of residential mortgages$414,785,000160
Issued or guaranteed by U.S.$414,785,000153
Privately issued$0230
Collaterized mortgage obligations$6,577,119,0009
CMOs issued by government agencies or sponsored agencies$6,212,750,0004
Privately issued$364,369,00059
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$93,804,000238
Available-for-sale securities (fair market value)$7,277,550,00037
Total debt securities$7,359,411,00044
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$1,757,722,00014
Revaluation gains on off-balance sheet contracts$1,582,402,00011
Revaluation losses on off-balance sheet contracts$1,540,906,00011
2003-12-31Rank
Total securities$7,548,136,00038
U.S. Government securities$6,728,114,00032
U.S. Treasury securities$5,334,000632
U.S. Government agency obligations$6,722,780,00032
Securities issued by states & political subdivisions$105,787,000118
Other domestic debt securities$578,992,00062
Privately issued residential mortgage-backed securities$349,684,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$171,686,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$57,622,000162
Foreign debt securities$15,055,00031
Equity securities$120,188,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,909,017,00018
Mortgage-backed securities$7,067,616,00027
Certificates of participation in pools of residential mortgages$461,362,000149
Issued or guaranteed by U.S.$461,362,000144
Privately issued$0248
Collaterized mortgage obligations$6,606,254,0008
CMOs issued by government agencies or sponsored agencies$6,256,570,0005
Privately issued$349,684,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$97,728,000220
Available-for-sale securities (fair market value)$7,450,408,00034
Total debt securities$7,427,948,00038
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$1,646,868,00013
Revaluation gains on off-balance sheet contracts$1,445,886,00011
Revaluation losses on off-balance sheet contracts$1,406,249,00011
2003-09-30Rank
Total securities$7,470,128,00037
U.S. Government securities$6,733,921,00029
U.S. Treasury securities$8,342,000463
U.S. Government agency obligations$6,725,579,00029
Securities issued by states & political subdivisions$115,818,000114
Other domestic debt securities$599,605,00056
Privately issued residential mortgage-backed securities$351,707,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$175,702,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$72,196,000132
Foreign debt securities$15,075,00030
Equity securities$5,709,000620
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,996,875,00018
Mortgage-backed securities$7,071,772,00025
Certificates of participation in pools of residential mortgages$589,910,000122
Issued or guaranteed by U.S.$589,910,000119
Privately issued$0253
Collaterized mortgage obligations$6,481,862,0009
CMOs issued by government agencies or sponsored agencies$6,130,155,0005
Privately issued$351,707,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$106,109,000206
Available-for-sale securities (fair market value)$7,364,019,00033
Total debt securities$7,464,419,00037
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$1,787,158,00013
Revaluation gains on off-balance sheet contracts$1,574,063,00011
Revaluation losses on off-balance sheet contracts$1,527,264,00011
2003-06-30Rank
Total securities$7,456,665,00038
U.S. Government securities$6,795,466,00029
U.S. Treasury securities$5,366,000615
U.S. Government agency obligations$6,790,100,00029
Securities issued by states & political subdivisions$121,244,000110
Other domestic debt securities$528,068,00056
Privately issued residential mortgage-backed securities$366,865,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$160,758,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$445,0002,986
Foreign debt securities$3,875,00057
Equity securities$8,012,000502
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,388,196,00020
Mortgage-backed securities$7,150,958,00026
Certificates of participation in pools of residential mortgages$589,065,000116
Issued or guaranteed by U.S.$589,065,000114
Privately issued$0256
Collaterized mortgage obligations$6,561,893,00011
CMOs issued by government agencies or sponsored agencies$6,195,028,0008
Privately issued$366,865,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$99,374,000215
Available-for-sale securities (fair market value)$7,357,291,00033
Total debt securities$7,448,653,00038
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$2,076,058,00012
Revaluation gains on off-balance sheet contracts$1,904,372,00011
Revaluation losses on off-balance sheet contracts$1,811,254,00011
2003-03-31Rank
Total securities$8,378,620,00032
U.S. Government securities$7,696,417,00026
U.S. Treasury securities$18,259,000287
U.S. Government agency obligations$7,678,158,00025
Securities issued by states & political subdivisions$139,500,00091
Other domestic debt securities$529,390,00061
Privately issued residential mortgage-backed securities$353,709,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$172,872,00029
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,809,0001,627
Foreign debt securities$3,875,00057
Equity securities$9,438,000454
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,382,410,00021
Mortgage-backed securities$8,025,037,00023
Certificates of participation in pools of residential mortgages$715,365,00096
Issued or guaranteed by U.S.$715,365,00094
Privately issued$0257
Collaterized mortgage obligations$7,309,672,00010
CMOs issued by government agencies or sponsored agencies$6,955,963,0007
Privately issued$353,709,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$131,716,000167
Available-for-sale securities (fair market value)$8,246,904,00032
Total debt securities$8,369,182,00032
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$1,842,645,00013
Revaluation gains on off-balance sheet contracts$1,714,691,00010
Revaluation losses on off-balance sheet contracts$1,593,369,00010
2002-12-31Rank
Total securities$8,209,229,00031
U.S. Government securities$7,534,331,00024
U.S. Treasury securities$2,946,0001,035
U.S. Government agency obligations$7,531,385,00024
Securities issued by states & political subdivisions$119,973,000105
Other domestic debt securities$544,736,00062
Privately issued residential mortgage-backed securities$355,343,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$186,070,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,323,0001,480
Foreign debt securities$375,000163
Equity securities$9,814,000443
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,903,648,00021
Mortgage-backed securities$7,879,766,00021
Certificates of participation in pools of residential mortgages$672,714,00098
Issued or guaranteed by U.S.$672,714,00096
Privately issued$0252
Collaterized mortgage obligations$7,207,052,0006
CMOs issued by government agencies or sponsored agencies$6,851,709,0004
Privately issued$355,343,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$119,687,000174
Available-for-sale securities (fair market value)$8,089,542,00030
Total debt securities$8,199,415,00032
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$2,022,034,00012
Revaluation gains on off-balance sheet contracts$1,848,999,00011
Revaluation losses on off-balance sheet contracts$1,704,361,00011
2001-12-31Rank
Total securities$5,307,447,00044
U.S. Government securities$4,538,038,00036
U.S. Treasury securities$78,053,00098
U.S. Government agency obligations$4,459,985,00034
Securities issued by states & political subdivisions$225,711,00048
Other domestic debt securities$409,062,00074
Privately issued residential mortgage-backed securities$370,355,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$35,207,00059
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,500,0001,423
Foreign debt securities$1,785,00081
Equity securities$132,851,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,732,482,00022
Mortgage-backed securities$4,820,765,00033
Certificates of participation in pools of residential mortgages$1,015,425,00073
Issued or guaranteed by U.S.$1,015,425,00072
Privately issued$0260
Collaterized mortgage obligations$3,805,340,00015
CMOs issued by government agencies or sponsored agencies$3,434,985,0008
Privately issued$370,355,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$224,991,00095
Available-for-sale securities (fair market value)$5,082,456,00039
Total debt securities$5,174,596,00044
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$980,753,00014
Revaluation gains on off-balance sheet contracts$971,863,00012
Revaluation losses on off-balance sheet contracts$757,916,00012
2000-12-31Rank
Total securities$6,769,465,00032
U.S. Government securities$6,232,843,00025
U.S. Treasury securities$101,032,00089
U.S. Government agency obligations$6,131,811,00023
Securities issued by states & political subdivisions$326,062,00032
Other domestic debt securities$7,161,000987
Privately issued residential mortgage-backed securities$3,0001,507
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,158,000812
Foreign debt securities$2,780,00072
Equity securities$200,619,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,521,209,00014
Mortgage-backed securities$5,254,597,00024
Certificates of participation in pools of residential mortgages$1,348,015,00048
Issued or guaranteed by U.S.$1,348,015,00046
Privately issued$0308
Collaterized mortgage obligations$3,906,582,00016
CMOs issued by government agencies or sponsored agencies$3,906,579,0009
Privately issued$3,0001,315
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$322,862,00089
Available-for-sale securities (fair market value)$6,446,603,00028
Total debt securities$6,568,846,00032
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$846,492,00013
Revaluation gains on off-balance sheet contracts$642,118,00014
Revaluation losses on off-balance sheet contracts$456,555,00014
1999-12-31Rank
Total securities$6,473,692,00029
U.S. Government securities$5,668,351,00024
U.S. Treasury securities$98,680,000115
U.S. Government agency obligations$5,569,671,00019
Securities issued by states & political subdivisions$450,902,00021
Other domestic debt securities$106,174,000179
Privately issued residential mortgage-backed securities$6,921,000355
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$99,253,000115
Foreign debt securities$3,280,00071
Equity securities$244,985,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,079,912,00011
Mortgage-backed securities$5,562,084,00018
Certificates of participation in pools of residential mortgages$1,681,735,00040
Issued or guaranteed by U.S.$1,681,735,00038
Privately issued$0307
Collaterized mortgage obligations$3,880,349,00013
CMOs issued by government agencies or sponsored agencies$3,873,428,0008
Privately issued$6,921,000310
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$447,225,00083
Available-for-sale securities (fair market value)$6,026,467,00025
Total debt securities$6,228,707,00029
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$618,852,00014
Revaluation gains on off-balance sheet contracts$494,422,00012
Revaluation losses on off-balance sheet contracts$482,404,00012
1998-12-31Rank
Total securities$5,558,830,00033
U.S. Government securities$4,740,588,00028
U.S. Treasury securities$92,727,000150
U.S. Government agency obligations$4,647,861,00023
Securities issued by states & political subdivisions$635,557,00012
Other domestic debt securities$18,179,000529
Privately issued residential mortgage-backed securities$13,121,000244
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,058,000875
Foreign debt securities$3,535,00069
Equity securities$160,971,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,383,023,0007
Mortgage-backed securities$4,356,855,00026
Certificates of participation in pools of residential mortgages$2,188,975,00031
Issued or guaranteed by U.S.$2,188,975,00029
Privately issued$0349
Collaterized mortgage obligations$2,167,880,00021
CMOs issued by government agencies or sponsored agencies$2,154,759,00015
Privately issued$13,121,000203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$630,840,00064
Available-for-sale securities (fair market value)$4,927,990,00032
Total debt securities$5,397,859,00033
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$826,808,00014
Revaluation gains on off-balance sheet contracts$509,209,00014
Revaluation losses on off-balance sheet contracts$367,865,00014
1997-12-31Rank
Total securities$8,329,920,00014
U.S. Government securities$7,128,092,0009
U.S. Treasury securities$102,268,000197
U.S. Government agency obligations$7,025,824,0009
Securities issued by states & political subdivisions$995,142,0006
Other domestic debt securities$23,854,000325
Privately issued residential mortgage-backed securities$18,935,000182
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,919,000664
Foreign debt securities$3,999,00066
Equity securities$178,833,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,904,127,0003
Mortgage-backed securities$6,967,772,00010
Certificates of participation in pools of residential mortgages$2,985,370,00017
Issued or guaranteed by U.S.$2,985,370,00016
Privately issued$0394
Collaterized mortgage obligations$3,982,402,0004
CMOs issued by government agencies or sponsored agencies$3,963,467,0004
Privately issued$18,935,000124
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$989,930,00043
Available-for-sale securities (fair market value)$7,339,990,00013
Total debt securities$8,151,087,00014
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$378,162,00019
Revaluation gains on off-balance sheet contracts$141,027,00015
Revaluation losses on off-balance sheet contracts$80,148,00017
1996-12-31Rank
Total securities$3,312,301,00045
U.S. Government securities$3,105,720,00037
U.S. Treasury securities$90,702,000265
U.S. Government agency obligations$3,015,018,00028
Securities issued by states & political subdivisions$83,797,000106
Other domestic debt securities$8,491,000640
Privately issued residential mortgage-backed securities$276,0001,189
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,215,000443
Foreign debt securities$0466
Equity securities$114,293,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,309,461,00059
Mortgage-backed securities$3,015,294,00025
Certificates of participation in pools of residential mortgages$1,822,457,00037
Issued or guaranteed by U.S.$1,822,457,00030
Privately issued$0472
Collaterized mortgage obligations$1,192,837,00025
CMOs issued by government agencies or sponsored agencies$1,192,561,00019
Privately issued$276,000951
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$84,632,000465
Available-for-sale securities (fair market value)$3,227,669,00033
Total debt securities$3,197,882,00049
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$54,603,00049
Revaluation gains on off-balance sheet contracts$54,600,00020
Revaluation losses on off-balance sheet contracts$35,171,00024
1995-12-31Rank
Total securities$2,807,496,00059
U.S. Government securities$2,523,498,00047
U.S. Treasury securities$183,743,000156
U.S. Government agency obligations$2,339,755,00037
Securities issued by states & political subdivisions$98,269,00088
Other domestic debt securities$115,001,000141
Privately issued residential mortgage-backed securities$217,0001,556
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$114,784,00065
Foreign debt securities$0553
Equity securities$70,728,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,486,691,00021
Mortgage-backed securities$2,339,972,00038
Certificates of participation in pools of residential mortgages$1,487,181,00035
Issued or guaranteed by U.S.$1,487,181,00030
Privately issued$0558
Collaterized mortgage obligations$852,791,00038
CMOs issued by government agencies or sponsored agencies$852,574,00030
Privately issued$217,0001,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$98,269,000414
Available-for-sale securities (fair market value)$2,709,227,00043
Total debt securities$2,736,592,00058
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$86,359,00045
Revaluation gains on off-balance sheet contracts$54,523,00023
Revaluation losses on off-balance sheet contracts$43,565,00023
1994-12-31Rank
Total securities$3,957,687,00032
U.S. Government securities$3,484,720,00025
U.S. Treasury securities$409,126,00096
U.S. Government agency obligations$3,075,594,00022
Securities issued by states & political subdivisions$149,276,00054
Other domestic debt securities$256,087,00074
Privately issued residential mortgage-backed securities$2,673,000568
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$253,414,00029
Foreign debt securities$0600
Equity securities$67,604,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,682,973,00024
Mortgage-backed securities$3,068,146,00021
Certificates of participation in pools of residential mortgages$2,220,001,00022
Issued or guaranteed by U.S.$2,220,001,00018
Privately issued$0564
Collaterized mortgage obligations$848,145,00046
CMOs issued by government agencies or sponsored agencies$845,472,00033
Privately issued$2,673,000411
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,749,166,00033
Available-for-sale securities (fair market value)$1,208,521,00061
Total debt securities$3,888,549,00033
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$131,686,00036
Revaluation gains on off-balance sheet contracts$6,665,00033
Revaluation losses on off-balance sheet contracts$7,170,00033
1993-12-31Rank
Total securities$4,697,949,00027
U.S. Government securities$3,773,968,00020
U.S. Treasury securities$693,347,00071
U.S. Government agency obligations$3,080,621,00018
Securities issued by states & political subdivisions$322,061,00023
Other domestic debt securities$542,136,00036
Privately issued residential mortgage-backed securities$7,028,000428
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$535,108,0009
Foreign debt securities$0649
Equity securities$59,784,00055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,386,318,00022
Mortgage-backed securities$3,084,495,00021
Certificates of participation in pools of residential mortgages$2,041,513,00023
Issued or guaranteed by U.S.$2,041,513,00019
Privately issued$0731
Collaterized mortgage obligations$1,042,982,00034
CMOs issued by government agencies or sponsored agencies$1,035,954,00027
Privately issued$7,028,000272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,633,231,00027
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$35,462,00071
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$3,715,530,00030
U.S. Government securities$2,997,527,00028
U.S. Treasury securities$1,053,935,00036
U.S. Government agency obligations$1,943,592,00029
Securities issued by states & political subdivisions$408,763,00012
Other domestic debt securities$253,131,00080
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$253,131,00030
Foreign debt securities$318,000307
Equity securities$55,791,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,133,157,00047
Mortgage-backed securities$1,943,443,00032
Certificates of participation in pools of residential mortgages$659,030,00082
Issued or guaranteed by U.S.$659,030,00067
Privately issued$0831
Collaterized mortgage obligations$1,284,413,00020
CMOs issued by government agencies or sponsored agencies$1,284,413,00016
Privately issued$03,547
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$3,655,304,00033
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,034,000185
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA