Home > KeySavings Bank > Securities

KeySavings Bank, Securities

2021-12-31Rank
Total securities$34,418,0003,149
U.S. Government securities$34,418,0002,311
U.S. Treasury securities$02,212
U.S. Government agency obligations$34,418,0002,082
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$34,100,0001,732
Certificates of participation in pools of residential mortgages$19,142,0001,720
Issued or guaranteed by U.S.$19,142,0001,681
Privately issued$0246
Collaterized mortgage obligations$10,509,0001,159
CMOs issued by government agencies or sponsored agencies$10,509,0001,114
Privately issued$0500
Commercial mortgage-backed securities$4,449,0001,198
Commercial mortgage pass-through securities$2,321,000960
Other commercial mortgage-backed securities$2,128,0001,023
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$34,418,0002,978
Total debt securities$34,416,0003,127
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$32,109,0003,183
U.S. Government securities$32,109,0002,311
U.S. Treasury securities$02,008
U.S. Government agency obligations$32,109,0002,133
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$31,775,0001,790
Certificates of participation in pools of residential mortgages$19,979,0001,682
Issued or guaranteed by U.S.$19,979,0001,644
Privately issued$0234
Collaterized mortgage obligations$7,947,0001,315
CMOs issued by government agencies or sponsored agencies$7,947,0001,270
Privately issued$0491
Commercial mortgage-backed securities$3,849,0001,261
Commercial mortgage pass-through securities$1,337,0001,128
Other commercial mortgage-backed securities$2,512,000973
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$32,109,0003,000
Total debt securities$32,108,0003,163
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$30,988,0003,167
U.S. Government securities$30,988,0002,284
U.S. Treasury securities$01,913
U.S. Government agency obligations$30,988,0002,112
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$30,638,0001,779
Certificates of participation in pools of residential mortgages$18,420,0001,705
Issued or guaranteed by U.S.$18,420,0001,663
Privately issued$0247
Collaterized mortgage obligations$8,160,0001,233
CMOs issued by government agencies or sponsored agencies$8,160,0001,197
Privately issued$0478
Commercial mortgage-backed securities$4,058,0001,218
Commercial mortgage pass-through securities$1,439,0001,118
Other commercial mortgage-backed securities$2,619,000940
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$30,988,0002,990
Total debt securities$30,987,0003,148
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$29,072,0003,134
U.S. Government securities$29,072,0002,241
U.S. Treasury securities$01,631
U.S. Government agency obligations$29,072,0002,103
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$28,715,0001,783
Certificates of participation in pools of residential mortgages$15,879,0001,779
Issued or guaranteed by U.S.$15,879,0001,723
Privately issued$0261
Collaterized mortgage obligations$8,142,0001,202
CMOs issued by government agencies or sponsored agencies$8,142,0001,162
Privately issued$0475
Commercial mortgage-backed securities$4,694,0001,127
Commercial mortgage pass-through securities$2,533,000922
Other commercial mortgage-backed securities$2,161,000954
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$29,072,0002,950
Total debt securities$29,064,0003,113
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$27,769,0003,079
U.S. Government securities$27,769,0002,149
U.S. Treasury securities$01,194
U.S. Government agency obligations$27,769,0002,033
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$27,396,0001,736
Certificates of participation in pools of residential mortgages$13,321,0001,850
Issued or guaranteed by U.S.$13,321,0001,803
Privately issued$0245
Collaterized mortgage obligations$9,250,0001,159
CMOs issued by government agencies or sponsored agencies$9,250,0001,119
Privately issued$0474
Commercial mortgage-backed securities$4,825,0001,077
Commercial mortgage pass-through securities$2,573,000870
Other commercial mortgage-backed securities$2,252,000908
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$27,769,0002,896
Total debt securities$27,769,0003,057
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$27,093,0003,031
U.S. Government securities$27,093,0002,117
U.S. Treasury securities$01,216
U.S. Government agency obligations$27,093,0002,014
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$26,665,0001,734
Certificates of participation in pools of residential mortgages$12,262,0001,882
Issued or guaranteed by U.S.$12,262,0001,830
Privately issued$0251
Collaterized mortgage obligations$10,915,0001,079
CMOs issued by government agencies or sponsored agencies$10,915,0001,041
Privately issued$0464
Commercial mortgage-backed securities$3,488,0001,182
Commercial mortgage pass-through securities$953,0001,180
Other commercial mortgage-backed securities$2,535,000858
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$27,093,0002,841
Total debt securities$27,085,0003,012
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$27,737,0002,959
U.S. Government securities$27,737,0002,095
U.S. Treasury securities$01,251
U.S. Government agency obligations$27,737,0001,988
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$27,292,0001,710
Certificates of participation in pools of residential mortgages$11,608,0001,905
Issued or guaranteed by U.S.$11,608,0001,857
Privately issued$0251
Collaterized mortgage obligations$12,694,0001,028
CMOs issued by government agencies or sponsored agencies$12,694,000995
Privately issued$0454
Commercial mortgage-backed securities$2,990,0001,217
Commercial mortgage pass-through securities$969,0001,170
Other commercial mortgage-backed securities$2,021,000889
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$27,737,0002,770
Total debt securities$27,729,0002,940
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$23,379,0003,129
U.S. Government securities$23,379,0002,318
U.S. Treasury securities$01,297
U.S. Government agency obligations$23,379,0002,200
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$22,909,0001,869
Certificates of participation in pools of residential mortgages$8,343,0002,227
Issued or guaranteed by U.S.$8,343,0002,157
Privately issued$0267
Collaterized mortgage obligations$12,089,0001,065
CMOs issued by government agencies or sponsored agencies$12,089,0001,029
Privately issued$0460
Commercial mortgage-backed securities$2,477,0001,276
Commercial mortgage pass-through securities$972,0001,131
Other commercial mortgage-backed securities$1,505,000938
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$23,379,0002,928
Total debt securities$23,379,0003,109
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$19,574,0003,388
U.S. Government securities$19,574,0002,599
U.S. Treasury securities$01,363
U.S. Government agency obligations$19,574,0002,455
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$19,574,0001,977
Certificates of participation in pools of residential mortgages$5,801,0002,509
Issued or guaranteed by U.S.$5,801,0002,439
Privately issued$0249
Collaterized mortgage obligations$11,927,0001,072
CMOs issued by government agencies or sponsored agencies$11,927,0001,042
Privately issued$0457
Commercial mortgage-backed securities$1,846,0001,376
Commercial mortgage pass-through securities$487,0001,286
Other commercial mortgage-backed securities$1,359,000924
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$19,574,0003,158
Total debt securities$19,572,0003,365
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$18,252,0003,504
U.S. Government securities$18,252,0002,728
U.S. Treasury securities$01,429
U.S. Government agency obligations$18,252,0002,574
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$18,252,0002,025
Certificates of participation in pools of residential mortgages$5,124,0002,581
Issued or guaranteed by U.S.$5,124,0002,504
Privately issued$0287
Collaterized mortgage obligations$11,797,0001,088
CMOs issued by government agencies or sponsored agencies$11,797,0001,058
Privately issued$0463
Commercial mortgage-backed securities$1,331,0001,457
Commercial mortgage pass-through securities$505,0001,263
Other commercial mortgage-backed securities$826,0001,031
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$18,252,0003,259
Total debt securities$18,252,0003,484
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$20,563,0003,429
U.S. Government securities$20,563,0002,615
U.S. Treasury securities$01,467
U.S. Government agency obligations$20,563,0002,467
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$20,563,0001,880
Certificates of participation in pools of residential mortgages$6,451,0002,368
Issued or guaranteed by U.S.$6,451,0002,315
Privately issued$0244
Collaterized mortgage obligations$12,654,0001,032
CMOs issued by government agencies or sponsored agencies$12,654,000993
Privately issued$0476
Commercial mortgage-backed securities$1,458,0001,422
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$1,458,000873
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$20,563,0003,190
Total debt securities$20,564,0003,408
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$21,317,0003,419
U.S. Government securities$21,317,0002,601
U.S. Treasury securities$01,516
U.S. Government agency obligations$21,317,0002,455
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$21,317,0001,838
Certificates of participation in pools of residential mortgages$6,731,0002,351
Issued or guaranteed by U.S.$6,731,0002,297
Privately issued$0248
Collaterized mortgage obligations$13,165,0001,006
CMOs issued by government agencies or sponsored agencies$13,165,000966
Privately issued$0499
Commercial mortgage-backed securities$1,421,0001,364
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$1,421,000803
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$21,317,0003,175
Total debt securities$21,316,0003,399
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$21,396,0003,454
U.S. Government securities$21,396,0002,601
U.S. Treasury securities$01,513
U.S. Government agency obligations$21,396,0002,456
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$21,396,0001,837
Certificates of participation in pools of residential mortgages$6,314,0002,427
Issued or guaranteed by U.S.$6,314,0002,392
Privately issued$0211
Collaterized mortgage obligations$13,644,000967
CMOs issued by government agencies or sponsored agencies$13,644,000927
Privately issued$0498
Commercial mortgage-backed securities$1,438,0001,336
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$1,438,000772
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$21,396,0003,202
Total debt securities$21,398,0003,434
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$22,193,0003,437
U.S. Government securities$22,193,0002,572
U.S. Treasury securities$01,500
U.S. Government agency obligations$22,193,0002,444
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$22,193,0001,795
Certificates of participation in pools of residential mortgages$6,605,0002,422
Issued or guaranteed by U.S.$6,605,0002,411
Privately issued$0145
Collaterized mortgage obligations$14,157,000931
CMOs issued by government agencies or sponsored agencies$14,157,000894
Privately issued$0515
Commercial mortgage-backed securities$1,431,0001,306
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$1,431,000767
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$22,193,0003,181
Total debt securities$22,192,0003,415
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$23,524,0003,401
U.S. Government securities$23,524,0002,491
U.S. Treasury securities$01,475
U.S. Government agency obligations$23,524,0002,363
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$23,524,0001,765
Certificates of participation in pools of residential mortgages$7,072,0002,395
Issued or guaranteed by U.S.$7,072,0002,281
Privately issued$0453
Collaterized mortgage obligations$15,006,000889
CMOs issued by government agencies or sponsored agencies$15,006,000854
Privately issued$0544
Commercial mortgage-backed securities$1,446,0001,276
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$1,446,000749
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$23,524,0003,139
Total debt securities$23,524,0003,378
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$23,880,0003,419
U.S. Government securities$23,880,0002,538
U.S. Treasury securities$01,426
U.S. Government agency obligations$23,880,0002,420
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$23,880,0001,734
Certificates of participation in pools of residential mortgages$7,586,0002,359
Issued or guaranteed by U.S.$7,586,0002,356
Privately issued$067
Collaterized mortgage obligations$14,838,000897
CMOs issued by government agencies or sponsored agencies$14,838,000856
Privately issued$0557
Commercial mortgage-backed securities$1,456,0001,138
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,456,000734
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$23,880,0003,148
Total debt securities$23,878,0003,395
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$24,653,0003,414
U.S. Government securities$24,653,0002,506
U.S. Treasury securities$01,328
U.S. Government agency obligations$24,653,0002,397
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$24,653,0001,714
Certificates of participation in pools of residential mortgages$7,351,0002,439
Issued or guaranteed by U.S.$7,351,0002,436
Privately issued$064
Collaterized mortgage obligations$15,790,000854
CMOs issued by government agencies or sponsored agencies$15,790,000813
Privately issued$0573
Commercial mortgage-backed securities$1,512,0001,108
Commercial mortgage pass-through securities$1,512,000736
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$24,653,0003,153
Total debt securities$24,653,0003,388
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$25,642,0003,395
U.S. Government securities$25,642,0002,471
U.S. Treasury securities$01,313
U.S. Government agency obligations$25,642,0002,371
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$25,642,0001,696
Certificates of participation in pools of residential mortgages$8,062,0002,384
Issued or guaranteed by U.S.$8,062,0002,383
Privately issued$069
Collaterized mortgage obligations$16,043,000842
CMOs issued by government agencies or sponsored agencies$16,043,000799
Privately issued$0584
Commercial mortgage-backed securities$1,537,0001,091
Commercial mortgage pass-through securities$1,537,000736
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$25,642,0003,134
Total debt securities$25,642,0003,370
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$24,871,0003,503
U.S. Government securities$24,871,0002,569
U.S. Treasury securities$01,351
U.S. Government agency obligations$24,871,0002,467
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$24,871,0001,749
Certificates of participation in pools of residential mortgages$8,011,0002,438
Issued or guaranteed by U.S.$8,011,0002,437
Privately issued$067
Collaterized mortgage obligations$15,234,000884
CMOs issued by government agencies or sponsored agencies$15,234,000847
Privately issued$0606
Commercial mortgage-backed securities$1,626,0001,048
Commercial mortgage pass-through securities$1,626,000710
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$24,871,0003,218
Total debt securities$24,871,0003,479
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$26,088,0003,456
U.S. Government securities$26,088,0002,526
U.S. Treasury securities$01,390
U.S. Government agency obligations$26,088,0002,428
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$26,088,0001,724
Certificates of participation in pools of residential mortgages$8,999,0002,357
Issued or guaranteed by U.S.$8,999,0002,355
Privately issued$066
Collaterized mortgage obligations$15,989,000858
CMOs issued by government agencies or sponsored agencies$15,989,000825
Privately issued$0642
Commercial mortgage-backed securities$1,100,0001,078
Commercial mortgage pass-through securities$1,100,000731
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$26,088,0003,181
Total debt securities$26,088,0003,427
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$27,263,0003,374
U.S. Government securities$27,263,0002,445
U.S. Treasury securities$01,367
U.S. Government agency obligations$27,263,0002,331
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$27,263,0001,689
Certificates of participation in pools of residential mortgages$9,913,0002,250
Issued or guaranteed by U.S.$9,913,0002,249
Privately issued$071
Collaterized mortgage obligations$16,244,000848
CMOs issued by government agencies or sponsored agencies$16,244,000809
Privately issued$0666
Commercial mortgage-backed securities$1,106,0001,051
Commercial mortgage pass-through securities$1,106,000706
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$27,263,0003,091
Total debt securities$27,263,0003,349
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$27,784,0003,349
U.S. Government securities$27,784,0002,418
U.S. Treasury securities$01,214
U.S. Government agency obligations$27,784,0002,323
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$27,784,0001,679
Certificates of participation in pools of residential mortgages$10,259,0002,232
Issued or guaranteed by U.S.$10,259,0002,230
Privately issued$067
Collaterized mortgage obligations$16,901,000842
CMOs issued by government agencies or sponsored agencies$16,901,000801
Privately issued$0671
Commercial mortgage-backed securities$624,0001,155
Commercial mortgage pass-through securities$624,000764
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$27,784,0003,074
Total debt securities$27,784,0003,321
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$29,740,0003,304
U.S. Government securities$29,740,0002,369
U.S. Treasury securities$01,253
U.S. Government agency obligations$29,740,0002,274
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$29,740,0001,612
Certificates of participation in pools of residential mortgages$11,122,0002,201
Issued or guaranteed by U.S.$11,122,0002,196
Privately issued$071
Collaterized mortgage obligations$18,618,000801
CMOs issued by government agencies or sponsored agencies$18,618,000762
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$29,740,0003,033
Total debt securities$29,740,0003,278
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$29,331,0003,369
U.S. Government securities$29,331,0002,461
U.S. Treasury securities$01,296
U.S. Government agency obligations$29,331,0002,370
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$29,331,0001,641
Certificates of participation in pools of residential mortgages$11,763,0002,144
Issued or guaranteed by U.S.$11,763,0002,141
Privately issued$066
Collaterized mortgage obligations$17,568,000848
CMOs issued by government agencies or sponsored agencies$17,568,000808
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$29,331,0003,091
Total debt securities$29,331,0003,347
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$26,596,0003,574
U.S. Government securities$26,596,0002,623
U.S. Treasury securities$01,367
U.S. Government agency obligations$26,596,0002,531
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$26,596,0001,747
Certificates of participation in pools of residential mortgages$11,382,0002,182
Issued or guaranteed by U.S.$11,382,0002,180
Privately issued$066
Collaterized mortgage obligations$15,214,000930
CMOs issued by government agencies or sponsored agencies$15,214,000883
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$26,596,0003,277
Total debt securities$26,596,0003,548
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$28,564,0003,507
U.S. Government securities$28,564,0002,553
U.S. Treasury securities$01,303
U.S. Government agency obligations$28,564,0002,467
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$28,564,0001,680
Certificates of participation in pools of residential mortgages$12,206,0002,132
Issued or guaranteed by U.S.$12,206,0002,131
Privately issued$065
Collaterized mortgage obligations$16,358,000902
CMOs issued by government agencies or sponsored agencies$16,358,000853
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$28,564,0003,197
Total debt securities$28,564,0003,481
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$30,412,0003,444
U.S. Government securities$30,412,0002,532
U.S. Treasury securities$01,348
U.S. Government agency obligations$30,412,0002,446
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$30,412,0001,664
Certificates of participation in pools of residential mortgages$12,895,0002,122
Issued or guaranteed by U.S.$12,895,0002,121
Privately issued$067
Collaterized mortgage obligations$17,517,000893
CMOs issued by government agencies or sponsored agencies$17,517,000849
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$30,412,0003,145
Total debt securities$30,412,0003,415
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$31,880,0003,406
U.S. Government securities$31,880,0002,498
U.S. Treasury securities$01,327
U.S. Government agency obligations$31,880,0002,417
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$31,880,0001,629
Certificates of participation in pools of residential mortgages$12,991,0002,143
Issued or guaranteed by U.S.$12,991,0002,143
Privately issued$070
Collaterized mortgage obligations$18,889,000887
CMOs issued by government agencies or sponsored agencies$18,889,000844
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$31,880,0003,116
Total debt securities$31,880,0003,379
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$32,344,0003,404
U.S. Government securities$32,344,0002,499
U.S. Treasury securities$01,361
U.S. Government agency obligations$32,344,0002,415
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$32,344,0001,662
Certificates of participation in pools of residential mortgages$14,093,0002,089
Issued or guaranteed by U.S.$14,093,0002,087
Privately issued$075
Collaterized mortgage obligations$18,251,000921
CMOs issued by government agencies or sponsored agencies$18,251,000878
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$32,344,0003,115
Total debt securities$32,344,0003,385
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$34,178,0003,391
U.S. Government securities$34,178,0002,481
U.S. Treasury securities$01,381
U.S. Government agency obligations$34,178,0002,404
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$34,178,0001,650
Certificates of participation in pools of residential mortgages$14,883,0002,098
Issued or guaranteed by U.S.$14,883,0002,096
Privately issued$073
Collaterized mortgage obligations$19,295,000909
CMOs issued by government agencies or sponsored agencies$19,295,000869
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$34,178,0003,095
Total debt securities$34,178,0003,365
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$32,141,0003,548
U.S. Government securities$32,141,0002,623
U.S. Treasury securities$01,342
U.S. Government agency obligations$32,141,0002,541
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$32,141,0001,758
Certificates of participation in pools of residential mortgages$14,748,0002,148
Issued or guaranteed by U.S.$14,748,0002,147
Privately issued$075
Collaterized mortgage obligations$17,393,000986
CMOs issued by government agencies or sponsored agencies$17,393,000936
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$32,141,0003,230
Total debt securities$32,141,0003,521
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$32,240,0003,557
U.S. Government securities$32,240,0002,636
U.S. Treasury securities$01,198
U.S. Government agency obligations$32,240,0002,558
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$32,240,0001,771
Certificates of participation in pools of residential mortgages$14,884,0002,160
Issued or guaranteed by U.S.$14,884,0002,158
Privately issued$076
Collaterized mortgage obligations$17,356,000991
CMOs issued by government agencies or sponsored agencies$17,356,000941
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$32,240,0003,245
Total debt securities$32,240,0003,528
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$32,509,0003,540
U.S. Government securities$32,509,0002,617
U.S. Treasury securities$01,131
U.S. Government agency obligations$32,509,0002,548
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$32,509,0001,758
Certificates of participation in pools of residential mortgages$15,707,0002,097
Issued or guaranteed by U.S.$15,707,0002,095
Privately issued$081
Collaterized mortgage obligations$16,802,0001,022
CMOs issued by government agencies or sponsored agencies$16,802,000968
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$32,509,0003,250
Total debt securities$32,509,0003,509
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$32,563,0003,545
U.S. Government securities$32,563,0002,620
U.S. Treasury securities$01,131
U.S. Government agency obligations$32,563,0002,549
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$32,563,0001,760
Certificates of participation in pools of residential mortgages$15,596,0002,111
Issued or guaranteed by U.S.$15,596,0002,109
Privately issued$080
Collaterized mortgage obligations$16,967,0001,034
CMOs issued by government agencies or sponsored agencies$16,967,000974
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$32,563,0003,261
Total debt securities$32,563,0003,510
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$30,901,0003,648
U.S. Government securities$30,901,0002,714
U.S. Treasury securities$01,152
U.S. Government agency obligations$30,901,0002,646
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$30,901,0001,815
Certificates of participation in pools of residential mortgages$12,956,0002,311
Issued or guaranteed by U.S.$12,956,0002,310
Privately issued$083
Collaterized mortgage obligations$17,945,0001,015
CMOs issued by government agencies or sponsored agencies$17,945,000949
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$30,901,0003,358
Total debt securities$30,901,0003,611
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$29,728,0003,739
U.S. Government securities$29,728,0002,838
U.S. Treasury securities$01,161
U.S. Government agency obligations$29,728,0002,770
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$29,728,0001,903
Certificates of participation in pools of residential mortgages$11,142,0002,520
Issued or guaranteed by U.S.$11,142,0002,519
Privately issued$083
Collaterized mortgage obligations$18,586,0001,051
CMOs issued by government agencies or sponsored agencies$18,586,000984
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$29,728,0003,463
Total debt securities$29,728,0003,704
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$29,249,0003,731
U.S. Government securities$29,249,0002,780
U.S. Treasury securities$01,135
U.S. Government agency obligations$29,249,0002,712
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$29,249,0001,912
Certificates of participation in pools of residential mortgages$12,238,0002,406
Issued or guaranteed by U.S.$12,238,0002,404
Privately issued$085
Collaterized mortgage obligations$17,011,0001,117
CMOs issued by government agencies or sponsored agencies$17,011,0001,039
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$29,249,0003,452
Total debt securities$29,249,0003,701
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$30,646,0003,678
U.S. Government securities$30,646,0002,766
U.S. Treasury securities$01,086
U.S. Government agency obligations$30,646,0002,710
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,124
Mortgage-backed securities$30,646,0001,956
Certificates of participation in pools of residential mortgages$13,363,0002,404
Issued or guaranteed by U.S.$13,363,0002,402
Privately issued$088
Collaterized mortgage obligations$17,283,0001,166
CMOs issued by government agencies or sponsored agencies$17,283,0001,088
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$30,646,0003,398
Total debt securities$30,646,0003,651
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$29,774,0003,723
U.S. Government securities$12,684,0004,471
U.S. Treasury securities$01,068
U.S. Government agency obligations$12,684,0004,382
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$17,090,000517
Privately issued residential mortgage-backed securities$17,090,000166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,201
Mortgage-backed securities$29,774,0002,008
Certificates of participation in pools of residential mortgages$12,684,0002,507
Issued or guaranteed by U.S.$12,684,0002,504
Privately issued$094
Collaterized mortgage obligations$17,090,0001,186
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$17,090,000162
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$29,774,0003,456
Total debt securities$29,774,0003,695
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$26,748,0003,987
U.S. Government securities$26,748,0003,097
U.S. Treasury securities$01,157
U.S. Government agency obligations$26,748,0003,040
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$26,748,0002,151
Certificates of participation in pools of residential mortgages$11,657,0002,628
Issued or guaranteed by U.S.$11,657,0002,626
Privately issued$094
Collaterized mortgage obligations$15,091,0001,313
CMOs issued by government agencies or sponsored agencies$15,091,0001,224
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$26,748,0003,675
Total debt securities$26,748,0003,955
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$25,491,0004,048
U.S. Government securities$25,491,0003,135
U.S. Treasury securities$01,076
U.S. Government agency obligations$25,491,0003,063
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,916
Mortgage-backed securities$25,491,0002,128
Certificates of participation in pools of residential mortgages$11,181,0002,590
Issued or guaranteed by U.S.$11,181,0002,588
Privately issued$0121
Collaterized mortgage obligations$14,310,0001,326
CMOs issued by government agencies or sponsored agencies$14,310,0001,171
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$25,491,0003,712
Total debt securities$25,491,0004,019
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$26,061,0003,916
U.S. Government securities$26,061,0003,018
U.S. Treasury securities$01,126
U.S. Government agency obligations$26,061,0002,938
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,942
Mortgage-backed securities$26,061,0002,030
Certificates of participation in pools of residential mortgages$10,079,0002,656
Issued or guaranteed by U.S.$10,079,0002,651
Privately issued$0132
Collaterized mortgage obligations$15,982,0001,226
CMOs issued by government agencies or sponsored agencies$15,982,0001,083
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$26,061,0003,603
Total debt securities$26,061,0003,880
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$26,425,0003,905
U.S. Government securities$26,425,0003,068
U.S. Treasury securities$01,225
U.S. Government agency obligations$26,425,0002,982
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,008
Mortgage-backed securities$26,425,0001,983
Certificates of participation in pools of residential mortgages$9,821,0002,649
Issued or guaranteed by U.S.$9,821,0002,642
Privately issued$0125
Collaterized mortgage obligations$16,604,0001,178
CMOs issued by government agencies or sponsored agencies$16,604,0001,025
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$26,425,0003,592
Total debt securities$26,425,0003,870
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$26,393,0003,907
U.S. Government securities$26,393,0003,058
U.S. Treasury securities$01,272
U.S. Government agency obligations$26,393,0002,965
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,043
Mortgage-backed securities$26,393,0001,961
Certificates of participation in pools of residential mortgages$8,627,0002,772
Issued or guaranteed by U.S.$8,627,0002,766
Privately issued$0136
Collaterized mortgage obligations$17,766,0001,103
CMOs issued by government agencies or sponsored agencies$17,766,000952
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$26,393,0003,599
Total debt securities$26,393,0003,874
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$23,835,0004,019
U.S. Government securities$23,835,0003,106
U.S. Treasury securities$01,275
U.S. Government agency obligations$23,835,0003,003
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$23,835,0002,007
Certificates of participation in pools of residential mortgages$6,155,0003,091
Issued or guaranteed by U.S.$6,155,0003,083
Privately issued$0141
Collaterized mortgage obligations$17,680,0001,095
CMOs issued by government agencies or sponsored agencies$17,680,000930
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$23,835,0003,697
Total debt securities$23,835,0003,983
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$23,983,0003,960
U.S. Government securities$23,983,0003,061
U.S. Treasury securities$01,180
U.S. Government agency obligations$23,983,0002,962
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,199
Mortgage-backed securities$23,983,0001,976
Certificates of participation in pools of residential mortgages$5,783,0003,127
Issued or guaranteed by U.S.$5,783,0003,119
Privately issued$0141
Collaterized mortgage obligations$18,200,0001,061
CMOs issued by government agencies or sponsored agencies$18,200,000902
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$23,983,0003,636
Total debt securities$23,983,0003,922
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$23,241,0004,043
U.S. Government securities$23,241,0003,156
U.S. Treasury securities$01,121
U.S. Government agency obligations$23,241,0003,072
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,254
Mortgage-backed securities$23,241,0001,998
Certificates of participation in pools of residential mortgages$5,183,0003,311
Issued or guaranteed by U.S.$5,183,0003,304
Privately issued$0148
Collaterized mortgage obligations$18,058,0001,027
CMOs issued by government agencies or sponsored agencies$18,058,000859
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$23,241,0003,702
Total debt securities$23,241,0004,011
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$20,146,0004,434
U.S. Government securities$20,146,0003,531
U.S. Treasury securities$01,130
U.S. Government agency obligations$20,146,0003,445
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,343
Mortgage-backed securities$20,146,0002,248
Certificates of participation in pools of residential mortgages$2,752,0004,134
Issued or guaranteed by U.S.$2,752,0004,127
Privately issued$0145
Collaterized mortgage obligations$17,394,0001,041
CMOs issued by government agencies or sponsored agencies$17,394,000864
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$20,146,0004,017
Total debt securities$20,146,0004,400
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$18,704,0004,540
U.S. Government securities$18,704,0003,663
U.S. Treasury securities$01,077
U.S. Government agency obligations$18,704,0003,591
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,398
Mortgage-backed securities$18,704,0002,395
Certificates of participation in pools of residential mortgages$2,383,0004,355
Issued or guaranteed by U.S.$2,383,0004,349
Privately issued$0157
Collaterized mortgage obligations$16,321,0001,068
CMOs issued by government agencies or sponsored agencies$16,321,000872
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$18,704,0004,130
Total debt securities$18,704,0004,500
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$18,372,0004,629
U.S. Government securities$18,372,0003,684
U.S. Treasury securities$01,047
U.S. Government agency obligations$18,372,0003,612
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,412
Mortgage-backed securities$18,372,0002,468
Certificates of participation in pools of residential mortgages$1,986,0004,606
Issued or guaranteed by U.S.$1,986,0004,597
Privately issued$0171
Collaterized mortgage obligations$16,386,0001,050
CMOs issued by government agencies or sponsored agencies$16,386,000840
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$18,372,0004,199
Total debt securities$18,372,0004,581
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$16,643,0004,836
U.S. Government securities$16,643,0003,889
U.S. Treasury securities$01,036
U.S. Government agency obligations$16,643,0003,805
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,462
Mortgage-backed securities$16,643,0002,618
Certificates of participation in pools of residential mortgages$1,591,0004,845
Issued or guaranteed by U.S.$1,591,0004,830
Privately issued$0181
Collaterized mortgage obligations$15,052,0001,067
CMOs issued by government agencies or sponsored agencies$15,052,000838
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$16,643,0004,389
Total debt securities$16,643,0004,794
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$15,238,0005,047
U.S. Government securities$15,238,0004,145
U.S. Treasury securities$0981
U.S. Government agency obligations$15,238,0004,067
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,516
Mortgage-backed securities$15,238,0002,802
Certificates of participation in pools of residential mortgages$1,725,0004,875
Issued or guaranteed by U.S.$1,725,0004,859
Privately issued$0191
Collaterized mortgage obligations$13,513,0001,158
CMOs issued by government agencies or sponsored agencies$13,513,000906
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$15,238,0004,572
Total debt securities$15,238,0005,008
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$15,672,0005,018
U.S. Government securities$15,672,0004,152
U.S. Treasury securities$0973
U.S. Government agency obligations$15,672,0004,075
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,541
Mortgage-backed securities$15,672,0002,708
Certificates of participation in pools of residential mortgages$1,803,0004,834
Issued or guaranteed by U.S.$1,803,0004,819
Privately issued$0188
Collaterized mortgage obligations$13,869,0001,096
CMOs issued by government agencies or sponsored agencies$13,869,000862
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$15,672,0004,527
Total debt securities$15,672,0004,982
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$14,179,0005,182
U.S. Government securities$14,179,0004,327
U.S. Treasury securities$01,019
U.S. Government agency obligations$14,179,0004,251
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securities$14,179,0002,761
Certificates of participation in pools of residential mortgages$1,781,0004,807
Issued or guaranteed by U.S.$1,781,0004,792
Privately issued$0192
Collaterized mortgage obligations$12,398,0001,132
CMOs issued by government agencies or sponsored agencies$12,398,000879
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$14,179,0004,666
Total debt securities$14,179,0005,141
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$11,359,0005,696
U.S. Government securities$11,359,0004,859
U.S. Treasury securities$01,021
U.S. Government agency obligations$11,359,0004,774
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$11,359,0003,058
Certificates of participation in pools of residential mortgages$850,0005,283
Issued or guaranteed by U.S.$850,0005,260
Privately issued$0202
Collaterized mortgage obligations$10,509,0001,219
CMOs issued by government agencies or sponsored agencies$10,509,000955
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$11,359,0005,176
Total debt securities$11,359,0005,638
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$10,605,0005,818
U.S. Government securities$10,605,0005,005
U.S. Treasury securities$01,044
U.S. Government agency obligations$10,605,0004,906
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$10,605,0003,104
Certificates of participation in pools of residential mortgages$922,0005,185
Issued or guaranteed by U.S.$922,0005,159
Privately issued$0205
Collaterized mortgage obligations$9,683,0001,257
CMOs issued by government agencies or sponsored agencies$9,683,000997
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$10,605,0005,297
Total debt securities$10,605,0005,748
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$7,547,0006,536
U.S. Government securities$7,547,0005,872
U.S. Treasury securities$01,146
U.S. Government agency obligations$7,547,0005,760
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$7,337,0003,334
Certificates of participation in pools of residential mortgages$458,0005,370
Issued or guaranteed by U.S.$458,0005,349
Privately issued$0191
Collaterized mortgage obligations$6,879,0001,402
CMOs issued by government agencies or sponsored agencies$6,879,0001,156
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$7,547,0005,928
Total debt securities$7,547,0006,477
Structured notes
Amortized cost$208,0002,335
Fair value$210,0002,335
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$6,042,0006,899
U.S. Government securities$6,042,0006,364
U.S. Treasury securities$01,235
U.S. Government agency obligations$6,042,0006,256
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$4,490,0003,840
Certificates of participation in pools of residential mortgages$757,0004,994
Issued or guaranteed by U.S.$757,0004,979
Privately issued$0194
Collaterized mortgage obligations$3,733,0001,760
CMOs issued by government agencies or sponsored agencies$3,733,0001,482
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$6,042,0006,275
Total debt securities$6,042,0006,850
Structured notes
Amortized cost$1,530,0001,433
Fair value$1,552,0001,425
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$5,983,0006,964
U.S. Government securities$5,983,0006,431
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,983,0006,312
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,778
Mortgage-backed securities$4,452,0003,794
Certificates of participation in pools of residential mortgages$856,0004,926
Issued or guaranteed by U.S.$856,0004,911
Privately issued$0207
Collaterized mortgage obligations$3,596,0001,765
CMOs issued by government agencies or sponsored agencies$3,596,0001,496
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$5,983,0006,305
Total debt securities$5,983,0006,912
Structured notes
Amortized cost$1,529,0001,512
Fair value$1,531,0001,507
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$6,303,0006,933
U.S. Government securities$6,303,0006,380
U.S. Treasury securities$01,448
U.S. Government agency obligations$6,303,0006,255
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,814
Mortgage-backed securities$4,771,0003,704
Certificates of participation in pools of residential mortgages$967,0004,846
Issued or guaranteed by U.S.$967,0004,827
Privately issued$0218
Collaterized mortgage obligations$3,804,0001,714
CMOs issued by government agencies or sponsored agencies$3,804,0001,452
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$6,303,0006,260
Total debt securities$6,303,0006,891
Structured notes
Amortized cost$1,527,0001,591
Fair value$1,532,0001,585
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$5,711,0007,103
U.S. Government securities$5,711,0006,598
U.S. Treasury securities$01,498
U.S. Government agency obligations$5,711,0006,466
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,854
Mortgage-backed securities$5,067,0003,606
Certificates of participation in pools of residential mortgages$1,080,0004,744
Issued or guaranteed by U.S.$1,080,0004,728
Privately issued$0208
Collaterized mortgage obligations$3,987,0001,690
CMOs issued by government agencies or sponsored agencies$3,987,0001,443
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$5,711,0006,408
Total debt securities$5,711,0007,055
Structured notes
Amortized cost$642,0002,365
Fair value$644,0002,361
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$5,646,0007,191
U.S. Government securities$5,646,0006,672
U.S. Treasury securities$01,574
U.S. Government agency obligations$5,646,0006,538
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,913
Mortgage-backed securities$5,451,0003,488
Certificates of participation in pools of residential mortgages$1,151,0004,700
Issued or guaranteed by U.S.$1,151,0004,676
Privately issued$0214
Collaterized mortgage obligations$4,300,0001,593
CMOs issued by government agencies or sponsored agencies$4,300,0001,362
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$5,646,0006,458
Total debt securities$5,646,0007,135
Structured notes
Amortized cost$192,0002,970
Fair value$195,0002,960
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$5,296,0007,292
U.S. Government securities$5,296,0006,794
U.S. Treasury securities$01,634
U.S. Government agency obligations$5,296,0006,659
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$5,296,0003,528
Certificates of participation in pools of residential mortgages$1,228,0004,667
Issued or guaranteed by U.S.$1,228,0004,643
Privately issued$0211
Collaterized mortgage obligations$4,068,0001,606
CMOs issued by government agencies or sponsored agencies$4,068,0001,385
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$5,296,0006,547
Total debt securities$5,295,0007,242
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$5,759,0007,231
U.S. Government securities$5,759,0006,696
U.S. Treasury securities$01,715
U.S. Government agency obligations$5,759,0006,550
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$5,759,0003,465
Certificates of participation in pools of residential mortgages$1,341,0004,620
Issued or guaranteed by U.S.$1,341,0004,601
Privately issued$0205
Collaterized mortgage obligations$4,418,0001,566
CMOs issued by government agencies or sponsored agencies$4,418,0001,347
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$5,759,0006,497
Total debt securities$5,759,0007,175
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$6,304,0007,141
U.S. Government securities$6,304,0006,555
U.S. Treasury securities$01,737
U.S. Government agency obligations$6,304,0006,407
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$6,304,0003,379
Certificates of participation in pools of residential mortgages$1,459,0004,580
Issued or guaranteed by U.S.$1,459,0004,561
Privately issued$0216
Collaterized mortgage obligations$4,845,0001,496
CMOs issued by government agencies or sponsored agencies$4,845,0001,286
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$6,304,0006,413
Total debt securities$6,303,0007,085
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$6,863,0007,046
U.S. Government securities$6,863,0006,397
U.S. Treasury securities$01,786
U.S. Government agency obligations$6,863,0006,271
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$6,863,0003,278
Certificates of participation in pools of residential mortgages$1,578,0004,555
Issued or guaranteed by U.S.$1,578,0004,538
Privately issued$0225
Collaterized mortgage obligations$5,285,0001,442
CMOs issued by government agencies or sponsored agencies$5,285,0001,241
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$6,863,0006,277
Total debt securities$6,864,0006,987
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$6,455,0007,179
U.S. Government securities$6,455,0006,565
U.S. Treasury securities$01,839
U.S. Government agency obligations$6,455,0006,423
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$6,455,0003,444
Certificates of participation in pools of residential mortgages$1,253,0004,842
Issued or guaranteed by U.S.$1,253,0004,822
Privately issued$0223
Collaterized mortgage obligations$5,202,0001,480
CMOs issued by government agencies or sponsored agencies$5,202,0001,293
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$6,455,0006,406
Total debt securities$6,455,0007,114
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$7,614,0006,968
U.S. Government securities$7,614,0006,294
U.S. Treasury securities$01,963
U.S. Government agency obligations$7,614,0006,151
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$7,614,0003,270
Certificates of participation in pools of residential mortgages$1,410,0004,804
Issued or guaranteed by U.S.$1,410,0004,791
Privately issued$0207
Collaterized mortgage obligations$6,204,0001,390
CMOs issued by government agencies or sponsored agencies$6,204,0001,219
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$7,614,0006,194
Total debt securities$7,614,0006,912
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$8,274,0006,814
U.S. Government securities$8,274,0006,105
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,274,0005,960
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$8,274,0003,222
Certificates of participation in pools of residential mortgages$1,568,0004,734
Issued or guaranteed by U.S.$1,568,0004,718
Privately issued$0203
Collaterized mortgage obligations$6,706,0001,340
CMOs issued by government agencies or sponsored agencies$6,706,0001,176
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$8,274,0006,050
Total debt securities$8,274,0006,759
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$6,513,0007,313
U.S. Government securities$6,513,0006,639
U.S. Treasury securities$01,990
U.S. Government agency obligations$6,513,0006,482
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,214
Mortgage-backed securities$6,513,0003,588
Certificates of participation in pools of residential mortgages$676,0005,427
Issued or guaranteed by U.S.$676,0005,413
Privately issued$0225
Collaterized mortgage obligations$5,837,0001,453
CMOs issued by government agencies or sponsored agencies$5,837,0001,282
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$6,513,0006,506
Total debt securities$6,513,0007,239
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$7,369,0007,171
U.S. Government securities$7,369,0006,477
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,369,0006,309
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$7,369,0003,460
Certificates of participation in pools of residential mortgages$776,0005,410
Issued or guaranteed by U.S.$776,0005,394
Privately issued$0225
Collaterized mortgage obligations$6,593,0001,371
CMOs issued by government agencies or sponsored agencies$6,593,0001,208
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$7,369,0006,388
Total debt securities$7,369,0007,102
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$9,472,0006,682
U.S. Government securities$9,472,0005,874
U.S. Treasury securities$02,082
U.S. Government agency obligations$9,472,0005,716
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,252
Mortgage-backed securities$9,472,0003,104
Certificates of participation in pools of residential mortgages$896,0005,348
Issued or guaranteed by U.S.$896,0005,329
Privately issued$0230
Collaterized mortgage obligations$8,576,0001,243
CMOs issued by government agencies or sponsored agencies$8,576,0001,089
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$9,472,0005,937
Total debt securities$9,472,0006,600
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$9,986,0006,613
U.S. Government securities$9,986,0005,775
U.S. Treasury securities$02,227
U.S. Government agency obligations$9,986,0005,616
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,280
Mortgage-backed securities$9,986,0003,009
Certificates of participation in pools of residential mortgages$1,012,0005,275
Issued or guaranteed by U.S.$1,012,0005,253
Privately issued$0248
Collaterized mortgage obligations$8,974,0001,196
CMOs issued by government agencies or sponsored agencies$8,974,0001,107
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$9,986,0005,857
Total debt securities$9,986,0006,537
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$8,945,0006,778
U.S. Government securities$8,945,0005,896
U.S. Treasury securities$02,287
U.S. Government agency obligations$8,945,0005,722
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$8,945,0003,169
Certificates of participation in pools of residential mortgages$1,167,0005,147
Issued or guaranteed by U.S.$1,167,0005,125
Privately issued$0253
Collaterized mortgage obligations$7,778,0001,297
CMOs issued by government agencies or sponsored agencies$7,778,0001,200
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$8,945,0006,008
Total debt securities$8,945,0006,686
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$7,745,0007,009
U.S. Government securities$7,745,0006,185
U.S. Treasury securities$02,322
U.S. Government agency obligations$7,745,0006,009
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,339
Mortgage-backed securities$7,745,0003,452
Certificates of participation in pools of residential mortgages$1,477,0005,000
Issued or guaranteed by U.S.$1,477,0004,981
Privately issued$0256
Collaterized mortgage obligations$6,268,0001,561
CMOs issued by government agencies or sponsored agencies$6,268,0001,458
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$7,745,0006,236
Total debt securities$7,745,0006,912
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$8,058,0006,947
U.S. Government securities$8,058,0006,117
U.S. Treasury securities$02,382
U.S. Government agency obligations$8,058,0005,932
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,369
Mortgage-backed securities$8,058,0003,409
Certificates of participation in pools of residential mortgages$1,771,0004,790
Issued or guaranteed by U.S.$1,771,0004,774
Privately issued$0257
Collaterized mortgage obligations$6,287,0001,605
CMOs issued by government agencies or sponsored agencies$6,287,0001,502
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$8,058,0006,167
Total debt securities$8,058,0006,853
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$7,448,0007,170
U.S. Government securities$7,448,0006,341
U.S. Treasury securities$02,544
U.S. Government agency obligations$7,448,0006,143
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,400
Mortgage-backed securities$7,448,0003,499
Certificates of participation in pools of residential mortgages$2,020,0004,637
Issued or guaranteed by U.S.$2,020,0004,620
Privately issued$0252
Collaterized mortgage obligations$5,428,0001,765
CMOs issued by government agencies or sponsored agencies$5,428,0001,665
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$7,448,0006,346
Total debt securities$7,448,0007,084
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$8,910,0006,778
U.S. Government securities$8,910,0005,809
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,910,0005,581
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,583
Mortgage-backed securities$8,910,0003,054
Certificates of participation in pools of residential mortgages$2,270,0004,311
Issued or guaranteed by U.S.$2,270,0004,293
Privately issued$0260
Collaterized mortgage obligations$6,640,0001,607
CMOs issued by government agencies or sponsored agencies$6,640,0001,504
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$8,910,0005,886
Total debt securities$8,910,0006,669
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$5,502,0008,187
U.S. Government securities$4,950,0007,782
U.S. Treasury securities$04,186
U.S. Government agency obligations$4,950,0007,440
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$552,0003,633
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$4,950,0003,413
Certificates of participation in pools of residential mortgages$1,746,0004,152
Issued or guaranteed by U.S.$1,746,0004,126
Privately issued$0308
Collaterized mortgage obligations$3,204,0001,887
CMOs issued by government agencies or sponsored agencies$3,204,0001,754
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$5,502,0007,077
Total debt securities$4,950,0008,264
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$5,923,0008,361
U.S. Government securities$5,400,0007,865
U.S. Treasury securities$05,412
U.S. Government agency obligations$5,400,0007,344
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$523,0003,636
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,162
Mortgage-backed securities$5,400,0003,462
Certificates of participation in pools of residential mortgages$2,102,0004,141
Issued or guaranteed by U.S.$2,102,0004,122
Privately issued$0307
Collaterized mortgage obligations$3,298,0001,991
CMOs issued by government agencies or sponsored agencies$3,298,0001,842
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$5,923,0007,122
Total debt securities$5,400,0008,415
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$5,504,0008,580
U.S. Government securities$4,963,0008,063
U.S. Treasury securities$06,820
U.S. Government agency obligations$4,963,0007,242
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$541,0003,413
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,358
Mortgage-backed securities$4,963,0003,839
Certificates of participation in pools of residential mortgages$2,924,0003,850
Issued or guaranteed by U.S.$2,924,0003,831
Privately issued$0349
Collaterized mortgage obligations$2,039,0002,615
CMOs issued by government agencies or sponsored agencies$2,039,0002,480
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$5,504,0007,182
Total debt securities$4,963,0008,667
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$6,588,0008,591
U.S. Government securities$6,086,0008,047
U.S. Treasury securities$07,921
U.S. Government agency obligations$6,086,0006,772
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$502,0003,614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$08,806
Mortgage-backed securities$6,086,0003,490
Certificates of participation in pools of residential mortgages$4,052,0003,260
Issued or guaranteed by U.S.$4,052,0003,246
Privately issued$0394
Collaterized mortgage obligations$2,034,0002,691
CMOs issued by government agencies or sponsored agencies$2,034,0002,575
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$6,588,0006,850
Total debt securities$6,086,0008,663
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$3,277,00010,460
U.S. Government securities$2,783,00010,258
U.S. Treasury securities$08,776
U.S. Government agency obligations$2,783,0008,952
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$494,0003,554
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,225
Mortgage-backed securities$2,783,0005,336
Certificates of participation in pools of residential mortgages$2,783,0004,223
Issued or guaranteed by U.S.$2,783,0004,203
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$3,277,0008,480
Total debt securities$2,768,00010,528
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$3,869,00010,682
U.S. Government securities$3,338,00010,403
U.S. Treasury securities$010,180
U.S. Government agency obligations$3,338,0008,769
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$531,0003,172
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$09,636
Mortgage-backed securities$3,338,0005,316
Certificates of participation in pools of residential mortgages$3,338,0003,985
Issued or guaranteed by U.S.$3,338,0003,958
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$3,869,0008,554
Total debt securities$3,269,00010,825
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$4,078,00011,234
U.S. Government securities$3,601,00010,915
U.S. Treasury securities$011,131
U.S. Government agency obligations$3,601,0008,658
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$477,0003,177
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$010,127
Mortgage-backed securities$3,601,0005,460
Certificates of participation in pools of residential mortgages$3,601,0004,006
Issued or guaranteed by U.S.$3,601,0003,978
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$4,078,0007,397
Total debt securities$3,804,00011,242
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$6,641,00010,477
U.S. Government securities$6,641,0009,612
U.S. Treasury securities$1,966,0008,635
U.S. Government agency obligations$4,675,0008,135
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,675,0005,446
Certificates of participation in pools of residential mortgages$4,675,0003,936
Issued or guaranteed by U.S.$4,675,0003,899
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$6,641,00010,347
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$5,559,00011,292
U.S. Government securities$5,559,00010,436
U.S. Treasury securities$1,962,0008,942
U.S. Government agency obligations$3,597,0009,028
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,597,0006,315
Certificates of participation in pools of residential mortgages$3,597,0004,708
Issued or guaranteed by U.S.$3,597,0004,658
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,559,00011,150
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA