Manufacturers and Traders Trust Company, Securities

2021-03-31Rank
Total securities$6,197,676,00074
U.S. Government securities$5,926,081,00061
U.S. Treasury securities$3,000,0001,000
U.S. Government agency obligations$5,923,081,00055
Securities issued by states & political subdivisions$851,0003,917
Other domestic debt securities$197,252,000117
Privately issued residential mortgage-backed securities$73,512,00065
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$123,740,00083
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$4,436,133,00035
Mortgage-backed securities$5,996,593,00054
Certificates of participation in pools of residential mortgages$5,922,377,00030
Issued or guaranteed by U.S.$5,922,377,00030
Privately issued$0261
Collaterized mortgage obligations$74,216,000336
CMOs issued by government agencies or sponsored agencies$704,0002,343
Privately issued$73,512,00050
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$1,778,135,00037
Available-for-sale securities (fair market value)$4,346,049,00078
Total debt securities$6,122,569,00075
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$640,923,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$95,412,00036
2020-12-31Rank
Total securities$6,639,022,00065
U.S. Government securities$6,350,880,00056
U.S. Treasury securities$2,999,000730
U.S. Government agency obligations$6,347,881,00051
Securities issued by states & political subdivisions$1,531,0003,767
Other domestic debt securities$198,293,000112
Privately issued residential mortgage-backed securities$77,171,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$121,122,00079
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$4,157,750,00040
Mortgage-backed securities$6,425,052,00050
Certificates of participation in pools of residential mortgages$6,347,071,00029
Issued or guaranteed by U.S.$6,347,071,00029
Privately issued$0245
Collaterized mortgage obligations$77,981,000319
CMOs issued by government agencies or sponsored agencies$810,0002,311
Privately issued$77,171,00044
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$1,748,989,00037
Available-for-sale securities (fair market value)$4,801,715,00073
Total debt securities$6,548,668,00065
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$1,021,250,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$116,996,00033
2020-09-30Rank
Total securities$7,316,873,00060
U.S. Government securities$7,019,565,00051
U.S. Treasury securities$3,000,000722
U.S. Government agency obligations$7,016,565,00047
Securities issued by states & political subdivisions$1,855,0003,649
Other domestic debt securities$199,126,000108
Privately issued residential mortgage-backed securities$80,029,00057
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$119,097,00075
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$4,475,241,00036
Mortgage-backed securities$7,096,594,00045
Certificates of participation in pools of residential mortgages$7,015,630,00027
Issued or guaranteed by U.S.$7,015,630,00027
Privately issued$0251
Collaterized mortgage obligations$80,964,000299
CMOs issued by government agencies or sponsored agencies$935,0002,287
Privately issued$80,029,00044
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$1,938,694,00035
Available-for-sale securities (fair market value)$5,281,852,00064
Total debt securities$7,218,163,00060
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$1,168,257,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$122,993,00035
2020-06-30Rank
Total securities$8,049,000,00052
U.S. Government securities$7,758,106,00044
U.S. Treasury securities$2,999,000760
U.S. Government agency obligations$7,755,107,00038
Securities issued by states & political subdivisions$2,731,0003,455
Other domestic debt securities$200,024,000113
Privately issued residential mortgage-backed securities$85,796,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$114,228,00073
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$3,918,668,00039
Mortgage-backed securities$7,840,903,00039
Certificates of participation in pools of residential mortgages$7,754,030,00023
Issued or guaranteed by U.S.$7,754,030,00023
Privately issued$0251
Collaterized mortgage obligations$86,873,000300
CMOs issued by government agencies or sponsored agencies$1,077,0002,266
Privately issued$85,796,00041
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$2,158,982,00030
Available-for-sale securities (fair market value)$5,801,879,00052
Total debt securities$7,956,641,00052
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$1,247,498,00020
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$137,964,00035
2020-03-31Rank
Total securities$8,550,282,00046
U.S. Government securities$8,216,516,00041
U.S. Treasury securities$2,999,000788
U.S. Government agency obligations$8,213,517,00037
Securities issued by states & political subdivisions$3,127,0003,326
Other domestic debt securities$200,506,000104
Privately issued residential mortgage-backed securities$89,633,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$110,873,00073
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$2,021,814,00068
Mortgage-backed securities$8,303,150,00037
Certificates of participation in pools of residential mortgages$8,212,313,00021
Issued or guaranteed by U.S.$8,212,313,00021
Privately issued$0267
Collaterized mortgage obligations$90,837,000288
CMOs issued by government agencies or sponsored agencies$1,204,0002,231
Privately issued$89,633,00033
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$2,300,642,00031
Available-for-sale securities (fair market value)$6,119,507,00050
Total debt securities$8,415,494,00048
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$1,179,754,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$125,927,00039
2019-12-31Rank
Total securities$9,090,297,00041
U.S. Government securities$8,736,982,00039
U.S. Treasury securities$249,862,00063
U.S. Government agency obligations$8,487,120,00036
Securities issued by states & political subdivisions$4,915,0003,013
Other domestic debt securities$214,540,00096
Privately issued residential mortgage-backed securities$93,512,00043
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$121,028,00066
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$1,781,288,00061
Mortgage-backed securities$8,580,632,00036
Certificates of participation in pools of residential mortgages$8,485,820,00021
Issued or guaranteed by U.S.$8,485,820,00021
Privately issued$0249
Collaterized mortgage obligations$94,812,000283
CMOs issued by government agencies or sponsored agencies$1,300,0002,213
Privately issued$93,512,00032
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$2,656,917,00032
Available-for-sale securities (fair market value)$6,299,520,00048
Total debt securities$8,951,209,00042
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$423,745,00026
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$79,783,00026
2019-09-30Rank
Total securities$10,141,470,00042
U.S. Government securities$9,767,984,00040
U.S. Treasury securities$848,368,00043
U.S. Government agency obligations$8,919,616,00037
Securities issued by states & political subdivisions$5,709,0002,906
Other domestic debt securities$222,243,00095
Privately issued residential mortgage-backed securities$99,695,00045
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$122,548,00063
Foreign debt securities$900,000196
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,289,053,00050
Mortgage-backed securities$9,019,311,00036
Certificates of participation in pools of residential mortgages$8,918,176,00022
Issued or guaranteed by U.S.$8,918,176,00022
Privately issued$0287
Collaterized mortgage obligations$101,135,000263
CMOs issued by government agencies or sponsored agencies$1,440,0002,209
Privately issued$99,695,00031
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$3,031,299,00034
Available-for-sale securities (fair market value)$6,965,537,00044
Total debt securities$9,991,027,00042
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$568,096,00025
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$81,738,00031
2019-06-30Rank
Total securities$11,111,317,00040
U.S. Government securities$10,732,544,00038
U.S. Treasury securities$1,370,305,00036
U.S. Government agency obligations$9,362,239,00036
Securities issued by states & political subdivisions$6,430,0002,845
Other domestic debt securities$228,726,00090
Privately issued residential mortgage-backed securities$104,608,00032
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$124,118,00061
Foreign debt securities$900,000208
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,102,882,00058
Mortgage-backed securities$9,466,847,00036
Certificates of participation in pools of residential mortgages$9,360,633,00021
Issued or guaranteed by U.S.$9,360,633,00021
Privately issued$0244
Collaterized mortgage obligations$106,214,000254
CMOs issued by government agencies or sponsored agencies$1,606,0002,142
Privately issued$104,608,00030
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$3,604,233,00031
Available-for-sale securities (fair market value)$7,364,367,00042
Total debt securities$10,962,260,00040
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$434,621,00023
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$73,111,00029
2019-03-31Rank
Total securities$12,091,429,00039
U.S. Government securities$11,783,415,00036
U.S. Treasury securities$2,077,289,00032
U.S. Government agency obligations$9,706,126,00034
Securities issued by states & political subdivisions$7,991,0002,674
Other domestic debt securities$231,822,00088
Privately issued residential mortgage-backed securities$107,874,00032
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$123,948,00059
Foreign debt securities$900,000222
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,364,501,00049
Mortgage-backed securities$9,814,000,00034
Certificates of participation in pools of residential mortgages$9,704,387,00021
Issued or guaranteed by U.S.$9,704,387,00021
Privately issued$0248
Collaterized mortgage obligations$109,613,000244
CMOs issued by government agencies or sponsored agencies$1,739,0002,106
Privately issued$107,874,00031
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$3,714,699,00033
Available-for-sale securities (fair market value)$8,309,429,00037
Total debt securities$12,017,402,00039
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$231,541,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$97,682,00023
2018-12-31Rank
Total securities$12,068,166,00039
U.S. Government securities$11,738,373,00036
U.S. Treasury securities$1,775,606,00035
U.S. Government agency obligations$9,962,767,00034
Securities issued by states & political subdivisions$9,153,0002,600
Other domestic debt securities$233,278,00085
Privately issued residential mortgage-backed securities$113,182,00034
Commercial mortgage-backed securities - Total$0160
Asset backed securities$15,000410
Structured financial products - Total$0154
Other domestic debt securities - All other$120,081,00057
Foreign debt securities$899,000222
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,310,819,00049
Mortgage-backed securities$10,075,949,00033
Certificates of participation in pools of residential mortgages$9,960,811,00019
Issued or guaranteed by U.S.$9,960,811,00019
Privately issued$0211
Collaterized mortgage obligations$115,138,000239
CMOs issued by government agencies or sponsored agencies$1,956,0002,044
Privately issued$113,182,00029
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$3,316,640,00033
Available-for-sale securities (fair market value)$8,665,063,00036
Total debt securities$11,974,712,00039
Structured notes
Amortized cost$15,000992
Fair value$15,000992
Trading account assets$126,570,00032
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$162,290,00022
2018-09-30Rank
Total securities$12,637,825,00033
U.S. Government securities$12,300,508,00032
U.S. Treasury securities$2,045,005,00031
U.S. Government agency obligations$10,255,503,00032
Securities issued by states & political subdivisions$10,548,0002,450
Other domestic debt securities$242,448,00082
Privately issued residential mortgage-backed securities$118,019,00031
Commercial mortgage-backed securities - Total$0150
Asset backed securities$28,000401
Structured financial products - Total$0171
Other domestic debt securities - All other$124,401,00055
Foreign debt securities$895,000219
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,497,341,00043
Mortgage-backed securities$10,373,522,00031
Certificates of participation in pools of residential mortgages$10,253,398,00019
Issued or guaranteed by U.S.$10,253,398,00019
Privately issued$0145
Collaterized mortgage obligations$120,124,000233
CMOs issued by government agencies or sponsored agencies$2,105,0001,999
Privately issued$118,019,00026
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$3,418,719,00032
Available-for-sale securities (fair market value)$9,135,680,00034
Total debt securities$12,546,675,00033
Structured notes
Amortized cost$29,000970
Fair value$28,000969
Trading account assets$80,569,00037
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$308,968,00018
2018-06-30Rank
Total securities$12,820,828,00033
U.S. Government securities$12,475,054,00031
U.S. Treasury securities$1,697,709,00034
U.S. Government agency obligations$10,777,345,00031
Securities issued by states & political subdivisions$15,472,0002,042
Other domestic debt securities$248,411,00079
Privately issued residential mortgage-backed securities$122,930,00031
Commercial mortgage-backed securities - Total$0147
Asset backed securities$32,000394
Structured financial products - Total$0186
Other domestic debt securities - All other$125,449,00052
Foreign debt securities$892,000220
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,321,644,00046
Mortgage-backed securities$10,900,275,00030
Certificates of participation in pools of residential mortgages$10,775,025,00019
Issued or guaranteed by U.S.$10,775,025,00019
Privately issued$0453
Collaterized mortgage obligations$125,250,000222
CMOs issued by government agencies or sponsored agencies$2,320,0001,959
Privately issued$122,930,00026
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$3,101,095,00035
Available-for-sale securities (fair market value)$9,638,734,00033
Total debt securities$12,725,400,00033
Structured notes
Amortized cost$33,000974
Fair value$32,000974
Trading account assets$104,296,00035
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$281,538,00018
2018-03-31Rank
Total securities$13,562,760,00032
U.S. Government securities$13,229,504,00031
U.S. Treasury securities$1,932,545,00033
U.S. Government agency obligations$11,296,959,00031
Securities issued by states & political subdivisions$22,209,0001,627
Other domestic debt securities$255,332,00077
Privately issued residential mortgage-backed securities$129,024,00030
Commercial mortgage-backed securities - Total$0147
Asset backed securities$41,000386
Structured financial products - Total$0193
Other domestic debt securities - All other$126,267,00052
Foreign debt securities$892,000214
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,902,878,00040
Mortgage-backed securities$11,425,983,00030
Certificates of participation in pools of residential mortgages$11,294,424,00018
Issued or guaranteed by U.S.$11,294,424,00018
Privately issued$067
Collaterized mortgage obligations$131,559,000216
CMOs issued by government agencies or sponsored agencies$2,535,0001,911
Privately issued$129,024,00026
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$3,228,756,00031
Available-for-sale securities (fair market value)$10,279,181,00033
Total debt securities$13,493,508,00032
Structured notes
Amortized cost$42,000937
Fair value$41,000938
Trading account assets$97,493,00033
Revaluation gains on off-balance sheet contracts$78,564,00030
Revaluation losses on off-balance sheet contracts$236,834,00018
2017-12-31Rank
Total securities$14,224,156,00032
U.S. Government securities$13,842,337,00030
U.S. Treasury securities$1,937,992,00032
U.S. Government agency obligations$11,904,345,00031
Securities issued by states & political subdivisions$27,151,0001,424
Other domestic debt securities$258,758,00070
Privately issued residential mortgage-backed securities$135,716,00030
Commercial mortgage-backed securities - Total$0146
Asset backed securities$45,000361
Structured financial products - Total$0204
Other domestic debt securities - All other$122,997,00050
Foreign debt securities$900,000211
Equity securities$95,010,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,290,460,00048
Mortgage-backed securities$12,040,061,00030
Certificates of participation in pools of residential mortgages$11,901,543,00018
Issued or guaranteed by U.S.$11,901,543,00018
Privately issued$064
Collaterized mortgage obligations$138,518,000210
CMOs issued by government agencies or sponsored agencies$2,802,0001,837
Privately issued$135,716,00026
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$3,353,213,00031
Available-for-sale securities (fair market value)$10,870,943,00032
Total debt securities$14,114,717,00032
Structured notes
Amortized cost$46,000957
Fair value$45,000957
Trading account assets$86,730,00035
Revaluation gains on off-balance sheet contracts$79,821,00027
Revaluation losses on off-balance sheet contracts$137,390,00020
2017-09-30Rank
Total securities$14,625,322,00032
U.S. Government securities$14,243,939,00030
U.S. Treasury securities$1,996,293,00032
U.S. Government agency obligations$12,247,646,00031
Securities issued by states & political subdivisions$35,123,0001,120
Other domestic debt securities$264,174,00073
Privately issued residential mortgage-backed securities$141,460,00030
Commercial mortgage-backed securities - Total$0146
Asset backed securities$49,000356
Structured financial products - Total$0214
Other domestic debt securities - All other$122,665,00054
Foreign debt securities$900,000225
Equity securities$81,186,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,875,475,00042
Mortgage-backed securities$12,389,106,00029
Certificates of participation in pools of residential mortgages$12,244,559,00016
Issued or guaranteed by U.S.$12,244,559,00016
Privately issued$069
Collaterized mortgage obligations$144,547,000204
CMOs issued by government agencies or sponsored agencies$3,087,0001,801
Privately issued$141,460,00026
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$3,242,124,00031
Available-for-sale securities (fair market value)$11,383,198,00032
Total debt securities$14,520,886,00032
Structured notes
Amortized cost$51,000985
Fair value$49,000987
Trading account assets$124,361,00032
Revaluation gains on off-balance sheet contracts$111,001,00025
Revaluation losses on off-balance sheet contracts$109,730,00022
2017-06-30Rank
Total securities$15,283,402,00031
U.S. Government securities$14,902,219,00028
U.S. Treasury securities$2,097,130,00029
U.S. Government agency obligations$12,805,089,00029
Securities issued by states & political subdivisions$41,871,000981
Other domestic debt securities$270,000,00073
Privately issued residential mortgage-backed securities$147,224,00031
Commercial mortgage-backed securities - Total$0138
Asset backed securities$54,000340
Structured financial products - Total$0219
Other domestic debt securities - All other$122,722,00058
Foreign debt securities$899,000233
Equity securities$68,413,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,383,886,00046
Mortgage-backed securities$12,952,313,00028
Certificates of participation in pools of residential mortgages$12,801,504,00016
Issued or guaranteed by U.S.$12,801,504,00016
Privately issued$067
Collaterized mortgage obligations$150,809,000197
CMOs issued by government agencies or sponsored agencies$3,585,0001,765
Privately issued$147,224,00027
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$3,388,268,00028
Available-for-sale securities (fair market value)$11,895,134,00030
Total debt securities$15,190,283,00031
Structured notes
Amortized cost$56,0001,058
Fair value$54,0001,060
Trading account assets$129,220,00033
Revaluation gains on off-balance sheet contracts$119,873,00024
Revaluation losses on off-balance sheet contracts$117,209,00023
2017-03-31Rank
Total securities$15,474,033,00030
U.S. Government securities$15,063,844,00027
U.S. Treasury securities$1,888,568,00032
U.S. Government agency obligations$13,175,276,00026
Securities issued by states & political subdivisions$49,960,000814
Other domestic debt securities$270,080,00076
Privately issued residential mortgage-backed securities$153,077,00029
Commercial mortgage-backed securities - Total$0146
Asset backed securities$55,000345
Structured financial products - Total$0221
Other domestic debt securities - All other$116,948,00062
Foreign debt securities$897,000230
Equity securities$89,252,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,776,797,00040
Mortgage-backed securities$13,328,353,00026
Certificates of participation in pools of residential mortgages$13,171,341,00015
Issued or guaranteed by U.S.$13,171,341,00015
Privately issued$066
Collaterized mortgage obligations$157,012,000193
CMOs issued by government agencies or sponsored agencies$3,935,0001,718
Privately issued$153,077,00025
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,876,119,00033
Available-for-sale securities (fair market value)$12,597,914,00028
Total debt securities$15,359,080,00030
Structured notes
Amortized cost$56,0001,138
Fair value$55,0001,139
Trading account assets$130,136,00033
Revaluation gains on off-balance sheet contracts$114,628,00024
Revaluation losses on off-balance sheet contracts$138,695,00020
2016-12-31Rank
Total securities$15,521,891,00028
U.S. Government securities$15,077,339,00027
U.S. Treasury securities$1,889,312,00031
U.S. Government agency obligations$13,188,027,00025
Securities issued by states & political subdivisions$64,499,000606
Other domestic debt securities$273,374,00076
Privately issued residential mortgage-backed securities$157,748,00031
Commercial mortgage-backed securities - Total$0137
Asset backed securities$58,000345
Structured financial products - Total$0226
Other domestic debt securities - All other$115,568,00061
Foreign debt securities$900,000225
Equity securities$105,779,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,616,286,00034
Mortgage-backed securities$13,345,775,00026
Certificates of participation in pools of residential mortgages$13,183,705,00013
Issued or guaranteed by U.S.$13,183,705,00013
Privately issued$071
Collaterized mortgage obligations$162,070,000190
CMOs issued by government agencies or sponsored agencies$4,322,0001,610
Privately issued$157,748,00027
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$2,457,278,00036
Available-for-sale securities (fair market value)$13,064,613,00026
Total debt securities$15,416,112,00028
Structured notes
Amortized cost$58,0001,131
Fair value$58,0001,132
Trading account assets$279,223,00027
Revaluation gains on off-balance sheet contracts$236,718,00023
Revaluation losses on off-balance sheet contracts$174,376,00020
2016-09-30Rank
Total securities$14,241,207,00029
U.S. Government securities$13,813,381,00029
U.S. Treasury securities$714,269,00036
U.S. Government agency obligations$13,099,112,00026
Securities issued by states & political subdivisions$77,273,000481
Other domestic debt securities$278,495,00075
Privately issued residential mortgage-backed securities$163,540,00030
Commercial mortgage-backed securities - Total$0131
Asset backed securities$78,000343
Structured financial products - Total$360,000204
Other domestic debt securities - All other$114,517,00061
Foreign debt securities$900,000219
Equity securities$71,158,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,032,421,00019
Mortgage-backed securities$13,262,652,00026
Certificates of participation in pools of residential mortgages$13,094,296,00015
Issued or guaranteed by U.S.$13,094,296,00015
Privately issued$067
Collaterized mortgage obligations$168,356,000190
CMOs issued by government agencies or sponsored agencies$4,816,0001,564
Privately issued$163,540,00027
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,409,950,00035
Available-for-sale securities (fair market value)$11,831,257,00030
Total debt securities$14,170,049,00029
Structured notes
Amortized cost$79,0001,116
Fair value$78,0001,119
Trading account assets$442,900,00025
Revaluation gains on off-balance sheet contracts$353,545,00022
Revaluation losses on off-balance sheet contracts$292,713,00021
2016-06-30Rank
Total securities$14,458,749,00028
U.S. Government securities$13,971,020,00026
U.S. Treasury securities$388,744,00045
U.S. Government agency obligations$13,582,276,00023
Securities issued by states & political subdivisions$89,855,000402
Other domestic debt securities$323,275,00073
Privately issued residential mortgage-backed securities$168,841,00030
Commercial mortgage-backed securities - Total$0142
Asset backed securities$86,000345
Structured financial products - Total$43,305,00044
Other domestic debt securities - All other$111,043,00070
Foreign debt securities$900,000219
Equity securities$73,699,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,228,304,00029
Mortgage-backed securities$13,751,117,00024
Certificates of participation in pools of residential mortgages$13,576,083,00014
Issued or guaranteed by U.S.$13,576,083,00014
Privately issued$071
Collaterized mortgage obligations$175,034,000190
CMOs issued by government agencies or sponsored agencies$6,193,0001,403
Privately issued$168,841,00027
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$2,574,421,00033
Available-for-sale securities (fair market value)$11,884,328,00026
Total debt securities$14,375,826,00028
Structured notes
Amortized cost$87,0001,252
Fair value$86,0001,253
Trading account assets$461,526,00026
Revaluation gains on off-balance sheet contracts$409,487,00022
Revaluation losses on off-balance sheet contracts$352,541,00022
2016-03-31Rank
Total securities$14,896,295,00028
U.S. Government securities$14,383,301,00026
U.S. Treasury securities$187,693,00064
U.S. Government agency obligations$14,195,608,00023
Securities issued by states & political subdivisions$108,856,000308
Other domestic debt securities$328,916,00069
Privately issued residential mortgage-backed securities$175,530,00029
Commercial mortgage-backed securities - Total$2,000148
Asset backed securities$92,000344
Structured financial products - Total$45,040,00041
Other domestic debt securities - All other$108,252,00073
Foreign debt securities$900,000221
Equity securities$74,322,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,502,059,00026
Mortgage-backed securities$14,371,140,00023
Certificates of participation in pools of residential mortgages$14,188,655,00014
Issued or guaranteed by U.S.$14,188,655,00014
Privately issued$066
Collaterized mortgage obligations$182,483,000187
CMOs issued by government agencies or sponsored agencies$6,953,0001,355
Privately issued$175,530,00026
Commercial mortgage-backed securities$2,0001,212
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$2,000775
Held to maturity securities (book value)$2,730,611,00031
Available-for-sale securities (fair market value)$12,165,684,00026
Total debt securities$14,821,973,00028
Structured notes
Amortized cost$93,0001,435
Fair value$92,0001,435
Trading account assets$424,205,00026
Revaluation gains on off-balance sheet contracts$347,546,00023
Revaluation losses on off-balance sheet contracts$295,869,00023
2015-12-31Rank
Total securities$15,067,671,00027
U.S. Government securities$14,526,671,00026
U.S. Treasury securities$286,452,00054
U.S. Government agency obligations$14,240,219,00022
Securities issued by states & political subdivisions$124,459,000251
Other domestic debt securities$342,524,00066
Privately issued residential mortgage-backed securities$181,163,00027
Commercial mortgage-backed securities - Total$2,000127
Asset backed securities$111,000347
Structured financial products - Total$47,393,00037
Other domestic debt securities - All other$113,855,00068
Foreign debt securities$888,000210
Equity securities$73,129,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,991,266,00027
Mortgage-backed securities$14,421,384,00021
Certificates of participation in pools of residential mortgages$14,232,488,00013
Issued or guaranteed by U.S.$14,232,488,00013
Privately issued$066
Collaterized mortgage obligations$188,894,000183
CMOs issued by government agencies or sponsored agencies$7,731,0001,298
Privately issued$181,163,00024
Commercial mortgage-backed securities$2,0001,166
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$2,000720
Held to maturity securities (book value)$2,859,709,00031
Available-for-sale securities (fair market value)$12,207,962,00026
Total debt securities$14,985,835,00027
Structured notes
Amortized cost$112,0001,585
Fair value$111,0001,586
Trading account assets$228,326,00029
Revaluation gains on off-balance sheet contracts$212,086,00024
Revaluation losses on off-balance sheet contracts$160,745,00024
2015-09-30Rank
Total securities$14,123,282,00028
U.S. Government securities$13,579,470,00027
U.S. Treasury securities$185,699,00062
U.S. Government agency obligations$13,393,771,00024
Securities issued by states & political subdivisions$131,547,000235
Other domestic debt securities$353,087,00064
Privately issued residential mortgage-backed securities$186,963,00027
Commercial mortgage-backed securities - Total$2,000136
Asset backed securities$122,000360
Structured financial products - Total$49,876,00034
Other domestic debt securities - All other$116,124,00071
Foreign debt securities$0326
Equity securities$59,178,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,983,267,00031
Mortgage-backed securities$13,580,534,00023
Certificates of participation in pools of residential mortgages$13,388,035,00013
Issued or guaranteed by U.S.$13,388,035,00013
Privately issued$065
Collaterized mortgage obligations$192,497,000179
CMOs issued by government agencies or sponsored agencies$5,534,0001,523
Privately issued$186,963,00025
Commercial mortgage-backed securities$2,0001,118
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$2,000684
Held to maturity securities (book value)$2,998,486,00031
Available-for-sale securities (fair market value)$11,124,796,00027
Total debt securities$14,060,574,00028
Structured notes
Amortized cost$325,0001,611
Fair value$324,0001,612
Trading account assets$295,531,00028
Revaluation gains on off-balance sheet contracts$281,736,00024
Revaluation losses on off-balance sheet contracts$233,006,00023
2015-06-30Rank
Total securities$14,379,984,00028
U.S. Government securities$13,786,947,00027
U.S. Treasury securities$185,227,00056
U.S. Government agency obligations$13,601,720,00023
Securities issued by states & political subdivisions$144,426,000200
Other domestic debt securities$358,659,00061
Privately issued residential mortgage-backed securities$191,997,00025
Commercial mortgage-backed securities - Total$1,000122
Asset backed securities$129,000361
Structured financial products - Total$50,483,00034
Other domestic debt securities - All other$116,049,00070
Foreign debt securities$900,000215
Equity securities$89,052,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,696,813,00032
Mortgage-backed securities$13,792,497,00022
Certificates of participation in pools of residential mortgages$13,594,257,00013
Issued or guaranteed by U.S.$13,594,257,00013
Privately issued$067
Collaterized mortgage obligations$198,239,000179
CMOs issued by government agencies or sponsored agencies$6,242,0001,495
Privately issued$191,997,00023
Commercial mortgage-backed securities$1,0001,082
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$1,000664
Held to maturity securities (book value)$3,164,585,00030
Available-for-sale securities (fair market value)$11,215,399,00028
Total debt securities$14,287,848,00028
Structured notes
Amortized cost$346,0001,752
Fair value$348,0001,750
Trading account assets$230,801,00028
Revaluation gains on off-balance sheet contracts$218,476,00025
Revaluation losses on off-balance sheet contracts$172,496,00023
2015-03-31Rank
Total securities$14,029,321,00028
U.S. Government securities$13,423,419,00026
U.S. Treasury securities$149,570,00058
U.S. Government agency obligations$13,273,849,00024
Securities issued by states & political subdivisions$156,548,000178
Other domestic debt securities$360,485,00059
Privately issued residential mortgage-backed securities$197,602,00025
Commercial mortgage-backed securities - Total$2,000115
Asset backed securities$142,000367
Structured financial products - Total$47,278,00033
Other domestic debt securities - All other$115,461,00070
Foreign debt securities$900,000221
Equity securities$87,969,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,449,395,00030
Mortgage-backed securities$13,470,209,00022
Certificates of participation in pools of residential mortgages$13,265,674,00013
Issued or guaranteed by U.S.$13,265,674,00013
Privately issued$070
Collaterized mortgage obligations$204,533,000177
CMOs issued by government agencies or sponsored agencies$6,931,0001,467
Privately issued$197,602,00023
Commercial mortgage-backed securities$2,0001,058
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$2,000636
Held to maturity securities (book value)$3,360,812,00028
Available-for-sale securities (fair market value)$10,668,509,00028
Total debt securities$13,938,778,00028
Structured notes
Amortized cost$377,0001,849
Fair value$379,0001,849
Trading account assets$316,744,00028
Revaluation gains on off-balance sheet contracts$284,776,00024
Revaluation losses on off-balance sheet contracts$240,168,00024
2014-12-31Rank
Total securities$12,629,357,00029
U.S. Government securities$12,030,014,00027
U.S. Treasury securities$148,348,00060
U.S. Government agency obligations$11,881,666,00026
Securities issued by states & political subdivisions$157,159,000171
Other domestic debt securities$368,617,00060
Privately issued residential mortgage-backed securities$201,834,00025
Commercial mortgage-backed securities - Total$2,000118
Asset backed securities$188,000360
Structured financial products - Total$50,316,00032
Other domestic debt securities - All other$116,277,00072
Foreign debt securities$900,000204
Equity securities$72,667,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,703,354,00032
Mortgage-backed securities$12,082,237,00023
Certificates of participation in pools of residential mortgages$11,872,944,00014
Issued or guaranteed by U.S.$11,872,944,00013
Privately issued$075
Collaterized mortgage obligations$209,291,000176
CMOs issued by government agencies or sponsored agencies$7,457,0001,442
Privately issued$201,834,00023
Commercial mortgage-backed securities$2,0001,039
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$2,000602
Held to maturity securities (book value)$3,507,868,00027
Available-for-sale securities (fair market value)$9,121,489,00032
Total debt securities$12,554,162,00029
Structured notes
Amortized cost$435,0001,918
Fair value$441,0001,919
Trading account assets$259,648,00028
Revaluation gains on off-balance sheet contracts$246,726,00024
Revaluation losses on off-balance sheet contracts$203,463,00024
2014-09-30Rank
Total securities$12,984,246,00029
U.S. Government securities$12,317,354,00026
U.S. Treasury securities$147,703,00058
U.S. Government agency obligations$12,169,651,00026
Securities issued by states & political subdivisions$161,180,000163
Other domestic debt securities$381,588,00059
Privately issued residential mortgage-backed securities$206,804,00026
Commercial mortgage-backed securities - Total$3,000139
Asset backed securities$196,000368
Structured financial products - Total$54,808,00031
Other domestic debt securities - All other$119,777,00075
Foreign debt securities$900,000202
Equity securities$123,224,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,128,508,00034
Mortgage-backed securities$12,370,152,00023
Certificates of participation in pools of residential mortgages$12,155,273,00014
Issued or guaranteed by U.S.$12,155,273,00013
Privately issued$073
Collaterized mortgage obligations$214,876,000179
CMOs issued by government agencies or sponsored agencies$8,072,0001,415
Privately issued$206,804,00024
Commercial mortgage-backed securities$3,0001,009
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$3,000570
Held to maturity securities (book value)$3,635,815,00027
Available-for-sale securities (fair market value)$9,348,431,00031
Total debt securities$12,858,428,00029
Structured notes
Amortized cost$459,0002,022
Fair value$468,0002,009
Trading account assets$248,845,00027
Revaluation gains on off-balance sheet contracts$220,828,00022
Revaluation losses on off-balance sheet contracts$181,742,00021
2014-06-30Rank
Total securities$11,733,389,00029
U.S. Government securities$11,035,792,00027
U.S. Treasury securities$24,617,000190
U.S. Government agency obligations$11,011,175,00026
Securities issued by states & political subdivisions$164,975,000156
Other domestic debt securities$386,143,00061
Privately issued residential mortgage-backed securities$210,504,00026
Commercial mortgage-backed securities - Total$3,000126
Asset backed securities$202,000387
Structured financial products - Total$56,200,00031
Other domestic debt securities - All other$119,234,00073
Foreign debt securities$900,000201
Equity securities$145,579,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,106,944,00033
Mortgage-backed securities$11,215,291,00023
Certificates of participation in pools of residential mortgages$10,996,015,00014
Issued or guaranteed by U.S.$10,996,015,00013
Privately issued$075
Collaterized mortgage obligations$219,273,000180
CMOs issued by government agencies or sponsored agencies$8,769,0001,391
Privately issued$210,504,00024
Commercial mortgage-backed securities$3,0001,015
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$3,000553
Held to maturity securities (book value)$3,760,665,00024
Available-for-sale securities (fair market value)$7,972,724,00036
Total debt securities$11,585,663,00030
Structured notes
Amortized cost$482,0002,040
Fair value$493,0001,981
Trading account assets$265,901,00028
Revaluation gains on off-balance sheet contracts$242,220,00023
Revaluation losses on off-balance sheet contracts$202,159,00020
2014-03-31Rank
Total securities$10,029,767,00034
U.S. Government securities$9,318,721,00029
U.S. Treasury securities$24,443,000183
U.S. Government agency obligations$9,294,278,00028
Securities issued by states & political subdivisions$173,277,000141
Other domestic debt securities$395,470,00060
Privately issued residential mortgage-backed securities$215,781,00026
Commercial mortgage-backed securities - Total$564,000111
Asset backed securities$209,000403
Structured financial products - Total$61,768,00029
Other domestic debt securities - All other$117,148,00075
Foreign debt securities$900,000202
Equity securities$141,399,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,162,914,00033
Mortgage-backed securities$9,504,157,00025
Certificates of participation in pools of residential mortgages$9,278,272,00017
Issued or guaranteed by U.S.$9,278,272,00015
Privately issued$076
Collaterized mortgage obligations$225,321,000173
CMOs issued by government agencies or sponsored agencies$9,540,0001,324
Privately issued$215,781,00024
Commercial mortgage-backed securities$564,000838
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$564,000470
Held to maturity securities (book value)$3,873,985,00022
Available-for-sale securities (fair market value)$6,155,782,00040
Total debt securities$9,887,207,00034
Structured notes
Amortized cost$504,0001,949
Fair value$517,0001,946
Trading account assets$268,517,00026
Revaluation gains on off-balance sheet contracts$255,247,00022
Revaluation losses on off-balance sheet contracts$216,366,00019
2013-12-31Rank
Total securities$8,461,784,00041
U.S. Government securities$7,759,479,00034
U.S. Treasury securities$20,006,000194
U.S. Government agency obligations$7,739,473,00033
Securities issued by states & political subdivisions$180,495,000132
Other domestic debt securities$400,217,00065
Privately issued residential mortgage-backed securities$219,770,00030
Commercial mortgage-backed securities - Total$1,708,00099
Asset backed securities$215,000401
Structured financial products - Total$63,083,00031
Other domestic debt securities - All other$115,441,00074
Foreign debt securities$900,000201
Equity securities$120,693,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,808,928,00034
Mortgage-backed securities$7,954,398,00028
Certificates of participation in pools of residential mortgages$7,722,675,00018
Issued or guaranteed by U.S.$7,722,675,00017
Privately issued$081
Collaterized mortgage obligations$230,015,000168
CMOs issued by government agencies or sponsored agencies$10,245,0001,282
Privately issued$219,770,00028
Commercial mortgage-backed securities$1,708,000617
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$1,708,000382
Held to maturity securities (book value)$3,966,130,00021
Available-for-sale securities (fair market value)$4,495,654,00047
Total debt securities$8,339,739,00041
Structured notes
Amortized cost$529,0001,934
Fair value$544,0001,923
Trading account assets$327,550,00025
Revaluation gains on off-balance sheet contracts$290,695,00021
Revaluation losses on off-balance sheet contracts$249,797,00020
2013-09-30Rank
Total securities$7,975,559,00041
U.S. Government securities$7,271,708,00035
U.S. Treasury securities$20,055,000178
U.S. Government agency obligations$7,251,653,00032
Securities issued by states & political subdivisions$188,333,000119
Other domestic debt securities$403,245,00068
Privately issued residential mortgage-backed securities$224,919,00030
Commercial mortgage-backed securities - Total$3,663,00090
Asset backed securities$222,000407
Structured financial products - Total$59,303,00032
Other domestic debt securities - All other$115,138,00076
Foreign debt securities$900,000207
Equity securities$111,373,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,790,864,00036
Mortgage-backed securities$7,473,588,00029
Certificates of participation in pools of residential mortgages$7,233,758,00021
Issued or guaranteed by U.S.$7,233,758,00019
Privately issued$080
Collaterized mortgage obligations$236,167,000168
CMOs issued by government agencies or sponsored agencies$11,248,0001,228
Privately issued$224,919,00028
Commercial mortgage-backed securities$3,663,000452
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$3,663,000269
Held to maturity securities (book value)$3,319,114,00020
Available-for-sale securities (fair market value)$4,656,445,00048
Total debt securities$7,863,214,00042
Structured notes
Amortized cost$561,0001,918
Fair value$580,0001,903
Trading account assets$325,913,00025
Revaluation gains on off-balance sheet contracts$298,893,00022
Revaluation losses on off-balance sheet contracts$261,449,00021
2013-06-30Rank
Total securities$4,869,122,00054
U.S. Government securities$4,123,211,00051
U.S. Treasury securities$20,095,000176
U.S. Government agency obligations$4,103,116,00049
Securities issued by states & political subdivisions$197,055,000109
Other domestic debt securities$410,944,00060
Privately issued residential mortgage-backed securities$230,795,00031
Commercial mortgage-backed securities - Total$5,102,00083
Asset backed securities$227,000417
Structured financial products - Total$59,916,00027
Other domestic debt securities - All other$114,904,00076
Foreign debt securities$0316
Equity securities$137,912,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,567,920,00034
Mortgage-backed securities$4,332,266,00046
Certificates of participation in pools of residential mortgages$4,080,895,00030
Issued or guaranteed by U.S.$4,080,895,00028
Privately issued$083
Collaterized mortgage obligations$246,269,000163
CMOs issued by government agencies or sponsored agencies$15,474,0001,046
Privately issued$230,795,00030
Commercial mortgage-backed securities$5,102,000377
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$5,102,000202
Held to maturity securities (book value)$1,819,691,00031
Available-for-sale securities (fair market value)$3,049,431,00062
Total debt securities$4,729,876,00055
Structured notes
Amortized cost$610,0001,866
Fair value$631,0001,856
Trading account assets$333,079,00027
Revaluation gains on off-balance sheet contracts$313,683,00024
Revaluation losses on off-balance sheet contracts$277,904,00022
2013-03-31Rank
Total securities$5,316,906,00051
U.S. Government securities$3,588,888,00055
U.S. Treasury securities$20,134,000182
U.S. Government agency obligations$3,568,754,00053
Securities issued by states & political subdivisions$200,499,000107
Other domestic debt securities$1,400,043,00034
Privately issued residential mortgage-backed securities$1,215,910,00015
Commercial mortgage-backed securities - Total$7,558,00070
Asset backed securities$209,000410
Structured financial products - Total$61,718,00024
Other domestic debt securities - All other$114,648,00077
Foreign debt securities$900,000196
Equity securities$126,576,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,888,134,00034
Mortgage-backed securities$4,785,346,00045
Certificates of participation in pools of residential mortgages$3,538,860,00031
Issued or guaranteed by U.S.$3,538,860,00029
Privately issued$083
Collaterized mortgage obligations$1,238,928,00056
CMOs issued by government agencies or sponsored agencies$23,018,000858
Privately issued$1,215,910,00014
Commercial mortgage-backed securities$7,558,000261
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$7,558,000138
Held to maturity securities (book value)$959,199,00041
Available-for-sale securities (fair market value)$4,357,707,00049
Total debt securities$5,189,075,00051
Structured notes
Amortized cost$674,0001,874
Fair value$672,0001,880
Trading account assets$376,278,00027
Revaluation gains on off-balance sheet contracts$362,115,00024
Revaluation losses on off-balance sheet contracts$327,608,00021
2012-12-31Rank
Total securities$5,729,088,00050
U.S. Government securities$3,996,125,00052
U.S. Treasury securities$20,167,000178
U.S. Government agency obligations$3,975,958,00049
Securities issued by states & political subdivisions$203,004,00099
Other domestic debt securities$1,429,654,00033
Privately issued residential mortgage-backed securities$1,247,047,00014
Commercial mortgage-backed securities - Total$11,000,00059
Asset backed securities$239,000386
Structured financial products - Total$61,869,00021
Other domestic debt securities - All other$109,499,00076
Foreign debt securities$900,000195
Equity securities$99,405,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,197,938,00032
Mortgage-backed securities$5,226,309,00042
Certificates of participation in pools of residential mortgages$3,937,543,00029
Issued or guaranteed by U.S.$3,937,543,00027
Privately issued$085
Collaterized mortgage obligations$1,277,766,00056
CMOs issued by government agencies or sponsored agencies$30,719,000696
Privately issued$1,247,047,00013
Commercial mortgage-backed securities$11,000,000192
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$11,000,000103
Held to maturity securities (book value)$1,032,276,00039
Available-for-sale securities (fair market value)$4,696,812,00048
Total debt securities$5,629,108,00050
Structured notes
Amortized cost$1,466,0001,494
Fair value$1,464,0001,495
Trading account assets$435,912,00028
Revaluation gains on off-balance sheet contracts$408,688,00026
Revaluation losses on off-balance sheet contracts$374,274,00023
2012-09-30Rank
Total securities$6,259,720,00048
U.S. Government securities$4,462,130,00047
U.S. Treasury securities$25,517,000133
U.S. Government agency obligations$4,436,613,00043
Securities issued by states & political subdivisions$226,600,00084
Other domestic debt securities$1,468,200,00033
Privately issued residential mortgage-backed securities$1,292,681,00014
Commercial mortgage-backed securities - Total$10,569,00064
Asset backed securities$245,000376
Structured financial products - Total$57,201,00019
Other domestic debt securities - All other$107,504,00083
Foreign debt securities$900,000191
Equity securities$101,890,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,702,724,00025
Mortgage-backed securities$5,720,537,00039
Certificates of participation in pools of residential mortgages$4,372,729,00029
Issued or guaranteed by U.S.$4,372,729,00027
Privately issued$088
Collaterized mortgage obligations$1,337,239,00057
CMOs issued by government agencies or sponsored agencies$44,558,000545
Privately issued$1,292,681,00013
Commercial mortgage-backed securities$10,569,000181
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$10,569,000109
Held to maturity securities (book value)$1,121,325,00036
Available-for-sale securities (fair market value)$5,138,395,00046
Total debt securities$6,157,411,00049
Structured notes
Amortized cost$2,014,0001,299
Fair value$2,023,0001,310
Trading account assets$474,343,00027
Revaluation gains on off-balance sheet contracts$454,929,00025
Revaluation losses on off-balance sheet contracts$424,312,00021
2012-06-30Rank
Total securities$6,672,779,00046
U.S. Government securities$4,837,369,00044
U.S. Treasury securities$25,531,000135
U.S. Government agency obligations$4,811,838,00041
Securities issued by states & political subdivisions$222,504,00084
Other domestic debt securities$1,503,787,00034
Privately issued residential mortgage-backed securities$1,311,017,00014
Commercial mortgage-backed securities - Total$12,127,00059
Asset backed securities$275,000331
Structured financial products - Total$55,098,00019
Other domestic debt securities - All other$125,270,00074
Foreign debt securities$900,000180
Equity securities$108,219,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,982,608,00025
Mortgage-backed securities$6,115,408,00034
Certificates of participation in pools of residential mortgages$4,731,374,00028
Issued or guaranteed by U.S.$4,731,374,00026
Privately issued$094
Collaterized mortgage obligations$1,371,907,00055
CMOs issued by government agencies or sponsored agencies$60,890,000452
Privately issued$1,311,017,00013
Commercial mortgage-backed securities$12,127,000163
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$12,127,00094
Held to maturity securities (book value)$1,188,465,00033
Available-for-sale securities (fair market value)$5,484,314,00045
Total debt securities$6,564,228,00047
Structured notes
Amortized cost$2,228,0001,432
Fair value$2,246,0001,432
Trading account assets$494,489,00027
Revaluation gains on off-balance sheet contracts$459,245,00025
Revaluation losses on off-balance sheet contracts$430,101,00022
2012-03-31Rank
Total securities$6,788,669,00047
U.S. Government securities$4,859,817,00044
U.S. Treasury securities$25,565,000140
U.S. Government agency obligations$4,834,252,00043
Securities issued by states & political subdivisions$223,899,00073
Other domestic debt securities$1,594,717,00033
Privately issued residential mortgage-backed securities$1,357,894,00014
Commercial mortgage-backed securities - Total$13,435,00053
Asset backed securities$280,000283
Structured financial products - Total$58,184,00019
Other domestic debt securities - All other$164,924,00066
Foreign debt securities$900,000135
Equity securities$109,336,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,138,505,00025
Mortgage-backed securities$6,185,261,00035
Certificates of participation in pools of residential mortgages$4,735,401,00027
Issued or guaranteed by U.S.$4,735,401,00025
Privately issued$094
Collaterized mortgage obligations$1,436,425,00053
CMOs issued by government agencies or sponsored agencies$78,531,000388
Privately issued$1,357,894,00013
Commercial mortgage-backed securities$13,435,000133
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$13,435,00079
Held to maturity securities (book value)$1,000,294,00037
Available-for-sale securities (fair market value)$5,788,375,00045
Total debt securities$6,678,915,00047
Structured notes
Amortized cost$2,912,0001,466
Fair value$2,945,0001,455
Trading account assets$465,934,00027
Revaluation gains on off-balance sheet contracts$426,816,00023
Revaluation losses on off-balance sheet contracts$398,185,00021
2011-12-31Rank
Total securities$7,254,027,00043
U.S. Government securities$5,192,337,00041
U.S. Treasury securities$25,630,000135
U.S. Government agency obligations$5,166,707,00039
Securities issued by states & political subdivisions$228,949,00071
Other domestic debt securities$1,626,661,00031
Privately issued residential mortgage-backed securities$1,386,254,00014
Commercial mortgage-backed securities - Total$15,029,00045
Asset backed securities$280,000211
Structured financial products - Total$52,500,00018
Other domestic debt securities - All other$172,598,00063
Foreign debt securities$900,00096
Equity securities$205,180,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,371,514,00022
Mortgage-backed securities$6,530,869,00032
Certificates of participation in pools of residential mortgages$5,032,551,00024
Issued or guaranteed by U.S.$5,032,551,00024
Privately issued$0121
Collaterized mortgage obligations$1,483,289,00051
CMOs issued by government agencies or sponsored agencies$97,035,000316
Privately issued$1,386,254,00014
Commercial mortgage-backed securities$15,029,00098
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$15,029,00065
Held to maturity securities (book value)$1,077,708,00033
Available-for-sale securities (fair market value)$6,176,319,00045
Total debt securities$7,048,779,00044
Structured notes
Amortized cost$4,656,0001,073
Fair value$4,700,0001,065
Trading account assets$512,731,00028
Revaluation gains on off-balance sheet contracts$462,148,00022
Revaluation losses on off-balance sheet contracts$434,559,00020
2011-09-30Rank
Total securities$6,739,903,00044
U.S. Government securities$4,626,968,00042
U.S. Treasury securities$25,638,000147
U.S. Government agency obligations$4,601,330,00040
Securities issued by states & political subdivisions$231,264,00069
Other domestic debt securities$1,714,321,00029
Privately issued residential mortgage-backed securities$1,469,344,00014
Commercial mortgage-backed securities - Total$16,829,00035
Asset backed securities$298,000196
Structured financial products - Total$51,354,00017
Other domestic debt securities - All other$176,496,00060
Foreign debt securities$900,00098
Equity securities$166,450,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,877,470,00023
Mortgage-backed securities$6,049,919,00033
Certificates of participation in pools of residential mortgages$4,442,782,00025
Issued or guaranteed by U.S.$4,442,782,00025
Privately issued$0132
Collaterized mortgage obligations$1,590,308,00049
CMOs issued by government agencies or sponsored agencies$120,964,000263
Privately issued$1,469,344,00014
Commercial mortgage-backed securities$16,829,00083
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$16,829,00055
Held to maturity securities (book value)$1,161,837,00032
Available-for-sale securities (fair market value)$5,578,066,00045
Total debt securities$6,445,241,00045
Structured notes
Amortized cost$5,023,0001,010
Fair value$5,109,0001,003
Trading account assets$556,532,00028
Revaluation gains on off-balance sheet contracts$486,388,00021
Revaluation losses on off-balance sheet contracts$458,220,00020
2011-06-30Rank
Total securities$6,048,115,00047
U.S. Government securities$3,858,841,00051
U.S. Treasury securities$26,414,000159
U.S. Government agency obligations$3,832,427,00049
Securities issued by states & political subdivisions$252,086,00067
Other domestic debt securities$1,840,829,00029
Privately issued residential mortgage-backed securities$1,571,144,00014
Commercial mortgage-backed securities - Total$17,233,00032
Asset backed securities$311,000191
Structured financial products - Total$61,601,00018
Other domestic debt securities - All other$190,540,00057
Foreign debt securities$900,00093
Equity securities$95,459,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,313,466,00027
Mortgage-backed securities$5,341,964,00036
Certificates of participation in pools of residential mortgages$3,611,841,00029
Issued or guaranteed by U.S.$3,611,841,00029
Privately issued$0125
Collaterized mortgage obligations$1,712,890,00047
CMOs issued by government agencies or sponsored agencies$141,746,000221
Privately issued$1,571,144,00014
Commercial mortgage-backed securities$17,233,00069
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$17,233,00047
Held to maturity securities (book value)$1,219,686,00030
Available-for-sale securities (fair market value)$4,828,429,00049
Total debt securities$5,911,496,00047
Structured notes
Amortized cost$5,312,0001,127
Fair value$5,415,0001,119
Trading account assets$450,497,00027
Revaluation gains on off-balance sheet contracts$390,984,00022
Revaluation losses on off-balance sheet contracts$366,483,00020
2011-03-31Rank
Total securities$6,045,190,00046
U.S. Government securities$3,632,122,00055
U.S. Treasury securities$20,902,000205
U.S. Government agency obligations$3,611,220,00052
Securities issued by states & political subdivisions$250,641,00068
Other domestic debt securities$2,090,545,00025
Privately issued residential mortgage-backed securities$1,660,745,00013
Commercial mortgage-backed securities - Total$20,467,00027
Asset backed securities$325,000186
Structured financial products - Total$114,265,00012
Other domestic debt securities - All other$294,743,00040
Foreign debt securities$400,000108
Equity securities$71,482,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,503,951,00026
Mortgage-backed securities$5,279,451,00034
Certificates of participation in pools of residential mortgages$3,453,660,00030
Issued or guaranteed by U.S.$3,453,660,00029
Privately issued$0136
Collaterized mortgage obligations$1,805,324,00047
CMOs issued by government agencies or sponsored agencies$144,579,000217
Privately issued$1,660,745,00013
Commercial mortgage-backed securities$20,467,00058
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$20,467,00037
Held to maturity securities (book value)$1,262,089,00028
Available-for-sale securities (fair market value)$4,783,101,00049
Total debt securities$5,964,612,00046
Structured notes
Amortized cost$5,620,0001,131
Fair value$5,750,0001,114
Trading account assets$361,767,00031
Revaluation gains on off-balance sheet contracts$327,632,00023
Revaluation losses on off-balance sheet contracts$303,930,00022
2010-12-31Rank
Total securities$6,646,354,00041
U.S. Government securities$4,158,331,00046
U.S. Treasury securities$26,032,000185
U.S. Government agency obligations$4,132,299,00045
Securities issued by states & political subdivisions$251,544,00066
Other domestic debt securities$2,137,758,00026
Privately issued residential mortgage-backed securities$1,716,584,00014
Commercial mortgage-backed securities - Total$25,611,00042
Asset backed securities$342,000171
Structured financial products - Total$110,756,00012
Other domestic debt securities - All other$284,465,00041
Foreign debt securities$400,000101
Equity securities$98,321,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,515,929,00028
Mortgage-backed securities$5,853,083,00032
Certificates of participation in pools of residential mortgages$3,930,154,00026
Issued or guaranteed by U.S.$3,930,154,00025
Privately issued$0141
Collaterized mortgage obligations$1,897,318,00044
CMOs issued by government agencies or sponsored agencies$180,734,000181
Privately issued$1,716,584,00014
Commercial mortgage-backed securities$25,611,00042
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$25,611,00027
Held to maturity securities (book value)$1,324,339,00024
Available-for-sale securities (fair market value)$5,322,015,00048
Total debt securities$6,537,961,00040
Structured notes
Amortized cost$13,964,000486
Fair value$14,160,000466
Trading account assets$473,575,00028
Revaluation gains on off-balance sheet contracts$356,899,00024
Revaluation losses on off-balance sheet contracts$333,222,00021
2010-09-30Rank
Total securities$7,113,133,00034
U.S. Government securities$4,512,644,00038
U.S. Treasury securities$26,293,000170
U.S. Government agency obligations$4,486,351,00038
Securities issued by states & political subdivisions$268,951,00059
Other domestic debt securities$2,232,307,00027
Privately issued residential mortgage-backed securities$1,812,450,00015
Commercial mortgage-backed securities - Total$30,593,00036
Asset backed securities$358,000166
Structured financial products - Total$109,342,00012
Other domestic debt securities - All other$279,564,00041
Foreign debt securities$400,000100
Equity securities$98,831,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,778,149,00023
Mortgage-backed securities$6,294,992,00027
Certificates of participation in pools of residential mortgages$4,284,870,00022
Issued or guaranteed by U.S.$4,284,870,00022
Privately issued$0141
Collaterized mortgage obligations$1,979,529,00041
CMOs issued by government agencies or sponsored agencies$167,079,000184
Privately issued$1,812,450,00014
Commercial mortgage-backed securities$30,593,00036
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$30,593,00026
Held to maturity securities (book value)$1,425,717,00020
Available-for-sale securities (fair market value)$5,687,416,00042
Total debt securities$7,006,128,00035
Structured notes
Amortized cost$19,592,000299
Fair value$19,988,000294
Trading account assets$489,821,00033
Revaluation gains on off-balance sheet contracts$447,968,00024
Revaluation losses on off-balance sheet contracts$425,084,00023
2010-06-30Rank
Total securities$7,535,125,00033
U.S. Government securities$4,842,827,00038
U.S. Treasury securities$26,538,000162
U.S. Government agency obligations$4,816,289,00036
Securities issued by states & political subdivisions$273,510,00054
Other domestic debt securities$2,319,985,00027
Privately issued residential mortgage-backed securities$1,894,697,00014
Commercial mortgage-backed securities - Total$36,068,00031
Asset backed securities$400,000152
Structured financial products - Total$118,040,00013
Other domestic debt securities - All other$270,780,00039
Foreign debt securities$400,00095
Equity securities$98,403,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,488,789,00024
Mortgage-backed securities$6,707,092,00028
Certificates of participation in pools of residential mortgages$4,575,086,00021
Issued or guaranteed by U.S.$4,575,086,00021
Privately issued$0148
Collaterized mortgage obligations$2,095,938,00039
CMOs issued by government agencies or sponsored agencies$201,241,000149
Privately issued$1,894,697,00014
Commercial mortgage-backed securities$36,068,00031
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$36,068,00025
Held to maturity securities (book value)$1,481,541,00020
Available-for-sale securities (fair market value)$6,053,584,00039
Total debt securities$7,427,198,00034
Structured notes
Amortized cost$25,116,000238
Fair value$25,589,000234
Trading account assets$440,666,00033
Revaluation gains on off-balance sheet contracts$405,914,00022
Revaluation losses on off-balance sheet contracts$380,465,00021
2010-03-31Rank
Total securities$7,491,710,00032
U.S. Government securities$4,710,864,00038
U.S. Treasury securities$26,766,000160
U.S. Government agency obligations$4,684,098,00036
Securities issued by states & political subdivisions$276,774,00052
Other domestic debt securities$2,399,644,00023
Privately issued residential mortgage-backed securities$1,965,838,00014
Commercial mortgage-backed securities - Total$35,362,00035
Asset backed securities$402,000156
Structured financial products - Total$125,755,00014
Other domestic debt securities - All other$272,287,00038
Foreign debt securities$400,00099
Equity securities$104,028,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,047,229,00021
Mortgage-backed securities$6,630,554,00027
Certificates of participation in pools of residential mortgages$4,391,098,00022
Issued or guaranteed by U.S.$4,391,098,00022
Privately issued$0145
Collaterized mortgage obligations$2,204,094,00037
CMOs issued by government agencies or sponsored agencies$238,256,000126
Privately issued$1,965,838,00013
Commercial mortgage-backed securities$35,362,00035
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$35,362,00026
Held to maturity securities (book value)$1,509,805,00018
Available-for-sale securities (fair market value)$5,981,905,00040
Total debt securities$7,383,543,00032
Structured notes
Amortized cost$25,597,000188
Fair value$26,168,000182
Trading account assets$369,161,00032
Revaluation gains on off-balance sheet contracts$342,871,00022
Revaluation losses on off-balance sheet contracts$316,026,00021
2009-12-31Rank
Total securities$7,156,847,00034
U.S. Government securities$3,973,132,00045
U.S. Treasury securities$26,938,000131
U.S. Government agency obligations$3,946,194,00043
Securities issued by states & political subdivisions$266,748,00055
Other domestic debt securities$2,789,064,00024
Privately issued residential mortgage-backed securities$2,375,879,00014
Commercial mortgage-backed securities - Total$40,898,00032
Asset backed securities$410,000179
Structured financial products - Total$115,346,00013
Other domestic debt securities - All other$256,531,00039
Foreign debt securities$400,00096
Equity securities$127,503,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,486,551,00026
Mortgage-backed securities$6,302,974,00027
Certificates of participation in pools of residential mortgages$3,609,134,00024
Issued or guaranteed by U.S.$3,609,134,00024
Privately issued$0157
Collaterized mortgage obligations$2,652,942,00028
CMOs issued by government agencies or sponsored agencies$277,063,000109
Privately issued$2,375,879,00014
Commercial mortgage-backed securities$40,898,00032
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$40,898,00026
Held to maturity securities (book value)$567,607,00047
Available-for-sale securities (fair market value)$6,589,240,00037
Total debt securities$7,026,584,00033
Structured notes
Amortized cost$26,153,000121
Fair value$26,823,000114
Trading account assets$351,296,00035
Revaluation gains on off-balance sheet contracts$329,559,00022
Revaluation losses on off-balance sheet contracts$302,198,00021
2009-09-30Rank
Total securities$7,000,608,00039
U.S. Government securities$3,702,219,00044
U.S. Treasury securities$27,191,000129
U.S. Government agency obligations$3,675,028,00042
Securities issued by states & political subdivisions$281,833,00056
Other domestic debt securities$2,914,235,00025
Privately issued residential mortgage-backed securities$2,513,293,00014
Commercial mortgage-backed securities - Total$40,222,00034
Asset backed securities$421,000183
Structured financial products - Total$131,337,00015
Other domestic debt securities - All other$228,962,00040
Foreign debt securities$400,00098
Equity securities$101,921,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,070,335,00028
Mortgage-backed securities$6,159,452,00029
Certificates of participation in pools of residential mortgages$3,285,167,00028
Issued or guaranteed by U.S.$3,285,167,00028
Privately issued$0171
Collaterized mortgage obligations$2,834,063,00028
CMOs issued by government agencies or sponsored agencies$320,770,00089
Privately issued$2,513,293,00014
Commercial mortgage-backed securities$40,222,00034
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$40,222,00027
Held to maturity securities (book value)$598,743,00048
Available-for-sale securities (fair market value)$6,401,865,00039
Total debt securities$6,895,655,00038
Structured notes
Amortized cost$26,762,00070
Fair value$27,594,00067
Trading account assets$462,813,00036
Revaluation gains on off-balance sheet contracts$414,157,00022
Revaluation losses on off-balance sheet contracts$384,525,00021
2009-06-30Rank
Total securities$7,449,720,00035
U.S. Government securities$4,045,523,00038
U.S. Treasury securities$34,213,000105
U.S. Government agency obligations$4,011,310,00037
Securities issued by states & political subdivisions$281,140,00055
Other domestic debt securities$2,932,644,00022
Privately issued residential mortgage-backed securities$2,573,446,00012
Commercial mortgage-backed securities - Total$41,811,00036
Asset backed securities$455,000200
Structured financial products - Total$112,372,00015
Other domestic debt securities - All other$204,560,00046
Foreign debt securities$400,000102
Equity securities$190,013,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,429,821,00026
Mortgage-backed securities$6,463,528,00026
Certificates of participation in pools of residential mortgages$3,472,167,00026
Issued or guaranteed by U.S.$3,472,167,00026
Privately issued$0181
Collaterized mortgage obligations$2,949,550,00024
CMOs issued by government agencies or sponsored agencies$376,104,00073
Privately issued$2,573,446,00012
Commercial mortgage-backed securities$41,811,00036
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$41,811,00029
Held to maturity securities (book value)$610,777,00045
Available-for-sale securities (fair market value)$6,838,943,00035
Total debt securities$7,258,391,00034
Structured notes
Amortized cost$28,324,00042
Fair value$29,026,00038
Trading account assets$464,076,00034
Revaluation gains on off-balance sheet contracts$384,098,00024
Revaluation losses on off-balance sheet contracts$353,629,00023
2009-03-31Rank
Total securities$6,967,617,00039
U.S. Government securities$3,783,943,00043
U.S. Treasury securities$31,636,00098
U.S. Government agency obligations$3,752,307,00041
Securities issued by states & political subdivisions$136,748,000106
Other domestic debt securities$2,826,197,00022
Privately issued residential mortgage-backed securities$2,692,276,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,889,000150
Structured financial products - TotalNANA
Other domestic debt securities - All other$131,032,00063
Foreign debt securities$0181
Equity securities$220,729,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,740,238,00028
Mortgage-backed securities$6,263,464,00028
Certificates of participation in pools of residential mortgages$3,102,825,00027
Issued or guaranteed by U.S.$3,102,825,00027
Privately issued$0191
Collaterized mortgage obligations$3,160,639,00026
CMOs issued by government agencies or sponsored agencies$468,363,00063
Privately issued$2,692,276,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$469,568,00052
Available-for-sale securities (fair market value)$6,498,049,00037
Total debt securities$6,743,938,00036
Structured notes
Amortized cost$28,768,00032
Fair value$29,498,00031
Trading account assets$562,647,00035
Revaluation gains on off-balance sheet contracts$527,043,00023
Revaluation losses on off-balance sheet contracts$495,370,00023
2008-12-31Rank
Total securities$7,150,511,00033
U.S. Government securities$3,892,096,00043
U.S. Treasury securities$32,042,00081
U.S. Government agency obligations$3,860,054,00042
Securities issued by states & political subdivisions$135,586,000109
Other domestic debt securities$2,837,668,00020
Privately issued residential mortgage-backed securities$2,679,467,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,022,000139
Structured financial products - TotalNANA
Other domestic debt securities - All other$155,179,00041
Foreign debt securities$0172
Equity securities$285,161,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,773,390,00028
Mortgage-backed securities$6,291,482,00027
Certificates of participation in pools of residential mortgages$3,081,918,00025
Issued or guaranteed by U.S.$3,081,918,00025
Privately issued$0188
Collaterized mortgage obligations$3,209,564,00026
CMOs issued by government agencies or sponsored agencies$530,097,00056
Privately issued$2,679,467,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$485,838,00047
Available-for-sale securities (fair market value)$6,664,673,00034
Total debt securities$6,865,350,00034
Structured notes
Amortized cost$29,098,00041
Fair value$29,965,00039
Trading account assets$585,072,00034
Revaluation gains on off-balance sheet contracts$552,115,00023
Revaluation losses on off-balance sheet contracts$521,079,00023
2008-09-30Rank
Total securities$7,625,863,00033
U.S. Government securities$3,968,540,00038
U.S. Treasury securities$32,047,00076
U.S. Government agency obligations$3,936,493,00037
Securities issued by states & political subdivisions$124,338,000114
Other domestic debt securities$3,270,027,00020
Privately issued residential mortgage-backed securities$3,105,403,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,716,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$158,908,00039
Foreign debt securities$250,000107
Equity securities$262,708,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,477,797,00024
Mortgage-backed securities$6,797,645,00028
Certificates of participation in pools of residential mortgages$3,115,377,00026
Issued or guaranteed by U.S.$3,115,377,00026
Privately issued$0192
Collaterized mortgage obligations$3,682,268,00023
CMOs issued by government agencies or sponsored agencies$576,865,00048
Privately issued$3,105,403,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$492,417,00045
Available-for-sale securities (fair market value)$7,133,446,00035
Total debt securities$7,362,751,00033
Structured notes
Amortized cost$29,318,00036
Fair value$29,366,00034
Trading account assets$330,583,00041
Revaluation gains on off-balance sheet contracts$189,889,00027
Revaluation losses on off-balance sheet contracts$157,619,00024
2008-06-30Rank
Total securities$7,806,074,00038
U.S. Government securities$3,796,748,00043
U.S. Treasury securities$32,177,00072
U.S. Government agency obligations$3,764,571,00043
Securities issued by states & political subdivisions$134,996,000107
Other domestic debt securities$3,574,138,00024
Privately issued residential mortgage-backed securities$3,368,548,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$15,160,00073
Structured financial products - TotalNANA
Other domestic debt securities - All other$190,430,00044
Foreign debt securities$250,000109
Equity securities$299,942,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,661,530,00021
Mortgage-backed securities$6,881,910,00032
Certificates of participation in pools of residential mortgages$2,872,259,00031
Issued or guaranteed by U.S.$2,872,259,00030
Privately issued$0202
Collaterized mortgage obligations$4,009,651,00027
CMOs issued by government agencies or sponsored agencies$641,103,00048
Privately issued$3,368,548,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$73,060,000259
Available-for-sale securities (fair market value)$7,733,014,00036
Total debt securities$7,506,132,00038
Structured notes
Amortized cost$29,586,00039
Fair value$29,633,00038
Trading account assets$200,453,00050
Revaluation gains on off-balance sheet contracts$177,080,00029
Revaluation losses on off-balance sheet contracts$147,549,00027
2008-03-31Rank
Total securities$7,913,613,00038
U.S. Government securities$3,635,031,00040
U.S. Treasury securities$50,852,00053
U.S. Government agency obligations$3,584,179,00040
Securities issued by states & political subdivisions$147,192,00099
Other domestic debt securities$3,835,306,00023
Privately issued residential mortgage-backed securities$3,606,720,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,589,00063
Structured financial products - TotalNANA
Other domestic debt securities - All other$206,997,00041
Foreign debt securities$1,500,00060
Equity securities$294,584,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,587,769,00022
Mortgage-backed securities$6,805,177,00031
Certificates of participation in pools of residential mortgages$2,470,509,00034
Issued or guaranteed by U.S.$2,470,509,00032
Privately issued$0205
Collaterized mortgage obligations$4,334,668,00027
CMOs issued by government agencies or sponsored agencies$727,948,00040
Privately issued$3,606,720,00019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$72,981,000243
Available-for-sale securities (fair market value)$7,840,632,00037
Total debt securities$7,619,029,00038
Structured notes
Amortized cost$39,871,00028
Fair value$40,633,00026
Trading account assets$328,792,00048
Revaluation gains on off-balance sheet contracts$317,247,00027
Revaluation losses on off-balance sheet contracts$289,612,00024
2007-12-31Rank
Total securities$8,174,171,00034
U.S. Government securities$3,524,379,00044
U.S. Treasury securities$71,275,00047
U.S. Government agency obligations$3,453,104,00043
Securities issued by states & political subdivisions$153,231,00098
Other domestic debt securities$4,157,281,00020
Privately issued residential mortgage-backed securities$3,966,028,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$32,338,00061
Structured financial products - TotalNANA
Other domestic debt securities - All other$158,915,00050
Foreign debt securities$1,500,00058
Equity securities$337,780,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,672,600,00021
Mortgage-backed securities$6,873,154,00029
Certificates of participation in pools of residential mortgages$2,122,762,00038
Issued or guaranteed by U.S.$2,122,762,00034
Privately issued$0191
Collaterized mortgage obligations$4,750,392,00025
CMOs issued by government agencies or sponsored agencies$784,364,00041
Privately issued$3,966,028,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,441,000237
Available-for-sale securities (fair market value)$8,097,730,00031
Total debt securities$7,836,391,00034
Structured notes
Amortized cost$80,182,00019
Fair value$80,339,00019
Trading account assets$234,079,00046
Revaluation gains on off-balance sheet contracts$168,317,00028
Revaluation losses on off-balance sheet contracts$143,025,00026
2007-09-30Rank
Total securities$7,249,265,00038
U.S. Government securities$2,129,371,00065
U.S. Treasury securities$71,530,00049
U.S. Government agency obligations$2,057,841,00065
Securities issued by states & political subdivisions$109,685,000130
Other domestic debt securities$4,714,957,00021
Privately issued residential mortgage-backed securities$4,003,187,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$566,156,00017
Structured financial products - TotalNANA
Other domestic debt securities - All other$145,614,00058
Foreign debt securities$1,425,00065
Equity securities$293,827,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,574,668,00028
Mortgage-backed securities$5,794,791,00033
Certificates of participation in pools of residential mortgages$1,072,070,00066
Issued or guaranteed by U.S.$1,072,070,00064
Privately issued$0194
Collaterized mortgage obligations$4,722,721,00025
CMOs issued by government agencies or sponsored agencies$719,534,00042
Privately issued$4,003,187,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$60,090,000308
Available-for-sale securities (fair market value)$7,189,175,00034
Total debt securities$6,955,438,00040
Structured notes
Amortized cost$959,0001,931
Fair value$931,0001,940
Trading account assets$132,987,00054
Revaluation gains on off-balance sheet contracts$103,129,00028
Revaluation losses on off-balance sheet contracts$81,668,00026
2007-06-30Rank
Total securities$6,309,388,00041
U.S. Government securities$2,111,035,00071
U.S. Treasury securities$71,323,00051
U.S. Government agency obligations$2,039,712,00070
Securities issued by states & political subdivisions$115,039,000119
Other domestic debt securities$3,745,086,00023
Privately issued residential mortgage-backed securities$3,492,293,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$120,202,00036
Structured financial products - TotalNANA
Other domestic debt securities - All other$132,591,00061
Foreign debt securities$1,425,00062
Equity securities$336,803,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,680,053,00027
Mortgage-backed securities$5,269,613,00035
Certificates of participation in pools of residential mortgages$984,771,00071
Issued or guaranteed by U.S.$984,763,00068
Privately issued$8,000201
Collaterized mortgage obligations$4,284,842,00023
CMOs issued by government agencies or sponsored agencies$792,557,00046
Privately issued$3,492,285,00019
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,165,000297
Available-for-sale securities (fair market value)$6,246,223,00037
Total debt securities$5,972,585,00042
Structured notes
Amortized cost$99,975,00019
Fair value$98,791,00019
Trading account assets$105,664,00054
Revaluation gains on off-balance sheet contracts$89,444,00024
Revaluation losses on off-balance sheet contracts$70,766,00025
2007-03-31Rank
Total securities$6,368,816,00037
U.S. Government securities$2,221,614,00070
U.S. Treasury securities$71,482,00054
U.S. Government agency obligations$2,150,132,00071
Securities issued by states & political subdivisions$128,644,000112
Other domestic debt securities$3,713,440,00023
Privately issued residential mortgage-backed securities$3,468,962,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$132,204,00036
Structured financial products - TotalNANA
Other domestic debt securities - All other$112,274,00070
Foreign debt securities$1,425,00064
Equity securities$303,693,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,044,114,00025
Mortgage-backed securities$5,255,024,00032
Certificates of participation in pools of residential mortgages$895,469,00074
Issued or guaranteed by U.S.$895,461,00070
Privately issued$8,000212
Collaterized mortgage obligations$4,359,555,00022
CMOs issued by government agencies or sponsored agencies$890,601,00040
Privately issued$3,468,954,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$65,523,000300
Available-for-sale securities (fair market value)$6,303,293,00034
Total debt securities$6,065,123,00040
Structured notes
Amortized cost$199,975,0009
Fair value$199,702,0009
Trading account assets$108,348,00058
Revaluation gains on off-balance sheet contracts$79,816,00025
Revaluation losses on off-balance sheet contracts$61,351,00024
2006-12-31Rank
Total securities$6,534,145,00039
U.S. Government securities$2,366,809,00066
U.S. Treasury securities$71,534,00058
U.S. Government agency obligations$2,295,275,00066
Securities issued by states & political subdivisions$130,207,000108
Other domestic debt securities$3,702,859,00022
Privately issued residential mortgage-backed securities$3,588,303,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,319,000160
Structured financial products - TotalNANA
Other domestic debt securities - All other$113,237,00074
Foreign debt securities$1,425,00062
Equity securities$332,845,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,204,746,00030
Mortgage-backed securities$5,495,356,00032
Certificates of participation in pools of residential mortgages$928,770,00072
Issued or guaranteed by U.S.$928,762,00068
Privately issued$8,000201
Collaterized mortgage obligations$4,566,586,00023
CMOs issued by government agencies or sponsored agencies$978,291,00036
Privately issued$3,588,295,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$64,899,000316
Available-for-sale securities (fair market value)$6,469,246,00037
Total debt securities$6,201,300,00041
Structured notes
Amortized cost$1,358,0001,821
Fair value$1,319,0001,825
Trading account assets$91,701,00043
Revaluation gains on off-balance sheet contracts$82,864,00024
Revaluation losses on off-balance sheet contracts$65,265,00025
2006-09-30Rank
Total securities$6,896,705,00043
U.S. Government securities$2,654,852,00065
U.S. Treasury securities$71,893,00062
U.S. Government agency obligations$2,582,959,00064
Securities issued by states & political subdivisions$134,366,000106
Other domestic debt securities$3,800,600,00022
Privately issued residential mortgage-backed securities$3,683,736,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,449,000159
Structured financial products - TotalNANA
Other domestic debt securities - All other$115,415,00074
Foreign debt securities$1,188,00069
Equity securities$305,699,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,676,699,00036
Mortgage-backed securities$5,728,938,00034
Certificates of participation in pools of residential mortgages$966,262,00075
Issued or guaranteed by U.S.$966,249,00072
Privately issued$13,000205
Collaterized mortgage obligations$4,762,676,00021
CMOs issued by government agencies or sponsored agencies$1,078,953,00041
Privately issued$3,683,723,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,370,000313
Available-for-sale securities (fair market value)$6,829,335,00039
Total debt securities$6,591,006,00044
Structured notes
Amortized cost$1,490,0001,858
Fair value$1,449,0001,880
Trading account assets$133,314,00040
Revaluation gains on off-balance sheet contracts$84,984,00024
Revaluation losses on off-balance sheet contracts$67,301,00024
2006-06-30Rank
Total securities$7,157,812,00036
U.S. Government securities$2,797,317,00056
U.S. Treasury securities$71,558,00065
U.S. Government agency obligations$2,725,759,00056
Securities issued by states & political subdivisions$159,174,00092
Other domestic debt securities$3,870,707,00022
Privately issued residential mortgage-backed securities$3,752,187,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,906,000121
Structured financial products - TotalNANA
Other domestic debt securities - All other$114,614,00067
Foreign debt securities$1,425,00064
Equity securities$329,189,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,770,903,00035
Mortgage-backed securities$5,946,967,00030
Certificates of participation in pools of residential mortgages$993,311,00076
Issued or guaranteed by U.S.$993,298,00071
Privately issued$13,000200
Collaterized mortgage obligations$4,953,656,00019
CMOs issued by government agencies or sponsored agencies$1,201,482,00035
Privately issued$3,752,174,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$90,682,000241
Available-for-sale securities (fair market value)$7,067,130,00033
Total debt securities$6,828,623,00040
Structured notes
Amortized cost$4,146,000987
Fair value$3,906,0001,024
Trading account assets$165,437,00038
Revaluation gains on off-balance sheet contracts$114,628,00024
Revaluation losses on off-balance sheet contracts$99,335,00022
2006-03-31Rank
Total securities$7,526,799,00036
U.S. Government securities$2,991,723,00056
U.S. Treasury securities$72,064,00078
U.S. Government agency obligations$2,919,659,00055
Securities issued by states & political subdivisions$180,519,00083
Other domestic debt securities$4,062,302,00019
Privately issued residential mortgage-backed securities$3,943,099,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,259,000116
Structured financial products - TotalNANA
Other domestic debt securities - All other$114,944,00073
Foreign debt securities$1,718,00064
Equity securities$290,537,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,853,497,00034
Mortgage-backed securities$6,430,995,00029
Certificates of participation in pools of residential mortgages$1,149,831,00068
Issued or guaranteed by U.S.$1,149,818,00061
Privately issued$13,000196
Collaterized mortgage obligations$5,281,164,00017
CMOs issued by government agencies or sponsored agencies$1,338,078,00031
Privately issued$3,943,086,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$102,395,000217
Available-for-sale securities (fair market value)$7,424,404,00032
Total debt securities$7,236,262,00037
Structured notes
Amortized cost$4,519,000946
Fair value$4,259,000979
Trading account assets$158,672,00038
Revaluation gains on off-balance sheet contracts$95,602,00024
Revaluation losses on off-balance sheet contracts$81,783,00025
2005-12-31Rank
Total securities$7,631,920,00035
U.S. Government securities$2,999,839,00060
U.S. Treasury securities$72,840,00081
U.S. Government agency obligations$2,926,999,00058
Securities issued by states & political subdivisions$181,938,00080
Other domestic debt securities$4,142,410,00019
Privately issued residential mortgage-backed securities$4,032,914,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,592,000113
Structured financial products - TotalNANA
Other domestic debt securities - All other$104,904,00079
Foreign debt securities$2,006,00059
Equity securities$305,727,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,323,885,00033
Mortgage-backed securities$6,725,294,00028
Certificates of participation in pools of residential mortgages$1,213,569,00065
Issued or guaranteed by U.S.$1,213,553,00061
Privately issued$16,000206
Collaterized mortgage obligations$5,511,725,00016
CMOs issued by government agencies or sponsored agencies$1,478,827,00030
Privately issued$4,032,898,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$101,059,000223
Available-for-sale securities (fair market value)$7,530,861,00030
Total debt securities$7,326,193,00036
Structured notes
Amortized cost$229,737,0008
Fair value$224,684,0008
Trading account assets$150,394,00037
Revaluation gains on off-balance sheet contracts$89,810,00023
Revaluation losses on off-balance sheet contracts$76,896,00023
2005-09-30Rank
Total securities$7,722,602,00035
U.S. Government securities$3,123,711,00056
U.S. Treasury securities$73,381,00074
U.S. Government agency obligations$3,050,330,00055
Securities issued by states & political subdivisions$179,746,00080
Other domestic debt securities$4,175,615,00020
Privately issued residential mortgage-backed securities$4,059,397,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,014,000102
Structured financial products - TotalNANA
Other domestic debt securities - All other$110,204,00073
Foreign debt securities$2,289,00056
Equity securities$241,241,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,480,301,00032
Mortgage-backed securities$6,875,632,00027
Certificates of participation in pools of residential mortgages$1,169,298,00067
Issued or guaranteed by U.S.$1,169,274,00063
Privately issued$24,000207
Collaterized mortgage obligations$5,706,334,00017
CMOs issued by government agencies or sponsored agencies$1,646,961,00028
Privately issued$4,059,373,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$97,179,000236
Available-for-sale securities (fair market value)$7,625,423,00031
Total debt securities$7,481,361,00036
Structured notes
Amortized cost$231,218,0008
Fair value$227,176,0008
Trading account assets$145,537,00038
Revaluation gains on off-balance sheet contracts$91,675,00022
Revaluation losses on off-balance sheet contracts$79,270,00022
2005-06-30Rank
Total securities$7,843,411,00035
U.S. Government securities$3,444,975,00054
U.S. Treasury securities$74,522,00077
U.S. Government agency obligations$3,370,453,00054
Securities issued by states & political subdivisions$173,413,00082
Other domestic debt securities$3,978,909,00018
Privately issued residential mortgage-backed securities$3,855,385,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,798,00099
Structured financial products - TotalNANA
Other domestic debt securities - All other$116,726,00071
Foreign debt securities$2,662,00051
Equity securities$243,452,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,420,388,00033
Mortgage-backed securities$6,989,058,00029
Certificates of participation in pools of residential mortgages$1,268,755,00064
Issued or guaranteed by U.S.$1,268,669,00058
Privately issued$86,000186
Collaterized mortgage obligations$5,720,303,00019
CMOs issued by government agencies or sponsored agencies$1,865,004,00027
Privately issued$3,855,299,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$86,493,000281
Available-for-sale securities (fair market value)$7,756,918,00030
Total debt securities$7,599,959,00037
Structured notes
Amortized cost$231,992,0007
Fair value$229,541,0007
Trading account assets$154,758,00037
Revaluation gains on off-balance sheet contracts$99,197,00021
Revaluation losses on off-balance sheet contracts$87,749,00022
2005-03-31Rank
Total securities$8,182,622,00037
U.S. Government securities$3,684,474,00055
U.S. Treasury securities$74,289,00083
U.S. Government agency obligations$3,610,185,00052
Securities issued by states & political subdivisions$196,203,00071
Other domestic debt securities$4,035,040,00017
Privately issued residential mortgage-backed securities$3,894,657,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,633,00094
Structured financial products - TotalNANA
Other domestic debt securities - All other$132,750,00059
Foreign debt securities$4,361,00048
Equity securities$262,544,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,106,753,00035
Mortgage-backed securities$7,268,963,00028
Certificates of participation in pools of residential mortgages$1,340,991,00065
Issued or guaranteed by U.S.$1,340,900,00061
Privately issued$91,000169
Collaterized mortgage obligations$5,927,972,00016
CMOs issued by government agencies or sponsored agencies$2,033,406,00026
Privately issued$3,894,566,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$96,957,000245
Available-for-sale securities (fair market value)$8,085,665,00030
Total debt securities$7,920,078,00038
Structured notes
Amortized cost$232,824,0007
Fair value$228,589,0007
Trading account assets$111,839,00044
Revaluation gains on off-balance sheet contracts$83,797,00023
Revaluation losses on off-balance sheet contracts$74,012,00023
2004-12-31Rank
Total securities$7,978,230,00037
U.S. Government securities$3,949,035,00054
U.S. Treasury securities$75,866,00084
U.S. Government agency obligations$3,873,169,00052
Securities issued by states & political subdivisions$204,792,00065
Other domestic debt securities$3,545,064,00018
Privately issued residential mortgage-backed securities$3,400,435,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,576,00097
Structured financial products - TotalNANA
Other domestic debt securities - All other$136,053,00065
Foreign debt securities$4,630,00049
Equity securities$274,709,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,717,740,00034
Mortgage-backed securities$7,032,667,00030
Certificates of participation in pools of residential mortgages$1,424,430,00068
Issued or guaranteed by U.S.$1,423,914,00063
Privately issued$516,000128
Collaterized mortgage obligations$5,608,237,00012
CMOs issued by government agencies or sponsored agencies$2,208,318,00022
Privately issued$3,399,919,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$98,050,000237
Available-for-sale securities (fair market value)$7,880,180,00029
Total debt securities$7,703,521,00038
Structured notes
Amortized cost$233,743,0008
Fair value$232,077,0008
Trading account assets$119,699,00045
Revaluation gains on off-balance sheet contracts$102,814,00023
Revaluation losses on off-balance sheet contracts$93,411,00023
2004-09-30Rank
Total securities$7,959,507,00038
U.S. Government securities$4,297,252,00047
U.S. Treasury securities$76,937,00082
U.S. Government agency obligations$4,220,315,00046
Securities issued by states & political subdivisions$210,230,00064
Other domestic debt securities$3,134,849,00018
Privately issued residential mortgage-backed securities$2,988,472,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,837,000101
Structured financial products - TotalNANA
Other domestic debt securities - All other$136,540,00065
Foreign debt securities$4,894,00047
Equity securities$312,282,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,778,254,00031
Mortgage-backed securities$6,864,757,00030
Certificates of participation in pools of residential mortgages$1,510,060,00063
Issued or guaranteed by U.S.$1,509,217,00057
Privately issued$843,000114
Collaterized mortgage obligations$5,354,697,00011
CMOs issued by government agencies or sponsored agencies$2,367,068,00020
Privately issued$2,987,629,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$96,803,000236
Available-for-sale securities (fair market value)$7,862,704,00033
Total debt securities$7,647,225,00039
Structured notes
Amortized cost$334,984,0008
Fair value$334,607,0008
Trading account assets$115,873,00048
Revaluation gains on off-balance sheet contracts$107,086,00021
Revaluation losses on off-balance sheet contracts$99,299,00023
2004-06-30Rank
Total securities$7,673,503,00043
U.S. Government securities$4,687,603,00049
U.S. Treasury securities$76,458,00086
U.S. Government agency obligations$4,611,145,00047
Securities issued by states & political subdivisions$222,892,00054
Other domestic debt securities$2,497,995,00019
Privately issued residential mortgage-backed securities$2,345,345,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$11,179,00097
Structured financial products - TotalNANA
Other domestic debt securities - All other$141,471,00059
Foreign debt securities$5,201,00042
Equity securities$259,812,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,517,894,00036
Mortgage-backed securities$6,423,464,00031
Certificates of participation in pools of residential mortgages$1,587,460,00060
Issued or guaranteed by U.S.$1,586,493,00055
Privately issued$967,000109
Collaterized mortgage obligations$4,836,004,00018
CMOs issued by government agencies or sponsored agencies$2,491,626,00019
Privately issued$2,344,378,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$99,987,000227
Available-for-sale securities (fair market value)$7,573,516,00036
Total debt securities$7,413,691,00044
Structured notes
Amortized cost$536,455,0006
Fair value$532,078,0006
Trading account assets$99,766,00041
Revaluation gains on off-balance sheet contracts$94,366,00024
Revaluation losses on off-balance sheet contracts$86,787,00022
2004-03-31Rank
Total securities$7,177,611,00047
U.S. Government securities$3,860,385,00055
U.S. Treasury securities$101,624,00070
U.S. Government agency obligations$3,758,761,00052
Securities issued by states & political subdivisions$247,202,00050
Other domestic debt securities$2,778,545,00021
Privately issued residential mortgage-backed securities$2,649,869,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,755,00094
Structured financial products - TotalNANA
Other domestic debt securities - All other$115,921,00076
Foreign debt securities$5,456,00045
Equity securities$286,023,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,128,230,00030
Mortgage-backed securities$6,169,620,00034
Certificates of participation in pools of residential mortgages$1,064,439,00080
Issued or guaranteed by U.S.$1,063,211,00076
Privately issued$1,228,000108
Collaterized mortgage obligations$5,105,181,00017
CMOs issued by government agencies or sponsored agencies$2,456,540,00019
Privately issued$2,648,641,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$106,986,000200
Available-for-sale securities (fair market value)$7,070,625,00040
Total debt securities$6,891,588,00048
Structured notes
Amortized cost$237,899,0009
Fair value$238,192,0009
Trading account assets$167,076,00039
Revaluation gains on off-balance sheet contracts$152,847,00022
Revaluation losses on off-balance sheet contracts$142,786,00022
2003-12-31Rank
Total securities$6,727,789,00044
U.S. Government securities$3,383,836,00061
U.S. Treasury securities$112,340,00068
U.S. Government agency obligations$3,271,496,00060
Securities issued by states & political subdivisions$249,193,00052
Other domestic debt securities$2,780,635,00019
Privately issued residential mortgage-backed securities$2,542,107,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$14,022,00096
Structured financial products - TotalNANA
Other domestic debt securities - All other$224,506,00040
Foreign debt securities$5,707,00048
Equity securities$308,418,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,630,893,00030
Mortgage-backed securities$5,646,616,00033
Certificates of participation in pools of residential mortgages$1,084,551,00077
Issued or guaranteed by U.S.$1,082,171,00074
Privately issued$2,380,000100
Collaterized mortgage obligations$4,562,065,00018
CMOs issued by government agencies or sponsored agencies$2,022,338,00023
Privately issued$2,539,727,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$104,872,000210
Available-for-sale securities (fair market value)$6,622,917,00038
Total debt securities$6,419,371,00046
Structured notes
Amortized cost$164,188,00013
Fair value$160,997,00013
Trading account assets$173,399,00037
Revaluation gains on off-balance sheet contracts$148,106,00020
Revaluation losses on off-balance sheet contracts$137,665,00019
2003-09-30Rank
Total securities$5,383,149,00050
U.S. Government securities$3,159,439,00062
U.S. Treasury securities$216,308,00035
U.S. Government agency obligations$2,943,131,00061
Securities issued by states & political subdivisions$260,800,00049
Other domestic debt securities$1,665,407,00027
Privately issued residential mortgage-backed securities$1,427,649,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,356,00091
Structured financial products - TotalNANA
Other domestic debt securities - All other$219,402,00045
Foreign debt securities$5,998,00048
Equity securities$291,505,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,391,975,00030
Mortgage-backed securities$4,147,103,00044
Certificates of participation in pools of residential mortgages$686,960,000108
Issued or guaranteed by U.S.$684,310,000105
Privately issued$2,650,00095
Collaterized mortgage obligations$3,460,143,00023
CMOs issued by government agencies or sponsored agencies$2,035,144,00022
Privately issued$1,424,999,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$107,014,000204
Available-for-sale securities (fair market value)$5,276,135,00041
Total debt securities$5,091,644,00051
Structured notes
Amortized cost$215,923,0007
Fair value$216,811,0007
Trading account assets$214,228,00032
Revaluation gains on off-balance sheet contracts$166,154,00019
Revaluation losses on off-balance sheet contracts$155,501,00019
2003-06-30Rank
Total securities$5,371,725,00049
U.S. Government securities$3,238,361,00059
U.S. Treasury securities$219,743,00030
U.S. Government agency obligations$3,018,618,00059
Securities issued by states & political subdivisions$282,022,00045
Other domestic debt securities$1,557,142,00028
Privately issued residential mortgage-backed securities$1,316,491,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$21,313,00081
Structured financial products - TotalNANA
Other domestic debt securities - All other$219,338,00042
Foreign debt securities$6,245,00045
Equity securities$287,955,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,896,047,00033
Mortgage-backed securities$4,110,818,00044
Certificates of participation in pools of residential mortgages$583,567,000117
Issued or guaranteed by U.S.$580,019,000115
Privately issued$3,548,00086
Collaterized mortgage obligations$3,527,251,00026
CMOs issued by government agencies or sponsored agencies$2,214,308,00027
Privately issued$1,312,943,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$116,579,000190
Available-for-sale securities (fair market value)$5,255,146,00043
Total debt securities$5,083,770,00050
Structured notes
Amortized cost$217,963,0005
Fair value$218,297,0005
Trading account assets$228,402,00031
Revaluation gains on off-balance sheet contracts$197,836,00020
Revaluation losses on off-balance sheet contracts$186,142,00019
2003-03-31Rank
Total securities$3,693,452,00071
U.S. Government securities$1,821,824,000102
U.S. Treasury securities$108,773,00069
U.S. Government agency obligations$1,713,051,00099
Securities issued by states & political subdivisions$252,310,00048
Other domestic debt securities$1,428,549,00028
Privately issued residential mortgage-backed securities$1,210,729,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$217,820,00042
Foreign debt securities$3,918,00056
Equity securities$186,851,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,106,622,00034
Mortgage-backed securities$2,897,232,00060
Certificates of participation in pools of residential mortgages$688,881,000101
Issued or guaranteed by U.S.$684,777,00099
Privately issued$4,104,00083
Collaterized mortgage obligations$2,208,351,00038
CMOs issued by government agencies or sponsored agencies$1,001,726,00054
Privately issued$1,206,625,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$90,419,000245
Available-for-sale securities (fair market value)$3,603,033,00060
Total debt securities$3,506,601,00071
Structured notes
Amortized cost$26,031,00034
Fair value$26,548,00033
Trading account assets$36,772,00064
Revaluation gains on off-balance sheet contracts$33,485,00037
Revaluation losses on off-balance sheet contracts$32,593,00034
2002-12-31Rank
Total securities$3,511,862,00070
U.S. Government securities$1,190,911,000133
U.S. Treasury securities$136,514,00052
U.S. Government agency obligations$1,054,397,000136
Securities issued by states & political subdivisions$256,023,00048
Other domestic debt securities$1,901,103,00025
Privately issued residential mortgage-backed securities$1,627,388,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$273,715,00032
Foreign debt securities$4,152,00054
Equity securities$159,673,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,702,820,00040
Mortgage-backed securities$2,653,605,00062
Certificates of participation in pools of residential mortgages$799,680,00091
Issued or guaranteed by U.S.$795,087,00088
Privately issued$4,593,00078
Collaterized mortgage obligations$1,853,925,00045
CMOs issued by government agencies or sponsored agencies$231,130,000151
Privately issued$1,622,795,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$86,397,000249
Available-for-sale securities (fair market value)$3,425,465,00062
Total debt securities$3,352,189,00072
Structured notes
Amortized cost$27,649,00026
Fair value$28,180,00026
Trading account assets$39,755,00057
Revaluation gains on off-balance sheet contracts$36,052,00034
Revaluation losses on off-balance sheet contracts$34,834,00033
2001-12-31Rank
Total securities$2,595,807,00085
U.S. Government securities$1,425,492,000107
U.S. Treasury securities$144,688,00056
U.S. Government agency obligations$1,280,804,000114
Securities issued by states & political subdivisions$306,768,00033
Other domestic debt securities$677,107,00054
Privately issued residential mortgage-backed securities$400,715,00046
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,000509
Structured financial products - TotalNANA
Other domestic debt securities - All other$276,374,00033
Foreign debt securities$5,227,00048
Equity securities$181,213,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,754,185,00048
Mortgage-backed securities$1,598,120,00088
Certificates of participation in pools of residential mortgages$1,098,536,00070
Issued or guaranteed by U.S.$1,090,995,00070
Privately issued$7,541,00067
Collaterized mortgage obligations$499,584,00087
CMOs issued by government agencies or sponsored agencies$106,410,000239
Privately issued$393,174,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$121,508,000172
Available-for-sale securities (fair market value)$2,474,299,00074
Total debt securities$2,414,594,00087
Structured notes
Amortized cost$81,247,0005
Fair value$83,399,0005
Trading account assets$30,450,00065
Revaluation gains on off-balance sheet contracts$26,748,00035
Revaluation losses on off-balance sheet contracts$25,851,00034
2000-12-31Rank
Total securities$3,107,722,00063
U.S. Government securities$1,963,092,00067
U.S. Treasury securities$148,991,00059
U.S. Government agency obligations$1,814,101,00067
Securities issued by states & political subdivisions$249,425,00042
Other domestic debt securities$560,048,00056
Privately issued residential mortgage-backed securities$385,632,00043
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$174,416,00059
Foreign debt securities$594,000137
Equity securities$334,563,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,104,356,00040
Mortgage-backed securities$2,005,502,00066
Certificates of participation in pools of residential mortgages$1,328,141,00050
Issued or guaranteed by U.S.$1,312,107,00048
Privately issued$16,034,00047
Collaterized mortgage obligations$677,361,00068
CMOs issued by government agencies or sponsored agencies$307,763,00092
Privately issued$369,598,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$81,025,000324
Available-for-sale securities (fair market value)$3,026,697,00057
Total debt securities$2,773,159,00072
Structured notes
Amortized cost$190,867,0002
Fair value$194,231,0002
Trading account assets$29,267,00050
Revaluation gains on off-balance sheet contracts$20,995,00030
Revaluation losses on off-balance sheet contracts$21,358,00027
1999-12-31Rank
Total securities$1,757,566,000112
U.S. Government securities$737,585,000169
U.S. Treasury securities$160,161,00066
U.S. Government agency obligations$577,424,000184
Securities issued by states & political subdivisions$79,189,000138
Other domestic debt securities$706,768,00047
Privately issued residential mortgage-backed securities$557,701,00029
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$149,067,00079
Foreign debt securities$262,000201
Equity securities$233,762,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$601,366,000120
Mortgage-backed securities$1,102,672,000106
Certificates of participation in pools of residential mortgages$400,168,000136
Issued or guaranteed by U.S.$377,536,000135
Privately issued$22,632,00044
Collaterized mortgage obligations$702,504,00069
CMOs issued by government agencies or sponsored agencies$167,435,000167
Privately issued$535,069,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$94,571,000293
Available-for-sale securities (fair market value)$1,662,995,000102
Total debt securities$1,523,804,000128
Structured notes
Amortized cost$33,721,00018
Fair value$32,453,00019
Trading account assets$634,084,00013
Revaluation gains on off-balance sheet contracts$29,088,00029
Revaluation losses on off-balance sheet contracts$32,303,00029
1998-12-31Rank
Total securities$2,662,525,00068
U.S. Government securities$1,295,889,000102
U.S. Treasury securities$451,693,00033
U.S. Government agency obligations$844,196,000132
Securities issued by states & political subdivisions$73,789,000159
Other domestic debt securities$1,089,617,00024
Privately issued residential mortgage-backed securities$942,063,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$147,554,00065
Foreign debt securities$100,000253
Equity securities$203,130,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,950,370,00049
Mortgage-backed securities$1,786,259,00068
Certificates of participation in pools of residential mortgages$534,327,000110
Issued or guaranteed by U.S.$489,622,000114
Privately issued$44,705,00035
Collaterized mortgage obligations$1,251,932,00038
CMOs issued by government agencies or sponsored agencies$354,574,00091
Privately issued$897,358,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$87,282,000320
Available-for-sale securities (fair market value)$2,575,243,00062
Total debt securities$2,459,395,00070
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$167,646,00035
Revaluation gains on off-balance sheet contracts$54,424,00024
Revaluation losses on off-balance sheet contracts$49,833,00025
1997-12-31Rank
Total securities$1,576,331,000114
U.S. Government securities$1,056,186,000131
U.S. Treasury securities$409,057,00056
U.S. Government agency obligations$647,129,000159
Securities issued by states & political subdivisions$38,018,000292
Other domestic debt securities$366,700,00052
Privately issued residential mortgage-backed securities$223,069,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$143,631,00052
Foreign debt securities$0390
Equity securities$115,427,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$866,613,00079
Mortgage-backed securities$838,313,000118
Certificates of participation in pools of residential mortgages$573,574,000105
Issued or guaranteed by U.S.$528,249,000103
Privately issued$45,325,00045
Collaterized mortgage obligations$264,739,000123
CMOs issued by government agencies or sponsored agencies$86,995,000244
Privately issued$177,744,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$83,665,000420
Available-for-sale securities (fair market value)$1,492,666,00088
Total debt securities$1,460,904,000117
Structured notes
Amortized cost$31,885,00038
Fair value$32,024,00038
Trading account assets$53,137,00046
Revaluation gains on off-balance sheet contracts$46,344,00024
Revaluation losses on off-balance sheet contracts$46,406,00024
1996-12-31Rank
Total securities$1,423,302,000123
U.S. Government securities$920,228,000151
U.S. Treasury securities$458,907,00052
U.S. Government agency obligations$461,321,000218
Securities issued by states & political subdivisions$41,445,000249
Other domestic debt securities$384,977,00047
Privately issued residential mortgage-backed securities$383,645,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,332,0001,343
Foreign debt securities$0466
Equity securities$76,652,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$959,241,00080
Mortgage-backed securities$809,467,000130
Certificates of participation in pools of residential mortgages$419,690,000146
Issued or guaranteed by U.S.$326,108,000168
Privately issued$93,582,00032
Collaterized mortgage obligations$389,777,00092
CMOs issued by government agencies or sponsored agencies$99,714,000227
Privately issued$290,063,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$76,944,000518
Available-for-sale securities (fair market value)$1,346,358,00086
Total debt securities$1,346,650,000127
Structured notes
Amortized cost$35,499,00039
Fair value$35,796,00039
Trading account assets$37,317,00055
Revaluation gains on off-balance sheet contracts$23,781,00031
Revaluation losses on off-balance sheet contracts$22,287,00030
1995-12-31Rank
Total securities$1,483,804,000129
U.S. Government securities$863,566,000171
U.S. Treasury securities$238,934,000126
U.S. Government agency obligations$624,632,000177
Securities issued by states & political subdivisions$35,250,000314
Other domestic debt securities$541,416,00042
Privately issued residential mortgage-backed securities$537,886,00028
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,530,000992
Foreign debt securities$0553
Equity securities$43,572,00085
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$793,262,00093
Mortgage-backed securities$1,112,518,00093
Certificates of participation in pools of residential mortgages$523,850,000122
Issued or guaranteed by U.S.$389,073,000145
Privately issued$134,777,00031
Collaterized mortgage obligations$588,668,00063
CMOs issued by government agencies or sponsored agencies$185,559,000161
Privately issued$403,109,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,250,000487
Available-for-sale securities (fair market value)$1,398,554,00085
Total debt securities$1,440,232,000128
Structured notes
Amortized cost$50,000,00038
Fair value$50,519,00037
Trading account assets$9,709,00099
Revaluation gains on off-balance sheet contracts$5,867,00037
Revaluation losses on off-balance sheet contracts$3,184,00044
1994-12-31Rank
Total securities$1,544,171,000135
U.S. Government securities$821,549,000189
U.S. Treasury securities$175,824,000212
U.S. Government agency obligations$645,725,000164
Securities issued by states & political subdivisions$55,787,000191
Other domestic debt securities$622,911,00032
Privately issued residential mortgage-backed securities$616,354,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,557,000726
Foreign debt securities$0600
Equity securities$43,924,00068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$785,273,00090
Mortgage-backed securities$1,262,079,00088
Certificates of participation in pools of residential mortgages$626,489,000108
Issued or guaranteed by U.S.$412,524,000132
Privately issued$213,965,00025
Collaterized mortgage obligations$635,590,00064
CMOs issued by government agencies or sponsored agencies$233,201,000147
Privately issued$402,389,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,849,000396
Available-for-sale securities (fair market value)$1,318,322,00058
Total debt securities$1,500,247,000135
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$5,438,000133
Revaluation gains on off-balance sheet contracts$1,673,00040
Revaluation losses on off-balance sheet contracts$1,689,00042
1993-12-31Rank
Total securities$2,060,149,00081
U.S. Government securities$1,121,505,000144
U.S. Treasury securities$172,045,000242
U.S. Government agency obligations$949,460,000100
Securities issued by states & political subdivisions$49,230,000214
Other domestic debt securities$865,086,00023
Privately issued residential mortgage-backed securities$824,255,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$40,831,000208
Foreign debt securities$0649
Equity securities$24,328,000152
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,064,139,00063
Mortgage-backed securities$1,773,616,00048
Certificates of participation in pools of residential mortgages$779,314,00083
Issued or guaranteed by U.S.$493,298,000105
Privately issued$286,016,00030
Collaterized mortgage obligations$994,302,00039
CMOs issued by government agencies or sponsored agencies$456,063,00080
Privately issued$538,239,0006
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$2,035,821,00081
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$9,815,000126
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$1,502,487,000104
U.S. Government securities$768,280,000196
U.S. Treasury securities$2,013,0008,733
U.S. Government agency obligations$766,267,000124
Securities issued by states & political subdivisions$53,789,000177
Other domestic debt securities$668,331,00026
Privately issued residential mortgage-backed securities$574,818,00020
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$93,513,00092
Foreign debt securities$25,000526
Equity securities$12,062,000263
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$473,086,000122
Mortgage-backed securities$1,341,085,00061
Certificates of participation in pools of residential mortgages$546,000,000101
Issued or guaranteed by U.S.$320,688,000145
Privately issued$225,312,00034
Collaterized mortgage obligations$795,085,00037
CMOs issued by government agencies or sponsored agencies$445,579,00077
Privately issued$349,506,00013
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$1,490,425,000106
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$53,515,00053
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA