Home > NEW FRONTIER BANK > Securities

NEW FRONTIER BANK, Securities

2021-12-31Rank
Total securities$24,049,0003,508
U.S. Government securities$9,892,0003,613
U.S. Treasury securities$02,212
U.S. Government agency obligations$9,892,0003,317
Securities issued by states & political subdivisions$7,219,0002,964
Other domestic debt securities$6,938,0001,133
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,650,000416
Structured financial products - Total$0173
Other domestic debt securities - All other$2,018,0001,313
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,965,0003,284
Mortgage-backed securities$11,557,0002,648
Certificates of participation in pools of residential mortgages$509,0003,640
Issued or guaranteed by U.S.$509,0003,551
Privately issued$0246
Collaterized mortgage obligations$5,222,0001,546
CMOs issued by government agencies or sponsored agencies$5,222,0001,490
Privately issued$0500
Commercial mortgage-backed securities$5,826,0001,091
Commercial mortgage pass-through securities$807,0001,275
Other commercial mortgage-backed securities$5,019,000779
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$24,049,0003,302
Total debt securities$24,049,0003,486
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$24,113,0003,456
U.S. Government securities$10,567,0003,502
U.S. Treasury securities$02,008
U.S. Government agency obligations$10,567,0003,264
Securities issued by states & political subdivisions$6,991,0002,981
Other domestic debt securities$6,555,0001,106
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,766,000412
Structured financial products - Total$0173
Other domestic debt securities - All other$2,023,0001,249
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,537,0003,212
Mortgage-backed securities$11,676,0002,659
Certificates of participation in pools of residential mortgages$517,0003,677
Issued or guaranteed by U.S.$517,0003,596
Privately issued$0234
Collaterized mortgage obligations$5,727,0001,500
CMOs issued by government agencies or sponsored agencies$5,727,0001,454
Privately issued$0491
Commercial mortgage-backed securities$5,432,0001,127
Commercial mortgage pass-through securities$895,0001,269
Other commercial mortgage-backed securities$4,537,000813
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$24,113,0003,259
Total debt securities$24,113,0003,435
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$24,826,0003,405
U.S. Government securities$12,481,0003,326
U.S. Treasury securities$01,913
U.S. Government agency obligations$12,481,0003,097
Securities issued by states & political subdivisions$6,497,0003,024
Other domestic debt securities$5,848,0001,120
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,839,000416
Structured financial products - Total$0166
Other domestic debt securities - All other$2,279,0001,140
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,691,0003,189
Mortgage-backed securities$12,453,0002,592
Certificates of participation in pools of residential mortgages$526,0003,690
Issued or guaranteed by U.S.$526,0003,601
Privately issued$0247
Collaterized mortgage obligations$6,139,0001,407
CMOs issued by government agencies or sponsored agencies$6,139,0001,362
Privately issued$0478
Commercial mortgage-backed securities$5,788,0001,078
Commercial mortgage pass-through securities$902,0001,266
Other commercial mortgage-backed securities$4,886,000773
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$24,826,0003,210
Total debt securities$24,826,0003,382
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$25,223,0003,293
U.S. Government securities$12,927,0003,189
U.S. Treasury securities$01,631
U.S. Government agency obligations$12,927,0003,006
Securities issued by states & political subdivisions$6,421,0003,015
Other domestic debt securities$5,875,0001,069
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,898,000409
Structured financial products - Total$0158
Other domestic debt securities - All other$2,256,0001,081
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$4,904,0003,147
Mortgage-backed securities$12,852,0002,506
Certificates of participation in pools of residential mortgages$515,0003,691
Issued or guaranteed by U.S.$515,0003,601
Privately issued$0261
Collaterized mortgage obligations$6,565,0001,329
CMOs issued by government agencies or sponsored agencies$6,565,0001,281
Privately issued$0475
Commercial mortgage-backed securities$5,772,0001,043
Commercial mortgage pass-through securities$892,0001,255
Other commercial mortgage-backed securities$4,880,000733
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$25,223,0003,100
Total debt securities$25,223,0003,271
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$20,011,0003,431
U.S. Government securities$10,299,0003,257
U.S. Treasury securities$01,194
U.S. Government agency obligations$10,299,0003,105
Securities issued by states & political subdivisions$5,811,0003,085
Other domestic debt securities$3,901,0001,199
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$892,000473
Structured financial products - Total$0156
Other domestic debt securities - All other$2,257,0001,042
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$4,639,0003,179
Mortgage-backed securities$10,200,0002,631
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$5,769,0001,433
CMOs issued by government agencies or sponsored agencies$5,769,0001,388
Privately issued$0474
Commercial mortgage-backed securities$4,431,0001,110
Commercial mortgage pass-through securities$936,0001,201
Other commercial mortgage-backed securities$3,495,000798
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$20,011,0003,217
Total debt securities$20,011,0003,407
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$19,518,0003,380
U.S. Government securities$10,641,0003,194
U.S. Treasury securities$01,216
U.S. Government agency obligations$10,641,0003,055
Securities issued by states & political subdivisions$5,944,0002,973
Other domestic debt securities$2,933,0001,282
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$441,000482
Structured financial products - Total$0152
Other domestic debt securities - All other$1,751,0001,110
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$5,123,0003,143
Mortgage-backed securities$10,482,0002,598
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$6,039,0001,431
CMOs issued by government agencies or sponsored agencies$6,039,0001,393
Privately issued$0464
Commercial mortgage-backed securities$4,443,0001,082
Commercial mortgage pass-through securities$951,0001,181
Other commercial mortgage-backed securities$3,492,000775
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$19,518,0003,168
Total debt securities$19,518,0003,357
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$19,218,0003,354
U.S. Government securities$10,875,0003,163
U.S. Treasury securities$01,251
U.S. Government agency obligations$10,875,0003,018
Securities issued by states & political subdivisions$6,408,0002,857
Other domestic debt securities$1,935,0001,371
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$448,000432
Structured financial products - Total$0154
Other domestic debt securities - All other$751,0001,323
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,098,0003,184
Mortgage-backed securities$10,680,0002,574
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$6,221,0001,457
CMOs issued by government agencies or sponsored agencies$6,221,0001,419
Privately issued$0454
Commercial mortgage-backed securities$4,459,0001,061
Commercial mortgage pass-through securities$961,0001,174
Other commercial mortgage-backed securities$3,498,000749
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$19,218,0003,147
Total debt securities$19,218,0003,331
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$17,864,0003,439
U.S. Government securities$10,649,0003,238
U.S. Treasury securities$01,297
U.S. Government agency obligations$10,649,0003,096
Securities issued by states & political subdivisions$5,570,0002,909
Other domestic debt securities$1,645,0001,383
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$481,000410
Structured financial products - Total$0155
Other domestic debt securities - All other$443,0001,378
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$4,577,0003,234
Mortgage-backed securities$9,386,0002,708
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$6,025,0001,502
CMOs issued by government agencies or sponsored agencies$6,025,0001,463
Privately issued$0460
Commercial mortgage-backed securities$3,361,0001,153
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$3,361,000739
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$17,864,0003,211
Total debt securities$17,864,0003,414
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$18,202,0003,471
U.S. Government securities$10,970,0003,294
U.S. Treasury securities$01,363
U.S. Government agency obligations$10,970,0003,136
Securities issued by states & political subdivisions$6,015,0002,824
Other domestic debt securities$1,217,0001,450
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$711,000162
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$506,0001,271
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$5,084,0003,200
Mortgage-backed securities$9,601,0002,648
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$6,144,0001,483
CMOs issued by government agencies or sponsored agencies$6,144,0001,442
Privately issued$0457
Commercial mortgage-backed securities$3,457,0001,124
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$3,457,000699
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$18,202,0003,237
Total debt securities$18,202,0003,447
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$12,564,0003,923
U.S. Government securities$6,761,0003,826
U.S. Treasury securities$01,429
U.S. Government agency obligations$6,761,0003,662
Securities issued by states & political subdivisions$5,803,0002,889
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,237,0003,237
Mortgage-backed securities$4,582,0003,195
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$2,829,0001,954
CMOs issued by government agencies or sponsored agencies$2,829,0001,908
Privately issued$0463
Commercial mortgage-backed securities$1,753,0001,364
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$1,753,000846
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$12,564,0003,668
Total debt securities$12,564,0003,901
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$13,215,0003,929
U.S. Government securities$6,083,0003,969
U.S. Treasury securities$01,467
U.S. Government agency obligations$6,083,0003,814
Securities issued by states & political subdivisions$7,132,0002,735
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,606,0003,228
Mortgage-backed securities$4,806,0003,163
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$2,734,0001,949
CMOs issued by government agencies or sponsored agencies$2,734,0001,898
Privately issued$0476
Commercial mortgage-backed securities$2,072,0001,282
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$2,072,000782
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$13,215,0003,666
Total debt securities$13,215,0003,907
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$11,656,0004,115
U.S. Government securities$4,613,0004,223
U.S. Treasury securities$01,516
U.S. Government agency obligations$4,613,0004,062
Securities issued by states & political subdivisions$7,043,0002,802
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,034,0003,230
Mortgage-backed securities$3,299,0003,423
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$1,269,0002,286
CMOs issued by government agencies or sponsored agencies$1,269,0002,236
Privately issued$0499
Commercial mortgage-backed securities$2,030,0001,219
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$2,030,000708
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$11,656,0003,847
Total debt securities$11,656,0004,094
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$12,159,0004,113
U.S. Government securities$4,720,0004,236
U.S. Treasury securities$01,513
U.S. Government agency obligations$4,720,0004,088
Securities issued by states & political subdivisions$7,439,0002,809
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,924,0003,261
Mortgage-backed securities$3,281,0003,439
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$1,298,0002,286
CMOs issued by government agencies or sponsored agencies$1,298,0002,236
Privately issued$0498
Commercial mortgage-backed securities$1,983,0001,207
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$1,983,000697
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$12,159,0003,839
Total debt securities$12,159,0004,092
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$12,624,0004,123
U.S. Government securities$5,248,0004,218
U.S. Treasury securities$01,500
U.S. Government agency obligations$5,248,0004,074
Securities issued by states & political subdivisions$7,376,0002,850
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,811,0003,487
Mortgage-backed securities$3,257,0003,481
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$1,303,0002,283
CMOs issued by government agencies or sponsored agencies$1,303,0002,232
Privately issued$0515
Commercial mortgage-backed securities$1,954,0001,192
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$1,954,000698
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$12,624,0003,845
Total debt securities$12,624,0004,101
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$12,881,0004,160
U.S. Government securities$5,439,0004,232
U.S. Treasury securities$01,475
U.S. Government agency obligations$5,439,0004,080
Securities issued by states & political subdivisions$7,442,0002,892
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,744,0003,530
Mortgage-backed securities$3,373,0003,500
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$1,400,0002,265
CMOs issued by government agencies or sponsored agencies$1,400,0002,214
Privately issued$0544
Commercial mortgage-backed securities$1,973,0001,163
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$1,973,000685
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$12,881,0003,885
Total debt securities$12,881,0004,137
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$13,009,0004,200
U.S. Government securities$5,533,0004,278
U.S. Treasury securities$01,426
U.S. Government agency obligations$5,533,0004,133
Securities issued by states & political subdivisions$7,476,0002,927
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,763,0003,574
Mortgage-backed securities$3,420,0003,524
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$1,441,0002,252
CMOs issued by government agencies or sponsored agencies$1,441,0002,194
Privately issued$0557
Commercial mortgage-backed securities$1,979,0001,031
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,979,000668
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$13,009,0003,914
Total debt securities$13,009,0004,176
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$13,399,0004,223
U.S. Government securities$5,734,0004,298
U.S. Treasury securities$01,328
U.S. Government agency obligations$5,734,0004,159
Securities issued by states & political subdivisions$7,665,0002,964
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,500,0003,674
Mortgage-backed securities$3,597,0003,518
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$1,561,0002,204
CMOs issued by government agencies or sponsored agencies$1,561,0002,143
Privately issued$0573
Commercial mortgage-backed securities$2,036,0001,006
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$2,036,000633
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$13,399,0003,937
Total debt securities$13,399,0004,201
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$17,568,0003,932
U.S. Government securities$9,442,0003,810
U.S. Treasury securities$01,313
U.S. Government agency obligations$9,442,0003,665
Securities issued by states & political subdivisions$8,126,0002,936
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,902,0003,663
Mortgage-backed securities$8,441,0002,881
Certificates of participation in pools of residential mortgages$3,401,0003,166
Issued or guaranteed by U.S.$3,401,0003,162
Privately issued$069
Collaterized mortgage obligations$5,040,0001,559
CMOs issued by government agencies or sponsored agencies$5,040,0001,508
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$17,568,0003,639
Total debt securities$17,568,0003,906
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$18,046,0003,954
U.S. Government securities$9,890,0003,807
U.S. Treasury securities$01,351
U.S. Government agency obligations$9,890,0003,675
Securities issued by states & political subdivisions$8,156,0002,973
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,700,0003,719
Mortgage-backed securities$8,889,0002,861
Certificates of participation in pools of residential mortgages$3,582,0003,166
Issued or guaranteed by U.S.$3,582,0003,162
Privately issued$067
Collaterized mortgage obligations$5,307,0001,544
CMOs issued by government agencies or sponsored agencies$5,307,0001,493
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$18,046,0003,652
Total debt securities$18,046,0003,927
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$18,368,0003,974
U.S. Government securities$10,243,0003,813
U.S. Treasury securities$01,390
U.S. Government agency obligations$10,243,0003,671
Securities issued by states & political subdivisions$8,125,0003,012
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,693,0003,744
Mortgage-backed securities$9,242,0002,865
Certificates of participation in pools of residential mortgages$3,763,0003,194
Issued or guaranteed by U.S.$3,763,0003,191
Privately issued$066
Collaterized mortgage obligations$5,479,0001,517
CMOs issued by government agencies or sponsored agencies$5,479,0001,459
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$18,368,0003,665
Total debt securities$18,368,0003,946
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$19,462,0003,901
U.S. Government securities$11,285,0003,694
U.S. Treasury securities$402,0001,268
U.S. Government agency obligations$10,883,0003,593
Securities issued by states & political subdivisions$8,177,0003,036
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,499,0003,811
Mortgage-backed securities$9,682,0002,812
Certificates of participation in pools of residential mortgages$3,929,0003,175
Issued or guaranteed by U.S.$3,929,0003,170
Privately issued$071
Collaterized mortgage obligations$5,753,0001,477
CMOs issued by government agencies or sponsored agencies$5,753,0001,417
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$19,462,0003,588
Total debt securities$19,462,0003,875
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$19,780,0003,881
U.S. Government securities$12,616,0003,542
U.S. Treasury securities$403,0001,118
U.S. Government agency obligations$12,213,0003,474
Securities issued by states & political subdivisions$7,164,0003,188
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,314,0003,890
Mortgage-backed securities$10,504,0002,735
Certificates of participation in pools of residential mortgages$4,317,0003,130
Issued or guaranteed by U.S.$4,317,0003,129
Privately issued$067
Collaterized mortgage obligations$6,187,0001,438
CMOs issued by government agencies or sponsored agencies$6,187,0001,380
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$19,780,0003,568
Total debt securities$19,780,0003,856
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$18,622,0004,030
U.S. Government securities$13,398,0003,562
U.S. Treasury securities$404,0001,155
U.S. Government agency obligations$12,994,0003,476
Securities issued by states & political subdivisions$5,224,0003,506
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,337,0003,959
Mortgage-backed securities$11,280,0002,707
Certificates of participation in pools of residential mortgages$5,501,0002,956
Issued or guaranteed by U.S.$5,501,0002,954
Privately issued$071
Collaterized mortgage obligations$5,779,0001,521
CMOs issued by government agencies or sponsored agencies$5,779,0001,448
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$18,622,0003,708
Total debt securities$18,622,0004,010
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$16,537,0004,257
U.S. Government securities$12,479,0003,742
U.S. Treasury securities$403,0001,194
U.S. Government agency obligations$12,076,0003,669
Securities issued by states & political subdivisions$4,058,0003,747
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,598,0003,758
Mortgage-backed securities$10,367,0002,822
Certificates of participation in pools of residential mortgages$4,329,0003,172
Issued or guaranteed by U.S.$4,329,0003,171
Privately issued$066
Collaterized mortgage obligations$6,038,0001,510
CMOs issued by government agencies or sponsored agencies$6,038,0001,441
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$16,537,0003,909
Total debt securities$16,537,0004,233
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$19,256,0004,091
U.S. Government securities$14,795,0003,556
U.S. Treasury securities$403,0001,265
U.S. Government agency obligations$14,392,0003,465
Securities issued by states & political subdivisions$4,461,0003,689
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,258,0003,862
Mortgage-backed securities$12,189,0002,641
Certificates of participation in pools of residential mortgages$5,915,0002,890
Issued or guaranteed by U.S.$5,915,0002,888
Privately issued$066
Collaterized mortgage obligations$6,274,0001,500
CMOs issued by government agencies or sponsored agencies$6,274,0001,434
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$19,256,0003,746
Total debt securities$19,256,0004,065
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$20,613,0004,062
U.S. Government securities$16,097,0003,496
U.S. Treasury securities$406,0001,194
U.S. Government agency obligations$15,691,0003,425
Securities issued by states & political subdivisions$4,516,0003,714
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,262,0003,904
Mortgage-backed securities$12,977,0002,591
Certificates of participation in pools of residential mortgages$6,293,0002,863
Issued or guaranteed by U.S.$6,293,0002,861
Privately issued$065
Collaterized mortgage obligations$6,684,0001,469
CMOs issued by government agencies or sponsored agencies$6,684,0001,400
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$20,613,0003,712
Total debt securities$20,613,0004,036
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$21,733,0004,060
U.S. Government securities$17,248,0003,466
U.S. Treasury securities$406,0001,233
U.S. Government agency obligations$16,842,0003,400
Securities issued by states & political subdivisions$4,485,0003,724
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,232,0003,962
Mortgage-backed securities$13,629,0002,591
Certificates of participation in pools of residential mortgages$6,631,0002,896
Issued or guaranteed by U.S.$6,631,0002,894
Privately issued$067
Collaterized mortgage obligations$6,998,0001,490
CMOs issued by government agencies or sponsored agencies$6,998,0001,422
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$21,733,0003,714
Total debt securities$21,733,0004,038
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$20,927,0004,165
U.S. Government securities$16,400,0003,617
U.S. Treasury securities$406,0001,221
U.S. Government agency obligations$15,994,0003,553
Securities issued by states & political subdivisions$4,527,0003,712
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,273,0004,006
Mortgage-backed securities$12,777,0002,718
Certificates of participation in pools of residential mortgages$5,329,0003,151
Issued or guaranteed by U.S.$5,329,0003,149
Privately issued$070
Collaterized mortgage obligations$7,448,0001,497
CMOs issued by government agencies or sponsored agencies$7,448,0001,428
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$20,927,0003,810
Total debt securities$20,927,0004,135
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$22,134,0004,122
U.S. Government securities$17,374,0003,581
U.S. Treasury securities$404,0001,251
U.S. Government agency obligations$16,970,0003,502
Securities issued by states & political subdivisions$4,760,0003,699
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,998,0004,117
Mortgage-backed securities$13,265,0002,714
Certificates of participation in pools of residential mortgages$5,542,0003,174
Issued or guaranteed by U.S.$5,542,0003,172
Privately issued$075
Collaterized mortgage obligations$7,723,0001,492
CMOs issued by government agencies or sponsored agencies$7,723,0001,429
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$22,134,0003,770
Total debt securities$22,134,0004,098
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$20,598,0004,318
U.S. Government securities$15,832,0003,851
U.S. Treasury securities$405,0001,272
U.S. Government agency obligations$15,427,0003,757
Securities issued by states & political subdivisions$4,766,0003,748
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,081,0003,742
Mortgage-backed securities$12,215,0002,874
Certificates of participation in pools of residential mortgages$4,705,0003,439
Issued or guaranteed by U.S.$4,705,0003,437
Privately issued$073
Collaterized mortgage obligations$7,510,0001,531
CMOs issued by government agencies or sponsored agencies$7,510,0001,456
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$20,598,0003,958
Total debt securities$20,598,0004,295
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$20,519,0004,387
U.S. Government securities$15,746,0003,899
U.S. Treasury securities$405,0001,233
U.S. Government agency obligations$15,341,0003,824
Securities issued by states & political subdivisions$4,773,0003,779
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,084,0003,766
Mortgage-backed securities$12,126,0002,934
Certificates of participation in pools of residential mortgages$4,197,0003,610
Issued or guaranteed by U.S.$4,197,0003,609
Privately issued$075
Collaterized mortgage obligations$7,929,0001,509
CMOs issued by government agencies or sponsored agencies$7,929,0001,438
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$20,519,0004,014
Total debt securities$20,519,0004,365
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$18,968,0004,559
U.S. Government securities$14,106,0004,127
U.S. Treasury securities$01,198
U.S. Government agency obligations$14,106,0004,029
Securities issued by states & political subdivisions$4,862,0003,782
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,972,0003,826
Mortgage-backed securities$11,096,0003,077
Certificates of participation in pools of residential mortgages$3,920,0003,706
Issued or guaranteed by U.S.$3,920,0003,706
Privately issued$076
Collaterized mortgage obligations$7,176,0001,575
CMOs issued by government agencies or sponsored agencies$7,176,0001,509
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$18,968,0004,179
Total debt securities$18,968,0004,538
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$19,278,0004,521
U.S. Government securities$14,402,0004,083
U.S. Treasury securities$01,131
U.S. Government agency obligations$14,402,0003,983
Securities issued by states & political subdivisions$4,876,0003,793
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,929,0003,842
Mortgage-backed securities$11,395,0003,034
Certificates of participation in pools of residential mortgages$4,038,0003,682
Issued or guaranteed by U.S.$4,038,0003,679
Privately issued$081
Collaterized mortgage obligations$7,357,0001,575
CMOs issued by government agencies or sponsored agencies$7,357,0001,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$19,278,0004,151
Total debt securities$19,278,0004,502
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$20,054,0004,487
U.S. Government securities$15,135,0004,023
U.S. Treasury securities$01,131
U.S. Government agency obligations$15,135,0003,918
Securities issued by states & political subdivisions$4,919,0003,791
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,048,0004,251
Mortgage-backed securities$11,929,0002,997
Certificates of participation in pools of residential mortgages$4,258,0003,644
Issued or guaranteed by U.S.$4,258,0003,640
Privately issued$080
Collaterized mortgage obligations$7,671,0001,555
CMOs issued by government agencies or sponsored agencies$7,671,0001,481
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$20,054,0004,127
Total debt securities$20,054,0004,459
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$21,075,0004,410
U.S. Government securities$16,131,0003,907
U.S. Treasury securities$01,152
U.S. Government agency obligations$16,131,0003,816
Securities issued by states & political subdivisions$4,944,0003,785
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,150,0004,232
Mortgage-backed securities$12,433,0002,963
Certificates of participation in pools of residential mortgages$4,485,0003,594
Issued or guaranteed by U.S.$4,485,0003,589
Privately issued$083
Collaterized mortgage obligations$7,948,0001,569
CMOs issued by government agencies or sponsored agencies$7,948,0001,483
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$21,075,0004,060
Total debt securities$21,075,0004,376
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$22,494,0004,288
U.S. Government securities$17,270,0003,814
U.S. Treasury securities$01,161
U.S. Government agency obligations$17,270,0003,721
Securities issued by states & political subdivisions$5,224,0003,734
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,328,0004,220
Mortgage-backed securities$13,285,0002,937
Certificates of participation in pools of residential mortgages$4,789,0003,580
Issued or guaranteed by U.S.$4,789,0003,576
Privately issued$083
Collaterized mortgage obligations$8,496,0001,569
CMOs issued by government agencies or sponsored agencies$8,496,0001,478
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$22,494,0003,965
Total debt securities$22,494,0004,259
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$15,100,0004,952
U.S. Government securities$9,688,0004,738
U.S. Treasury securities$01,135
U.S. Government agency obligations$9,688,0004,644
Securities issued by states & political subdivisions$5,412,0003,670
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,895,0004,312
Mortgage-backed securities$8,194,0003,552
Certificates of participation in pools of residential mortgages$4,004,0003,762
Issued or guaranteed by U.S.$4,004,0003,759
Privately issued$085
Collaterized mortgage obligations$4,190,0002,167
CMOs issued by government agencies or sponsored agencies$4,190,0002,073
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$15,100,0004,569
Total debt securities$15,100,0004,915
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$14,061,0005,145
U.S. Government securities$8,619,0004,997
U.S. Treasury securities$01,086
U.S. Government agency obligations$8,619,0004,908
Securities issued by states & political subdivisions$5,442,0003,643
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,856,0004,658
Mortgage-backed securities$4,584,0004,300
Certificates of participation in pools of residential mortgages$2,957,0004,171
Issued or guaranteed by U.S.$2,957,0004,169
Privately issued$088
Collaterized mortgage obligations$1,627,0002,878
CMOs issued by government agencies or sponsored agencies$1,627,0002,756
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$14,061,0004,757
Total debt securities$14,061,0005,114
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$14,670,0005,097
U.S. Government securities$11,400,0004,683
U.S. Treasury securities$01,068
U.S. Government agency obligations$11,400,0004,590
Securities issued by states & political subdivisions$3,270,0004,141
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,214,0004,325
Mortgage-backed securities$7,104,0003,890
Certificates of participation in pools of residential mortgages$2,689,0004,288
Issued or guaranteed by U.S.$2,689,0004,287
Privately issued$094
Collaterized mortgage obligations$4,415,0002,220
CMOs issued by government agencies or sponsored agencies$4,415,0002,123
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$14,670,0004,722
Total debt securities$14,670,0005,067
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$13,789,0005,267
U.S. Government securities$11,895,0004,693
U.S. Treasury securities$01,157
U.S. Government agency obligations$11,895,0004,597
Securities issued by states & political subdivisions$1,894,0004,551
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,713,0004,206
Mortgage-backed securities$7,079,0003,932
Certificates of participation in pools of residential mortgages$2,960,0004,213
Issued or guaranteed by U.S.$2,960,0004,209
Privately issued$094
Collaterized mortgage obligations$4,119,0002,295
CMOs issued by government agencies or sponsored agencies$4,119,0002,190
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$13,789,0004,866
Total debt securities$13,789,0005,240
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$13,097,0005,337
U.S. Government securities$10,383,0004,880
U.S. Treasury securities$01,076
U.S. Government agency obligations$10,383,0004,780
Securities issued by states & political subdivisions$2,714,0004,217
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,764,0004,247
Mortgage-backed securities$5,553,0004,122
Certificates of participation in pools of residential mortgages$3,215,0004,067
Issued or guaranteed by U.S.$3,215,0004,061
Privately issued$0121
Collaterized mortgage obligations$2,338,0002,664
CMOs issued by government agencies or sponsored agencies$2,338,0002,466
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$13,097,0004,920
Total debt securities$13,097,0005,306
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$13,829,0005,210
U.S. Government securities$11,367,0004,681
U.S. Treasury securities$01,126
U.S. Government agency obligations$11,367,0004,584
Securities issued by states & political subdivisions$2,462,0004,281
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,180,0004,143
Mortgage-backed securities$4,506,0004,285
Certificates of participation in pools of residential mortgages$3,544,0003,923
Issued or guaranteed by U.S.$3,544,0003,910
Privately issued$0132
Collaterized mortgage obligations$962,0003,145
CMOs issued by government agencies or sponsored agencies$962,0002,900
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$13,829,0004,788
Total debt securities$13,829,0005,181
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$14,590,0005,181
U.S. Government securities$12,142,0004,703
U.S. Treasury securities$01,225
U.S. Government agency obligations$12,142,0004,589
Securities issued by states & political subdivisions$2,448,0004,268
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,418,0004,134
Mortgage-backed securities$4,770,0004,203
Certificates of participation in pools of residential mortgages$3,761,0003,836
Issued or guaranteed by U.S.$3,761,0003,821
Privately issued$0125
Collaterized mortgage obligations$1,009,0003,071
CMOs issued by government agencies or sponsored agencies$1,009,0002,822
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$14,590,0004,748
Total debt securities$14,590,0005,149
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$12,550,0005,443
U.S. Government securities$9,767,0005,074
U.S. Treasury securities$01,272
U.S. Government agency obligations$9,767,0004,956
Securities issued by states & political subdivisions$2,783,0004,105
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,216,0004,166
Mortgage-backed securities$4,676,0004,139
Certificates of participation in pools of residential mortgages$3,854,0003,737
Issued or guaranteed by U.S.$3,854,0003,728
Privately issued$0136
Collaterized mortgage obligations$822,0003,103
CMOs issued by government agencies or sponsored agencies$822,0002,841
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$12,550,0005,000
Total debt securities$12,550,0005,414
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$14,699,0005,073
U.S. Government securities$10,501,0004,780
U.S. Treasury securities$01,275
U.S. Government agency obligations$10,501,0004,658
Securities issued by states & political subdivisions$4,198,0003,659
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,876,0004,238
Mortgage-backed securities$5,141,0003,972
Certificates of participation in pools of residential mortgages$4,269,0003,537
Issued or guaranteed by U.S.$4,269,0003,528
Privately issued$0141
Collaterized mortgage obligations$872,0003,083
CMOs issued by government agencies or sponsored agencies$872,0002,803
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$14,699,0004,635
Total debt securities$14,699,0005,035
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$14,265,0005,067
U.S. Government securities$10,385,0004,761
U.S. Treasury securities$01,180
U.S. Government agency obligations$10,385,0004,639
Securities issued by states & political subdivisions$3,880,0003,663
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,679,0004,346
Mortgage-backed securities$5,476,0003,909
Certificates of participation in pools of residential mortgages$4,822,0003,367
Issued or guaranteed by U.S.$4,822,0003,361
Privately issued$0141
Collaterized mortgage obligations$654,0003,190
CMOs issued by government agencies or sponsored agencies$654,0002,884
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$14,265,0004,629
Total debt securities$14,265,0005,030
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$13,985,0005,113
U.S. Government securities$10,092,0004,904
U.S. Treasury securities$01,121
U.S. Government agency obligations$10,092,0004,791
Securities issued by states & political subdivisions$3,893,0003,596
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,938,0004,335
Mortgage-backed securities$5,426,0003,924
Certificates of participation in pools of residential mortgages$4,756,0003,408
Issued or guaranteed by U.S.$4,756,0003,399
Privately issued$0148
Collaterized mortgage obligations$670,0003,095
CMOs issued by government agencies or sponsored agencies$670,0002,779
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$13,985,0004,689
Total debt securities$13,985,0005,083
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$11,811,0005,491
U.S. Government securities$7,907,0005,447
U.S. Treasury securities$01,130
U.S. Government agency obligations$7,907,0005,333
Securities issued by states & political subdivisions$3,904,0003,581
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,403,0004,277
Mortgage-backed securities$4,298,0004,269
Certificates of participation in pools of residential mortgages$3,465,0003,899
Issued or guaranteed by U.S.$3,465,0003,891
Privately issued$0145
Collaterized mortgage obligations$833,0002,975
CMOs issued by government agencies or sponsored agencies$833,0002,649
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$11,811,0005,037
Total debt securities$11,811,0005,452
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$12,808,0005,318
U.S. Government securities$8,575,0005,255
U.S. Treasury securities$01,077
U.S. Government agency obligations$8,575,0005,155
Securities issued by states & political subdivisions$4,233,0003,504
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,421,0004,030
Mortgage-backed securities$3,685,0004,481
Certificates of participation in pools of residential mortgages$2,639,0004,262
Issued or guaranteed by U.S.$2,639,0004,254
Privately issued$0157
Collaterized mortgage obligations$1,046,0002,860
CMOs issued by government agencies or sponsored agencies$1,046,0002,519
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$12,808,0004,871
Total debt securities$12,808,0005,274
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$16,204,0004,904
U.S. Government securities$11,931,0004,630
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,931,0004,535
Securities issued by states & political subdivisions$4,273,0003,479
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,194,0003,879
Mortgage-backed securities$4,560,0004,356
Certificates of participation in pools of residential mortgages$3,935,0003,913
Issued or guaranteed by U.S.$3,935,0003,904
Privately issued$0171
Collaterized mortgage obligations$625,0003,101
CMOs issued by government agencies or sponsored agencies$625,0002,752
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$16,204,0004,473
Total debt securities$16,204,0004,860
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$19,606,0004,482
U.S. Government securities$15,381,0004,061
U.S. Treasury securities$01,036
U.S. Government agency obligations$15,381,0003,972
Securities issued by states & political subdivisions$4,225,0003,462
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,194,0003,866
Mortgage-backed securities$5,112,0004,263
Certificates of participation in pools of residential mortgages$3,062,0004,276
Issued or guaranteed by U.S.$3,062,0004,262
Privately issued$0181
Collaterized mortgage obligations$2,050,0002,474
CMOs issued by government agencies or sponsored agencies$2,050,0002,116
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$19,606,0004,043
Total debt securities$19,606,0004,441
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$17,830,0004,695
U.S. Government securities$14,200,0004,327
U.S. Treasury securities$0981
U.S. Government agency obligations$14,200,0004,248
Securities issued by states & political subdivisions$3,630,0003,583
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,216,0004,399
Mortgage-backed securities$6,676,0003,982
Certificates of participation in pools of residential mortgages$3,386,0004,253
Issued or guaranteed by U.S.$3,386,0004,240
Privately issued$0191
Collaterized mortgage obligations$3,290,0002,154
CMOs issued by government agencies or sponsored agencies$3,290,0001,800
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$17,830,0004,238
Total debt securities$17,830,0004,657
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$20,373,0004,407
U.S. Government securities$16,776,0003,983
U.S. Treasury securities$0973
U.S. Government agency obligations$16,776,0003,909
Securities issued by states & political subdivisions$3,597,0003,554
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,256,0004,450
Mortgage-backed securities$10,487,0003,275
Certificates of participation in pools of residential mortgages$6,667,0003,330
Issued or guaranteed by U.S.$6,667,0003,318
Privately issued$0188
Collaterized mortgage obligations$3,820,0001,992
CMOs issued by government agencies or sponsored agencies$3,820,0001,693
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$20,373,0003,946
Total debt securities$20,373,0004,369
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$20,704,0004,305
U.S. Government securities$17,031,0003,897
U.S. Treasury securities$01,019
U.S. Government agency obligations$17,031,0003,823
Securities issued by states & political subdivisions$3,673,0003,500
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,089,0004,500
Mortgage-backed securities$10,717,0003,167
Certificates of participation in pools of residential mortgages$6,900,0003,175
Issued or guaranteed by U.S.$6,900,0003,164
Privately issued$0192
Collaterized mortgage obligations$3,817,0001,921
CMOs issued by government agencies or sponsored agencies$3,817,0001,601
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$20,704,0003,835
Total debt securities$20,704,0004,273
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$21,207,0004,290
U.S. Government securities$17,539,0003,865
U.S. Treasury securities$01,021
U.S. Government agency obligations$17,539,0003,800
Securities issued by states & political subdivisions$3,668,0003,515
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,591,0004,351
Mortgage-backed securities$9,196,0003,380
Certificates of participation in pools of residential mortgages$4,820,0003,699
Issued or guaranteed by U.S.$4,820,0003,686
Privately issued$0202
Collaterized mortgage obligations$4,376,0001,808
CMOs issued by government agencies or sponsored agencies$4,376,0001,506
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$21,207,0003,828
Total debt securities$21,207,0004,245
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$28,376,0003,565
U.S. Government securities$24,504,0003,052
U.S. Treasury securities$01,044
U.S. Government agency obligations$24,504,0003,001
Securities issued by states & political subdivisions$3,872,0003,470
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,885,0004,229
Mortgage-backed securities$12,452,0002,843
Certificates of participation in pools of residential mortgages$6,141,0003,231
Issued or guaranteed by U.S.$6,141,0003,217
Privately issued$0205
Collaterized mortgage obligations$6,311,0001,542
CMOs issued by government agencies or sponsored agencies$6,311,0001,255
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$28,376,0003,184
Total debt securities$28,376,0003,514
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$30,819,0003,392
U.S. Government securities$26,711,0002,917
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,711,0002,860
Securities issued by states & political subdivisions$4,108,0003,388
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,687,0004,967
Mortgage-backed securities$11,130,0002,751
Certificates of participation in pools of residential mortgages$4,370,0003,411
Issued or guaranteed by U.S.$4,370,0003,395
Privately issued$0191
Collaterized mortgage obligations$6,760,0001,418
CMOs issued by government agencies or sponsored agencies$6,760,0001,169
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$30,819,0002,993
Total debt securities$30,819,0003,341
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$32,713,0003,239
U.S. Government securities$28,967,0002,780
U.S. Treasury securities$01,235
U.S. Government agency obligations$28,967,0002,721
Securities issued by states & political subdivisions$3,746,0003,487
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,655,0004,988
Mortgage-backed securities$11,547,0002,529
Certificates of participation in pools of residential mortgages$4,563,0003,190
Issued or guaranteed by U.S.$4,563,0003,175
Privately issued$0194
Collaterized mortgage obligations$6,984,0001,358
CMOs issued by government agencies or sponsored agencies$6,984,0001,108
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$32,713,0002,842
Total debt securities$32,713,0003,194
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$27,159,0003,673
U.S. Government securities$23,427,0003,246
U.S. Treasury securities$01,362
U.S. Government agency obligations$23,427,0003,170
Securities issued by states & political subdivisions$3,732,0003,496
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,901,0004,935
Mortgage-backed securities$8,809,0002,868
Certificates of participation in pools of residential mortgages$3,576,0003,489
Issued or guaranteed by U.S.$3,576,0003,474
Privately issued$0207
Collaterized mortgage obligations$5,233,0001,513
CMOs issued by government agencies or sponsored agencies$5,233,0001,269
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$27,159,0003,223
Total debt securities$27,159,0003,632
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$22,702,0004,152
U.S. Government securities$18,913,0003,801
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,913,0003,708
Securities issued by states & political subdivisions$3,789,0003,488
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,241,0005,626
Mortgage-backed securities$6,079,0003,342
Certificates of participation in pools of residential mortgages$1,835,0004,278
Issued or guaranteed by U.S.$1,835,0004,261
Privately issued$0218
Collaterized mortgage obligations$4,244,0001,639
CMOs issued by government agencies or sponsored agencies$4,244,0001,381
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$22,702,0003,648
Total debt securities$22,702,0004,096
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$23,155,0004,132
U.S. Government securities$19,357,0003,804
U.S. Treasury securities$01,498
U.S. Government agency obligations$19,357,0003,704
Securities issued by states & political subdivisions$3,798,0003,500
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,236,0005,641
Mortgage-backed securities$6,483,0003,261
Certificates of participation in pools of residential mortgages$1,908,0004,232
Issued or guaranteed by U.S.$1,908,0004,219
Privately issued$0208
Collaterized mortgage obligations$4,575,0001,594
CMOs issued by government agencies or sponsored agencies$4,575,0001,352
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$23,155,0003,611
Total debt securities$23,155,0004,080
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$14,993,0005,316
U.S. Government securities$12,050,0005,089
U.S. Treasury securities$01,574
U.S. Government agency obligations$12,050,0004,974
Securities issued by states & political subdivisions$2,943,0003,806
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,483,0005,586
Mortgage-backed securities$3,375,0004,152
Certificates of participation in pools of residential mortgages$609,0005,179
Issued or guaranteed by U.S.$609,0005,154
Privately issued$0214
Collaterized mortgage obligations$2,766,0001,889
CMOs issued by government agencies or sponsored agencies$2,766,0001,646
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$14,993,0004,687
Total debt securities$14,993,0005,272
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$13,770,0005,530
U.S. Government securities$11,626,0005,205
U.S. Treasury securities$01,634
U.S. Government agency obligations$11,626,0005,067
Securities issued by states & political subdivisions$2,144,0004,224
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,451,0005,598
Mortgage-backed securities$3,279,0004,174
Certificates of participation in pools of residential mortgages$644,0005,179
Issued or guaranteed by U.S.$644,0005,157
Privately issued$0211
Collaterized mortgage obligations$2,635,0001,903
CMOs issued by government agencies or sponsored agencies$2,635,0001,657
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$13,770,0004,865
Total debt securities$13,770,0005,481
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$14,342,0005,467
U.S. Government securities$12,296,0005,066
U.S. Treasury securities$01,715
U.S. Government agency obligations$12,296,0004,931
Securities issued by states & political subdivisions$2,046,0004,308
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,238,0006,236
Mortgage-backed securities$3,261,0004,215
Certificates of participation in pools of residential mortgages$708,0005,148
Issued or guaranteed by U.S.$708,0005,128
Privately issued$0205
Collaterized mortgage obligations$2,553,0001,930
CMOs issued by government agencies or sponsored agencies$2,553,0001,684
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$14,342,0004,813
Total debt securities$14,342,0005,419
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$13,427,0005,654
U.S. Government securities$11,737,0005,184
U.S. Treasury securities$01,737
U.S. Government agency obligations$11,737,0005,036
Securities issued by states & political subdivisions$1,690,0004,563
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$931,0006,502
Mortgage-backed securities$2,403,0004,584
Certificates of participation in pools of residential mortgages$752,0005,148
Issued or guaranteed by U.S.$752,0005,126
Privately issued$0216
Collaterized mortgage obligations$1,651,0002,190
CMOs issued by government agencies or sponsored agencies$1,651,0001,937
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$13,427,0004,969
Total debt securities$13,427,0005,599
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$14,494,0005,456
U.S. Government securities$13,939,0004,705
U.S. Treasury securities$01,786
U.S. Government agency obligations$13,939,0004,571
Securities issued by states & political subdivisions$555,0005,537
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$934,0006,522
Mortgage-backed securities$3,108,0004,351
Certificates of participation in pools of residential mortgages$824,0005,125
Issued or guaranteed by U.S.$824,0005,106
Privately issued$0225
Collaterized mortgage obligations$2,284,0002,000
CMOs issued by government agencies or sponsored agencies$2,284,0001,763
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$14,494,0004,784
Total debt securities$14,494,0005,403
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$7,732,0006,885
U.S. Government securities$7,732,0006,206
U.S. Treasury securities$01,839
U.S. Government agency obligations$7,732,0006,065
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,140,0006,343
Mortgage-backed securities$3,377,0004,343
Certificates of participation in pools of residential mortgages$929,0005,091
Issued or guaranteed by U.S.$929,0005,071
Privately issued$0223
Collaterized mortgage obligations$2,448,0001,989
CMOs issued by government agencies or sponsored agencies$2,448,0001,767
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$7,732,0006,118
Total debt securities$7,732,0006,828
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$8,172,0006,841
U.S. Government securities$8,172,0006,144
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,172,0005,995
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,608,0005,130
Mortgage-backed securities$3,577,0004,349
Certificates of participation in pools of residential mortgages$1,016,0005,072
Issued or guaranteed by U.S.$1,016,0005,058
Privately issued$0207
Collaterized mortgage obligations$2,561,0001,994
CMOs issued by government agencies or sponsored agencies$2,561,0001,776
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$8,172,0006,087
Total debt securities$8,172,0006,787
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$8,332,0006,799
U.S. Government securities$8,332,0006,088
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,332,0005,936
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,636,0005,102
Mortgage-backed securities$3,698,0004,355
Certificates of participation in pools of residential mortgages$1,110,0005,043
Issued or guaranteed by U.S.$1,110,0005,030
Privately issued$0203
Collaterized mortgage obligations$2,588,0002,006
CMOs issued by government agencies or sponsored agencies$2,588,0001,786
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$8,332,0006,038
Total debt securities$8,332,0006,744
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$8,191,0006,892
U.S. Government securities$8,191,0006,144
U.S. Treasury securities$01,990
U.S. Government agency obligations$8,191,0005,993
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,737,0005,534
Mortgage-backed securities$3,848,0004,327
Certificates of participation in pools of residential mortgages$1,252,0004,951
Issued or guaranteed by U.S.$1,252,0004,941
Privately issued$0225
Collaterized mortgage obligations$2,596,0002,000
CMOs issued by government agencies or sponsored agencies$2,596,0001,790
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$8,191,0006,115
Total debt securities$8,191,0006,829
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$8,116,0006,973
U.S. Government securities$8,116,0006,244
U.S. Treasury securities$02,098
U.S. Government agency obligations$8,116,0006,091
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,995,0005,936
Mortgage-backed securities$3,772,0004,429
Certificates of participation in pools of residential mortgages$1,386,0004,932
Issued or guaranteed by U.S.$1,386,0004,919
Privately issued$0225
Collaterized mortgage obligations$2,386,0002,100
CMOs issued by government agencies or sponsored agencies$2,386,0001,884
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$8,116,0006,212
Total debt securities$8,116,0006,911
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$7,779,0007,055
U.S. Government securities$7,779,0006,300
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,779,0006,141
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,535,0005,590
Mortgage-backed securities$3,553,0004,537
Certificates of participation in pools of residential mortgages$1,641,0004,818
Issued or guaranteed by U.S.$1,641,0004,804
Privately issued$0230
Collaterized mortgage obligations$1,912,0002,344
CMOs issued by government agencies or sponsored agencies$1,912,0002,110
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$7,779,0006,284
Total debt securities$7,779,0006,973
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$7,131,0007,288
U.S. Government securities$7,131,0006,542
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,131,0006,372
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,120,0005,251
Mortgage-backed securities$2,555,0004,900
Certificates of participation in pools of residential mortgages$1,235,0005,090
Issued or guaranteed by U.S.$1,235,0005,072
Privately issued$0248
Collaterized mortgage obligations$1,320,0002,593
CMOs issued by government agencies or sponsored agencies$1,320,0002,459
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$7,131,0006,464
Total debt securities$7,131,0007,203
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$7,293,0007,180
U.S. Government securities$7,293,0006,381
U.S. Treasury securities$02,287
U.S. Government agency obligations$7,293,0006,197
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,942,0004,866
Mortgage-backed securities$2,137,0005,119
Certificates of participation in pools of residential mortgages$1,174,0005,142
Issued or guaranteed by U.S.$1,174,0005,120
Privately issued$0253
Collaterized mortgage obligations$963,0002,872
CMOs issued by government agencies or sponsored agencies$963,0002,721
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$7,293,0006,381
Total debt securities$7,293,0007,084
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$8,394,0006,865
U.S. Government securities$8,394,0005,994
U.S. Treasury securities$02,322
U.S. Government agency obligations$8,394,0005,807
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,864,0005,938
Mortgage-backed securities$3,089,0004,785
Certificates of participation in pools of residential mortgages$1,705,0004,849
Issued or guaranteed by U.S.$1,705,0004,834
Privately issued$0256
Collaterized mortgage obligations$1,384,0002,788
CMOs issued by government agencies or sponsored agencies$1,384,0002,632
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$8,394,0006,096
Total debt securities$8,394,0006,762
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$8,648,0006,800
U.S. Government securities$8,648,0005,945
U.S. Treasury securities$253,0002,158
U.S. Government agency obligations$8,395,0005,827
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,700,0005,466
Mortgage-backed securities$2,797,0004,968
Certificates of participation in pools of residential mortgages$2,334,0004,497
Issued or guaranteed by U.S.$2,334,0004,480
Privately issued$0257
Collaterized mortgage obligations$463,0003,614
CMOs issued by government agencies or sponsored agencies$463,0003,447
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$8,648,0006,016
Total debt securities$8,648,0006,700
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$8,192,0006,966
U.S. Government securities$8,192,0006,106
U.S. Treasury securities$255,0002,282
U.S. Government agency obligations$7,937,0005,984
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,981,0004,853
Mortgage-backed securities$3,132,0004,807
Certificates of participation in pools of residential mortgages$2,560,0004,349
Issued or guaranteed by U.S.$2,560,0004,334
Privately issued$0252
Collaterized mortgage obligations$572,0003,509
CMOs issued by government agencies or sponsored agencies$572,0003,356
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$8,192,0006,146
Total debt securities$8,192,0006,872
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$12,316,0005,946
U.S. Government securities$12,316,0004,945
U.S. Treasury securities$1,556,0001,578
U.S. Government agency obligations$10,760,0005,091
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,779,0005,476
Mortgage-backed securities$1,984,0005,280
Certificates of participation in pools of residential mortgages$542,0005,662
Issued or guaranteed by U.S.$542,0005,641
Privately issued$0260
Collaterized mortgage obligations$1,442,0003,014
CMOs issued by government agencies or sponsored agencies$1,442,0002,854
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$12,316,0005,089
Total debt securities$12,316,0005,843
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$4,228,0008,625
U.S. Government securities$4,228,0008,081
U.S. Treasury securities$553,0003,203
U.S. Government agency obligations$3,675,0007,990
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,909
Mortgage-backed securities$498,0006,111
Certificates of participation in pools of residential mortgages$07,213
Issued or guaranteed by U.S.$07,184
Privately issued$0308
Collaterized mortgage obligations$498,0003,331
CMOs issued by government agencies or sponsored agencies$498,0003,166
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$4,228,0007,479
Total debt securities$4,228,0008,508
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA