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OneSouth Bank, Securities

2021-12-31Rank
Total securities$1,273,0004,605
U.S. Government securities$278,0004,498
U.S. Treasury securities$02,212
U.S. Government agency obligations$278,0004,357
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$995,0001,890
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$995,0001,581
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$278,0003,983
Mortgage-backed securities$278,0003,878
Certificates of participation in pools of residential mortgages$222,0003,743
Issued or guaranteed by U.S.$222,0003,662
Privately issued$0246
Collaterized mortgage obligations$56,0002,787
CMOs issued by government agencies or sponsored agencies$56,0002,730
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$1,273,0004,367
Total debt securities$1,273,0004,582
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$1,311,0004,656
U.S. Government securities$311,0004,537
U.S. Treasury securities$02,008
U.S. Government agency obligations$311,0004,413
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$1,000,0001,812
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$1,000,0001,487
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$311,0003,999
Mortgage-backed securities$311,0003,919
Certificates of participation in pools of residential mortgages$248,0003,774
Issued or guaranteed by U.S.$248,0003,700
Privately issued$0234
Collaterized mortgage obligations$63,0002,810
CMOs issued by government agencies or sponsored agencies$63,0002,749
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$1,311,0004,413
Total debt securities$1,311,0004,632
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$353,0004,760
U.S. Government securities$353,0004,558
U.S. Treasury securities$01,913
U.S. Government agency obligations$353,0004,440
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$353,0004,030
Mortgage-backed securities$353,0003,927
Certificates of participation in pools of residential mortgages$274,0003,782
Issued or guaranteed by U.S.$274,0003,702
Privately issued$0247
Collaterized mortgage obligations$79,0002,784
CMOs issued by government agencies or sponsored agencies$79,0002,731
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$353,0004,500
Total debt securities$353,0004,739
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$595,0004,748
U.S. Government securities$395,0004,546
U.S. Treasury securities$01,631
U.S. Government agency obligations$395,0004,433
Securities issued by states & political subdivisions$200,0004,126
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$595,0003,979
Mortgage-backed securities$395,0003,909
Certificates of participation in pools of residential mortgages$303,0003,764
Issued or guaranteed by U.S.$303,0003,681
Privately issued$0261
Collaterized mortgage obligations$92,0002,744
CMOs issued by government agencies or sponsored agencies$92,0002,692
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$595,0004,493
Total debt securities$595,0004,725
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$634,0004,757
U.S. Government securities$434,0004,514
U.S. Treasury securities$01,194
U.S. Government agency obligations$434,0004,400
Securities issued by states & political subdivisions$200,0004,137
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$634,0003,985
Mortgage-backed securities$434,0003,902
Certificates of participation in pools of residential mortgages$320,0003,749
Issued or guaranteed by U.S.$320,0003,673
Privately issued$0245
Collaterized mortgage obligations$114,0002,735
CMOs issued by government agencies or sponsored agencies$114,0002,679
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$634,0004,504
Total debt securities$634,0004,731
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$688,0004,768
U.S. Government securities$488,0004,529
U.S. Treasury securities$01,216
U.S. Government agency obligations$488,0004,412
Securities issued by states & political subdivisions$200,0004,129
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$688,0003,997
Mortgage-backed securities$488,0003,898
Certificates of participation in pools of residential mortgages$354,0003,740
Issued or guaranteed by U.S.$354,0003,665
Privately issued$0251
Collaterized mortgage obligations$134,0002,734
CMOs issued by government agencies or sponsored agencies$134,0002,680
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$688,0004,513
Total debt securities$688,0004,743
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$755,0004,798
U.S. Government securities$554,0004,549
U.S. Treasury securities$01,251
U.S. Government agency obligations$554,0004,427
Securities issued by states & political subdivisions$201,0004,142
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$755,0004,026
Mortgage-backed securities$554,0003,894
Certificates of participation in pools of residential mortgages$405,0003,722
Issued or guaranteed by U.S.$405,0003,648
Privately issued$0251
Collaterized mortgage obligations$149,0002,734
CMOs issued by government agencies or sponsored agencies$149,0002,688
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$755,0004,542
Total debt securities$756,0004,774
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$793,0004,849
U.S. Government securities$593,0004,610
U.S. Treasury securities$01,297
U.S. Government agency obligations$593,0004,491
Securities issued by states & political subdivisions$200,0004,151
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$793,0004,043
Mortgage-backed securities$593,0003,909
Certificates of participation in pools of residential mortgages$441,0003,737
Issued or guaranteed by U.S.$441,0003,650
Privately issued$0267
Collaterized mortgage obligations$152,0002,734
CMOs issued by government agencies or sponsored agencies$152,0002,684
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$793,0004,597
Total debt securities$793,0004,822
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$862,0004,901
U.S. Government securities$662,0004,683
U.S. Treasury securities$01,363
U.S. Government agency obligations$662,0004,554
Securities issued by states & political subdivisions$200,0004,175
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$862,0004,089
Mortgage-backed securities$662,0003,897
Certificates of participation in pools of residential mortgages$499,0003,718
Issued or guaranteed by U.S.$499,0003,639
Privately issued$0249
Collaterized mortgage obligations$163,0002,744
CMOs issued by government agencies or sponsored agencies$163,0002,695
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$862,0004,650
Total debt securities$861,0004,878
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$903,0004,983
U.S. Government securities$703,0004,768
U.S. Treasury securities$01,429
U.S. Government agency obligations$703,0004,637
Securities issued by states & political subdivisions$200,0004,237
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$903,0004,156
Mortgage-backed securities$703,0003,925
Certificates of participation in pools of residential mortgages$533,0003,740
Issued or guaranteed by U.S.$533,0003,658
Privately issued$0287
Collaterized mortgage obligations$170,0002,753
CMOs issued by government agencies or sponsored agencies$170,0002,702
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$903,0004,731
Total debt securities$903,0004,960
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$986,0005,024
U.S. Government securities$786,0004,804
U.S. Treasury securities$01,467
U.S. Government agency obligations$786,0004,672
Securities issued by states & political subdivisions$200,0004,301
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$986,0004,188
Mortgage-backed securities$786,0003,906
Certificates of participation in pools of residential mortgages$608,0003,716
Issued or guaranteed by U.S.$608,0003,641
Privately issued$0244
Collaterized mortgage obligations$178,0002,757
CMOs issued by government agencies or sponsored agencies$178,0002,702
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$986,0004,762
Total debt securities$986,0005,001
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$1,049,0005,065
U.S. Government securities$849,0004,846
U.S. Treasury securities$01,516
U.S. Government agency obligations$849,0004,714
Securities issued by states & political subdivisions$200,0004,362
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$1,049,0004,176
Mortgage-backed securities$849,0003,928
Certificates of participation in pools of residential mortgages$662,0003,731
Issued or guaranteed by U.S.$662,0003,650
Privately issued$0248
Collaterized mortgage obligations$187,0002,771
CMOs issued by government agencies or sponsored agencies$187,0002,711
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$1,049,0004,794
Total debt securities$1,049,0005,041
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$1,104,0005,106
U.S. Government securities$904,0004,885
U.S. Treasury securities$01,513
U.S. Government agency obligations$904,0004,743
Securities issued by states & political subdivisions$200,0004,411
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$1,104,0004,211
Mortgage-backed securities$904,0003,926
Certificates of participation in pools of residential mortgages$713,0003,741
Issued or guaranteed by U.S.$713,0003,673
Privately issued$0211
Collaterized mortgage obligations$191,0002,772
CMOs issued by government agencies or sponsored agencies$191,0002,717
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$1,104,0004,836
Total debt securities$1,104,0005,083
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$1,529,0005,131
U.S. Government securities$953,0004,954
U.S. Treasury securities$01,500
U.S. Government agency obligations$953,0004,815
Securities issued by states & political subdivisions$201,0004,460
Other domestic debt securities$375,0001,755
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$375,0001,412
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$1,154,0004,252
Mortgage-backed securities$953,0003,955
Certificates of participation in pools of residential mortgages$756,0003,768
Issued or guaranteed by U.S.$756,0003,744
Privately issued$0145
Collaterized mortgage obligations$197,0002,778
CMOs issued by government agencies or sponsored agencies$197,0002,721
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$1,529,0004,859
Total debt securities$1,529,0005,109
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$1,629,0005,184
U.S. Government securities$821,0005,027
U.S. Treasury securities$01,475
U.S. Government agency obligations$821,0004,894
Securities issued by states & political subdivisions$201,0004,513
Other domestic debt securities$607,0001,804
Privately issued residential mortgage-backed securities$232,000693
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$375,0001,412
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$1,254,0004,277
Mortgage-backed securities$1,053,0003,970
Certificates of participation in pools of residential mortgages$844,0003,785
Issued or guaranteed by U.S.$612,0003,721
Privately issued$232,000366
Collaterized mortgage obligations$209,0002,801
CMOs issued by government agencies or sponsored agencies$209,0002,736
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$1,629,0004,909
Total debt securities$1,253,0005,188
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$1,713,0005,231
U.S. Government securities$1,137,0005,012
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,137,0004,889
Securities issued by states & political subdivisions$201,0004,563
Other domestic debt securities$375,0001,782
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$375,0001,457
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$1,338,0004,308
Mortgage-backed securities$1,137,0003,985
Certificates of participation in pools of residential mortgages$914,0003,808
Issued or guaranteed by U.S.$914,0003,801
Privately issued$067
Collaterized mortgage obligations$223,0002,788
CMOs issued by government agencies or sponsored agencies$223,0002,722
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$1,713,0004,950
Total debt securities$1,338,0005,240
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$1,799,0005,283
U.S. Government securities$1,221,0005,045
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,221,0004,927
Securities issued by states & political subdivisions$203,0004,626
Other domestic debt securities$375,0001,786
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$375,0001,473
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$1,354,0004,376
Mortgage-backed securities$1,221,0004,000
Certificates of participation in pools of residential mortgages$987,0003,816
Issued or guaranteed by U.S.$987,0003,810
Privately issued$064
Collaterized mortgage obligations$234,0002,784
CMOs issued by government agencies or sponsored agencies$234,0002,710
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$1,799,0005,005
Total debt securities$1,424,0005,303
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$1,944,0005,337
U.S. Government securities$1,366,0005,073
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,366,0004,954
Securities issued by states & political subdivisions$203,0004,668
Other domestic debt securities$375,0001,815
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$375,0001,509
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$1,454,0004,420
Mortgage-backed securities$1,366,0004,013
Certificates of participation in pools of residential mortgages$1,118,0003,817
Issued or guaranteed by U.S.$1,118,0003,812
Privately issued$069
Collaterized mortgage obligations$248,0002,792
CMOs issued by government agencies or sponsored agencies$248,0002,720
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)$1,944,0005,041
Total debt securities$1,569,0005,352
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$2,039,0005,380
U.S. Government securities$1,460,0005,111
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,460,0004,988
Securities issued by states & political subdivisions$204,0004,715
Other domestic debt securities$375,0001,845
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$375,0001,538
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$1,499,0004,441
Mortgage-backed securities$1,460,0004,038
Certificates of participation in pools of residential mortgages$1,195,0003,840
Issued or guaranteed by U.S.$1,195,0003,834
Privately issued$067
Collaterized mortgage obligations$265,0002,809
CMOs issued by government agencies or sponsored agencies$265,0002,734
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)$2,039,0005,084
Total debt securities$1,664,0005,399
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$2,165,0005,434
U.S. Government securities$1,588,0005,149
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,588,0005,022
Securities issued by states & political subdivisions$202,0004,774
Other domestic debt securities$375,0001,911
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$375,0001,584
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$1,615,0004,459
Mortgage-backed securities$1,588,0004,064
Certificates of participation in pools of residential mortgages$1,311,0003,866
Issued or guaranteed by U.S.$1,311,0003,862
Privately issued$066
Collaterized mortgage obligations$277,0002,846
CMOs issued by government agencies or sponsored agencies$277,0002,768
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)$2,165,0005,122
Total debt securities$1,790,0005,461
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$2,414,0005,443
U.S. Government securities$1,693,0005,159
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,693,0005,035
Securities issued by states & political subdivisions$346,0004,735
Other domestic debt securities$375,0001,932
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$375,0001,593
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$1,854,0004,444
Mortgage-backed securities$1,693,0004,063
Certificates of participation in pools of residential mortgages$1,405,0003,866
Issued or guaranteed by U.S.$1,405,0003,858
Privately issued$071
Collaterized mortgage obligations$288,0002,849
CMOs issued by government agencies or sponsored agencies$288,0002,758
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)$2,414,0005,117
Total debt securities$2,039,0005,467
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$3,575,0005,366
U.S. Government securities$1,847,0005,169
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,847,0005,056
Securities issued by states & political subdivisions$1,353,0004,369
Other domestic debt securities$375,0001,938
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$375,0001,597
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$3,199,0004,130
Mortgage-backed securities$1,847,0004,069
Certificates of participation in pools of residential mortgages$1,530,0003,858
Issued or guaranteed by U.S.$1,530,0003,855
Privately issued$067
Collaterized mortgage obligations$317,0002,855
CMOs issued by government agencies or sponsored agencies$317,0002,767
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)$3,575,0005,038
Total debt securities$3,200,0005,390
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$3,721,0005,449
U.S. Government securities$1,986,0005,245
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,986,0005,137
Securities issued by states & political subdivisions$1,360,0004,405
Other domestic debt securities$375,0001,976
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$375,0001,608
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$3,720,0004,104
Mortgage-backed securities$1,986,0004,069
Certificates of participation in pools of residential mortgages$1,646,0003,851
Issued or guaranteed by U.S.$1,646,0003,845
Privately issued$071
Collaterized mortgage obligations$340,0002,887
CMOs issued by government agencies or sponsored agencies$340,0002,787
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)$3,721,0005,110
Total debt securities$3,346,0005,463
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$3,833,0005,498
U.S. Government securities$2,094,0005,294
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,094,0005,191
Securities issued by states & political subdivisions$1,364,0004,420
Other domestic debt securities$375,0001,994
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$375,0001,618
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$3,458,0004,211
Mortgage-backed securities$2,094,0004,079
Certificates of participation in pools of residential mortgages$1,740,0003,850
Issued or guaranteed by U.S.$1,740,0003,845
Privately issued$066
Collaterized mortgage obligations$354,0002,896
CMOs issued by government agencies or sponsored agencies$354,0002,803
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)$3,833,0005,154
Total debt securities$3,458,0005,520
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$3,959,0005,541
U.S. Government securities$2,215,0005,345
U.S. Treasury securities$01,367
U.S. Government agency obligations$2,215,0005,244
Securities issued by states & political subdivisions$1,369,0004,461
Other domestic debt securities$375,0001,976
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$375,0001,609
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$3,584,0004,220
Mortgage-backed securities$2,215,0004,069
Certificates of participation in pools of residential mortgages$1,854,0003,832
Issued or guaranteed by U.S.$1,854,0003,828
Privately issued$066
Collaterized mortgage obligations$361,0002,926
CMOs issued by government agencies or sponsored agencies$361,0002,837
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)$3,959,0005,196
Total debt securities$3,959,0005,518
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$4,094,0005,613
U.S. Government securities$2,344,0005,431
U.S. Treasury securities$01,303
U.S. Government agency obligations$2,344,0005,333
Securities issued by states & political subdivisions$1,375,0004,514
Other domestic debt securities$375,0002,006
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$375,0001,620
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$3,719,0004,239
Mortgage-backed securities$2,344,0004,106
Certificates of participation in pools of residential mortgages$1,968,0003,849
Issued or guaranteed by U.S.$1,968,0003,846
Privately issued$065
Collaterized mortgage obligations$376,0002,975
CMOs issued by government agencies or sponsored agencies$376,0002,881
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)$4,094,0005,249
Total debt securities$3,719,0005,631
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$4,215,0005,686
U.S. Government securities$2,463,0005,500
U.S. Treasury securities$01,348
U.S. Government agency obligations$2,463,0005,403
Securities issued by states & political subdivisions$1,377,0004,533
Other domestic debt securities$375,0002,021
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$375,0001,639
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$3,840,0004,264
Mortgage-backed securities$2,463,0004,161
Certificates of participation in pools of residential mortgages$2,078,0003,894
Issued or guaranteed by U.S.$2,078,0003,890
Privately issued$067
Collaterized mortgage obligations$385,0003,020
CMOs issued by government agencies or sponsored agencies$385,0002,925
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)$4,215,0005,319
Total debt securities$3,840,0005,705
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$4,360,0005,730
U.S. Government securities$2,599,0005,539
U.S. Treasury securities$01,327
U.S. Government agency obligations$2,599,0005,446
Securities issued by states & political subdivisions$1,386,0004,539
Other domestic debt securities$375,0002,071
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$375,0001,669
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$3,779,0004,339
Mortgage-backed securities$2,599,0004,186
Certificates of participation in pools of residential mortgages$2,186,0003,929
Issued or guaranteed by U.S.$2,186,0003,924
Privately issued$070
Collaterized mortgage obligations$413,0003,038
CMOs issued by government agencies or sponsored agencies$413,0002,940
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)$4,360,0005,359
Total debt securities$3,983,0005,743
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$4,278,0005,834
U.S. Government securities$2,718,0005,604
U.S. Treasury securities$01,361
U.S. Government agency obligations$2,718,0005,511
Securities issued by states & political subdivisions$1,185,0004,681
Other domestic debt securities$375,0002,093
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$375,0001,695
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$3,903,0004,379
Mortgage-backed securities$2,718,0004,250
Certificates of participation in pools of residential mortgages$2,297,0003,971
Issued or guaranteed by U.S.$2,297,0003,965
Privately issued$075
Collaterized mortgage obligations$421,0003,086
CMOs issued by government agencies or sponsored agencies$421,0002,988
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)$4,278,0005,462
Total debt securities$3,903,0005,852
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$4,391,0005,905
U.S. Government securities$2,824,0005,686
U.S. Treasury securities$01,381
U.S. Government agency obligations$2,824,0005,591
Securities issued by states & political subdivisions$1,192,0004,731
Other domestic debt securities$375,0002,160
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$375,0001,730
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$3,976,0004,414
Mortgage-backed securities$2,824,0004,297
Certificates of participation in pools of residential mortgages$2,405,0004,022
Issued or guaranteed by U.S.$2,405,0004,019
Privately issued$073
Collaterized mortgage obligations$419,0003,137
CMOs issued by government agencies or sponsored agencies$419,0003,024
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)$4,391,0005,524
Total debt securities$4,016,0005,924
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$4,648,0005,951
U.S. Government securities$3,091,0005,690
U.S. Treasury securities$01,342
U.S. Government agency obligations$3,091,0005,586
Securities issued by states & political subdivisions$1,182,0004,787
Other domestic debt securities$375,0002,207
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$375,0001,781
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$4,123,0004,415
Mortgage-backed securities$3,091,0004,296
Certificates of participation in pools of residential mortgages$2,661,0004,015
Issued or guaranteed by U.S.$2,661,0004,013
Privately issued$075
Collaterized mortgage obligations$430,0003,164
CMOs issued by government agencies or sponsored agencies$430,0003,057
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)$4,648,0005,554
Total debt securities$4,273,0005,960
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$4,024,0006,051
U.S. Government securities$2,463,0005,864
U.S. Treasury securities$01,198
U.S. Government agency obligations$2,463,0005,766
Securities issued by states & political subdivisions$1,186,0004,818
Other domestic debt securities$375,0002,259
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$375,0001,825
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$3,492,0004,586
Mortgage-backed securities$2,463,0004,482
Certificates of participation in pools of residential mortgages$2,026,0004,227
Issued or guaranteed by U.S.$2,026,0004,224
Privately issued$076
Collaterized mortgage obligations$437,0003,183
CMOs issued by government agencies or sponsored agencies$437,0003,074
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)$4,024,0005,658
Total debt securities$3,649,0006,065
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$4,130,0006,100
U.S. Government securities$2,568,0005,883
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,568,0005,785
Securities issued by states & political subdivisions$1,187,0004,856
Other domestic debt securities$375,0002,320
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$375,0001,862
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$3,400,0004,634
Mortgage-backed securities$2,568,0004,478
Certificates of participation in pools of residential mortgages$2,129,0004,229
Issued or guaranteed by U.S.$2,129,0004,224
Privately issued$081
Collaterized mortgage obligations$439,0003,181
CMOs issued by government agencies or sponsored agencies$439,0003,066
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)$4,130,0005,699
Total debt securities$3,755,0006,113
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$4,329,0006,155
U.S. Government securities$2,763,0005,911
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,763,0005,813
Securities issued by states & political subdivisions$1,191,0004,873
Other domestic debt securities$375,0002,375
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$375,0001,899
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$3,578,0004,633
Mortgage-backed securities$2,763,0004,473
Certificates of participation in pools of residential mortgages$2,318,0004,191
Issued or guaranteed by U.S.$2,318,0004,184
Privately issued$080
Collaterized mortgage obligations$445,0003,211
CMOs issued by government agencies or sponsored agencies$445,0003,091
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)$4,329,0005,760
Total debt securities$3,954,0006,161
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$4,576,0006,138
U.S. Government securities$3,005,0005,882
U.S. Treasury securities$01,152
U.S. Government agency obligations$3,005,0005,773
Securities issued by states & political subdivisions$1,196,0004,864
Other domestic debt securities$375,0002,440
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$375,0001,944
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$3,645,0004,624
Mortgage-backed securities$3,005,0004,432
Certificates of participation in pools of residential mortgages$2,537,0004,116
Issued or guaranteed by U.S.$2,537,0004,110
Privately issued$083
Collaterized mortgage obligations$468,0003,217
CMOs issued by government agencies or sponsored agencies$468,0003,092
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)$4,576,0005,748
Total debt securities$4,201,0006,154
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$4,866,0006,146
U.S. Government securities$3,281,0005,867
U.S. Treasury securities$01,161
U.S. Government agency obligations$3,281,0005,761
Securities issued by states & political subdivisions$1,210,0004,843
Other domestic debt securities$375,0002,436
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$375,0001,920
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$3,791,0004,630
Mortgage-backed securities$3,281,0004,423
Certificates of participation in pools of residential mortgages$2,789,0004,077
Issued or guaranteed by U.S.$2,789,0004,073
Privately issued$083
Collaterized mortgage obligations$492,0003,246
CMOs issued by government agencies or sponsored agencies$492,0003,108
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)$4,866,0005,770
Total debt securities$4,491,0006,165
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$4,680,0006,214
U.S. Government securities$3,095,0005,930
U.S. Treasury securities$01,135
U.S. Government agency obligations$3,095,0005,827
Securities issued by states & political subdivisions$1,210,0004,873
Other domestic debt securities$375,0002,431
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$375,0001,888
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$3,928,0004,564
Mortgage-backed securities$3,095,0004,487
Certificates of participation in pools of residential mortgages$3,095,0004,003
Issued or guaranteed by U.S.$3,095,0003,999
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
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)$4,680,0005,821
Total debt securities$4,305,0006,233
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$5,094,0006,252
U.S. Government securities$3,498,0005,970
U.S. Treasury securities$01,086
U.S. Government agency obligations$3,498,0005,877
Securities issued by states & political subdivisions$1,221,0004,885
Other domestic debt securities$375,0002,500
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$375,0001,954
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$3,800,0004,677
Mortgage-backed securities$3,498,0004,527
Certificates of participation in pools of residential mortgages$3,498,0004,038
Issued or guaranteed by U.S.$3,498,0004,035
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$5,094,0005,850
Total debt securities$4,719,0006,270
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$5,602,0006,258
U.S. Government securities$4,004,0005,964
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,004,0005,863
Securities issued by states & political subdivisions$1,223,0004,865
Other domestic debt securities$375,0002,493
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$375,0001,943
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$3,790,0004,712
Mortgage-backed securities$4,004,0004,455
Certificates of participation in pools of residential mortgages$4,004,0003,937
Issued or guaranteed by U.S.$4,004,0003,935
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$5,602,0005,841
Total debt securities$5,227,0006,276
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$5,846,0006,257
U.S. Government securities$4,268,0005,993
U.S. Treasury securities$01,157
U.S. Government agency obligations$4,268,0005,899
Securities issued by states & political subdivisions$1,203,0004,828
Other domestic debt securities$375,0002,476
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$375,0001,940
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$4,025,0004,655
Mortgage-backed securities$4,268,0004,427
Certificates of participation in pools of residential mortgages$4,268,0003,878
Issued or guaranteed by U.S.$4,268,0003,874
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$5,846,0005,839
Total debt securities$5,471,0006,291
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$6,156,0006,243
U.S. Government securities$4,586,0005,936
U.S. Treasury securities$01,076
U.S. Government agency obligations$4,586,0005,840
Securities issued by states & political subdivisions$1,195,0004,837
Other domestic debt securities$375,0002,464
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$375,0001,855
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$4,051,0004,450
Mortgage-backed securities$4,586,0004,303
Certificates of participation in pools of residential mortgages$4,586,0003,700
Issued or guaranteed by U.S.$4,586,0003,695
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
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)$6,156,0005,801
Total debt securities$5,782,0006,264
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$6,590,0006,197
U.S. Government securities$5,022,0005,884
U.S. Treasury securities$01,126
U.S. Government agency obligations$5,022,0005,773
Securities issued by states & political subdivisions$1,193,0004,813
Other domestic debt securities$375,0002,461
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$375,0001,831
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$3,831,0004,528
Mortgage-backed securities$5,022,0004,195
Certificates of participation in pools of residential mortgages$5,022,0003,568
Issued or guaranteed by U.S.$5,022,0003,560
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
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)$6,590,0005,754
Total debt securities$6,215,0006,218
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$7,258,0006,196
U.S. Government securities$5,427,0005,927
U.S. Treasury securities$01,225
U.S. Government agency obligations$5,427,0005,802
Securities issued by states & political subdivisions$1,456,0004,660
Other domestic debt securities$375,0002,414
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$375,0001,759
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$4,296,0004,408
Mortgage-backed securities$5,427,0004,066
Certificates of participation in pools of residential mortgages$5,427,0003,430
Issued or guaranteed by U.S.$5,427,0003,420
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
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)$7,258,0005,750
Total debt securities$6,883,0006,223
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$7,783,0006,120
U.S. Government securities$5,822,0005,852
U.S. Treasury securities$01,272
U.S. Government agency obligations$5,822,0005,722
Securities issued by states & political subdivisions$1,586,0004,590
Other domestic debt securities$375,0002,464
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$375,0001,805
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$4,995,0004,227
Mortgage-backed securities$5,822,0003,917
Certificates of participation in pools of residential mortgages$5,822,0003,275
Issued or guaranteed by U.S.$5,822,0003,269
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
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)$7,783,0005,652
Total debt securities$7,408,0006,155
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$8,702,0005,908
U.S. Government securities$6,737,0005,512
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,737,0005,401
Securities issued by states & political subdivisions$1,590,0004,590
Other domestic debt securities$375,0002,611
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$375,0001,817
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$6,795,0003,752
Mortgage-backed securities$6,737,0003,679
Certificates of participation in pools of residential mortgages$6,737,0002,969
Issued or guaranteed by U.S.$6,737,0002,960
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
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)$8,702,0005,456
Total debt securities$8,329,0005,927
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$8,457,0005,924
U.S. Government securities$7,465,0005,311
U.S. Treasury securities$01,180
U.S. Government agency obligations$7,465,0005,192
Securities issued by states & political subdivisions$617,0005,123
Other domestic debt securities$375,0002,699
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$375,0001,835
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$5,869,0004,011
Mortgage-backed securities$7,465,0003,528
Certificates of participation in pools of residential mortgages$7,465,0002,803
Issued or guaranteed by U.S.$7,465,0002,795
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
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)$8,457,0005,467
Total debt securities$8,082,0005,956
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$9,971,0005,740
U.S. Government securities$8,505,0005,233
U.S. Treasury securities$01,121
U.S. Government agency obligations$8,505,0005,119
Securities issued by states & political subdivisions$1,091,0004,787
Other domestic debt securities$375,0002,686
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$375,0001,784
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$4,915,0004,340
Mortgage-backed securities$8,505,0003,364
Certificates of participation in pools of residential mortgages$8,505,0002,655
Issued or guaranteed by U.S.$8,505,0002,648
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
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)$9,971,0005,275
Total debt securities$9,596,0005,758
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$11,270,0005,576
U.S. Government securities$9,798,0005,054
U.S. Treasury securities$01,130
U.S. Government agency obligations$9,798,0004,952
Securities issued by states & political subdivisions$1,097,0004,790
Other domestic debt securities$375,0002,743
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$375,0001,799
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$5,516,0004,243
Mortgage-backed securities$9,299,0003,313
Certificates of participation in pools of residential mortgages$9,299,0002,629
Issued or guaranteed by U.S.$9,299,0002,620
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
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)$11,270,0005,115
Total debt securities$10,895,0005,591
Structured notes
Amortized cost$500,0002,655
Fair value$499,0002,748
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$12,054,0005,436
U.S. Government securities$7,940,0005,388
U.S. Treasury securities$01,077
U.S. Government agency obligations$7,940,0005,292
Securities issued by states & political subdivisions$2,680,0004,025
Other domestic debt securities$1,434,0002,034
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$834,000237
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$600,0001,617
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$9,715,0003,386
Mortgage-backed securities$7,753,0003,596
Certificates of participation in pools of residential mortgages$5,269,0003,456
Issued or guaranteed by U.S.$5,269,0003,447
Privately issued$0157
Collaterized mortgage obligations$1,650,0002,596
CMOs issued by government agencies or sponsored agencies$1,650,0002,271
Privately issued$01,512
Commercial mortgage-backed securities$834,000237
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$834,00092
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$12,054,0004,983
Total debt securities$12,054,0005,392
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$12,879,0005,361
U.S. Government securities$8,595,0005,276
U.S. Treasury securities$01,047
U.S. Government agency obligations$8,595,0005,177
Securities issued by states & political subdivisions$2,700,0004,031
Other domestic debt securities$1,584,0002,084
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$834,000253
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$750,0001,636
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$10,105,0003,332
Mortgage-backed securities$8,403,0003,557
Certificates of participation in pools of residential mortgages$5,787,0003,410
Issued or guaranteed by U.S.$5,787,0003,398
Privately issued$0171
Collaterized mortgage obligations$1,782,0002,553
CMOs issued by government agencies or sponsored agencies$1,782,0002,204
Privately issued$01,566
Commercial mortgage-backed securities$834,000253
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$834,000110
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$12,879,0004,904
Total debt securities$12,881,0005,314
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$14,125,0005,177
U.S. Government securities$9,940,0004,994
U.S. Treasury securities$01,036
U.S. Government agency obligations$9,940,0004,899
Securities issued by states & political subdivisions$2,614,0004,046
Other domestic debt securities$1,571,0002,122
Privately issued residential mortgage-backed securities$821,0001,251
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$750,0001,668
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$9,838,0003,387
Mortgage-backed securities$9,234,0003,467
Certificates of participation in pools of residential mortgages$6,445,0003,320
Issued or guaranteed by U.S.$6,445,0003,308
Privately issued$0181
Collaterized mortgage obligations$2,789,0002,237
CMOs issued by government agencies or sponsored agencies$1,968,0002,146
Privately issued$821,0001,193
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)$14,125,0004,725
Total debt securities$14,126,0005,130
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$15,870,0004,955
U.S. Government securities$12,458,0004,631
U.S. Treasury securities$0981
U.S. Government agency obligations$12,458,0004,549
Securities issued by states & political subdivisions$2,662,0003,948
Other domestic debt securities$750,0002,529
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$750,0001,729
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$10,462,0003,327
Mortgage-backed securities$10,926,0003,284
Certificates of participation in pools of residential mortgages$7,943,0003,102
Issued or guaranteed by U.S.$7,943,0003,091
Privately issued$0191
Collaterized mortgage obligations$2,983,0002,229
CMOs issued by government agencies or sponsored agencies$2,983,0001,872
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$15,870,0004,483
Total debt securities$15,870,0004,913
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$14,786,0005,151
U.S. Government securities$11,458,0004,878
U.S. Treasury securities$0973
U.S. Government agency obligations$11,458,0004,784
Securities issued by states & political subdivisions$2,578,0003,946
Other domestic debt securities$750,0002,474
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$750,0001,695
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$10,416,0003,377
Mortgage-backed securities$7,412,0003,794
Certificates of participation in pools of residential mortgages$5,151,0003,698
Issued or guaranteed by U.S.$5,151,0003,682
Privately issued$0188
Collaterized mortgage obligations$2,261,0002,351
CMOs issued by government agencies or sponsored agencies$2,261,0002,030
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)$14,786,0004,643
Total debt securities$14,786,0005,108
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$13,967,0005,223
U.S. Government securities$11,299,0004,838
U.S. Treasury securities$01,019
U.S. Government agency obligations$11,299,0004,750
Securities issued by states & political subdivisions$1,918,0004,261
Other domestic debt securities$750,0002,431
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$750,0001,663
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$9,823,0003,479
Mortgage-backed securities$6,791,0003,808
Certificates of participation in pools of residential mortgages$5,270,0003,578
Issued or guaranteed by U.S.$5,270,0003,566
Privately issued$0192
Collaterized mortgage obligations$1,521,0002,532
CMOs issued by government agencies or sponsored agencies$1,521,0002,188
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)$13,967,0004,703
Total debt securities$13,968,0005,183
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$13,334,0005,352
U.S. Government securities$11,038,0004,917
U.S. Treasury securities$01,021
U.S. Government agency obligations$11,038,0004,836
Securities issued by states & political subdivisions$1,546,0004,490
Other domestic debt securities$750,0002,440
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$750,0001,716
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$10,749,0003,266
Mortgage-backed securities$7,023,0003,746
Certificates of participation in pools of residential mortgages$5,444,0003,515
Issued or guaranteed by U.S.$5,444,0003,499
Privately issued$0202
Collaterized mortgage obligations$1,579,0002,516
CMOs issued by government agencies or sponsored agencies$1,579,0002,175
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)$13,334,0004,862
Total debt securities$13,334,0005,299
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$12,851,0005,453
U.S. Government securities$10,538,0005,019
U.S. Treasury securities$01,044
U.S. Government agency obligations$10,538,0004,921
Securities issued by states & political subdivisions$1,563,0004,496
Other domestic debt securities$750,0002,371
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$750,0001,674
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$11,129,0003,173
Mortgage-backed securities$7,462,0003,572
Certificates of participation in pools of residential mortgages$5,742,0003,349
Issued or guaranteed by U.S.$5,742,0003,332
Privately issued$0205
Collaterized mortgage obligations$1,720,0002,454
CMOs issued by government agencies or sponsored agencies$1,720,0002,122
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)$12,851,0004,962
Total debt securities$12,851,0005,378
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$17,040,0004,859
U.S. Government securities$14,747,0004,334
U.S. Treasury securities$01,146
U.S. Government agency obligations$14,747,0004,243
Securities issued by states & political subdivisions$1,543,0004,507
Other domestic debt securities$750,0002,202
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$750,0001,556
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$13,234,0002,899
Mortgage-backed securities$5,721,0003,674
Certificates of participation in pools of residential mortgages$3,968,0003,540
Issued or guaranteed by U.S.$3,968,0003,526
Privately issued$0191
Collaterized mortgage obligations$1,753,0002,315
CMOs issued by government agencies or sponsored agencies$1,753,0002,015
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)$17,040,0004,310
Total debt securities$17,040,0004,806
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$11,928,0005,736
U.S. Government securities$10,210,0005,313
U.S. Treasury securities$01,235
U.S. Government agency obligations$10,210,0005,209
Securities issued by states & political subdivisions$968,0004,935
Other domestic debt securities$750,0002,139
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$750,0001,520
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$10,519,0003,341
Mortgage-backed securities$474,0005,696
Certificates of participation in pools of residential mortgages$474,0005,274
Issued or guaranteed by U.S.$474,0005,255
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
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)$11,928,0005,159
Total debt securities$11,929,0005,674
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$12,903,0005,575
U.S. Government securities$11,170,0005,153
U.S. Treasury securities$01,362
U.S. Government agency obligations$11,170,0005,046
Securities issued by states & political subdivisions$983,0004,933
Other domestic debt securities$750,0002,085
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$750,0001,488
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$11,093,0003,239
Mortgage-backed securities$544,0005,627
Certificates of participation in pools of residential mortgages$544,0005,201
Issued or guaranteed by U.S.$544,0005,183
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
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)$12,903,0004,970
Total debt securities$12,903,0005,528
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$13,789,0005,456
U.S. Government securities$12,652,0004,870
U.S. Treasury securities$01,448
U.S. Government agency obligations$12,652,0004,743
Securities issued by states & political subdivisions$387,0005,550
Other domestic debt securities$750,0002,099
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$750,0001,517
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$10,507,0003,338
Mortgage-backed securities$611,0005,588
Certificates of participation in pools of residential mortgages$611,0005,154
Issued or guaranteed by U.S.$611,0005,133
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
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)$13,789,0004,842
Total debt securities$13,788,0005,410
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$10,436,0006,078
U.S. Government securities$9,299,0005,639
U.S. Treasury securities$01,498
U.S. Government agency obligations$9,299,0005,511
Securities issued by states & political subdivisions$387,0005,597
Other domestic debt securities$750,0002,108
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$750,0001,547
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$9,252,0003,550
Mortgage-backed securities$659,0005,561
Certificates of participation in pools of residential mortgages$659,0005,114
Issued or guaranteed by U.S.$659,0005,095
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
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)$10,436,0005,445
Total debt securities$10,434,0006,021
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$11,307,0005,954
U.S. Government securities$10,316,0005,450
U.S. Treasury securities$01,574
U.S. Government agency obligations$10,316,0005,322
Securities issued by states & political subdivisions$241,0005,875
Other domestic debt securities$750,0002,125
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$750,0001,565
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$9,012,0003,604
Mortgage-backed securities$712,0005,519
Certificates of participation in pools of residential mortgages$712,0005,076
Issued or guaranteed by U.S.$712,0005,052
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
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)$11,307,0005,314
Total debt securities$11,307,0005,896
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$12,402,0005,782
U.S. Government securities$10,259,0005,487
U.S. Treasury securities$01,634
U.S. Government agency obligations$10,259,0005,358
Securities issued by states & political subdivisions$1,393,0004,713
Other domestic debt securities$750,0002,148
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$750,0001,608
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$10,824,0003,273
Mortgage-backed securities$770,0005,503
Certificates of participation in pools of residential mortgages$770,0005,055
Issued or guaranteed by U.S.$770,0005,033
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
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)$12,402,0005,134
Total debt securities$12,402,0005,728
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$12,633,0005,762
U.S. Government securities$10,390,0005,488
U.S. Treasury securities$01,715
U.S. Government agency obligations$10,390,0005,353
Securities issued by states & political subdivisions$1,493,0004,667
Other domestic debt securities$750,0002,212
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$750,0001,687
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$9,358,0003,526
Mortgage-backed securities$848,0005,479
Certificates of participation in pools of residential mortgages$848,0005,016
Issued or guaranteed by U.S.$848,0004,997
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
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)$12,633,0005,111
Total debt securities$12,633,0005,709
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$11,072,0006,102
U.S. Government securities$8,321,0005,982
U.S. Treasury securities$01,737
U.S. Government agency obligations$8,321,0005,826
Securities issued by states & political subdivisions$1,499,0004,687
Other domestic debt securities$1,252,0001,938
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$1,252,0001,458
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$9,672,0003,438
Mortgage-backed securities$1,741,0004,954
Certificates of participation in pools of residential mortgages$1,623,0004,472
Issued or guaranteed by U.S.$1,623,0004,453
Privately issued$0216
Collaterized mortgage obligations$118,0003,302
CMOs issued by government agencies or sponsored agencies$118,0002,995
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)$11,072,0005,402
Total debt securities$11,072,0006,048
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$11,563,0006,008
U.S. Government securities$8,799,0005,864
U.S. Treasury securities$01,786
U.S. Government agency obligations$8,799,0005,720
Securities issued by states & political subdivisions$1,509,0004,688
Other domestic debt securities$1,255,0001,972
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$1,255,0001,513
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$9,516,0003,471
Mortgage-backed securities$2,175,0004,743
Certificates of participation in pools of residential mortgages$1,846,0004,375
Issued or guaranteed by U.S.$1,846,0004,360
Privately issued$0225
Collaterized mortgage obligations$329,0003,041
CMOs issued by government agencies or sponsored agencies$329,0002,747
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)$11,563,0005,296
Total debt securities$11,563,0005,946
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$11,023,0006,156
U.S. Government securities$8,247,0006,049
U.S. Treasury securities$01,839
U.S. Government agency obligations$8,247,0005,907
Securities issued by states & political subdivisions$1,517,0004,666
Other domestic debt securities$1,259,0002,009
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$1,259,0001,580
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$7,965,0003,782
Mortgage-backed securities$2,593,0004,640
Certificates of participation in pools of residential mortgages$2,128,0004,289
Issued or guaranteed by U.S.$2,128,0004,273
Privately issued$0223
Collaterized mortgage obligations$465,0002,962
CMOs issued by government agencies or sponsored agencies$465,0002,685
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)$11,023,0005,422
Total debt securities$11,022,0006,094
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$11,416,0006,168
U.S. Government securities$8,636,0006,033
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,636,0005,887
Securities issued by states & political subdivisions$1,518,0004,681
Other domestic debt securities$1,262,0002,053
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$1,262,0001,650
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$7,643,0003,876
Mortgage-backed securities$3,039,0004,543
Certificates of participation in pools of residential mortgages$2,446,0004,201
Issued or guaranteed by U.S.$2,446,0004,189
Privately issued$0207
Collaterized mortgage obligations$593,0002,881
CMOs issued by government agencies or sponsored agencies$593,0002,613
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)$11,416,0005,421
Total debt securities$11,414,0006,105
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$12,072,0006,059
U.S. Government securities$9,143,0005,896
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,143,0005,750
Securities issued by states & political subdivisions$1,659,0004,590
Other domestic debt securities$1,270,0002,127
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$1,270,0001,726
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$6,753,0004,078
Mortgage-backed securities$3,463,0004,438
Certificates of participation in pools of residential mortgages$2,749,0004,123
Issued or guaranteed by U.S.$2,749,0004,111
Privately issued$0203
Collaterized mortgage obligations$714,0002,848
CMOs issued by government agencies or sponsored agencies$714,0002,588
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)$12,072,0005,299
Total debt securities$12,071,0005,987
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$11,910,0006,120
U.S. Government securities$8,707,0006,021
U.S. Treasury securities$01,990
U.S. Government agency obligations$8,707,0005,872
Securities issued by states & political subdivisions$1,675,0004,588
Other domestic debt securities$1,528,0002,012
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$1,528,0001,659
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$6,085,0004,241
Mortgage-backed securities$3,981,0004,277
Certificates of participation in pools of residential mortgages$3,155,0003,974
Issued or guaranteed by U.S.$3,155,0003,964
Privately issued$0225
Collaterized mortgage obligations$826,0002,801
CMOs issued by government agencies or sponsored agencies$826,0002,550
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)$11,910,0005,345
Total debt securities$11,910,0006,052
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$13,060,0005,936
U.S. Government securities$7,238,0006,505
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,238,0006,336
Securities issued by states & political subdivisions$1,664,0004,606
Other domestic debt securities$4,158,0001,308
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$4,158,000988
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$6,150,0004,205
Mortgage-backed securities$4,548,0004,167
Certificates of participation in pools of residential mortgages$3,595,0003,875
Issued or guaranteed by U.S.$3,595,0003,866
Privately issued$0225
Collaterized mortgage obligations$953,0002,755
CMOs issued by government agencies or sponsored agencies$953,0002,510
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)$13,060,0005,202
Total debt securities$13,059,0005,864
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$15,585,0005,449
U.S. Government securities$8,985,0005,987
U.S. Treasury securities$02,082
U.S. Government agency obligations$8,985,0005,828
Securities issued by states & political subdivisions$2,343,0004,142
Other domestic debt securities$4,257,0001,389
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$4,257,0001,062
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$10,576,0003,159
Mortgage-backed securities$6,210,0003,741
Certificates of participation in pools of residential mortgages$4,323,0003,660
Issued or guaranteed by U.S.$4,323,0003,652
Privately issued$0230
Collaterized mortgage obligations$1,887,0002,356
CMOs issued by government agencies or sponsored agencies$1,887,0002,124
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)$335,0003,944
Available-for-sale securities (fair market value)$15,250,0004,838
Total debt securities$15,586,0005,365
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$16,889,0005,288
U.S. Government securities$10,116,0005,734
U.S. Treasury securities$02,227
U.S. Government agency obligations$10,116,0005,573
Securities issued by states & political subdivisions$2,530,0004,095
Other domestic debt securities$4,243,0001,393
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$4,243,0001,139
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$9,562,0003,242
Mortgage-backed securities$7,124,0003,524
Certificates of participation in pools of residential mortgages$4,759,0003,489
Issued or guaranteed by U.S.$4,759,0003,478
Privately issued$0248
Collaterized mortgage obligations$2,365,0002,160
CMOs issued by government agencies or sponsored agencies$2,365,0002,030
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)$491,0003,828
Available-for-sale securities (fair market value)$16,398,0004,687
Total debt securities$16,888,0005,205
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$17,810,0005,065
U.S. Government securities$10,309,0005,555
U.S. Treasury securities$02,287
U.S. Government agency obligations$10,309,0005,394
Securities issued by states & political subdivisions$3,233,0003,748
Other domestic debt securities$4,268,0001,466
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$4,268,0001,203
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$8,293,0003,451
Mortgage-backed securities$8,456,0003,257
Certificates of participation in pools of residential mortgages$5,505,0003,275
Issued or guaranteed by U.S.$5,505,0003,260
Privately issued$0253
Collaterized mortgage obligations$2,951,0002,047
CMOs issued by government agencies or sponsored agencies$2,951,0001,913
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)$491,0003,879
Available-for-sale securities (fair market value)$17,319,0004,505
Total debt securities$17,810,0004,977
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$19,475,0004,768
U.S. Government securities$11,888,0005,103
U.S. Treasury securities$02,322
U.S. Government agency obligations$11,888,0004,943
Securities issued by states & political subdivisions$3,263,0003,707
Other domestic debt securities$4,324,0001,510
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$4,324,0001,238
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$8,310,0003,407
Mortgage-backed securities$10,025,0003,061
Certificates of participation in pools of residential mortgages$7,013,0002,927
Issued or guaranteed by U.S.$7,013,0002,914
Privately issued$0256
Collaterized mortgage obligations$3,012,0002,151
CMOs issued by government agencies or sponsored agencies$3,012,0002,038
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)$491,0003,907
Available-for-sale securities (fair market value)$18,984,0004,208
Total debt securities$19,474,0004,672
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$19,161,0004,794
U.S. Government securities$12,123,0005,072
U.S. Treasury securities$02,382
U.S. Government agency obligations$12,123,0004,895
Securities issued by states & political subdivisions$3,307,0003,633
Other domestic debt securities$3,731,0001,663
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$3,731,0001,393
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$9,493,0003,172
Mortgage-backed securities$9,271,0003,176
Certificates of participation in pools of residential mortgages$6,203,0003,078
Issued or guaranteed by U.S.$6,203,0003,065
Privately issued$0257
Collaterized mortgage obligations$3,068,0002,206
CMOs issued by government agencies or sponsored agencies$3,068,0002,097
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)$691,0003,761
Available-for-sale securities (fair market value)$18,470,0004,243
Total debt securities$19,161,0004,690
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$18,459,0004,878
U.S. Government securities$11,718,0005,180
U.S. Treasury securities$02,544
U.S. Government agency obligations$11,718,0005,002
Securities issued by states & political subdivisions$3,023,0003,745
Other domestic debt securities$3,718,0001,642
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$3,718,0001,401
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$4,878,0004,467
Mortgage-backed securities$8,864,0003,204
Certificates of participation in pools of residential mortgages$7,290,0002,782
Issued or guaranteed by U.S.$7,290,0002,772
Privately issued$0252
Collaterized mortgage obligations$1,574,0002,831
CMOs issued by government agencies or sponsored agencies$1,574,0002,693
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)$691,0003,845
Available-for-sale securities (fair market value)$17,768,0004,305
Total debt securities$18,453,0004,795
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$14,086,0005,551
U.S. Government securities$7,988,0006,113
U.S. Treasury securities$03,182
U.S. Government agency obligations$7,988,0005,888
Securities issued by states & political subdivisions$4,301,0003,138
Other domestic debt securities$1,797,0002,370
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$1,797,0002,022
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$4,469,0004,619
Mortgage-backed securities$6,658,0003,546
Certificates of participation in pools of residential mortgages$6,658,0002,707
Issued or guaranteed by U.S.$6,658,0002,691
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$891,0003,926
Available-for-sale securities (fair market value)$13,195,0004,919
Total debt securities$14,088,0005,462
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$16,389,0005,291
U.S. Government securities$11,794,0005,313
U.S. Treasury securities$04,186
U.S. Government agency obligations$11,794,0004,998
Securities issued by states & political subdivisions$3,864,0003,265
Other domestic debt securities$496,0002,992
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$496,0002,633
Foreign debt securitiesNANA
Equity securities$235,0005,506
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,725,0003,476
Mortgage-backed securities$4,331,0003,621
Certificates of participation in pools of residential mortgages$4,331,0002,860
Issued or guaranteed by U.S.$4,331,0002,841
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$1,517,0004,133
Available-for-sale securities (fair market value)$14,872,0004,630
Total debt securities$16,154,0005,213
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$17,199,0005,336
U.S. Government securities$12,972,0005,257
U.S. Treasury securities$05,412
U.S. Government agency obligations$12,972,0004,755
Securities issued by states & political subdivisions$3,513,0003,618
Other domestic debt securities$479,0002,912
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$479,0002,490
Foreign debt securitiesNANA
Equity securities$235,0005,379
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,369,0003,566
Mortgage-backed securities$5,202,0003,528
Certificates of participation in pools of residential mortgages$5,202,0002,737
Issued or guaranteed by U.S.$5,202,0002,725
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,400,0003,611
Available-for-sale securities (fair market value)$13,799,0004,982
Total debt securities$16,964,0005,275
Structured notes
Amortized cost$797,000664
Fair value$799,000655
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$7,906,0007,738
U.S. Government securities$4,425,0008,315
U.S. Treasury securities$300,0006,384
U.S. Government agency obligations$4,125,0007,631
Securities issued by states & political subdivisions$3,281,0003,802
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$200,0005,434
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,527,0005,060
Mortgage-backed securities$1,241,0005,878
Certificates of participation in pools of residential mortgages$1,241,0005,009
Issued or guaranteed by U.S.$1,241,0004,994
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,751,0003,885
Available-for-sale securities (fair market value)$4,155,0007,665
Total debt securities$7,706,0007,658
Structured notes
Amortized cost$782,000823
Fair value$806,000811
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$12,968,0006,556
U.S. Government securities$9,469,0006,658
U.S. Treasury securities$848,0006,702
U.S. Government agency obligations$8,621,0005,724
Securities issued by states & political subdivisions$3,307,0003,617
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$192,0005,468
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,457,0004,770
Mortgage-backed securities$1,926,0005,478
Certificates of participation in pools of residential mortgages$1,926,0004,451
Issued or guaranteed by U.S.$1,926,0004,436
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,074,0004,522
Available-for-sale securities (fair market value)$8,894,0006,082
Total debt securities$12,776,0006,469
Structured notes
Amortized cost$1,767,000835
Fair value$1,786,000830
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$13,789,0006,770
U.S. Government securities$11,002,0006,663
U.S. Treasury securities$851,0007,543
U.S. Government agency obligations$10,151,0005,456
Securities issued by states & political subdivisions$2,737,0004,149
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$50,0007,066
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,179,0005,707
Mortgage-backed securities$3,241,0005,083
Certificates of participation in pools of residential mortgages$3,241,0003,966
Issued or guaranteed by U.S.$3,241,0003,941
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,491,0005,409
Available-for-sale securities (fair market value)$10,298,0005,909
Total debt securities$13,739,0006,642
Structured notes
Amortized cost$1,754,0001,229
Fair value$1,753,0001,220
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$14,248,0006,907
U.S. Government securities$11,585,0006,730
U.S. Treasury securities$960,0008,758
U.S. Government agency obligations$10,625,0005,281
Securities issued by states & political subdivisions$2,613,0004,278
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$50,0006,989
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,820,0003,875
Mortgage-backed securities$4,195,0004,845
Certificates of participation in pools of residential mortgages$4,195,0003,595
Issued or guaranteed by U.S.$4,195,0003,566
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,354,0005,820
Available-for-sale securities (fair market value)$10,894,0005,889
Total debt securities$14,198,0006,785
Structured notes
Amortized cost$2,241,0001,515
Fair value$2,221,0001,511
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$16,280,0006,764
U.S. Government securities$13,819,0006,376
U.S. Treasury securities$1,177,0009,353
U.S. Government agency obligations$12,642,0004,562
Securities issued by states & political subdivisions$2,411,0004,721
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$50,0006,909
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,999,0003,861
Mortgage-backed securities$4,914,0004,739
Certificates of participation in pools of residential mortgages$4,914,0003,435
Issued or guaranteed by U.S.$4,914,0003,412
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,166,0009,204
Available-for-sale securities (fair market value)$13,114,0003,947
Total debt securities$16,230,0006,653
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$15,295,0007,308
U.S. Government securities$13,190,0006,784
U.S. Treasury securities$253,00011,262
U.S. Government agency obligations$12,937,0004,651
Securities issued by states & political subdivisions$2,055,0005,233
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$50,0006,709
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,611,0004,298
Mortgage-backed securities$7,184,0004,373
Certificates of participation in pools of residential mortgages$7,184,0003,047
Issued or guaranteed by U.S.$7,184,0003,016
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$15,245,0007,167
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$14,157,0007,615
U.S. Government securities$13,165,0006,828
U.S. Treasury securities$255,00011,761
U.S. Government agency obligations$12,910,0004,604
Securities issued by states & political subdivisions$879,0006,826
Other domestic debt securities$63,0006,976
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$63,0005,434
Foreign debt securitiesNANA
Equity securities$50,0006,356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,474,0003,760
Mortgage-backed securities$8,723,0004,063
Certificates of participation in pools of residential mortgages$8,723,0002,807
Issued or guaranteed by U.S.$8,723,0002,762
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,107,0007,506
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA