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People's United Bank, Securities

2021-12-31Rank
Total securities$10,499,622,00052
U.S. Government securities$7,537,591,00054
U.S. Treasury securities$636,690,00061
U.S. Government agency obligations$6,900,901,00054
Securities issued by states & political subdivisions$2,865,199,00014
Other domestic debt securities$82,771,000275
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$82,771,000124
Foreign debt securities$1,500,000161
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,270,416,00031
Mortgage-backed securities$6,900,901,00055
Certificates of participation in pools of residential mortgages$4,878,451,00040
Issued or guaranteed by U.S.$4,878,451,00040
Privately issued$0246
Collaterized mortgage obligations$383,531,000137
CMOs issued by government agencies or sponsored agencies$383,531,000127
Privately issued$0500
Commercial mortgage-backed securities$1,638,919,00048
Commercial mortgage pass-through securities$1,638,919,00018
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$3,843,022,00027
Available-for-sale securities (fair market value)$6,644,039,00065
Total debt securities$10,487,061,00052
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$385,737,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$92,491,00025
2021-09-30Rank
Total securities$10,199,593,00051
U.S. Government securities$7,211,229,00055
U.S. Treasury securities$530,039,00057
U.S. Government agency obligations$6,681,190,00053
Securities issued by states & political subdivisions$2,888,824,00013
Other domestic debt securities$86,759,000257
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$86,759,000117
Foreign debt securities$1,500,000150
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,497,391,00029
Mortgage-backed securities$6,681,190,00053
Certificates of participation in pools of residential mortgages$4,628,113,00040
Issued or guaranteed by U.S.$4,628,113,00040
Privately issued$0234
Collaterized mortgage obligations$398,260,000134
CMOs issued by government agencies or sponsored agencies$398,260,000125
Privately issued$0491
Commercial mortgage-backed securities$1,654,817,00048
Commercial mortgage pass-through securities$1,654,817,00019
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$3,931,368,00025
Available-for-sale securities (fair market value)$6,256,944,00068
Total debt securities$10,188,312,00051
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$472,741,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$118,126,00026
2021-06-30Rank
Total securities$10,340,687,00049
U.S. Government securities$7,317,328,00053
U.S. Treasury securities$537,147,00052
U.S. Government agency obligations$6,780,181,00051
Securities issued by states & political subdivisions$2,927,633,00012
Other domestic debt securities$86,749,000246
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$86,749,000117
Foreign debt securities$1,500,000148
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,377,920,00022
Mortgage-backed securities$6,780,181,00050
Certificates of participation in pools of residential mortgages$4,502,587,00040
Issued or guaranteed by U.S.$4,502,587,00040
Privately issued$0247
Collaterized mortgage obligations$475,946,000112
CMOs issued by government agencies or sponsored agencies$475,946,000104
Privately issued$0478
Commercial mortgage-backed securities$1,801,648,00041
Commercial mortgage pass-through securities$1,733,223,00017
Other commercial mortgage-backed securities$68,425,000198
Held to maturity securities (book value)$4,004,580,00022
Available-for-sale securities (fair market value)$6,328,630,00066
Total debt securities$10,333,210,00049
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$522,058,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$117,370,00025
2021-03-31Rank
Total securities$10,184,530,00047
U.S. Government securities$7,171,548,00054
U.S. Treasury securities$539,172,00048
U.S. Government agency obligations$6,632,376,00052
Securities issued by states & political subdivisions$2,916,137,00012
Other domestic debt securities$89,738,000219
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$89,738,000104
Foreign debt securities$1,500,000150
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,234,853,00022
Mortgage-backed securities$6,632,376,00050
Certificates of participation in pools of residential mortgages$4,536,658,00038
Issued or guaranteed by U.S.$4,536,658,00038
Privately issued$0261
Collaterized mortgage obligations$577,748,00098
CMOs issued by government agencies or sponsored agencies$577,748,00093
Privately issued$0475
Commercial mortgage-backed securities$1,517,970,00046
Commercial mortgage pass-through securities$1,517,970,00018
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$4,018,375,00023
Available-for-sale securities (fair market value)$6,160,548,00065
Total debt securities$10,178,923,00047
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$481,456,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$125,217,00026
2020-12-31Rank
Total securities$8,928,239,00051
U.S. Government securities$6,005,384,00060
U.S. Treasury securities$541,592,00048
U.S. Government agency obligations$5,463,792,00057
Securities issued by states & political subdivisions$2,824,301,00014
Other domestic debt securities$89,727,000200
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$89,727,00099
Foreign debt securities$1,500,000144
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,005,244,00024
Mortgage-backed securities$5,463,792,00056
Certificates of participation in pools of residential mortgages$3,863,692,00041
Issued or guaranteed by U.S.$3,863,692,00041
Privately issued$0245
Collaterized mortgage obligations$126,242,000242
CMOs issued by government agencies or sponsored agencies$126,242,000226
Privately issued$0474
Commercial mortgage-backed securities$1,473,858,00048
Commercial mortgage pass-through securities$1,473,858,00020
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$3,995,450,00023
Available-for-sale securities (fair market value)$4,925,462,00072
Total debt securities$8,920,912,00051
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$786,792,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$160,149,00027
2020-09-30Rank
Total securities$8,004,205,00053
U.S. Government securities$5,198,261,00062
U.S. Treasury securities$543,846,00049
U.S. Government agency obligations$4,654,415,00059
Securities issued by states & political subdivisions$2,709,379,00013
Other domestic debt securities$89,719,000194
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$89,719,00096
Foreign debt securities$1,500,000148
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,089,048,00027
Mortgage-backed securities$4,654,415,00057
Certificates of participation in pools of residential mortgages$3,310,272,00043
Issued or guaranteed by U.S.$3,310,272,00043
Privately issued$0251
Collaterized mortgage obligations$139,564,000222
CMOs issued by government agencies or sponsored agencies$139,564,000208
Privately issued$0464
Commercial mortgage-backed securities$1,204,579,00050
Commercial mortgage pass-through securities$1,204,579,00018
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$3,918,151,00023
Available-for-sale securities (fair market value)$4,080,708,00076
Total debt securities$7,998,859,00053
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$919,744,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$179,444,00027
2020-06-30Rank
Total securities$7,957,570,00053
U.S. Government securities$5,253,601,00058
U.S. Treasury securities$745,710,00048
U.S. Government agency obligations$4,507,891,00057
Securities issued by states & political subdivisions$2,585,951,00013
Other domestic debt securities$89,712,000187
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$89,712,00091
Foreign debt securities$1,500,000153
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,146,961,00024
Mortgage-backed securities$4,507,891,00056
Certificates of participation in pools of residential mortgages$3,149,221,00040
Issued or guaranteed by U.S.$3,149,221,00040
Privately issued$0251
Collaterized mortgage obligations$149,977,000209
CMOs issued by government agencies or sponsored agencies$149,977,000195
Privately issued$0454
Commercial mortgage-backed securities$1,208,693,00046
Commercial mortgage pass-through securities$1,208,693,00019
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$3,850,489,00022
Available-for-sale securities (fair market value)$4,080,275,00070
Total debt securities$7,930,765,00053
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$981,098,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$192,384,00028
2020-03-31Rank
Total securities$8,148,072,00050
U.S. Government securities$5,467,484,00054
U.S. Treasury securities$747,196,00043
U.S. Government agency obligations$4,720,288,00051
Securities issued by states & political subdivisions$2,574,895,00011
Other domestic debt securities$94,705,000185
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$94,705,00084
Foreign debt securities$3,000,000112
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,080,122,00034
Mortgage-backed securities$4,720,288,00052
Certificates of participation in pools of residential mortgages$3,358,819,00039
Issued or guaranteed by U.S.$3,358,819,00039
Privately issued$0267
Collaterized mortgage obligations$154,769,000203
CMOs issued by government agencies or sponsored agencies$154,769,000194
Privately issued$0460
Commercial mortgage-backed securities$1,206,700,00043
Commercial mortgage pass-through securities$1,206,700,00017
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$3,863,441,00022
Available-for-sale securities (fair market value)$4,276,643,00062
Total debt securities$8,140,084,00050
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$936,498,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$188,095,00029
2019-12-31Rank
Total securities$7,433,496,00049
U.S. Government securities$4,835,652,00059
U.S. Treasury securities$687,119,00045
U.S. Government agency obligations$4,148,533,00056
Securities issued by states & political subdivisions$2,503,873,00011
Other domestic debt securities$92,471,000172
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$92,471,00078
Foreign debt securities$1,500,000148
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,893,222,00029
Mortgage-backed securities$4,148,533,00054
Certificates of participation in pools of residential mortgages$2,781,673,00042
Issued or guaranteed by U.S.$2,781,673,00042
Privately issued$0249
Collaterized mortgage obligations$136,827,000219
CMOs issued by government agencies or sponsored agencies$136,827,000204
Privately issued$0457
Commercial mortgage-backed securities$1,230,033,00043
Commercial mortgage pass-through securities$1,230,033,00017
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$3,869,245,00026
Available-for-sale securities (fair market value)$3,564,251,00073
Total debt securities$7,433,496,00049
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$346,413,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$93,807,00024
2019-09-30Rank
Total securities$6,784,123,00054
U.S. Government securities$4,270,414,00065
U.S. Treasury securities$688,147,00045
U.S. Government agency obligations$3,582,267,00062
Securities issued by states & political subdivisions$2,432,286,00011
Other domestic debt securities$79,923,000191
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$79,923,00083
Foreign debt securities$1,500,000154
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,723,385,00031
Mortgage-backed securities$3,582,267,00061
Certificates of participation in pools of residential mortgages$2,488,866,00043
Issued or guaranteed by U.S.$2,488,866,00043
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$1,093,401,00045
Commercial mortgage pass-through securities$1,093,401,00017
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$3,805,397,00029
Available-for-sale securities (fair market value)$2,978,726,00081
Total debt securities$6,784,123,00054
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$432,510,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$76,359,00032
2019-06-30Rank
Total securities$6,778,703,00052
U.S. Government securities$4,280,973,00062
U.S. Treasury securities$686,638,00046
U.S. Government agency obligations$3,594,335,00061
Securities issued by states & political subdivisions$2,421,319,00011
Other domestic debt securities$74,911,000183
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$74,911,00088
Foreign debt securities$1,500,000159
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,792,023,00030
Mortgage-backed securities$3,594,335,00060
Certificates of participation in pools of residential mortgages$2,499,968,00043
Issued or guaranteed by U.S.$2,499,968,00043
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$1,094,367,00041
Commercial mortgage pass-through securities$1,094,367,00016
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$3,807,483,00030
Available-for-sale securities (fair market value)$2,971,220,00077
Total debt securities$6,778,703,00052
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$314,624,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$69,467,00031
2019-03-31Rank
Total securities$6,883,398,00050
U.S. Government securities$4,400,430,00061
U.S. Treasury securities$677,901,00047
U.S. Government agency obligations$3,722,529,00058
Securities issued by states & political subdivisions$2,410,569,00012
Other domestic debt securities$70,899,000185
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$70,899,00092
Foreign debt securities$1,500,000157
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,839,462,00029
Mortgage-backed securities$3,717,525,00059
Certificates of participation in pools of residential mortgages$2,610,055,00043
Issued or guaranteed by U.S.$2,610,055,00043
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$1,107,470,00040
Commercial mortgage pass-through securities$1,107,470,00015
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$3,823,419,00031
Available-for-sale securities (fair market value)$3,059,979,00077
Total debt securities$6,883,398,00050
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$163,802,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$78,643,00027
2018-12-31Rank
Total securities$6,913,237,00051
U.S. Government securities$4,488,463,00055
U.S. Treasury securities$672,954,00047
U.S. Government agency obligations$3,815,509,00057
Securities issued by states & political subdivisions$2,352,386,00012
Other domestic debt securities$70,888,000179
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$70,888,00092
Foreign debt securities$1,500,000156
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,688,491,00033
Mortgage-backed securities$3,810,487,00058
Certificates of participation in pools of residential mortgages$2,728,594,00041
Issued or guaranteed by U.S.$2,728,594,00041
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$1,081,893,00041
Commercial mortgage pass-through securities$1,081,893,00016
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$3,792,281,00031
Available-for-sale securities (fair market value)$3,120,956,00076
Total debt securities$6,913,237,00051
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$110,445,00033
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$138,031,00025
2018-09-30Rank
Total securities$7,054,999,00051
U.S. Government securities$4,719,439,00054
U.S. Treasury securities$647,115,00045
U.S. Government agency obligations$4,072,324,00054
Securities issued by states & political subdivisions$2,268,183,00015
Other domestic debt securities$65,877,000177
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$65,877,00096
Foreign debt securities$1,500,000159
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,168,413,00038
Mortgage-backed securities$4,067,280,00054
Certificates of participation in pools of residential mortgages$2,963,150,00039
Issued or guaranteed by U.S.$2,963,150,00039
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$1,104,130,00039
Commercial mortgage pass-through securities$1,104,130,00013
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$3,742,888,00029
Available-for-sale securities (fair market value)$3,312,111,00067
Total debt securities$7,054,999,00051
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$57,789,00045
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$211,013,00023
2018-06-30Rank
Total securities$6,963,763,00052
U.S. Government securities$4,699,852,00054
U.S. Treasury securities$651,211,00045
U.S. Government agency obligations$4,048,641,00056
Securities issued by states & political subdivisions$2,196,546,00015
Other domestic debt securities$65,865,000183
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$65,865,00089
Foreign debt securities$1,500,000154
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,234,185,00038
Mortgage-backed securities$4,043,575,00055
Certificates of participation in pools of residential mortgages$2,927,210,00039
Issued or guaranteed by U.S.$2,927,210,00039
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$1,116,365,00039
Commercial mortgage pass-through securities$1,116,365,00013
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$3,718,644,00030
Available-for-sale securities (fair market value)$3,245,119,00065
Total debt securities$6,963,763,00051
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$62,570,00042
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$182,685,00024
2018-03-31Rank
Total securities$6,850,099,00050
U.S. Government securities$4,652,620,00055
U.S. Treasury securities$654,883,00043
U.S. Government agency obligations$3,997,737,00055
Securities issued by states & political subdivisions$2,132,624,00015
Other domestic debt securities$63,355,000183
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$63,355,000102
Foreign debt securities$1,500,000151
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,684,478,00033
Mortgage-backed securities$3,992,643,00054
Certificates of participation in pools of residential mortgages$2,861,903,00039
Issued or guaranteed by U.S.$2,861,903,00039
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$1,130,740,00035
Commercial mortgage pass-through securities$1,130,740,00012
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$3,696,252,00029
Available-for-sale securities (fair market value)$3,153,847,00067
Total debt securities$6,850,099,00050
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$64,120,00039
Revaluation gains on off-balance sheet contracts$55,888,00032
Revaluation losses on off-balance sheet contracts$153,096,00023
2017-12-31Rank
Total securities$6,713,365,00050
U.S. Government securities$4,600,188,00055
U.S. Treasury securities$662,687,00042
U.S. Government agency obligations$3,937,501,00055
Securities issued by states & political subdivisions$2,060,334,00017
Other domestic debt securities$51,343,000206
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$51,343,000120
Foreign debt securities$1,500,000151
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,306,852,00036
Mortgage-backed securities$3,931,363,00057
Certificates of participation in pools of residential mortgages$2,867,730,00038
Issued or guaranteed by U.S.$2,867,730,00038
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$1,063,633,00036
Commercial mortgage pass-through securities$1,063,633,00014
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$3,588,056,00030
Available-for-sale securities (fair market value)$3,125,309,00066
Total debt securities$6,713,365,00050
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$85,867,00036
Revaluation gains on off-balance sheet contracts$77,627,00028
Revaluation losses on off-balance sheet contracts$87,682,00025
2017-09-30Rank
Total securities$6,501,159,00052
U.S. Government securities$4,458,147,00053
U.S. Treasury securities$660,750,00041
U.S. Government agency obligations$3,797,397,00054
Securities issued by states & political subdivisions$1,999,179,00016
Other domestic debt securities$42,333,000235
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$42,333,000151
Foreign debt securities$1,500,000152
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,917,505,00040
Mortgage-backed securities$3,791,211,00056
Certificates of participation in pools of residential mortgages$2,809,366,00038
Issued or guaranteed by U.S.$2,809,366,00038
Privately issued$069
Collaterized mortgage obligations$65,915,000340
CMOs issued by government agencies or sponsored agencies$65,915,000316
Privately issued$0584
Commercial mortgage-backed securities$915,930,00036
Commercial mortgage pass-through securities$915,930,00015
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$3,387,622,00030
Available-for-sale securities (fair market value)$3,113,537,00062
Total debt securities$6,501,159,00052
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$8,270,00088
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$6,473,728,00053
U.S. Government securities$4,589,594,00055
U.S. Treasury securities$695,989,00039
U.S. Government agency obligations$3,893,605,00052
Securities issued by states & political subdivisions$1,845,312,00017
Other domestic debt securities$37,322,000262
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$37,322,000166
Foreign debt securities$1,500,000165
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,144,085,00050
Mortgage-backed securities$3,862,321,00053
Certificates of participation in pools of residential mortgages$3,153,392,00038
Issued or guaranteed by U.S.$3,153,392,00037
Privately issued$067
Collaterized mortgage obligations$167,931,000185
CMOs issued by government agencies or sponsored agencies$167,931,000175
Privately issued$0606
Commercial mortgage-backed securities$540,998,00044
Commercial mortgage pass-through securities$540,998,00020
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$2,875,541,00032
Available-for-sale securities (fair market value)$3,598,187,00059
Total debt securities$6,473,728,00053
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$7,794,00090
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$6,012,042,00056
U.S. Government securities$4,336,788,00054
U.S. Treasury securities$692,223,00040
U.S. Government agency obligations$3,644,565,00055
Securities issued by states & political subdivisions$1,663,004,00018
Other domestic debt securities$10,750,000577
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$10,750,000418
Foreign debt securities$1,500,000165
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,907,384,00057
Mortgage-backed securities$3,613,262,00056
Certificates of participation in pools of residential mortgages$3,257,305,00035
Issued or guaranteed by U.S.$3,257,305,00034
Privately issued$066
Collaterized mortgage obligations$177,254,000179
CMOs issued by government agencies or sponsored agencies$177,254,000169
Privately issued$0642
Commercial mortgage-backed securities$178,703,00093
Commercial mortgage pass-through securities$178,703,00041
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,324,014,00039
Available-for-sale securities (fair market value)$3,688,028,00059
Total debt securities$6,012,042,00056
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$7,797,00086
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$6,340,019,00050
U.S. Government securities$4,835,370,00051
U.S. Treasury securities$753,183,00040
U.S. Government agency obligations$4,082,187,00050
Securities issued by states & political subdivisions$1,499,149,00019
Other domestic debt securities$4,000,000960
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$4,000,000730
Foreign debt securities$1,500,000163
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,828,278,00058
Mortgage-backed securities$4,050,812,00046
Certificates of participation in pools of residential mortgages$3,433,743,00033
Issued or guaranteed by U.S.$3,433,743,00032
Privately issued$071
Collaterized mortgage obligations$617,069,00079
CMOs issued by government agencies or sponsored agencies$617,069,00078
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)$2,005,446,00042
Available-for-sale securities (fair market value)$4,334,573,00052
Total debt securities$6,340,019,00050
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$6,793,00095
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$6,572,804,00047
U.S. Government securities$5,287,200,00048
U.S. Treasury securities$691,040,00038
U.S. Government agency obligations$4,596,160,00048
Securities issued by states & political subdivisions$1,284,104,00022
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$1,500,000163
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,895,259,00052
Mortgage-backed securities$4,564,333,00045
Certificates of participation in pools of residential mortgages$3,707,836,00030
Issued or guaranteed by U.S.$3,707,836,00029
Privately issued$067
Collaterized mortgage obligations$856,497,00065
CMOs issued by government agencies or sponsored agencies$856,497,00062
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)$1,817,503,00044
Available-for-sale securities (fair market value)$4,755,301,00049
Total debt securities$6,572,804,00047
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$6,802,000109
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$6,309,599,00050
U.S. Government securities$5,119,120,00049
U.S. Treasury securities$273,314,00053
U.S. Government agency obligations$4,845,806,00046
Securities issued by states & political subdivisions$1,188,979,00022
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$1,500,000161
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,903,224,00059
Mortgage-backed securities$4,813,793,00045
Certificates of participation in pools of residential mortgages$3,904,048,00030
Issued or guaranteed by U.S.$3,904,048,00029
Privately issued$071
Collaterized mortgage obligations$909,745,00061
CMOs issued by government agencies or sponsored agencies$909,745,00058
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)$1,749,436,00047
Available-for-sale securities (fair market value)$4,560,163,00051
Total debt securities$6,309,599,00050
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$6,810,000112
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$6,273,150,00050
U.S. Government securities$5,177,936,00046
U.S. Treasury securities$132,131,00073
U.S. Government agency obligations$5,045,805,00046
Securities issued by states & political subdivisions$1,093,714,00026
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$1,500,000170
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,857,827,00060
Mortgage-backed securities$5,013,932,00043
Certificates of participation in pools of residential mortgages$3,941,265,00031
Issued or guaranteed by U.S.$3,941,265,00030
Privately issued$066
Collaterized mortgage obligations$1,072,667,00053
CMOs issued by government agencies or sponsored agencies$1,072,667,00051
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)$1,678,788,00048
Available-for-sale securities (fair market value)$4,594,362,00051
Total debt securities$6,273,146,00050
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$6,799,000104
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$5,935,866,00051
U.S. Government securities$4,914,815,00049
U.S. Treasury securities$130,269,00073
U.S. Government agency obligations$4,784,546,00048
Securities issued by states & political subdivisions$1,019,551,00027
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$1,500,000158
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,637,986,00069
Mortgage-backed securities$4,753,251,00043
Certificates of participation in pools of residential mortgages$3,563,653,00029
Issued or guaranteed by U.S.$3,563,653,00028
Privately issued$066
Collaterized mortgage obligations$1,189,598,00050
CMOs issued by government agencies or sponsored agencies$1,189,598,00049
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)$1,609,586,00048
Available-for-sale securities (fair market value)$4,326,280,00051
Total debt securities$5,935,866,00051
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$6,766,00094
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$5,395,411,00055
U.S. Government securities$4,447,657,00053
U.S. Treasury securities$141,770,00067
U.S. Government agency obligations$4,305,887,00048
Securities issued by states & political subdivisions$946,254,00027
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$1,500,000162
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,613,389,00068
Mortgage-backed securities$4,274,157,00044
Certificates of participation in pools of residential mortgages$2,901,064,00036
Issued or guaranteed by U.S.$2,901,064,00034
Privately issued$065
Collaterized mortgage obligations$1,373,093,00043
CMOs issued by government agencies or sponsored agencies$1,373,093,00043
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)$1,377,113,00051
Available-for-sale securities (fair market value)$4,018,298,00053
Total debt securities$5,395,412,00055
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$8,303,00091
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$5,254,543,00056
U.S. Government securities$4,340,919,00053
U.S. Treasury securities$140,929,00063
U.S. Government agency obligations$4,199,990,00049
Securities issued by states & political subdivisions$912,124,00030
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$1,500,000166
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,358,738,00076
Mortgage-backed securities$4,168,560,00046
Certificates of participation in pools of residential mortgages$2,518,427,00042
Issued or guaranteed by U.S.$2,518,427,00040
Privately issued$067
Collaterized mortgage obligations$1,650,133,00041
CMOs issued by government agencies or sponsored agencies$1,650,133,00041
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)$913,624,00061
Available-for-sale securities (fair market value)$4,340,919,00051
Total debt securities$5,254,544,00056
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$8,301,00092
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$5,126,240,00058
U.S. Government securities$4,228,875,00055
U.S. Treasury securities$141,666,00060
U.S. Government agency obligations$4,087,209,00051
Securities issued by states & political subdivisions$895,865,00030
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$1,500,000171
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,467,592,00073
Mortgage-backed securities$4,055,512,00046
Certificates of participation in pools of residential mortgages$2,298,411,00043
Issued or guaranteed by U.S.$2,298,411,00041
Privately issued$070
Collaterized mortgage obligations$1,757,101,00041
CMOs issued by government agencies or sponsored agencies$1,757,101,00041
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)$897,365,00062
Available-for-sale securities (fair market value)$4,228,875,00052
Total debt securities$5,126,239,00057
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$8,311,00092
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$4,827,862,00057
U.S. Government securities$3,993,530,00055
U.S. Treasury securities$50,336,000119
U.S. Government agency obligations$3,943,194,00051
Securities issued by states & political subdivisions$832,832,00029
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$1,500,000155
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,427,295,00073
Mortgage-backed securities$3,936,710,00048
Certificates of participation in pools of residential mortgages$2,129,396,00044
Issued or guaranteed by U.S.$2,129,396,00042
Privately issued$075
Collaterized mortgage obligations$1,807,314,00041
CMOs issued by government agencies or sponsored agencies$1,807,314,00041
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)$834,332,00066
Available-for-sale securities (fair market value)$3,993,530,00051
Total debt securities$4,827,861,00057
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$8,302,00088
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$4,500,110,00057
U.S. Government securities$3,809,666,00057
U.S. Treasury securities$50,392,000111
U.S. Government agency obligations$3,759,274,00052
Securities issued by states & political subdivisions$628,567,00034
Other domestic debt securities$60,377,000184
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$60,377,000114
Foreign debt securities$1,500,000153
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,355,037,00082
Mortgage-backed securities$3,752,802,00049
Certificates of participation in pools of residential mortgages$1,811,770,00049
Issued or guaranteed by U.S.$1,811,770,00047
Privately issued$073
Collaterized mortgage obligations$1,941,032,00040
CMOs issued by government agencies or sponsored agencies$1,941,032,00040
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)$630,067,00074
Available-for-sale securities (fair market value)$3,870,043,00053
Total debt securities$4,500,111,00056
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$8,309,00084
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$4,393,353,00058
U.S. Government securities$3,660,524,00058
U.S. Treasury securities$61,503,00094
U.S. Government agency obligations$3,599,021,00054
Securities issued by states & political subdivisions$615,615,00037
Other domestic debt securities$115,689,000126
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$115,689,00075
Foreign debt securities$1,525,000153
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,446,139,00073
Mortgage-backed securities$3,592,499,00050
Certificates of participation in pools of residential mortgages$1,397,559,00059
Issued or guaranteed by U.S.$1,397,559,00057
Privately issued$075
Collaterized mortgage obligations$2,194,940,00040
CMOs issued by government agencies or sponsored agencies$2,194,940,00040
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)$672,410,00071
Available-for-sale securities (fair market value)$3,720,943,00054
Total debt securities$4,393,352,00058
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$8,309,00083
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$4,504,204,00058
U.S. Government securities$3,784,896,00056
U.S. Treasury securities$41,342,000112
U.S. Government agency obligations$3,743,554,00054
Securities issued by states & political subdivisions$602,113,00037
Other domestic debt securities$116,170,000128
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$116,170,00077
Foreign debt securities$1,025,000174
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,312,670,00081
Mortgage-backed securities$3,737,040,00050
Certificates of participation in pools of residential mortgages$1,450,815,00057
Issued or guaranteed by U.S.$1,450,815,00055
Privately issued$076
Collaterized mortgage obligations$2,286,225,00038
CMOs issued by government agencies or sponsored agencies$2,286,225,00038
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)$658,998,00072
Available-for-sale securities (fair market value)$3,845,206,00052
Total debt securities$4,504,202,00057
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$8,304,00083
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$4,847,456,00055
U.S. Government securities$4,145,293,00054
U.S. Treasury securities$41,391,000108
U.S. Government agency obligations$4,103,902,00052
Securities issued by states & political subdivisions$584,453,00038
Other domestic debt securities$116,685,000129
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$116,685,00073
Foreign debt securities$1,025,000173
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,314,230,00080
Mortgage-backed securities$4,096,408,00048
Certificates of participation in pools of residential mortgages$1,484,780,00052
Issued or guaranteed by U.S.$1,484,780,00050
Privately issued$081
Collaterized mortgage obligations$2,611,628,00034
CMOs issued by government agencies or sponsored agencies$2,611,628,00033
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)$641,926,00069
Available-for-sale securities (fair market value)$4,205,530,00050
Total debt securities$4,847,455,00055
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$8,297,00080
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$4,249,941,00056
U.S. Government securities$3,553,526,00057
U.S. Treasury securities$35,299,000124
U.S. Government agency obligations$3,518,227,00054
Securities issued by states & political subdivisions$578,265,00037
Other domestic debt securities$117,125,000132
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$117,125,00075
Foreign debt securities$1,025,000175
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,363,941,00071
Mortgage-backed securities$3,510,665,00050
Certificates of participation in pools of residential mortgages$779,349,00081
Issued or guaranteed by U.S.$779,349,00080
Privately issued$080
Collaterized mortgage obligations$2,731,316,00033
CMOs issued by government agencies or sponsored agencies$2,731,316,00033
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)$58,049,000357
Available-for-sale securities (fair market value)$4,191,892,00049
Total debt securities$4,249,940,00056
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$6,332,00084
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$4,495,353,00056
U.S. Government securities$3,811,955,00054
U.S. Treasury securities$24,955,000153
U.S. Government agency obligations$3,787,000,00053
Securities issued by states & political subdivisions$564,881,00039
Other domestic debt securities$117,467,000134
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$117,467,00074
Foreign debt securities$1,050,000164
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,261,008,00076
Mortgage-backed securities$3,774,420,00049
Certificates of participation in pools of residential mortgages$846,066,00078
Issued or guaranteed by U.S.$846,066,00077
Privately issued$083
Collaterized mortgage obligations$2,928,354,00032
CMOs issued by government agencies or sponsored agencies$2,928,354,00032
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)$58,649,000332
Available-for-sale securities (fair market value)$4,436,704,00048
Total debt securities$4,495,352,00056
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$6,393,00090
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$4,626,258,00055
U.S. Government securities$3,924,307,00053
U.S. Treasury securities$12,037,000258
U.S. Government agency obligations$3,912,270,00050
Securities issued by states & political subdivisions$582,376,00039
Other domestic debt securities$118,450,000132
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$118,450,00075
Foreign debt securities$1,125,000159
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,364,986,00070
Mortgage-backed securities$3,900,427,00047
Certificates of participation in pools of residential mortgages$961,188,00074
Issued or guaranteed by U.S.$961,188,00072
Privately issued$083
Collaterized mortgage obligations$2,939,239,00033
CMOs issued by government agencies or sponsored agencies$2,939,239,00032
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)$59,288,000308
Available-for-sale securities (fair market value)$4,566,970,00048
Total debt securities$4,626,256,00054
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$6,454,00096
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$4,589,082,00054
U.S. Government securities$3,929,654,00053
U.S. Treasury securities$11,786,000265
U.S. Government agency obligations$3,917,868,00050
Securities issued by states & political subdivisions$539,609,00040
Other domestic debt securities$118,644,000131
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$118,644,00073
Foreign debt securities$1,175,000157
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,502,988,00068
Mortgage-backed securities$3,898,989,00048
Certificates of participation in pools of residential mortgages$1,080,633,00070
Issued or guaranteed by U.S.$1,080,633,00069
Privately issued$085
Collaterized mortgage obligations$2,818,356,00034
CMOs issued by government agencies or sponsored agencies$2,818,356,00032
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)$59,900,000298
Available-for-sale securities (fair market value)$4,529,182,00049
Total debt securities$4,589,081,00054
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$6,513,00098
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$3,708,434,00059
U.S. Government securities$3,206,451,00057
U.S. Treasury securities$11,870,000229
U.S. Government agency obligations$3,194,581,00056
Securities issued by states & political subdivisions$381,624,00051
Other domestic debt securities$119,184,000131
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$119,184,00078
Foreign debt securities$1,175,000154
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,414,618,00071
Mortgage-backed securities$3,175,594,00051
Certificates of participation in pools of residential mortgages$1,218,434,00071
Issued or guaranteed by U.S.$1,218,434,00070
Privately issued$088
Collaterized mortgage obligations$1,957,160,00041
CMOs issued by government agencies or sponsored agencies$1,957,160,00039
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)$60,451,000300
Available-for-sale securities (fair market value)$3,647,983,00053
Total debt securities$3,708,435,00058
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$6,318,00096
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$3,618,389,00062
U.S. Government securities$3,194,983,00062
U.S. Treasury securities$11,950,000233
U.S. Government agency obligations$3,183,033,00060
Securities issued by states & political subdivisions$303,123,00060
Other domestic debt securities$118,908,000136
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$118,908,00077
Foreign debt securities$1,375,000142
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,344,001,00077
Mortgage-backed securities$3,164,047,00054
Certificates of participation in pools of residential mortgages$1,340,650,00062
Issued or guaranteed by U.S.$1,340,650,00061
Privately issued$094
Collaterized mortgage obligations$1,823,397,00043
CMOs issued by government agencies or sponsored agencies$1,823,397,00040
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)$61,200,000295
Available-for-sale securities (fair market value)$3,557,189,00058
Total debt securities$3,618,385,00062
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$12,021,00079
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$2,801,217,00074
U.S. Government securities$2,515,473,00069
U.S. Treasury securities$11,902,000244
U.S. Government agency obligations$2,503,571,00068
Securities issued by states & political subdivisions$165,235,000123
Other domestic debt securities$119,109,000137
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$119,109,00081
Foreign debt securities$1,400,000112
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,335,877,00076
Mortgage-backed securities$2,484,657,00067
Certificates of participation in pools of residential mortgages$1,452,160,00058
Issued or guaranteed by U.S.$1,452,160,00057
Privately issued$094
Collaterized mortgage obligations$1,032,497,00063
CMOs issued by government agencies or sponsored agencies$1,032,497,00057
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)$61,763,000298
Available-for-sale securities (fair market value)$2,739,454,00066
Total debt securities$2,801,218,00074
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$22,560,00070
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$2,767,122,00077
U.S. Government securities$2,559,428,00067
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,559,428,00067
Securities issued by states & political subdivisions$127,824,000167
Other domestic debt securities$151,507,000125
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$151,507,00067
Foreign debt securitiesNANA
Equity securities$148,000898
Assets held in trading accounts for TFR Reporters$71,785,0003
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,457,290,00064
Certificates of participation in pools of residential mortgages$2,457,290,00037
Issued or guaranteed by U.S.$2,457,290,00037
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$94,114,000215
Available-for-sale securities (fair market value)$2,673,008,00072
Total debt securities$2,838,759,00074
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$71,785,00050
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$2,314,890,00088
U.S. Government securities$2,136,836,00076
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,136,836,00076
Securities issued by states & political subdivisions$109,779,000185
Other domestic debt securities$115,892,000152
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$115,892,00082
Foreign debt securitiesNANA
Equity securities$22,247,00075
Assets held in trading accounts for TFR Reporters$69,864,0004
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,103,208,00072
Certificates of participation in pools of residential mortgages$2,103,208,00042
Issued or guaranteed by U.S.$2,103,208,00041
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$31,267,000491
Available-for-sale securities (fair market value)$2,283,623,00079
Total debt securities$2,362,507,00088
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$69,864,00054
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$2,833,046,00077
U.S. Government securities$2,740,350,00067
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,740,350,00064
Securities issued by states & political subdivisions$57,151,000436
Other domestic debt securities$100,896,000160
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$100,896,00082
Foreign debt securitiesNANA
Equity securities$19,595,00090
Assets held in trading accounts for TFR Reporters$84,946,0004
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,706,587,00060
Certificates of participation in pools of residential mortgages$2,706,587,00034
Issued or guaranteed by U.S.$2,706,587,00032
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,545,000440
Available-for-sale securities (fair market value)$2,797,501,00070
Total debt securities$2,898,397,00074
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$84,946,00048
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$2,660,587,00084
U.S. Government securities$2,587,556,00068
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,587,556,00064
Securities issued by states & political subdivisions$57,544,000421
Other domestic debt securities$86,514,000183
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$86,514,00090
Foreign debt securitiesNANA
Equity securities$13,888,000120
Assets held in trading accounts for TFR Reporters$84,915,0003
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,553,680,00062
Certificates of participation in pools of residential mortgages$2,553,680,00036
Issued or guaranteed by U.S.$2,553,680,00036
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$302,934,00081
Available-for-sale securities (fair market value)$2,357,653,00078
Total debt securities$2,731,614,00081
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$84,915,00047
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$2,411,057,00089
U.S. Government securities$2,333,576,00073
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,333,576,00069
Securities issued by states & political subdivisions$57,579,000405
Other domestic debt securities$85,413,000183
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$85,413,00087
Foreign debt securitiesNANA
Equity securities$17,948,00098
Assets held in trading accounts for TFR Reporters$83,459,0003
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,291,096,00061
Certificates of participation in pools of residential mortgages$2,291,096,00034
Issued or guaranteed by U.S.$2,291,096,00034
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,546,000777
Available-for-sale securities (fair market value)$2,394,511,00076
Total debt securities$2,476,568,00089
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$83,459,00048
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$1,809,254,000103
U.S. Government securities$1,780,817,00082
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,780,817,00078
Securities issued by states & political subdivisions$285,0005,487
Other domestic debt securities$83,430,000180
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$83,430,00085
Foreign debt securitiesNANA
Equity securities$28,191,00066
Assets held in trading accounts for TFR Reporters$83,469,0003
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,766,109,00075
Certificates of participation in pools of residential mortgages$1,766,109,00046
Issued or guaranteed by U.S.$1,766,109,00045
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,890,000542
Available-for-sale securities (fair market value)$1,781,364,00089
Total debt securities$1,864,532,000100
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$83,469,00052
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$1,047,225,000148
U.S. Government securities$1,038,687,000115
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,038,687,000110
Securities issued by states & political subdivisions$290,0005,455
Other domestic debt securities$75,730,000194
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$75,730,00086
Foreign debt securitiesNANA
Equity securities$8,085,000177
Assets held in trading accounts for TFR Reporters$75,567,0004
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,014,948,000103
Certificates of participation in pools of residential mortgages$1,014,948,00067
Issued or guaranteed by U.S.$1,014,948,00066
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$0407
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$-75,567,0007,839
Available-for-sale securities (fair market value)$1,122,792,000120
Total debt securities$1,114,707,000138
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$75,567,00052
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$746,370,000183
U.S. Government securities$735,561,000153
U.S. Treasury securitiesNANA
U.S. Government agency obligations$735,561,000147
Securities issued by states & political subdivisions$290,0005,482
Other domestic debt securities$75,876,000200
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$75,876,00085
Foreign debt securitiesNANA
Equity securities$10,359,000141
Assets held in trading accounts for TFR Reporters$75,716,0004
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$711,797,000132
Certificates of participation in pools of residential mortgages$711,797,00081
Issued or guaranteed by U.S.$711,797,00078
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$648,377,00038
Available-for-sale securities (fair market value)$97,993,0001,177
Total debt securities$811,727,000176
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$75,716,00048
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$757,628,000186
U.S. Government securities$750,836,000147
U.S. Treasury securitiesNANA
U.S. Government agency obligations$750,836,000143
Securities issued by states & political subdivisions$290,0005,510
Other domestic debt securities$75,858,000204
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$75,858,00083
Foreign debt securitiesNANA
Equity securities$6,339,000231
Assets held in trading accounts for TFR Reporters$75,695,0005
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$728,089,000132
Certificates of participation in pools of residential mortgages$728,089,00085
Issued or guaranteed by U.S.$728,089,00082
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$664,756,00039
Available-for-sale securities (fair market value)$92,872,0001,222
Total debt securities$826,984,000170
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$75,695,00051
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$530,710,000253
U.S. Government securities$484,588,000203
U.S. Treasury securitiesNANA
U.S. Government agency obligations$484,588,000198
Securities issued by states & political subdivisions$295,0005,530
Other domestic debt securities$10,448,000870
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,448,000362
Foreign debt securitiesNANA
Equity securities$45,667,00061
Assets held in trading accounts for TFR Reporters$10,288,00012
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$435,635,000191
Certificates of participation in pools of residential mortgages$435,635,000122
Issued or guaranteed by U.S.$435,635,000120
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$464,427,00061
Available-for-sale securities (fair market value)$66,283,0001,649
Total debt securities$495,331,000260
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$10,288,000103
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$520,715,000259
U.S. Government securities$445,963,000210
U.S. Treasury securitiesNANA
U.S. Government agency obligations$445,963,000205
Securities issued by states & political subdivisions$300,0005,549
Other domestic debt securities$12,912,000778
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,912,000324
Foreign debt securitiesNANA
Equity securities$73,791,00051
Assets held in trading accounts for TFR Reporters$12,251,00010
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$435,403,000197
Certificates of participation in pools of residential mortgages$435,403,000124
Issued or guaranteed by U.S.$435,403,000122
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$423,365,00057
Available-for-sale securities (fair market value)$97,350,0001,114
Total debt securities$459,175,000278
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$12,251,00099
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$833,418,000177
U.S. Government securities$756,672,000143
U.S. Treasury securitiesNANA
U.S. Government agency obligations$756,672,000137
Securities issued by states & political subdivisions$315,0005,469
Other domestic debt securities$17,023,000636
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$17,023,000263
Foreign debt securitiesNANA
Equity securities$75,758,00052
Assets held in trading accounts for TFR Reporters$16,350,00011
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$720,856,000134
Certificates of participation in pools of residential mortgages$720,856,00094
Issued or guaranteed by U.S.$720,856,00091
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
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)$714,060,00036
Available-for-sale securities (fair market value)$119,358,000905
Total debt securities$774,010,000182
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$16,350,000103
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$1,248,212,000128
U.S. Government securities$1,192,505,000102
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,192,505,000100
Securities issued by states & political subdivisions$315,0005,428
Other domestic debt securities$22,191,000495
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,191,000201
Foreign debt securitiesNANA
Equity securities$54,625,00058
Assets held in trading accounts for TFR Reporters$21,424,00013
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$373,209,000224
Certificates of participation in pools of residential mortgages$373,209,000149
Issued or guaranteed by U.S.$373,209,000146
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
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)$466,268,00050
Available-for-sale securities (fair market value)$781,944,000157
Total debt securities$1,215,011,000126
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$21,424,00096
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$812,293,000172
U.S. Government securities$764,490,000134
U.S. Treasury securitiesNANA
U.S. Government agency obligations$764,490,000130
Securities issued by states & political subdivisions$315,0005,444
Other domestic debt securities$34,539,000384
Privately issued residential mortgage-backed securities$1,0001,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$34,538,000141
Foreign debt securitiesNANA
Equity securities$46,226,00062
Assets held in trading accounts for TFR Reporters$33,277,0008
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,0006,611
Certificates of participation in pools of residential mortgages$1,0006,382
Issued or guaranteed by U.S.$06,391
Privately issued$1,000189
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
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)$371,128,00059
Available-for-sale securities (fair market value)$441,165,000243
Total debt securities$799,344,000172
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$33,277,00081
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$835,412,000175
U.S. Government securities$803,253,000137
U.S. Treasury securitiesNANA
U.S. Government agency obligations$803,253,000131
Securities issued by states & political subdivisions$316,0005,499
Other domestic debt securities$33,761,000394
Privately issued residential mortgage-backed securities$2,0001,556
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,759,000158
Foreign debt securitiesNANA
Equity securities$27,570,000118
Assets held in trading accounts for TFR Reporters$29,488,00011
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$2,0006,623
Certificates of participation in pools of residential mortgages$2,0006,386
Issued or guaranteed by U.S.$06,414
Privately issued$2,000199
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$-27,814,0008,461
Available-for-sale securities (fair market value)$863,226,000148
Total debt securities$837,330,000170
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$29,488,00092
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$952,158,000165
U.S. Government securities$916,969,000125
U.S. Treasury securitiesNANA
U.S. Government agency obligations$916,969,000121
Securities issued by states & political subdivisions$315,0005,514
Other domestic debt securities$32,608,000407
Privately issued residential mortgage-backed securities$6,0001,523
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,602,000173
Foreign debt securitiesNANA
Equity securities$27,129,000133
Assets held in trading accounts for TFR Reporters$24,863,00014
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$6,0006,569
Certificates of participation in pools of residential mortgages$6,0006,314
Issued or guaranteed by U.S.$06,412
Privately issued$6,000199
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$-20,336,0008,501
Available-for-sale securities (fair market value)$972,494,000143
Total debt securities$949,892,000160
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$24,863,000103
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$63,685,0001,834
U.S. Government securities$21,990,0003,346
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,990,0003,279
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$32,014,000402
Privately issued residential mortgage-backed securities$8,0001,424
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,006,000176
Foreign debt securitiesNANA
Equity securities$28,386,000129
Assets held in trading accounts for TFR Reporters$18,705,00014
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,0006,496
Certificates of participation in pools of residential mortgages$8,0006,240
Issued or guaranteed by U.S.$06,379
Privately issued$8,000187
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
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)$759,0002,798
Available-for-sale securities (fair market value)$62,926,0001,615
Total debt securities$54,004,0002,110
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$18,705,000113
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$58,994,0001,957
U.S. Government securities$21,964,0003,396
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,964,0003,326
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$33,449,000371
Privately issued residential mortgage-backed securities$11,0001,385
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$33,438,000171
Foreign debt securitiesNANA
Equity securities$26,089,000136
Assets held in trading accounts for TFR Reporters$22,508,00011
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,0006,449
Certificates of participation in pools of residential mortgages$11,0006,172
Issued or guaranteed by U.S.$06,345
Privately issued$11,000188
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)$1,0003,717
Available-for-sale securities (fair market value)$58,993,0001,691
Total debt securities$55,413,0002,034
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$22,508,00099
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$58,871,0001,947
U.S. Government securities$21,939,0003,420
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,939,0003,330
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$34,412,000360
Privately issued residential mortgage-backed securities$14,0001,335
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$34,398,000161
Foreign debt securitiesNANA
Equity securities$28,896,000115
Assets held in trading accounts for TFR Reporters$26,376,00011
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$14,0006,457
Certificates of participation in pools of residential mortgages$14,0006,171
Issued or guaranteed by U.S.$06,389
Privately issued$14,000196
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)$8,181,0001,397
Available-for-sale securities (fair market value)$50,690,0001,961
Total debt securities$56,351,0001,988
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$26,376,00094
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$53,452,0002,164
U.S. Government securities$21,821,0003,453
U.S. Treasury securitiesNANA
U.S. Government agency obligations$21,821,0003,362
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$37,525,000338
Privately issued residential mortgage-backed securities$18,0001,296
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$37,507,000154
Foreign debt securitiesNANA
Equity securities$23,673,000126
Assets held in trading accounts for TFR Reporters$29,567,00013
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,0006,446
Certificates of participation in pools of residential mortgages$18,0006,155
Issued or guaranteed by U.S.$06,414
Privately issued$18,000202
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)$8,105,0001,426
Available-for-sale securities (fair market value)$45,347,0002,172
Total debt securities$59,346,0001,923
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$29,567,000109
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$56,845,0002,074
U.S. Government securities$25,942,0003,078
U.S. Treasury securitiesNANA
U.S. Government agency obligations$25,942,0002,993
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$36,803,000335
Privately issued residential mortgage-backed securities$22,0001,276
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,781,000160
Foreign debt securitiesNANA
Equity securities$23,649,000132
Assets held in trading accounts for TFR Reporters$29,549,0007
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$22,0006,447
Certificates of participation in pools of residential mortgages$22,0006,149
Issued or guaranteed by U.S.$06,445
Privately issued$22,000188
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)$168,0003,529
Available-for-sale securities (fair market value)$56,677,0001,793
Total debt securities$62,745,0001,853
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$29,549,00064
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$178,212,000713
U.S. Government securities$174,764,000539
U.S. Treasury securitiesNANA
U.S. Government agency obligations$174,764,000525
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$6,619,000886
Privately issued residential mortgage-backed securities$24,0001,267
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,595,000550
Foreign debt securitiesNANA
Equity securities$26,326,000122
Assets held in trading accounts for TFR Reporters$29,497,0009
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$29,399,0001,350
Certificates of participation in pools of residential mortgages$29,399,000981
Issued or guaranteed by U.S.$29,375,000971
Privately issued$24,000197
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)$152,034,000141
Available-for-sale securities (fair market value)$26,178,0003,348
Total debt securities$181,383,000683
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$29,497,00067
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$874,798,000198
U.S. Government securities$736,356,000176
U.S. Treasury securities$5,982,000435
U.S. Government agency obligations$730,374,000170
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$117,198,000185
Privately issued residential mortgage-backed securities$110,243,000123
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,955,000548
Foreign debt securities$1,100,00074
Equity securities$20,144,000156
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$138,551,000404
Mortgage-backed securities$577,748,000159
Certificates of participation in pools of residential mortgages$24,488,0001,154
Issued or guaranteed by U.S.$24,460,0001,147
Privately issued$28,000192
Collaterized mortgage obligations$553,260,00094
CMOs issued by government agencies or sponsored agencies$443,045,00077
Privately issued$110,215,000110
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,083,0001,541
Available-for-sale securities (fair market value)$866,715,000168
Total debt securities$854,654,000195
Structured notes
Amortized cost$252,265,0005
Fair value$243,131,0005
Trading account assets$29,816,00068
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$1,226,136,000157
U.S. Government securities$993,562,000141
U.S. Treasury securities$5,961,000479
U.S. Government agency obligations$987,601,000133
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$206,815,000133
Privately issued residential mortgage-backed securities$201,835,00094
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,980,000697
Foreign debt securities$1,100,00076
Equity securities$24,659,000124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$144,494,000386
Mortgage-backed securities$912,738,000123
Certificates of participation in pools of residential mortgages$62,122,000577
Issued or guaranteed by U.S.$62,092,000571
Privately issued$30,000187
Collaterized mortgage obligations$850,616,00079
CMOs issued by government agencies or sponsored agencies$648,811,00060
Privately issued$201,805,00085
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,110,0001,768
Available-for-sale securities (fair market value)$1,220,026,000136
Total debt securities$1,201,476,000156
Structured notes
Amortized cost$265,257,0006
Fair value$256,912,0006
Trading account assets$30,198,00066
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$1,336,439,000147
U.S. Government securities$1,082,879,000133
U.S. Treasury securities$9,245,000366
U.S. Government agency obligations$1,073,634,000125
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$227,414,000127
Privately issued residential mortgage-backed securities$219,778,00092
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,636,000549
Foreign debt securities$1,350,00068
Equity securities$24,796,000130
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$146,836,000385
Mortgage-backed securities$1,014,966,000121
Certificates of participation in pools of residential mortgages$66,276,000562
Issued or guaranteed by U.S.$66,243,000556
Privately issued$33,000196
Collaterized mortgage obligations$948,690,00077
CMOs issued by government agencies or sponsored agencies$728,945,00058
Privately issued$219,745,00082
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,019,0001,508
Available-for-sale securities (fair market value)$1,327,420,000129
Total debt securities$1,311,643,000146
Structured notes
Amortized cost$265,255,0006
Fair value$258,570,0006
Trading account assets$27,346,00064
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$1,458,882,000139
U.S. Government securities$1,186,373,000123
U.S. Treasury securities$9,210,000356
U.S. Government agency obligations$1,177,163,000120
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$248,894,000118
Privately issued residential mortgage-backed securities$244,500,00086
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,394,000798
Foreign debt securities$1,350,00069
Equity securities$22,265,000138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,473,000372
Mortgage-backed securities$1,142,295,000114
Certificates of participation in pools of residential mortgages$73,808,000517
Issued or guaranteed by U.S.$73,772,000512
Privately issued$36,000200
Collaterized mortgage obligations$1,068,487,00073
CMOs issued by government agencies or sponsored agencies$824,023,00057
Privately issued$244,464,00078
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,780,0001,852
Available-for-sale securities (fair market value)$1,453,102,000123
Total debt securities$1,436,617,000139
Structured notes
Amortized cost$265,252,0007
Fair value$259,414,0007
Trading account assets$33,967,00057
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$1,620,107,000132
U.S. Government securities$1,299,996,000121
U.S. Treasury securities$9,266,000362
U.S. Government agency obligations$1,290,730,000118
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$295,398,000106
Privately issued residential mortgage-backed securities$283,056,00077
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$12,342,000415
Foreign debt securities$1,350,00070
Equity securities$23,363,000134
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,854,000373
Mortgage-backed securities$1,291,242,000108
Certificates of participation in pools of residential mortgages$82,430,000485
Issued or guaranteed by U.S.$82,392,000474
Privately issued$38,000203
Collaterized mortgage obligations$1,208,812,00068
CMOs issued by government agencies or sponsored agencies$925,794,00051
Privately issued$283,018,00069
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,386,0001,802
Available-for-sale securities (fair market value)$1,613,721,000116
Total debt securities$1,596,744,000133
Structured notes
Amortized cost$265,250,0006
Fair value$262,372,0006
Trading account assets$34,083,00058
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$1,954,270,000121
U.S. Government securities$1,577,499,000111
U.S. Treasury securities$9,241,000403
U.S. Government agency obligations$1,568,258,000109
Securities issued by states & political subdivisions$351,0005,837
Other domestic debt securities$350,857,00096
Privately issued residential mortgage-backed securities$323,858,00073
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$26,999,000230
Foreign debt securities$1,350,00075
Equity securities$24,213,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$150,508,000365
Mortgage-backed securities$1,420,822,000103
Certificates of participation in pools of residential mortgages$90,125,000466
Issued or guaranteed by U.S.$90,084,000461
Privately issued$41,000183
Collaterized mortgage obligations$1,330,697,00061
CMOs issued by government agencies or sponsored agencies$1,006,880,00047
Privately issued$323,817,00064
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,876,0001,891
Available-for-sale securities (fair market value)$1,948,394,000106
Total debt securities$1,930,057,000120
Structured notes
Amortized cost$458,748,0004
Fair value$451,226,0004
Trading account assets$13,420,00075
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$2,052,576,000120
U.S. Government securities$1,650,342,000109
U.S. Treasury securities$9,291,000416
U.S. Government agency obligations$1,641,051,000106
Securities issued by states & political subdivisions$733,0005,360
Other domestic debt securities$380,423,00099
Privately issued residential mortgage-backed securities$348,744,00071
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,910,000120
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,769,000239
Foreign debt securities$1,350,00080
Equity securities$19,728,000176
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,248,000379
Mortgage-backed securities$1,514,033,000101
Certificates of participation in pools of residential mortgages$86,446,000496
Issued or guaranteed by U.S.$86,402,000492
Privately issued$44,000178
Collaterized mortgage obligations$1,427,587,00060
CMOs issued by government agencies or sponsored agencies$1,078,887,00043
Privately issued$348,700,00062
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,383,0001,838
Available-for-sale securities (fair market value)$2,046,193,000108
Total debt securities$2,032,847,000118
Structured notes
Amortized cost$458,745,0004
Fair value$455,367,0004
Trading account assets$11,679,00078
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$2,180,481,000109
U.S. Government securities$1,789,904,000100
U.S. Treasury securities$9,341,000399
U.S. Government agency obligations$1,780,563,00094
Securities issued by states & political subdivisions$742,0005,402
Other domestic debt securities$364,784,00094
Privately issued residential mortgage-backed securities$317,551,00067
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,668,00096
Structured financial products - TotalNANA
Other domestic debt securities - All other$36,565,000188
Foreign debt securities$1,350,00078
Equity securities$23,701,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,548,000394
Mortgage-backed securities$1,563,024,00098
Certificates of participation in pools of residential mortgages$74,084,000572
Issued or guaranteed by U.S.$74,038,000569
Privately issued$46,000189
Collaterized mortgage obligations$1,488,940,00053
CMOs issued by government agencies or sponsored agencies$1,171,435,00040
Privately issued$317,505,00060
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,267,0002,007
Available-for-sale securities (fair market value)$2,175,214,00096
Total debt securities$2,156,779,000110
Structured notes
Amortized cost$515,991,0005
Fair value$514,504,0005
Trading account assets$11,995,00078
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$2,522,347,000101
U.S. Government securities$2,076,827,00096
U.S. Treasury securities$5,070,000632
U.S. Government agency obligations$2,071,757,00090
Securities issued by states & political subdivisions$1,277,0004,898
Other domestic debt securities$418,310,00086
Privately issued residential mortgage-backed securities$338,000,00065
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$25,137,00074
Structured financial products - TotalNANA
Other domestic debt securities - All other$55,173,000136
Foreign debt securities$1,350,00073
Equity securities$24,583,000163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$126,942,000411
Mortgage-backed securities$1,781,637,00092
Certificates of participation in pools of residential mortgages$79,818,000548
Issued or guaranteed by U.S.$79,769,000545
Privately issued$49,000187
Collaterized mortgage obligations$1,701,819,00047
CMOs issued by government agencies or sponsored agencies$1,363,868,00031
Privately issued$337,951,00060
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,490,0001,008
Available-for-sale securities (fair market value)$2,503,857,00089
Total debt securities$2,497,764,000100
Structured notes
Amortized cost$612,987,0005
Fair value$607,686,0005
Trading account assets$12,164,00078
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$2,126,007,000116
U.S. Government securities$1,611,783,000108
U.S. Treasury securities$5,036,000627
U.S. Government agency obligations$1,606,747,000102
Securities issued by states & political subdivisions$1,436,0004,767
Other domestic debt securities$338,156,000103
Privately issued residential mortgage-backed securities$235,393,00089
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$33,442,00066
Structured financial products - TotalNANA
Other domestic debt securities - All other$69,321,000117
Foreign debt securities$1,350,00084
Equity securities$173,282,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$139,240,000374
Mortgage-backed securities$1,325,605,000110
Certificates of participation in pools of residential mortgages$51,874,000743
Issued or guaranteed by U.S.$51,823,000736
Privately issued$51,000199
Collaterized mortgage obligations$1,273,731,00063
CMOs issued by government agencies or sponsored agencies$1,038,389,00042
Privately issued$235,342,00080
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,893,0001,203
Available-for-sale securities (fair market value)$2,112,114,00097
Total debt securities$1,952,725,000126
Structured notes
Amortized cost$484,477,0005
Fair value$485,915,0005
Trading account assets$16,776,00070
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$2,511,114,00099
U.S. Government securities$1,832,403,000105
U.S. Treasury securities$99,630,00073
U.S. Government agency obligations$1,732,773,000102
Securities issued by states & political subdivisions$1,594,0004,685
Other domestic debt securities$603,314,00061
Privately issued residential mortgage-backed securities$237,135,00061
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$225,254,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$140,925,00069
Foreign debt securities$1,350,00086
Equity securities$72,453,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$303,663,000209
Mortgage-backed securities$1,406,288,000105
Certificates of participation in pools of residential mortgages$58,809,000688
Issued or guaranteed by U.S.$58,756,000682
Privately issued$53,000210
Collaterized mortgage obligations$1,347,479,00056
CMOs issued by government agencies or sponsored agencies$1,110,397,00044
Privately issued$237,082,00052
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,998,0001,469
Available-for-sale securities (fair market value)$2,501,116,00088
Total debt securities$2,438,661,000104
Structured notes
Amortized cost$509,468,0005
Fair value$508,328,0005
Trading account assets$18,061,00067
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$2,635,145,00096
U.S. Government securities$1,901,112,00099
U.S. Treasury securities$100,883,00071
U.S. Government agency obligations$1,800,229,00094
Securities issued by states & political subdivisions$1,612,0004,699
Other domestic debt securities$631,381,00054
Privately issued residential mortgage-backed securities$293,523,00052
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$170,657,00032
Structured financial products - TotalNANA
Other domestic debt securities - All other$167,201,00054
Foreign debt securities$1,350,00088
Equity securities$99,690,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$307,572,000201
Mortgage-backed securities$1,562,982,00095
Certificates of participation in pools of residential mortgages$70,041,000605
Issued or guaranteed by U.S.$69,986,000599
Privately issued$55,000219
Collaterized mortgage obligations$1,492,941,00051
CMOs issued by government agencies or sponsored agencies$1,199,473,00040
Privately issued$293,468,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,696,0001,026
Available-for-sale securities (fair market value)$2,617,449,00086
Total debt securities$2,535,455,00099
Structured notes
Amortized cost$510,000,0004
Fair value$510,405,0004
Trading account assets$10,070,00080
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$2,839,047,00083
U.S. Government securities$1,626,846,000110
U.S. Treasury securities$5,601,000600
U.S. Government agency obligations$1,621,245,000102
Securities issued by states & political subdivisions$1,626,0004,640
Other domestic debt securities$760,496,00044
Privately issued residential mortgage-backed securities$330,824,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$221,698,00024
Structured financial products - TotalNANA
Other domestic debt securities - All other$207,974,00046
Foreign debt securities$1,350,00088
Equity securities$448,729,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$221,260,000251
Mortgage-backed securities$1,572,747,00097
Certificates of participation in pools of residential mortgages$81,060,000531
Issued or guaranteed by U.S.$81,002,000526
Privately issued$58,000220
Collaterized mortgage obligations$1,491,687,00053
CMOs issued by government agencies or sponsored agencies$1,160,921,00047
Privately issued$330,766,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,895,000610
Available-for-sale securities (fair market value)$2,805,152,00075
Total debt securities$2,390,318,000102
Structured notes
Amortized cost$375,000,0004
Fair value$377,270,0004
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$3,284,644,00073
U.S. Government securities$1,856,538,000101
U.S. Treasury securities$5,594,000613
U.S. Government agency obligations$1,850,944,00094
Securities issued by states & political subdivisions$1,637,0004,556
Other domestic debt securities$1,027,069,00037
Privately issued residential mortgage-backed securities$452,680,00042
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$250,614,00023
Structured financial products - TotalNANA
Other domestic debt securities - All other$323,775,00028
Foreign debt securities$1,350,00085
Equity securities$398,050,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,827,000236
Mortgage-backed securities$1,900,814,00086
Certificates of participation in pools of residential mortgages$101,707,000455
Issued or guaranteed by U.S.$101,647,000450
Privately issued$60,000220
Collaterized mortgage obligations$1,799,107,00047
CMOs issued by government agencies or sponsored agencies$1,346,487,00041
Privately issued$452,620,00035
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$74,586,000285
Available-for-sale securities (fair market value)$3,210,058,00064
Total debt securities$2,886,594,00079
Structured notes
Amortized cost$325,000,0005
Fair value$325,778,0005
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$3,463,689,00071
U.S. Government securities$1,976,494,00096
U.S. Treasury securities$5,488,000650
U.S. Government agency obligations$1,971,006,00089
Securities issued by states & political subdivisions$1,647,0004,557
Other domestic debt securities$1,163,337,00033
Privately issued residential mortgage-backed securities$533,582,00040
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$286,970,00021
Structured financial products - TotalNANA
Other domestic debt securities - All other$342,785,00028
Foreign debt securities$1,350,00085
Equity securities$320,861,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$397,971,000160
Mortgage-backed securities$1,898,996,00085
Certificates of participation in pools of residential mortgages$120,504,000366
Issued or guaranteed by U.S.$120,441,000363
Privately issued$63,000222
Collaterized mortgage obligations$1,778,492,00048
CMOs issued by government agencies or sponsored agencies$1,244,973,00041
Privately issued$533,519,00034
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,030,000785
Available-for-sale securities (fair market value)$3,438,659,00060
Total debt securities$3,142,828,00076
Structured notes
Amortized cost$369,925,0004
Fair value$370,442,0004
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$3,299,536,00066
U.S. Government securities$1,385,230,000110
U.S. Treasury securities$16,014,000310
U.S. Government agency obligations$1,369,216,000104
Securities issued by states & political subdivisions$7,868,0002,099
Other domestic debt securities$1,613,572,00027
Privately issued residential mortgage-backed securities$598,776,00034
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$283,375,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$731,421,00010
Foreign debt securities$1,350,00093
Equity securities$291,516,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$556,870,000111
Mortgage-backed securities$1,965,920,00074
Certificates of participation in pools of residential mortgages$88,377,000418
Issued or guaranteed by U.S.$88,308,000411
Privately issued$69,000224
Collaterized mortgage obligations$1,877,543,00040
CMOs issued by government agencies or sponsored agencies$1,278,836,00039
Privately issued$598,707,00031
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$274,088,00080
Available-for-sale securities (fair market value)$3,025,448,00063
Total debt securities$3,008,020,00073
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$2,061,000118
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$3,034,547,00067
U.S. Government securities$1,217,987,000113
U.S. Treasury securities$62,922,000129
U.S. Government agency obligations$1,155,065,000106
Securities issued by states & political subdivisions$23,750,000625
Other domestic debt securities$1,448,677,00029
Privately issued residential mortgage-backed securities$179,709,00061
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,268,968,00016
Foreign debt securities$22,263,00024
Equity securities$321,870,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$650,090,000106
Mortgage-backed securities$1,055,248,00099
Certificates of participation in pools of residential mortgages$528,463,00099
Issued or guaranteed by U.S.$528,387,00097
Privately issued$76,000259
Collaterized mortgage obligations$526,785,00077
CMOs issued by government agencies or sponsored agencies$347,152,00085
Privately issued$179,633,00053
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$577,563,00062
Available-for-sale securities (fair market value)$2,456,984,00067
Total debt securities$2,712,677,00073
Structured notes
Amortized cost$29,354,00013
Fair value$29,354,00013
Trading account assets$4,303,00090
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$2,611,544,00080
U.S. Government securities$1,161,165,000124
U.S. Treasury securities$90,014,000125
U.S. Government agency obligations$1,071,151,000118
Securities issued by states & political subdivisions$35,572,000387
Other domestic debt securities$1,137,252,00032
Privately issued residential mortgage-backed securities$93,957,000100
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,043,295,00015
Foreign debt securities$20,494,00028
Equity securities$257,061,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,080,699,00081
Mortgage-backed securities$903,836,000121
Certificates of participation in pools of residential mortgages$557,556,000102
Issued or guaranteed by U.S.$557,473,000100
Privately issued$83,000246
Collaterized mortgage obligations$346,280,000117
CMOs issued by government agencies or sponsored agencies$252,406,000120
Privately issued$93,874,00090
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$401,108,00086
Available-for-sale securities (fair market value)$2,210,436,00078
Total debt securities$2,354,483,00083
Structured notes
Amortized cost$45,005,00014
Fair value$43,147,00014
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$2,493,769,00073
U.S. Government securities$997,063,000131
U.S. Treasury securities$28,092,000498
U.S. Government agency obligations$968,971,000118
Securities issued by states & political subdivisions$52,833,000228
Other domestic debt securities$938,389,00031
Privately issued residential mortgage-backed securities$209,893,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$728,496,00014
Foreign debt securities$22,980,00027
Equity securities$482,504,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$294,919,000174
Mortgage-backed securities$942,488,000118
Certificates of participation in pools of residential mortgages$475,489,000121
Issued or guaranteed by U.S.$475,331,000118
Privately issued$158,000257
Collaterized mortgage obligations$466,999,00092
CMOs issued by government agencies or sponsored agencies$257,264,000113
Privately issued$209,735,00051
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$423,873,00080
Available-for-sale securities (fair market value)$2,069,896,00077
Total debt securities$2,011,265,00087
Structured notes
Amortized cost$24,998,00029
Fair value$24,718,00030
Trading account assets$5,463,000103
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$1,922,070,00090
U.S. Government securities$589,612,000200
U.S. Treasury securities$73,778,000259
U.S. Government agency obligations$515,834,000189
Securities issued by states & political subdivisions$71,729,000130
Other domestic debt securities$559,469,00036
Privately issued residential mortgage-backed securities$182,571,00053
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$376,898,00021
Foreign debt securities$19,973,00030
Equity securities$681,287,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$295,107,000165
Mortgage-backed securities$513,376,000164
Certificates of participation in pools of residential mortgages$412,0006,350
Issued or guaranteed by U.S.$07,996
Privately issued$412,000257
Collaterized mortgage obligations$512,964,00071
CMOs issued by government agencies or sponsored agencies$330,805,00087
Privately issued$182,159,00037
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$460,878,00087
Available-for-sale securities (fair market value)$1,461,192,00089
Total debt securities$1,240,783,000133
Structured notes
Amortized cost$9,958,000137
Fair value$9,972,000131
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$1,713,233,000104
U.S. Government securities$764,315,000181
U.S. Treasury securities$94,470,000256
U.S. Government agency obligations$669,845,000156
Securities issued by states & political subdivisions$77,100,000115
Other domestic debt securities$369,939,00049
Privately issued residential mortgage-backed securities$100,530,00082
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$269,409,00023
Foreign debt securities$2,564,00092
Equity securities$499,315,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$529,596,000119
Mortgage-backed securities$510,311,000175
Certificates of participation in pools of residential mortgages$474,0006,748
Issued or guaranteed by U.S.$08,513
Privately issued$474,000310
Collaterized mortgage obligations$509,837,00068
CMOs issued by government agencies or sponsored agencies$409,781,00062
Privately issued$100,056,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$472,103,00098
Available-for-sale securities (fair market value)$1,241,130,00094
Total debt securities$1,221,697,000141
Structured notes
Amortized cost$19,694,00065
Fair value$19,867,00063
Trading account assets$2,805,000139
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$1,702,003,000108
U.S. Government securities$974,797,000155
U.S. Treasury securities$115,567,000242
U.S. Government agency obligations$859,230,000130
Securities issued by states & political subdivisions$67,295,000142
Other domestic debt securities$493,036,00044
Privately issued residential mortgage-backed securities$123,979,00082
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$369,057,00022
Foreign debt securities$585,000200
Equity securities$166,290,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$659,126,000109
Mortgage-backed securities$691,822,000159
Certificates of participation in pools of residential mortgages$625,0006,738
Issued or guaranteed by U.S.$08,868
Privately issued$625,000333
Collaterized mortgage obligations$691,197,00054
CMOs issued by government agencies or sponsored agencies$567,843,00056
Privately issued$123,354,00054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$555,296,00098
Available-for-sale securities (fair market value)$1,146,707,000107
Total debt securities$1,534,140,000118
Structured notes
Amortized cost$39,755,00048
Fair value$39,566,00048
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$1,526,115,000138
U.S. Government securities$829,087,000187
U.S. Treasury securities$115,722,000306
U.S. Government agency obligations$713,365,000150
Securities issued by states & political subdivisions$20,396,000594
Other domestic debt securities$496,041,00040
Privately issued residential mortgage-backed securities$112,221,00087
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$383,820,00017
Foreign debt securities$590,000225
Equity securities$180,001,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$663,222,000115
Mortgage-backed securities$780,937,000141
Certificates of participation in pools of residential mortgages$743,0006,877
Issued or guaranteed by U.S.$09,346
Privately issued$743,000299
Collaterized mortgage obligations$780,194,00051
CMOs issued by government agencies or sponsored agencies$668,716,00051
Privately issued$111,478,00048
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$932,964,000139
Available-for-sale securities (fair market value)$593,151,000118
Total debt securities$1,367,633,000147
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$1,458,284,000135
U.S. Government securities$985,487,000166
U.S. Treasury securities$151,472,000269
U.S. Government agency obligations$834,015,000113
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$341,003,00061
Privately issued residential mortgage-backed securities$179,322,00066
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$161,681,00046
Foreign debt securities$91,000422
Equity securities$131,703,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$412,391,000146
Mortgage-backed securities$1,013,337,000103
Certificates of participation in pools of residential mortgages$1,040,0007,011
Issued or guaranteed by U.S.$09,878
Privately issued$1,040,000361
Collaterized mortgage obligations$1,012,297,00037
CMOs issued by government agencies or sponsored agencies$834,015,00039
Privately issued$178,282,00029
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,326,582,000150
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$16,815,000105
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$786,445,000233
U.S. Government securities$349,772,000366
U.S. Treasury securities$97,389,000393
U.S. Government agency obligations$252,383,000343
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$326,255,00064
Privately issued residential mortgage-backed securities$115,782,00088
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$210,473,00039
Foreign debt securities$95,000441
Equity securities$110,323,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$136,386,000291
Mortgage-backed securities$368,165,000245
Certificates of participation in pools of residential mortgages$1,849,0006,331
Issued or guaranteed by U.S.$010,148
Privately issued$1,849,000361
Collaterized mortgage obligations$366,316,000107
CMOs issued by government agencies or sponsored agencies$252,383,000133
Privately issued$113,933,00042
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$676,123,000258
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