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Platte Valley Bank, Securities

2021-12-31Rank
Total securities$25,357,0003,450
U.S. Government securities$15,329,0003,220
U.S. Treasury securities$1,988,0001,780
U.S. Government agency obligations$13,341,0003,049
Securities issued by states & political subdivisions$10,028,0002,706
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,631,0002,860
Mortgage-backed securities$8,907,0002,845
Certificates of participation in pools of residential mortgages$1,155,0003,445
Issued or guaranteed by U.S.$1,155,0003,340
Privately issued$0246
Collaterized mortgage obligations$7,752,0001,329
CMOs issued by government agencies or sponsored agencies$7,752,0001,277
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$10,028,000768
Available-for-sale securities (fair market value)$15,329,0003,663
Total debt securities$25,358,0003,430
Structured notes
Amortized cost$1,500,000573
Fair value$1,485,000590
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$19,701,0003,654
U.S. Government securities$10,255,0003,527
U.S. Treasury securities$499,0001,917
U.S. Government agency obligations$9,756,0003,326
Securities issued by states & political subdivisions$9,446,0002,742
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,614,0002,878
Mortgage-backed securities$7,272,0003,002
Certificates of participation in pools of residential mortgages$1,249,0003,457
Issued or guaranteed by U.S.$1,249,0003,363
Privately issued$0234
Collaterized mortgage obligations$6,023,0001,475
CMOs issued by government agencies or sponsored agencies$6,023,0001,429
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$9,446,000764
Available-for-sale securities (fair market value)$10,255,0003,897
Total debt securities$19,701,0003,633
Structured notes
Amortized cost$500,000730
Fair value$492,000780
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$18,021,0003,706
U.S. Government securities$7,184,0003,745
U.S. Treasury securities$498,0001,824
U.S. Government agency obligations$6,686,0003,578
Securities issued by states & political subdivisions$9,489,0002,718
Other domestic debt securities$1,348,0001,690
Privately issued residential mortgage-backed securities$1,348,000407
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,134,0003,127
Mortgage-backed securities$5,756,0003,131
Certificates of participation in pools of residential mortgages$1,348,0003,453
Issued or guaranteed by U.S.$03,990
Privately issued$1,348,000164
Collaterized mortgage obligations$4,408,0001,614
CMOs issued by government agencies or sponsored agencies$4,408,0001,574
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$9,489,000740
Available-for-sale securities (fair market value)$8,532,0003,986
Total debt securities$18,021,0003,682
Structured notes
Amortized cost$500,000662
Fair value$490,000720
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$16,624,0003,697
U.S. Government securities$6,067,0003,776
U.S. Treasury securities$496,0001,538
U.S. Government agency obligations$5,571,0003,643
Securities issued by states & political subdivisions$9,100,0002,725
Other domestic debt securities$1,457,0001,636
Privately issued residential mortgage-backed securities$1,457,000400
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,273,0003,088
Mortgage-backed securities$4,755,0003,208
Certificates of participation in pools of residential mortgages$1,457,0003,400
Issued or guaranteed by U.S.$03,983
Privately issued$1,457,000167
Collaterized mortgage obligations$3,298,0001,734
CMOs issued by government agencies or sponsored agencies$3,298,0001,693
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$9,100,000715
Available-for-sale securities (fair market value)$7,524,0004,022
Total debt securities$16,623,0003,672
Structured notes
Amortized cost$500,000473
Fair value$488,000509
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$13,499,0003,805
U.S. Government securities$3,886,0003,939
U.S. Treasury securities$01,194
U.S. Government agency obligations$3,886,0003,790
Securities issued by states & political subdivisions$8,280,0002,789
Other domestic debt securities$1,333,0001,605
Privately issued residential mortgage-backed securities$1,333,000379
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,222,0003,109
Mortgage-backed securities$4,958,0003,162
Certificates of participation in pools of residential mortgages$1,333,0003,419
Issued or guaranteed by U.S.$03,991
Privately issued$1,333,000146
Collaterized mortgage obligations$3,625,0001,719
CMOs issued by government agencies or sponsored agencies$3,625,0001,675
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$8,280,000723
Available-for-sale securities (fair market value)$5,219,0004,139
Total debt securities$13,499,0003,782
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$14,306,0003,699
U.S. Government securities$3,676,0003,987
U.S. Treasury securities$01,216
U.S. Government agency obligations$3,676,0003,831
Securities issued by states & political subdivisions$9,183,0002,563
Other domestic debt securities$1,447,0001,551
Privately issued residential mortgage-backed securities$1,447,000381
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,198,0003,130
Mortgage-backed securities$4,860,0003,168
Certificates of participation in pools of residential mortgages$1,447,0003,376
Issued or guaranteed by U.S.$03,999
Privately issued$1,447,000159
Collaterized mortgage obligations$3,413,0001,783
CMOs issued by government agencies or sponsored agencies$3,413,0001,738
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$9,183,000693
Available-for-sale securities (fair market value)$5,123,0004,127
Total debt securities$14,307,0003,676
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$15,933,0003,584
U.S. Government securities$4,862,0003,845
U.S. Treasury securities$01,251
U.S. Government agency obligations$4,862,0003,685
Securities issued by states & political subdivisions$9,534,0002,464
Other domestic debt securities$1,537,0001,455
Privately issued residential mortgage-backed securities$1,537,000355
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,020,0003,060
Mortgage-backed securities$4,984,0003,159
Certificates of participation in pools of residential mortgages$1,537,0003,354
Issued or guaranteed by U.S.$04,016
Privately issued$1,537,000150
Collaterized mortgage obligations$3,447,0001,814
CMOs issued by government agencies or sponsored agencies$3,447,0001,772
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$9,534,000684
Available-for-sale securities (fair market value)$6,399,0004,041
Total debt securities$15,932,0003,559
Structured notes
Amortized cost$250,000346
Fair value$250,000354
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$15,708,0003,591
U.S. Government securities$5,981,0003,765
U.S. Treasury securities$01,297
U.S. Government agency obligations$5,981,0003,587
Securities issued by states & political subdivisions$8,115,0002,543
Other domestic debt securities$1,612,0001,387
Privately issued residential mortgage-backed securities$1,612,000365
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,298,0003,279
Mortgage-backed securities$5,177,0003,133
Certificates of participation in pools of residential mortgages$1,612,0003,345
Issued or guaranteed by U.S.$04,042
Privately issued$1,612,000158
Collaterized mortgage obligations$3,565,0001,801
CMOs issued by government agencies or sponsored agencies$3,565,0001,757
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$8,115,000750
Available-for-sale securities (fair market value)$7,593,0003,983
Total debt securities$15,709,0003,568
Structured notes
Amortized cost$250,000503
Fair value$250,000507
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$15,178,0003,669
U.S. Government securities$6,146,0003,829
U.S. Treasury securities$01,363
U.S. Government agency obligations$6,146,0003,669
Securities issued by states & political subdivisions$7,391,0002,630
Other domestic debt securities$1,641,0001,350
Privately issued residential mortgage-backed securities$1,641,000341
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,401,0003,314
Mortgage-backed securities$4,040,0003,269
Certificates of participation in pools of residential mortgages$1,641,0003,315
Issued or guaranteed by U.S.$04,080
Privately issued$1,641,000141
Collaterized mortgage obligations$2,399,0002,029
CMOs issued by government agencies or sponsored agencies$2,399,0001,977
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$7,391,000818
Available-for-sale securities (fair market value)$7,787,0004,016
Total debt securities$15,179,0003,647
Structured notes
Amortized cost$250,000637
Fair value$249,000650
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$14,369,0003,789
U.S. Government securities$6,380,0003,874
U.S. Treasury securities$01,429
U.S. Government agency obligations$6,380,0003,703
Securities issued by states & political subdivisions$7,989,0002,556
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,862,0003,488
Mortgage-backed securities$2,131,0003,605
Certificates of participation in pools of residential mortgages$193,0003,902
Issued or guaranteed by U.S.$193,0003,831
Privately issued$0287
Collaterized mortgage obligations$1,938,0002,131
CMOs issued by government agencies or sponsored agencies$1,938,0002,087
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$7,989,000836
Available-for-sale securities (fair market value)$6,380,0004,200
Total debt securities$14,369,0003,765
Structured notes
Amortized cost$1,000,000491
Fair value$998,000548
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$14,223,0003,860
U.S. Government securities$6,652,0003,910
U.S. Treasury securities$01,467
U.S. Government agency obligations$6,652,0003,747
Securities issued by states & political subdivisions$7,359,0002,708
Other domestic debt securities$212,0001,894
Privately issued residential mortgage-backed securities$212,000508
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,252,0003,454
Mortgage-backed securities$1,575,0003,707
Certificates of participation in pools of residential mortgages$212,0003,913
Issued or guaranteed by U.S.$04,153
Privately issued$212,000193
Collaterized mortgage obligations$1,363,0002,246
CMOs issued by government agencies or sponsored agencies$1,363,0002,199
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$7,359,000883
Available-for-sale securities (fair market value)$6,864,0004,206
Total debt securities$14,223,0003,839
Structured notes
Amortized cost$1,000,000545
Fair value$996,000602
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$13,323,0003,975
U.S. Government securities$6,010,0004,032
U.S. Treasury securities$01,516
U.S. Government agency obligations$6,010,0003,871
Securities issued by states & political subdivisions$7,085,0002,796
Other domestic debt securities$228,0001,896
Privately issued residential mortgage-backed securities$228,000517
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,269,0003,496
Mortgage-backed securities$1,300,0003,795
Certificates of participation in pools of residential mortgages$228,0003,935
Issued or guaranteed by U.S.$04,196
Privately issued$228,000194
Collaterized mortgage obligations$1,072,0002,335
CMOs issued by government agencies or sponsored agencies$1,072,0002,285
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$7,085,000912
Available-for-sale securities (fair market value)$6,238,0004,308
Total debt securities$13,323,0003,953
Structured notes
Amortized cost$1,250,000536
Fair value$1,236,000537
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$13,209,0004,015
U.S. Government securities$6,225,0004,043
U.S. Treasury securities$01,513
U.S. Government agency obligations$6,225,0003,891
Securities issued by states & political subdivisions$6,984,0002,864
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,283,0003,532
Mortgage-backed securities$1,344,0003,804
Certificates of participation in pools of residential mortgages$251,0003,956
Issued or guaranteed by U.S.$251,0003,900
Privately issued$0211
Collaterized mortgage obligations$1,093,0002,342
CMOs issued by government agencies or sponsored agencies$1,093,0002,292
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$6,984,000958
Available-for-sale securities (fair market value)$6,225,0004,350
Total debt securities$13,209,0003,995
Structured notes
Amortized cost$1,250,000545
Fair value$1,226,000546
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$14,119,0003,989
U.S. Government securities$6,528,0004,051
U.S. Treasury securities$01,500
U.S. Government agency obligations$6,528,0003,903
Securities issued by states & political subdivisions$7,591,0002,824
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,707,0003,500
Mortgage-backed securities$1,393,0003,836
Certificates of participation in pools of residential mortgages$270,0004,002
Issued or guaranteed by U.S.$270,0003,978
Privately issued$0145
Collaterized mortgage obligations$1,123,0002,334
CMOs issued by government agencies or sponsored agencies$1,123,0002,285
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$7,591,000954
Available-for-sale securities (fair market value)$6,528,0004,366
Total debt securities$14,119,0003,966
Structured notes
Amortized cost$1,494,000522
Fair value$1,460,000518
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$15,147,0003,973
U.S. Government securities$6,962,0004,003
U.S. Treasury securities$01,475
U.S. Government agency obligations$6,962,0003,849
Securities issued by states & political subdivisions$7,877,0002,834
Other domestic debt securities$308,0001,973
Privately issued residential mortgage-backed securities$308,000660
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,554,0003,393
Mortgage-backed securities$1,495,0003,860
Certificates of participation in pools of residential mortgages$308,0004,033
Issued or guaranteed by U.S.$04,304
Privately issued$308,000345
Collaterized mortgage obligations$1,187,0002,328
CMOs issued by government agencies or sponsored agencies$1,187,0002,276
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$7,877,000956
Available-for-sale securities (fair market value)$7,270,0004,361
Total debt securities$15,149,0003,949
Structured notes
Amortized cost$1,494,000530
Fair value$1,461,000525
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$15,216,0004,009
U.S. Government securities$7,370,0004,011
U.S. Treasury securities$01,426
U.S. Government agency obligations$7,370,0003,860
Securities issued by states & political subdivisions$7,846,0002,878
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,076,0003,367
Mortgage-backed securities$1,585,0003,866
Certificates of participation in pools of residential mortgages$346,0004,057
Issued or guaranteed by U.S.$346,0004,050
Privately issued$067
Collaterized mortgage obligations$1,239,0002,316
CMOs issued by government agencies or sponsored agencies$1,239,0002,254
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$7,716,000977
Available-for-sale securities (fair market value)$7,500,0004,387
Total debt securities$15,216,0003,988
Structured notes
Amortized cost$1,463,000517
Fair value$1,494,000504
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$14,796,0004,111
U.S. Government securities$6,997,0004,104
U.S. Treasury securities$01,328
U.S. Government agency obligations$6,997,0003,965
Securities issued by states & political subdivisions$7,799,0002,945
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,888,0002,678
Mortgage-backed securities$1,676,0003,888
Certificates of participation in pools of residential mortgages$373,0004,093
Issued or guaranteed by U.S.$373,0004,088
Privately issued$064
Collaterized mortgage obligations$1,303,0002,281
CMOs issued by government agencies or sponsored agencies$1,303,0002,219
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$7,802,000987
Available-for-sale securities (fair market value)$6,994,0004,497
Total debt securities$14,797,0004,089
Structured notes
Amortized cost$1,494,000518
Fair value$1,470,000512
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$15,243,0004,135
U.S. Government securities$7,188,0004,122
U.S. Treasury securities$01,313
U.S. Government agency obligations$7,188,0003,980
Securities issued by states & political subdivisions$8,055,0002,942
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,521,0002,834
Mortgage-backed securities$1,814,0003,910
Certificates of participation in pools of residential mortgages$430,0004,120
Issued or guaranteed by U.S.$430,0004,116
Privately issued$069
Collaterized mortgage obligations$1,384,0002,280
CMOs issued by government agencies or sponsored agencies$1,384,0002,220
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$8,058,0001,009
Available-for-sale securities (fair market value)$7,185,0004,519
Total debt securities$15,243,0004,109
Structured notes
Amortized cost$1,246,000566
Fair value$1,233,000562
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$14,660,0004,205
U.S. Government securities$7,292,0004,153
U.S. Treasury securities$01,351
U.S. Government agency obligations$7,292,0004,022
Securities issued by states & political subdivisions$7,368,0003,089
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,961,0002,803
Mortgage-backed securities$1,919,0003,929
Certificates of participation in pools of residential mortgages$462,0004,137
Issued or guaranteed by U.S.$462,0004,132
Privately issued$067
Collaterized mortgage obligations$1,457,0002,290
CMOs issued by government agencies or sponsored agencies$1,457,0002,225
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$7,372,0001,061
Available-for-sale securities (fair market value)$7,288,0004,542
Total debt securities$14,658,0004,185
Structured notes
Amortized cost$1,246,000593
Fair value$1,236,000591
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$14,724,0004,254
U.S. Government securities$7,383,0004,203
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,383,0004,069
Securities issued by states & political subdivisions$7,341,0003,127
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,986,0002,947
Mortgage-backed securities$2,033,0003,959
Certificates of participation in pools of residential mortgages$503,0004,176
Issued or guaranteed by U.S.$503,0004,172
Privately issued$066
Collaterized mortgage obligations$1,530,0002,298
CMOs issued by government agencies or sponsored agencies$1,530,0002,230
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$7,345,0001,083
Available-for-sale securities (fair market value)$7,379,0004,592
Total debt securities$14,725,0004,233
Structured notes
Amortized cost$1,246,000608
Fair value$1,229,000606
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$14,532,0004,265
U.S. Government securities$6,975,0004,275
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,975,0004,135
Securities issued by states & political subdivisions$7,557,0003,125
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,315,0002,923
Mortgage-backed securities$2,129,0003,954
Certificates of participation in pools of residential mortgages$534,0004,193
Issued or guaranteed by U.S.$534,0004,186
Privately issued$071
Collaterized mortgage obligations$1,595,0002,276
CMOs issued by government agencies or sponsored agencies$1,595,0002,200
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)$7,562,0001,073
Available-for-sale securities (fair market value)$6,970,0004,645
Total debt securities$14,532,0004,244
Structured notes
Amortized cost$1,246,000603
Fair value$1,223,000601
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$14,807,0004,275
U.S. Government securities$6,734,0004,335
U.S. Treasury securities$01,214
U.S. Government agency obligations$6,734,0004,213
Securities issued by states & political subdivisions$8,073,0003,059
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,473,0002,926
Mortgage-backed securities$2,312,0003,957
Certificates of participation in pools of residential mortgages$580,0004,206
Issued or guaranteed by U.S.$580,0004,203
Privately issued$067
Collaterized mortgage obligations$1,732,0002,258
CMOs issued by government agencies or sponsored agencies$1,732,0002,186
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)$8,078,0001,048
Available-for-sale securities (fair market value)$6,729,0004,705
Total debt securities$14,806,0004,251
Structured notes
Amortized cost$1,246,000589
Fair value$1,245,000585
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$15,245,0004,300
U.S. Government securities$7,146,0004,360
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,146,0004,236
Securities issued by states & political subdivisions$8,099,0003,044
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,437,0002,976
Mortgage-backed securities$2,216,0004,013
Certificates of participation in pools of residential mortgages$631,0004,237
Issued or guaranteed by U.S.$631,0004,232
Privately issued$071
Collaterized mortgage obligations$1,585,0002,320
CMOs issued by government agencies or sponsored agencies$1,585,0002,253
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)$8,005,0001,081
Available-for-sale securities (fair market value)$7,240,0004,711
Total debt securities$15,245,0004,277
Structured notes
Amortized cost$996,000861
Fair value$1,000,000780
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$15,323,0004,344
U.S. Government securities$6,836,0004,528
U.S. Treasury securities$01,296
U.S. Government agency obligations$6,836,0004,404
Securities issued by states & political subdivisions$8,487,0002,997
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,911,0003,212
Mortgage-backed securities$1,679,0004,191
Certificates of participation in pools of residential mortgages$676,0004,252
Issued or guaranteed by U.S.$676,0004,248
Privately issued$066
Collaterized mortgage obligations$1,003,0002,556
CMOs issued by government agencies or sponsored agencies$1,003,0002,481
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)$8,342,0001,097
Available-for-sale securities (fair market value)$6,981,0004,808
Total debt securities$15,325,0004,323
Structured notes
Amortized cost$1,247,000824
Fair value$1,247,000823
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$15,140,0004,421
U.S. Government securities$7,056,0004,536
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,056,0004,411
Securities issued by states & political subdivisions$8,084,0003,072
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,246,0003,204
Mortgage-backed securities$1,114,0004,369
Certificates of participation in pools of residential mortgages$713,0004,268
Issued or guaranteed by U.S.$713,0004,265
Privately issued$066
Collaterized mortgage obligations$401,0002,900
CMOs issued by government agencies or sponsored agencies$401,0002,807
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)$7,939,0001,134
Available-for-sale securities (fair market value)$7,201,0004,827
Total debt securities$15,139,0004,401
Structured notes
Amortized cost$1,453,000908
Fair value$1,472,000899
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$14,225,0004,593
U.S. Government securities$6,564,0004,696
U.S. Treasury securities$01,303
U.S. Government agency obligations$6,564,0004,576
Securities issued by states & political subdivisions$7,661,0003,168
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,341,0003,369
Mortgage-backed securities$840,0004,539
Certificates of participation in pools of residential mortgages$419,0004,483
Issued or guaranteed by U.S.$419,0004,479
Privately issued$065
Collaterized mortgage obligations$421,0002,940
CMOs issued by government agencies or sponsored agencies$421,0002,847
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)$7,316,0001,177
Available-for-sale securities (fair market value)$6,909,0004,938
Total debt securities$14,222,0004,572
Structured notes
Amortized cost$1,452,0001,046
Fair value$1,472,0001,040
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$14,712,0004,626
U.S. Government securities$6,944,0004,764
U.S. Treasury securities$01,348
U.S. Government agency obligations$6,944,0004,653
Securities issued by states & political subdivisions$7,768,0003,148
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,821,0003,331
Mortgage-backed securities$876,0004,609
Certificates of participation in pools of residential mortgages$440,0004,544
Issued or guaranteed by U.S.$440,0004,541
Privately issued$067
Collaterized mortgage obligations$436,0002,986
CMOs issued by government agencies or sponsored agencies$436,0002,892
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)$7,422,0001,196
Available-for-sale securities (fair market value)$7,290,0004,989
Total debt securities$14,713,0004,606
Structured notes
Amortized cost$1,452,0001,174
Fair value$1,461,0001,164
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$14,874,0004,670
U.S. Government securities$7,039,0004,818
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,039,0004,712
Securities issued by states & political subdivisions$7,835,0003,123
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,051,0003,649
Mortgage-backed securities$938,0004,650
Certificates of participation in pools of residential mortgages$480,0004,573
Issued or guaranteed by U.S.$480,0004,568
Privately issued$070
Collaterized mortgage obligations$458,0003,008
CMOs issued by government agencies or sponsored agencies$458,0002,910
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)$7,389,0001,209
Available-for-sale securities (fair market value)$7,485,0005,023
Total debt securities$14,870,0004,646
Structured notes
Amortized cost$1,697,0001,165
Fair value$1,720,0001,155
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$16,036,0004,619
U.S. Government securities$8,054,0004,712
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,054,0004,594
Securities issued by states & political subdivisions$7,982,0003,134
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,667,0003,769
Mortgage-backed securities$981,0004,722
Certificates of participation in pools of residential mortgages$513,0004,634
Issued or guaranteed by U.S.$513,0004,629
Privately issued$075
Collaterized mortgage obligations$468,0003,055
CMOs issued by government agencies or sponsored agencies$468,0002,960
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)$7,391,0001,226
Available-for-sale securities (fair market value)$8,645,0004,966
Total debt securities$16,034,0004,599
Structured notes
Amortized cost$2,994,000908
Fair value$3,002,000865
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$16,988,0004,632
U.S. Government securities$8,574,0004,739
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,574,0004,622
Securities issued by states & political subdivisions$8,414,0003,107
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,844,0003,595
Mortgage-backed securities$1,017,0004,785
Certificates of participation in pools of residential mortgages$537,0004,707
Issued or guaranteed by U.S.$537,0004,704
Privately issued$073
Collaterized mortgage obligations$480,0003,099
CMOs issued by government agencies or sponsored agencies$480,0002,986
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)$7,593,0001,238
Available-for-sale securities (fair market value)$9,395,0004,989
Total debt securities$16,989,0004,613
Structured notes
Amortized cost$3,746,000873
Fair value$3,754,000865
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$17,311,0004,660
U.S. Government securities$8,617,0004,794
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,617,0004,685
Securities issued by states & political subdivisions$8,694,0003,095
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,887,0003,609
Mortgage-backed securities$1,066,0004,823
Certificates of participation in pools of residential mortgages$568,0004,737
Issued or guaranteed by U.S.$568,0004,735
Privately issued$075
Collaterized mortgage obligations$498,0003,117
CMOs issued by government agencies or sponsored agencies$498,0003,011
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)$7,535,0001,255
Available-for-sale securities (fair market value)$9,776,0004,992
Total debt securities$17,308,0004,641
Structured notes
Amortized cost$3,745,000906
Fair value$3,750,000892
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$16,290,0004,801
U.S. Government securities$7,935,0004,953
U.S. Treasury securities$01,198
U.S. Government agency obligations$7,935,0004,853
Securities issued by states & political subdivisions$8,355,0003,167
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,134,0004,178
Mortgage-backed securities$821,0004,933
Certificates of participation in pools of residential mortgages$591,0004,771
Issued or guaranteed by U.S.$591,0004,767
Privately issued$076
Collaterized mortgage obligations$230,0003,311
CMOs issued by government agencies or sponsored agencies$230,0003,194
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)$7,147,0001,269
Available-for-sale securities (fair market value)$9,143,0005,107
Total debt securities$16,293,0004,778
Structured notes
Amortized cost$2,246,0001,184
Fair value$2,239,0001,171
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$16,149,0004,827
U.S. Government securities$7,889,0004,956
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,889,0004,855
Securities issued by states & political subdivisions$8,260,0003,169
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,332,0004,159
Mortgage-backed securities$843,0004,966
Certificates of participation in pools of residential mortgages$612,0004,791
Issued or guaranteed by U.S.$612,0004,787
Privately issued$081
Collaterized mortgage obligations$231,0003,320
CMOs issued by government agencies or sponsored agencies$231,0003,199
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)$7,000,0001,261
Available-for-sale securities (fair market value)$9,149,0005,144
Total debt securities$16,148,0004,803
Structured notes
Amortized cost$2,495,0001,115
Fair value$2,463,0001,083
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$16,410,0004,852
U.S. Government securities$8,222,0004,934
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,222,0004,832
Securities issued by states & political subdivisions$8,188,0003,193
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,652,0004,109
Mortgage-backed securities$882,0004,992
Certificates of participation in pools of residential mortgages$635,0004,820
Issued or guaranteed by U.S.$635,0004,815
Privately issued$080
Collaterized mortgage obligations$247,0003,342
CMOs issued by government agencies or sponsored agencies$247,0003,214
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)$6,779,0001,249
Available-for-sale securities (fair market value)$9,631,0005,151
Total debt securities$16,411,0004,814
Structured notes
Amortized cost$2,244,0001,150
Fair value$2,224,0001,138
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$14,161,0005,065
U.S. Government securities$6,297,0005,259
U.S. Treasury securities$01,152
U.S. Government agency obligations$6,297,0005,147
Securities issued by states & political subdivisions$7,864,0003,245
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,780,0004,312
Mortgage-backed securities$415,0005,209
Certificates of participation in pools of residential mortgages$153,0005,127
Issued or guaranteed by U.S.$153,0005,120
Privately issued$083
Collaterized mortgage obligations$262,0003,353
CMOs issued by government agencies or sponsored agencies$262,0003,221
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)$6,417,0001,217
Available-for-sale securities (fair market value)$7,744,0005,377
Total debt securities$14,162,0005,032
Structured notes
Amortized cost$1,750,0001,316
Fair value$1,725,0001,317
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$13,638,0005,151
U.S. Government securities$6,477,0005,287
U.S. Treasury securities$01,161
U.S. Government agency obligations$6,477,0005,171
Securities issued by states & political subdivisions$7,161,0003,348
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,142,0004,272
Mortgage-backed securities$455,0005,245
Certificates of participation in pools of residential mortgages$166,0005,161
Issued or guaranteed by U.S.$166,0005,156
Privately issued$083
Collaterized mortgage obligations$289,0003,378
CMOs issued by government agencies or sponsored agencies$289,0003,234
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)$5,507,0001,250
Available-for-sale securities (fair market value)$8,131,0005,387
Total debt securities$13,638,0005,113
Structured notes
Amortized cost$1,749,0001,347
Fair value$1,753,0001,345
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$13,309,0005,164
U.S. Government securities$6,040,0005,365
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,040,0005,248
Securities issued by states & political subdivisions$7,269,0003,288
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,376,0004,200
Mortgage-backed securities$496,0005,256
Certificates of participation in pools of residential mortgages$188,0005,179
Issued or guaranteed by U.S.$188,0005,175
Privately issued$085
Collaterized mortgage obligations$308,0003,412
CMOs issued by government agencies or sponsored agencies$308,0003,268
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)$5,510,0001,259
Available-for-sale securities (fair market value)$7,799,0005,449
Total debt securities$13,309,0005,136
Structured notes
Amortized cost$1,250,0001,533
Fair value$1,255,0001,535
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$14,390,0005,106
U.S. Government securities$6,339,0005,446
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,339,0005,333
Securities issued by states & political subdivisions$8,051,0003,128
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,445,0004,239
Mortgage-backed securities$534,0005,333
Certificates of participation in pools of residential mortgages$208,0005,264
Issued or guaranteed by U.S.$208,0005,256
Privately issued$088
Collaterized mortgage obligations$326,0003,482
CMOs issued by government agencies or sponsored agencies$326,0003,330
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)$5,520,0001,270
Available-for-sale securities (fair market value)$8,870,0005,385
Total debt securities$14,391,0005,079
Structured notes
Amortized cost$1,250,0001,661
Fair value$1,254,0001,665
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$13,979,0005,177
U.S. Government securities$6,141,0005,549
U.S. Treasury securities$01,068
U.S. Government agency obligations$6,141,0005,436
Securities issued by states & political subdivisions$7,838,0003,103
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,173,0004,336
Mortgage-backed securities$577,0005,352
Certificates of participation in pools of residential mortgages$229,0005,281
Issued or guaranteed by U.S.$229,0005,273
Privately issued$094
Collaterized mortgage obligations$348,0003,473
CMOs issued by government agencies or sponsored agencies$348,0003,317
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)$5,198,0001,302
Available-for-sale securities (fair market value)$8,781,0005,461
Total debt securities$13,979,0005,146
Structured notes
Amortized cost$1,500,0001,729
Fair value$1,506,0001,741
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$14,457,0005,190
U.S. Government securities$6,673,0005,567
U.S. Treasury securities$01,157
U.S. Government agency obligations$6,673,0005,456
Securities issued by states & political subdivisions$7,784,0003,026
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,290,0004,319
Mortgage-backed securities$631,0005,350
Certificates of participation in pools of residential mortgages$251,0005,282
Issued or guaranteed by U.S.$251,0005,276
Privately issued$094
Collaterized mortgage obligations$380,0003,490
CMOs issued by government agencies or sponsored agencies$380,0003,326
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)$4,968,0001,351
Available-for-sale securities (fair market value)$9,489,0005,422
Total debt securities$14,456,0005,165
Structured notes
Amortized cost$2,250,0001,623
Fair value$2,248,0001,625
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$13,765,0005,250
U.S. Government securities$6,033,0005,670
U.S. Treasury securities$01,076
U.S. Government agency obligations$6,033,0005,559
Securities issued by states & political subdivisions$7,732,0002,997
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,410,0004,080
Mortgage-backed securities$706,0005,313
Certificates of participation in pools of residential mortgages$286,0005,228
Issued or guaranteed by U.S.$286,0005,215
Privately issued$0121
Collaterized mortgage obligations$420,0003,421
CMOs issued by government agencies or sponsored agencies$420,0003,172
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$4,747,0001,400
Available-for-sale securities (fair market value)$9,018,0005,437
Total debt securities$13,765,0005,221
Structured notes
Amortized cost$2,250,0001,601
Fair value$2,252,0001,604
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$13,412,0005,260
U.S. Government securities$6,118,0005,646
U.S. Treasury securities$01,126
U.S. Government agency obligations$6,118,0005,536
Securities issued by states & political subdivisions$7,294,0003,019
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,924,0004,232
Mortgage-backed securities$521,0005,407
Certificates of participation in pools of residential mortgages$314,0005,221
Issued or guaranteed by U.S.$314,0005,206
Privately issued$0132
Collaterized mortgage obligations$207,0003,560
CMOs issued by government agencies or sponsored agencies$207,0003,290
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$3,989,0001,492
Available-for-sale securities (fair market value)$9,423,0005,369
Total debt securities$13,412,0005,230
Structured notes
Amortized cost$2,500,0001,566
Fair value$2,504,0001,588
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$12,855,0005,398
U.S. Government securities$6,133,0005,791
U.S. Treasury securities$01,225
U.S. Government agency obligations$6,133,0005,666
Securities issued by states & political subdivisions$6,722,0003,085
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,209,0004,188
Mortgage-backed securities$570,0005,393
Certificates of participation in pools of residential mortgages$341,0005,208
Issued or guaranteed by U.S.$341,0005,194
Privately issued$0125
Collaterized mortgage obligations$229,0003,540
CMOs issued by government agencies or sponsored agencies$229,0003,257
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$3,422,0001,589
Available-for-sale securities (fair market value)$9,433,0005,453
Total debt securities$12,855,0005,365
Structured notes
Amortized cost$2,693,0001,737
Fair value$2,708,0001,736
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$11,201,0005,618
U.S. Government securities$5,179,0005,996
U.S. Treasury securities$01,272
U.S. Government agency obligations$5,179,0005,865
Securities issued by states & political subdivisions$6,022,0003,202
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,224,0004,443
Mortgage-backed securities$615,0005,363
Certificates of participation in pools of residential mortgages$368,0005,163
Issued or guaranteed by U.S.$368,0005,152
Privately issued$0136
Collaterized mortgage obligations$247,0003,487
CMOs issued by government agencies or sponsored agencies$247,0003,199
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$2,575,0001,746
Available-for-sale securities (fair market value)$8,626,0005,553
Total debt securities$11,203,0005,585
Structured notes
Amortized cost$2,992,0001,728
Fair value$2,991,0001,682
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$11,018,0005,566
U.S. Government securities$5,270,0005,859
U.S. Treasury securities$01,275
U.S. Government agency obligations$5,270,0005,730
Securities issued by states & political subdivisions$5,748,0003,247
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,352,0004,396
Mortgage-backed securities$447,0005,460
Certificates of participation in pools of residential mortgages$430,0005,072
Issued or guaranteed by U.S.$430,0005,060
Privately issued$0141
Collaterized mortgage obligations$17,0003,760
CMOs issued by government agencies or sponsored agencies$17,0003,442
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$2,095,0001,861
Available-for-sale securities (fair market value)$8,923,0005,416
Total debt securities$11,017,0005,528
Structured notes
Amortized cost$1,749,0002,037
Fair value$1,742,0002,037
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$11,171,0005,497
U.S. Government securities$5,896,0005,701
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,896,0005,582
Securities issued by states & political subdivisions$5,275,0003,300
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,643,0004,351
Mortgage-backed securities$530,0005,452
Certificates of participation in pools of residential mortgages$495,0005,036
Issued or guaranteed by U.S.$495,0005,023
Privately issued$0141
Collaterized mortgage obligations$35,0003,709
CMOs issued by government agencies or sponsored agencies$35,0003,387
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$1,226,0002,124
Available-for-sale securities (fair market value)$9,945,0005,224
Total debt securities$11,170,0005,464
Structured notes
Amortized cost$1,998,0001,995
Fair value$2,014,0001,904
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$9,559,0005,802
U.S. Government securities$4,440,0006,176
U.S. Treasury securities$01,121
U.S. Government agency obligations$4,440,0006,058
Securities issued by states & political subdivisions$5,119,0003,252
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,672,0004,405
Mortgage-backed securities$587,0005,454
Certificates of participation in pools of residential mortgages$547,0005,049
Issued or guaranteed by U.S.$547,0005,037
Privately issued$0148
Collaterized mortgage obligations$40,0003,626
CMOs issued by government agencies or sponsored agencies$40,0003,308
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$987,0002,298
Available-for-sale securities (fair market value)$8,572,0005,508
Total debt securities$9,560,0005,763
Structured notes
Amortized cost$1,997,0002,107
Fair value$2,011,0002,021
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$9,329,0005,920
U.S. Government securities$3,966,0006,405
U.S. Treasury securities$01,130
U.S. Government agency obligations$3,966,0006,293
Securities issued by states & political subdivisions$5,363,0003,154
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,474,0004,530
Mortgage-backed securities$641,0005,533
Certificates of participation in pools of residential mortgages$591,0005,150
Issued or guaranteed by U.S.$591,0005,140
Privately issued$0145
Collaterized mortgage obligations$50,0003,614
CMOs issued by government agencies or sponsored agencies$50,0003,277
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$1,233,0002,227
Available-for-sale securities (fair market value)$8,096,0005,650
Total debt securities$9,329,0005,878
Structured notes
Amortized cost$997,0002,459
Fair value$1,007,0002,258
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$9,238,0005,934
U.S. Government securities$4,026,0006,363
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,026,0006,268
Securities issued by states & political subdivisions$5,212,0003,195
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,571,0004,526
Mortgage-backed securities$701,0005,565
Certificates of participation in pools of residential mortgages$647,0005,181
Issued or guaranteed by U.S.$647,0005,170
Privately issued$0157
Collaterized mortgage obligations$54,0003,617
CMOs issued by government agencies or sponsored agencies$54,0003,268
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$1,036,0002,354
Available-for-sale securities (fair market value)$8,202,0005,618
Total debt securities$9,236,0005,892
Structured notes
Amortized cost$998,0002,183
Fair value$992,0002,116
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$8,950,0006,016
U.S. Government securities$3,608,0006,551
U.S. Treasury securities$01,047
U.S. Government agency obligations$3,608,0006,459
Securities issued by states & political subdivisions$5,342,0003,142
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,949,0003,537
Mortgage-backed securities$769,0005,610
Certificates of participation in pools of residential mortgages$711,0005,232
Issued or guaranteed by U.S.$711,0005,217
Privately issued$0171
Collaterized mortgage obligations$58,0003,611
CMOs issued by government agencies or sponsored agencies$58,0003,255
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$1,239,0002,357
Available-for-sale securities (fair market value)$7,711,0005,731
Total debt securities$8,947,0005,975
Structured notes
Amortized cost$499,0002,165
Fair value$498,0002,146
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$9,601,0005,896
U.S. Government securities$4,395,0006,330
U.S. Treasury securities$01,036
U.S. Government agency obligations$4,395,0006,239
Securities issued by states & political subdivisions$5,206,0003,146
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,795,0004,461
Mortgage-backed securities$825,0005,630
Certificates of participation in pools of residential mortgages$760,0005,254
Issued or guaranteed by U.S.$760,0005,234
Privately issued$0181
Collaterized mortgage obligations$65,0003,605
CMOs issued by government agencies or sponsored agencies$65,0003,238
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$1,785,0002,202
Available-for-sale securities (fair market value)$7,816,0005,726
Total debt securities$9,601,0005,848
Structured notes
Amortized cost$500,0001,532
Fair value$497,0001,620
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$9,796,0005,923
U.S. Government securities$4,765,0006,354
U.S. Treasury securities$0981
U.S. Government agency obligations$4,765,0006,271
Securities issued by states & political subdivisions$5,031,0003,127
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,230,0004,731
Mortgage-backed securities$912,0005,654
Certificates of participation in pools of residential mortgages$842,0005,288
Issued or guaranteed by U.S.$842,0005,271
Privately issued$0191
Collaterized mortgage obligations$70,0003,606
CMOs issued by government agencies or sponsored agencies$70,0003,233
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)$2,107,0002,144
Available-for-sale securities (fair market value)$7,689,0005,787
Total debt securities$9,796,0005,868
Structured notes
Amortized cost$500,0001,280
Fair value$498,0001,369
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$9,171,0006,083
U.S. Government securities$4,313,0006,593
U.S. Treasury securities$0973
U.S. Government agency obligations$4,313,0006,498
Securities issued by states & political subdivisions$4,858,0003,139
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,254,0004,769
Mortgage-backed securities$953,0005,639
Certificates of participation in pools of residential mortgages$884,0005,267
Issued or guaranteed by U.S.$884,0005,251
Privately issued$0188
Collaterized mortgage obligations$69,0003,581
CMOs issued by government agencies or sponsored agencies$69,0003,235
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)$2,164,0002,149
Available-for-sale securities (fair market value)$7,007,0005,958
Total debt securities$9,167,0006,039
Structured notes
Amortized cost$250,0001,598
Fair value$247,0001,633
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$8,053,0006,253
U.S. Government securities$3,068,0006,976
U.S. Treasury securities$01,019
U.S. Government agency obligations$3,068,0006,874
Securities issued by states & political subdivisions$4,985,0003,093
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,113,0004,814
Mortgage-backed securities$568,0005,803
Certificates of participation in pools of residential mortgages$486,0005,514
Issued or guaranteed by U.S.$486,0005,498
Privately issued$0192
Collaterized mortgage obligations$82,0003,492
CMOs issued by government agencies or sponsored agencies$82,0003,136
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)$2,173,0002,160
Available-for-sale securities (fair market value)$5,880,0006,140
Total debt securities$8,053,0006,212
Structured notes
Amortized cost$500,0001,321
Fair value$501,0001,343
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$7,910,0006,343
U.S. Government securities$2,848,0007,123
U.S. Treasury securities$01,021
U.S. Government agency obligations$2,848,0007,024
Securities issued by states & political subdivisions$5,062,0003,082
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,894,0004,559
Mortgage-backed securities$621,0005,807
Certificates of participation in pools of residential mortgages$516,0005,509
Issued or guaranteed by U.S.$516,0005,488
Privately issued$0202
Collaterized mortgage obligations$105,0003,452
CMOs issued by government agencies or sponsored agencies$105,0003,121
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)$2,441,0002,100
Available-for-sale securities (fair market value)$5,469,0006,296
Total debt securities$7,910,0006,285
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$7,494,0006,453
U.S. Government securities$2,808,0007,139
U.S. Treasury securities$01,044
U.S. Government agency obligations$2,808,0007,036
Securities issued by states & political subdivisions$4,686,0003,211
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,434,0004,668
Mortgage-backed securities$435,0005,908
Certificates of participation in pools of residential mortgages$275,0005,698
Issued or guaranteed by U.S.$275,0005,667
Privately issued$0205
Collaterized mortgage obligations$160,0003,384
CMOs issued by government agencies or sponsored agencies$160,0003,044
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)$2,680,0002,076
Available-for-sale securities (fair market value)$4,814,0006,465
Total debt securities$7,494,0006,386
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$9,242,0006,164
U.S. Government securities$4,587,0006,725
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,587,0006,617
Securities issued by states & political subdivisions$4,655,0003,205
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,338,0004,414
Mortgage-backed securities$496,0005,725
Certificates of participation in pools of residential mortgages$300,0005,538
Issued or guaranteed by U.S.$300,0005,516
Privately issued$0191
Collaterized mortgage obligations$196,0003,288
CMOs issued by government agencies or sponsored agencies$196,0002,960
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)$2,733,0002,129
Available-for-sale securities (fair market value)$6,509,0006,120
Total debt securities$9,240,0006,095
Structured notes
Amortized cost$749,0001,812
Fair value$750,0001,808
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$8,865,0006,299
U.S. Government securities$4,480,0006,832
U.S. Treasury securities$01,235
U.S. Government agency obligations$4,480,0006,722
Securities issued by states & political subdivisions$4,385,0003,286
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,906,0004,277
Mortgage-backed securities$621,0005,560
Certificates of participation in pools of residential mortgages$383,0005,359
Issued or guaranteed by U.S.$383,0005,340
Privately issued$0194
Collaterized mortgage obligations$238,0003,202
CMOs issued by government agencies or sponsored agencies$238,0002,875
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)$2,817,0002,143
Available-for-sale securities (fair market value)$6,048,0006,272
Total debt securities$8,865,0006,240
Structured notes
Amortized cost$749,0002,035
Fair value$748,0002,031
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$8,848,0006,334
U.S. Government securities$4,519,0006,849
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,519,0006,729
Securities issued by states & political subdivisions$4,329,0003,292
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,816,0004,313
Mortgage-backed securities$711,0005,488
Certificates of participation in pools of residential mortgages$425,0005,332
Issued or guaranteed by U.S.$425,0005,314
Privately issued$0207
Collaterized mortgage obligations$286,0003,119
CMOs issued by government agencies or sponsored agencies$286,0002,801
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)$3,022,0002,113
Available-for-sale securities (fair market value)$5,826,0006,344
Total debt securities$8,848,0006,280
Structured notes
Amortized cost$749,0002,132
Fair value$737,0002,134
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$9,374,0006,268
U.S. Government securities$5,145,0006,724
U.S. Treasury securities$01,448
U.S. Government agency obligations$5,145,0006,594
Securities issued by states & political subdivisions$4,229,0003,337
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,540,0004,407
Mortgage-backed securities$816,0005,423
Certificates of participation in pools of residential mortgages$475,0005,293
Issued or guaranteed by U.S.$475,0005,272
Privately issued$0218
Collaterized mortgage obligations$341,0003,031
CMOs issued by government agencies or sponsored agencies$341,0002,740
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)$3,029,0002,143
Available-for-sale securities (fair market value)$6,345,0006,249
Total debt securities$9,373,0006,210
Structured notes
Amortized cost$749,0002,201
Fair value$740,0002,208
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$8,620,0006,459
U.S. Government securities$4,966,0006,823
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,966,0006,697
Securities issued by states & political subdivisions$3,654,0003,547
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,855,0004,070
Mortgage-backed securities$902,0005,375
Certificates of participation in pools of residential mortgages$507,0005,256
Issued or guaranteed by U.S.$507,0005,237
Privately issued$0208
Collaterized mortgage obligations$395,0002,975
CMOs issued by government agencies or sponsored agencies$395,0002,695
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)$2,818,0002,234
Available-for-sale securities (fair market value)$5,802,0006,388
Total debt securities$8,620,0006,399
Structured notes
Amortized cost$749,0002,306
Fair value$737,0002,311
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$8,898,0006,455
U.S. Government securities$5,107,0006,835
U.S. Treasury securities$01,574
U.S. Government agency obligations$5,107,0006,705
Securities issued by states & political subdivisions$3,791,0003,487
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,313,0003,970
Mortgage-backed securities$1,007,0005,282
Certificates of participation in pools of residential mortgages$551,0005,220
Issued or guaranteed by U.S.$551,0005,196
Privately issued$0214
Collaterized mortgage obligations$456,0002,890
CMOs issued by government agencies or sponsored agencies$456,0002,617
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)$3,020,0002,237
Available-for-sale securities (fair market value)$5,878,0006,408
Total debt securities$8,898,0006,397
Structured notes
Amortized cost$749,0002,420
Fair value$735,0002,430
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$9,011,0006,453
U.S. Government securities$5,184,0006,824
U.S. Treasury securities$01,634
U.S. Government agency obligations$5,184,0006,687
Securities issued by states & political subdivisions$3,827,0003,473
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,469,0004,186
Mortgage-backed securities$1,153,0005,206
Certificates of participation in pools of residential mortgages$585,0005,220
Issued or guaranteed by U.S.$585,0005,197
Privately issued$0211
Collaterized mortgage obligations$568,0002,771
CMOs issued by government agencies or sponsored agencies$568,0002,489
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,083,0002,239
Available-for-sale securities (fair market value)$5,928,0006,409
Total debt securities$9,011,0006,388
Structured notes
Amortized cost$749,0002,481
Fair value$721,0002,491
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$9,642,0006,363
U.S. Government securities$5,398,0006,802
U.S. Treasury securities$01,715
U.S. Government agency obligations$5,398,0006,659
Securities issued by states & political subdivisions$4,244,0003,329
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,847,0004,072
Mortgage-backed securities$1,334,0005,135
Certificates of participation in pools of residential mortgages$626,0005,207
Issued or guaranteed by U.S.$626,0005,188
Privately issued$0205
Collaterized mortgage obligations$708,0002,690
CMOs issued by government agencies or sponsored agencies$708,0002,402
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,455,0002,209
Available-for-sale securities (fair market value)$6,187,0006,411
Total debt securities$9,642,0006,303
Structured notes
Amortized cost$749,0002,479
Fair value$727,0002,492
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$9,886,0006,365
U.S. Government securities$5,597,0006,783
U.S. Treasury securities$01,737
U.S. Government agency obligations$5,597,0006,639
Securities issued by states & political subdivisions$4,289,0003,323
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,055,0004,001
Mortgage-backed securities$1,512,0005,076
Certificates of participation in pools of residential mortgages$664,0005,209
Issued or guaranteed by U.S.$664,0005,189
Privately issued$0216
Collaterized mortgage obligations$848,0002,607
CMOs issued by government agencies or sponsored agencies$848,0002,329
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,486,0002,254
Available-for-sale securities (fair market value)$6,400,0006,393
Total debt securities$9,886,0006,308
Structured notes
Amortized cost$749,0002,474
Fair value$731,0002,483
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$10,869,0006,165
U.S. Government securities$5,866,0006,703
U.S. Treasury securities$01,786
U.S. Government agency obligations$5,866,0006,564
Securities issued by states & political subdivisions$5,003,0003,064
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,726,0003,837
Mortgage-backed securities$1,731,0004,996
Certificates of participation in pools of residential mortgages$721,0005,200
Issued or guaranteed by U.S.$721,0005,182
Privately issued$0225
Collaterized mortgage obligations$1,010,0002,503
CMOs issued by government agencies or sponsored agencies$1,010,0002,235
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,203,0002,106
Available-for-sale securities (fair market value)$6,666,0006,329
Total debt securities$10,869,0006,098
Structured notes
Amortized cost$749,0002,439
Fair value$741,0002,437
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$11,374,0006,086
U.S. Government securities$6,241,0006,622
U.S. Treasury securities$01,839
U.S. Government agency obligations$6,241,0006,477
Securities issued by states & political subdivisions$5,133,0003,002
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,494,0003,670
Mortgage-backed securities$2,074,0004,894
Certificates of participation in pools of residential mortgages$798,0005,197
Issued or guaranteed by U.S.$798,0005,176
Privately issued$0223
Collaterized mortgage obligations$1,276,0002,411
CMOs issued by government agencies or sponsored agencies$1,276,0002,149
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,346,0002,111
Available-for-sale securities (fair market value)$7,028,0006,276
Total debt securities$11,374,0006,017
Structured notes
Amortized cost$749,0002,416
Fair value$746,0002,408
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$11,956,0006,058
U.S. Government securities$6,672,0006,562
U.S. Treasury securities$01,963
U.S. Government agency obligations$6,672,0006,414
Securities issued by states & political subdivisions$5,284,0002,951
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,067,0004,587
Mortgage-backed securities$2,323,0004,851
Certificates of participation in pools of residential mortgages$870,0005,201
Issued or guaranteed by U.S.$870,0005,186
Privately issued$0207
Collaterized mortgage obligations$1,453,0002,373
CMOs issued by government agencies or sponsored agencies$1,453,0002,132
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,458,0002,119
Available-for-sale securities (fair market value)$7,498,0006,223
Total debt securities$11,956,0005,987
Structured notes
Amortized cost$749,0002,400
Fair value$731,0002,406
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$12,042,0006,070
U.S. Government securities$6,707,0006,547
U.S. Treasury securities$01,963
U.S. Government agency obligations$6,707,0006,401
Securities issued by states & political subdivisions$5,335,0002,964
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,016,0004,595
Mortgage-backed securities$2,477,0004,822
Certificates of participation in pools of residential mortgages$946,0005,172
Issued or guaranteed by U.S.$946,0005,157
Privately issued$0203
Collaterized mortgage obligations$1,531,0002,390
CMOs issued by government agencies or sponsored agencies$1,531,0002,145
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,608,0002,101
Available-for-sale securities (fair market value)$7,434,0006,249
Total debt securities$12,042,0005,999
Structured notes
Amortized cost$749,0002,343
Fair value$744,0002,342
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$12,358,0006,018
U.S. Government securities$7,097,0006,468
U.S. Treasury securities$01,990
U.S. Government agency obligations$7,097,0006,305
Securities issued by states & political subdivisions$5,261,0002,996
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,285,0004,501
Mortgage-backed securities$2,635,0004,780
Certificates of participation in pools of residential mortgages$1,022,0005,116
Issued or guaranteed by U.S.$1,022,0005,103
Privately issued$0225
Collaterized mortgage obligations$1,613,0002,352
CMOs issued by government agencies or sponsored agencies$1,613,0002,116
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,139,0002,027
Available-for-sale securities (fair market value)$7,219,0006,327
Total debt securities$12,358,0005,945
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$12,811,0005,982
U.S. Government securities$7,452,0006,449
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,452,0006,280
Securities issued by states & political subdivisions$5,359,0002,957
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,906,0004,629
Mortgage-backed securities$2,788,0004,785
Certificates of participation in pools of residential mortgages$1,151,0005,100
Issued or guaranteed by U.S.$1,151,0005,087
Privately issued$0225
Collaterized mortgage obligations$1,637,0002,402
CMOs issued by government agencies or sponsored agencies$1,637,0002,162
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,441,0002,003
Available-for-sale securities (fair market value)$7,370,0006,387
Total debt securities$12,813,0005,911
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$12,650,0005,995
U.S. Government securities$7,650,0006,332
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,650,0006,176
Securities issued by states & political subdivisions$5,000,0003,080
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,959,0004,568
Mortgage-backed securities$3,015,0004,761
Certificates of participation in pools of residential mortgages$1,312,0005,023
Issued or guaranteed by U.S.$1,312,0005,009
Privately issued$0230
Collaterized mortgage obligations$1,703,0002,433
CMOs issued by government agencies or sponsored agencies$1,703,0002,207
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,107,0002,027
Available-for-sale securities (fair market value)$7,543,0006,326
Total debt securities$12,650,0005,918
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$12,619,0006,081
U.S. Government securities$7,702,0006,390
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,702,0006,215
Securities issued by states & political subdivisions$4,917,0003,124
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,676,0004,224
Mortgage-backed securities$2,625,0004,883
Certificates of participation in pools of residential mortgages$932,0005,344
Issued or guaranteed by U.S.$932,0005,322
Privately issued$0248
Collaterized mortgage obligations$1,693,0002,438
CMOs issued by government agencies or sponsored agencies$1,693,0002,307
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,042,0002,069
Available-for-sale securities (fair market value)$7,577,0006,360
Total debt securities$12,617,0005,991
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$13,163,0005,881
U.S. Government securities$7,798,0006,234
U.S. Treasury securities$02,287
U.S. Government agency obligations$7,798,0006,049
Securities issued by states & political subdivisions$5,365,0002,969
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,220,0004,337
Mortgage-backed securities$2,536,0004,933
Certificates of participation in pools of residential mortgages$1,083,0005,222
Issued or guaranteed by U.S.$1,083,0005,199
Privately issued$0253
Collaterized mortgage obligations$1,453,0002,577
CMOs issued by government agencies or sponsored agencies$1,453,0002,442
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,514,0002,005
Available-for-sale securities (fair market value)$7,649,0006,297
Total debt securities$13,162,0005,791
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$11,239,0006,196
U.S. Government securities$6,506,0006,565
U.S. Treasury securities$02,322
U.S. Government agency obligations$6,506,0006,384
Securities issued by states & political subdivisions$4,733,0003,136
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,983,0004,825
Mortgage-backed securities$2,303,0005,152
Certificates of participation in pools of residential mortgages$1,421,0005,026
Issued or guaranteed by U.S.$1,421,0005,008
Privately issued$0256
Collaterized mortgage obligations$882,0003,127
CMOs issued by government agencies or sponsored agencies$882,0002,978
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,910,0002,097
Available-for-sale securities (fair market value)$6,329,0006,585
Total debt securities$11,239,0006,107
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$11,790,0006,141
U.S. Government securities$7,665,0006,255
U.S. Treasury securities$02,382
U.S. Government agency obligations$7,665,0006,077
Securities issued by states & political subdivisions$4,125,0003,265
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,527,0005,034
Mortgage-backed securities$3,791,0004,575
Certificates of participation in pools of residential mortgages$2,149,0004,581
Issued or guaranteed by U.S.$2,149,0004,565
Privately issued$0257
Collaterized mortgage obligations$1,642,0002,769
CMOs issued by government agencies or sponsored agencies$1,642,0002,636
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,589,0002,202
Available-for-sale securities (fair market value)$7,201,0006,404
Total debt securities$11,789,0006,049
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$11,352,0006,216
U.S. Government securities$7,473,0006,332
U.S. Treasury securities$02,544
U.S. Government agency obligations$7,473,0006,135
Securities issued by states & political subdivisions$3,879,0003,355
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,896,0004,886
Mortgage-backed securities$4,000,0004,479
Certificates of participation in pools of residential mortgages$2,234,0004,525
Issued or guaranteed by U.S.$2,234,0004,510
Privately issued$0252
Collaterized mortgage obligations$1,766,0002,737
CMOs issued by government agencies or sponsored agencies$1,766,0002,610
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,377,0002,298
Available-for-sale securities (fair market value)$6,975,0006,449
Total debt securities$11,354,0006,115
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$12,267,0005,957
U.S. Government securities$8,307,0005,999
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,307,0005,764
Securities issued by states & political subdivisions$3,960,0003,269
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,736,0005,505
Mortgage-backed securities$4,288,0004,202
Certificates of participation in pools of residential mortgages$1,927,0004,539
Issued or guaranteed by U.S.$1,927,0004,519
Privately issued$0260
Collaterized mortgage obligations$2,361,0002,573
CMOs issued by government agencies or sponsored agencies$2,361,0002,417
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,409,0002,410
Available-for-sale securities (fair market value)$7,858,0006,176
Total debt securities$12,268,0005,857
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$13,295,0005,919
U.S. Government securities$8,086,0006,477
U.S. Treasury securities$04,186
U.S. Government agency obligations$8,086,0006,128
Securities issued by states & political subdivisions$4,527,0002,983
Other domestic debt securities$682,0002,744
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$682,0002,409
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,984,0003,925
Mortgage-backed securities$1,324,0005,253
Certificates of participation in pools of residential mortgages$761,0005,063
Issued or guaranteed by U.S.$761,0005,049
Privately issued$0308
Collaterized mortgage obligations$563,0003,251
CMOs issued by government agencies or sponsored agencies$563,0003,090
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,376,0002,449
Available-for-sale securities (fair market value)$6,919,0006,623
Total debt securities$13,295,0005,796
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$13,321,0006,197
U.S. Government securities$7,770,0006,876
U.S. Treasury securities$556,0004,263
U.S. Government agency obligations$7,214,0006,559
Securities issued by states & political subdivisions$4,867,0002,965
Other domestic debt securities$684,0002,646
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$684,0002,238
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,505,0005,372
Mortgage-backed securities$1,867,0005,172
Certificates of participation in pools of residential mortgages$1,088,0004,928
Issued or guaranteed by U.S.$1,088,0004,913
Privately issued$0307
Collaterized mortgage obligations$779,0003,248
CMOs issued by government agencies or sponsored agencies$779,0003,096
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,346,0002,523
Available-for-sale securities (fair market value)$5,975,0007,111
Total debt securities$13,321,0006,086
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$12,742,0006,355
U.S. Government securities$7,494,0006,959
U.S. Treasury securities$504,0005,904
U.S. Government agency obligations$6,990,0006,312
Securities issued by states & political subdivisions$4,820,0003,042
Other domestic debt securities$428,0002,844
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$428,0002,375
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,523,0005,064
Mortgage-backed securities$3,017,0004,730
Certificates of participation in pools of residential mortgages$1,466,0004,802
Issued or guaranteed by U.S.$1,466,0004,783
Privately issued$0349
Collaterized mortgage obligations$1,551,0002,874
CMOs issued by government agencies or sponsored agencies$1,551,0002,741
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,492,0002,761
Available-for-sale securities (fair market value)$5,250,0007,272
Total debt securities$12,742,0006,219
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$14,844,0006,034
U.S. Government securities$9,772,0006,558
U.S. Treasury securities$1,748,0005,465
U.S. Government agency obligations$8,024,0005,958
Securities issued by states & political subdivisions$4,646,0002,899
Other domestic debt securities$426,0002,484
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$426,0001,985
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,363,0004,812
Mortgage-backed securities$3,034,0004,758
Certificates of participation in pools of residential mortgages$1,822,0004,518
Issued or guaranteed by U.S.$1,822,0004,502
Privately issued$0394
Collaterized mortgage obligations$1,212,0003,208
CMOs issued by government agencies or sponsored agencies$1,212,0003,089
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,222,0003,430
Available-for-sale securities (fair market value)$7,622,0006,491
Total debt securities$14,844,0005,918
Structured notes
Amortized cost$250,0002,431
Fair value$250,0002,440
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$16,222,0006,096
U.S. Government securities$10,688,0006,761
U.S. Treasury securities$2,198,0005,752
U.S. Government agency obligations$8,490,0006,038
Securities issued by states & political subdivisions$4,731,0002,946
Other domestic debt securities$803,0002,273
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$803,0001,728
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,119,0005,752
Mortgage-backed securities$2,769,0005,347
Certificates of participation in pools of residential mortgages$1,134,0005,639
Issued or guaranteed by U.S.$1,134,0005,623
Privately issued$0472
Collaterized mortgage obligations$1,635,0003,320
CMOs issued by government agencies or sponsored agencies$1,635,0003,181
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,003,0003,397
Available-for-sale securities (fair market value)$7,219,0006,905
Total debt securities$16,222,0005,986
Structured notes
Amortized cost$850,0002,100
Fair value$842,0002,101
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$14,299,0006,889
U.S. Government securities$9,153,0007,652
U.S. Treasury securities$2,209,0006,793
U.S. Government agency obligations$6,944,0006,741
Securities issued by states & political subdivisions$4,137,0003,258
Other domestic debt securities$1,009,0002,470
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,009,0001,926
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,128,0005,841
Mortgage-backed securities$2,945,0005,575
Certificates of participation in pools of residential mortgages$1,191,0005,828
Issued or guaranteed by U.S.$1,191,0005,793
Privately issued$0558
Collaterized mortgage obligations$1,754,0003,632
CMOs issued by government agencies or sponsored agencies$1,754,0003,477
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,526,0003,519
Available-for-sale securities (fair market value)$4,773,0008,149
Total debt securities$14,299,0006,758
Structured notes
Amortized cost$950,0002,915
Fair value$941,0002,897
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$13,840,0007,443
U.S. Government securities$7,839,0008,735
U.S. Treasury securities$2,384,0007,808
U.S. Government agency obligations$5,455,0007,457
Securities issued by states & political subdivisions$3,936,0003,511
Other domestic debt securities$2,065,0001,994
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,065,0001,549
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,294,0005,829
Mortgage-backed securities$2,643,0006,114
Certificates of participation in pools of residential mortgages$1,016,0006,402
Issued or guaranteed by U.S.$1,016,0006,377
Privately issued$0564
Collaterized mortgage obligations$1,627,0003,940
CMOs issued by government agencies or sponsored agencies$1,627,0003,767
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,763,0005,422
Available-for-sale securities (fair market value)$3,077,0008,056
Total debt securities$13,840,0007,328
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$13,607,0007,835
U.S. Government securities$7,515,0009,138
U.S. Treasury securities$1,956,0008,641
U.S. Government agency obligations$5,559,0007,548
Securities issued by states & political subdivisions$3,773,0003,709
Other domestic debt securities$2,319,0002,188
Privately issued residential mortgage-backed securities$49,0003,029
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,270,0001,671
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,611,0006,329
Mortgage-backed securities$3,931,0005,859
Certificates of participation in pools of residential mortgages$1,411,0006,447
Issued or guaranteed by U.S.$1,362,0006,472
Privately issued$49,000634
Collaterized mortgage obligations$2,520,0003,698
CMOs issued by government agencies or sponsored agencies$2,520,0003,501
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$13,607,0007,671
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$13,831,0007,718
U.S. Government securities$9,220,0008,398
U.S. Treasury securities$2,113,0008,533
U.S. Government agency obligations$7,107,0006,762
Securities issued by states & political subdivisions$3,137,0003,944
Other domestic debt securities$1,474,0003,450
Privately issued residential mortgage-backed securities$168,0003,203
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,306,0002,577
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,972,0006,046
Mortgage-backed securities$5,765,0005,113
Certificates of participation in pools of residential mortgages$3,153,0005,059
Issued or guaranteed by U.S.$2,985,0005,148
Privately issued$168,000640
Collaterized mortgage obligations$2,612,0003,678
CMOs issued by government agencies or sponsored agencies$2,612,0003,350
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$13,831,0007,605
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