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Sterling Bank, Securities

2025-03-31Rank
Total securities$96,143,0001,684
U.S. Government securities$17,262,0003,024
U.S. Treasury securities$9,466,0001,147
U.S. Government agency obligations$7,796,0003,305
Securities issued by states & political subdivisions$78,733,000551
Other domestic debt securities$148,0002,244
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$148,0001,798
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$10,556,0002,761
Mortgage-backed securities$869,0003,515
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,616
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$869,0001,346
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$78,842,000393
Available-for-sale securities (fair market value)$17,301,0003,350
Total debt securities$96,143,0001,666
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$98,102,0001,662
U.S. Government securities$17,277,0003,042
U.S. Treasury securities$9,332,0001,226
U.S. Government agency obligations$7,945,0003,300
Securities issued by states & political subdivisions$80,677,000543
Other domestic debt securities$148,0002,263
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$148,0001,812
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,571,0002,806
Mortgage-backed securities$847,0003,525
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,640
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$847,0001,343
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$81,047,000390
Available-for-sale securities (fair market value)$17,055,0003,371
Total debt securities$98,102,0001,644
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$101,174,0001,656
U.S. Government securities$20,990,0002,835
U.S. Treasury securities$12,377,0001,073
U.S. Government agency obligations$8,613,0003,282
Securities issued by states & political subdivisions$80,036,000569
Other domestic debt securities$148,0002,236
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$148,0001,815
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,033,0002,887
Mortgage-backed securities$883,0003,541
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$883,0001,312
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$80,849,000399
Available-for-sale securities (fair market value)$20,325,0003,254
Total debt securities$101,174,0001,639
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$102,738,0001,607
U.S. Government securities$22,016,0002,783
U.S. Treasury securities$12,050,0001,113
U.S. Government agency obligations$9,966,0003,177
Securities issued by states & political subdivisions$80,577,000559
Other domestic debt securities$145,0002,251
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$145,0001,837
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,988,0002,909
Mortgage-backed securities$840,0003,549
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$840,0001,311
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$82,987,000403
Available-for-sale securities (fair market value)$19,751,0003,289
Total debt securities$102,738,0001,589
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$106,748,0001,613
U.S. Government securities$23,912,0002,716
U.S. Treasury securities$13,961,0001,102
U.S. Government agency obligations$9,951,0003,241
Securities issued by states & political subdivisions$82,691,000552
Other domestic debt securities$145,0002,258
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$145,0001,811
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,999,0002,935
Mortgage-backed securities$840,0003,524
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$840,0001,308
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$87,099,000406
Available-for-sale securities (fair market value)$19,649,0003,324
Total debt securities$106,748,0001,594
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$109,032,0001,614
U.S. Government securities$24,176,0002,728
U.S. Treasury securities$13,944,0001,141
U.S. Government agency obligations$10,232,0003,215
Securities issued by states & political subdivisions$84,711,000548
Other domestic debt securities$145,0002,267
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$145,0001,837
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,929,0002,942
Mortgage-backed securities$846,0003,522
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$846,0001,280
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$89,362,000401
Available-for-sale securities (fair market value)$19,670,0003,344
Total debt securities$109,032,0001,600
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$111,322,0001,569
U.S. Government securities$23,910,0002,743
U.S. Treasury securities$13,613,0001,202
U.S. Government agency obligations$10,297,0003,203
Securities issued by states & political subdivisions$87,270,000498
Other domestic debt securities$142,0002,278
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$142,0001,849
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,937,0002,910
Mortgage-backed securities$794,0003,553
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$794,0001,273
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$91,972,000410
Available-for-sale securities (fair market value)$19,350,0003,352
Total debt securities$111,322,0001,556
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$112,985,0001,601
U.S. Government securities$24,264,0002,784
U.S. Treasury securities$13,636,0001,217
U.S. Government agency obligations$10,628,0003,220
Securities issued by states & political subdivisions$88,578,000536
Other domestic debt securities$143,0002,298
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$143,0001,863
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,423,0003,077
Mortgage-backed securities$836,0003,564
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$836,0001,257
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$93,246,000400
Available-for-sale securities (fair market value)$19,739,0003,389
Total debt securities$112,985,0001,585
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$114,582,0001,650
U.S. Government securities$24,352,0002,867
U.S. Treasury securities$13,709,0001,287
U.S. Government agency obligations$10,643,0003,249
Securities issued by states & political subdivisions$90,086,000558
Other domestic debt securities$144,0002,349
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$144,0001,899
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,413,0003,019
Mortgage-backed securities$838,0003,617
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$838,0001,282
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$94,143,000417
Available-for-sale securities (fair market value)$20,439,0003,437
Total debt securities$114,582,0001,631
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$115,300,0001,655
U.S. Government securities$24,100,0002,904
U.S. Treasury securities$13,524,0001,342
U.S. Government agency obligations$10,576,0003,264
Securities issued by states & political subdivisions$91,058,000568
Other domestic debt securities$142,0002,388
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$142,0001,923
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,415,0002,933
Mortgage-backed securities$820,0003,641
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$820,0001,271
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$95,141,000423
Available-for-sale securities (fair market value)$20,159,0003,466
Total debt securities$115,300,0001,642
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$117,348,0001,643
U.S. Government securities$24,015,0002,932
U.S. Treasury securities$13,444,0001,377
U.S. Government agency obligations$10,571,0003,270
Securities issued by states & political subdivisions$93,192,000562
Other domestic debt securities$141,0002,351
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$141,0001,926
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,076,0002,921
Mortgage-backed securities$821,0003,667
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$821,0001,285
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$97,286,000407
Available-for-sale securities (fair market value)$20,062,0003,475
Total debt securities$117,348,0001,629
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$116,793,0001,673
U.S. Government securities$22,971,0003,013
U.S. Treasury securities$13,686,0001,347
U.S. Government agency obligations$9,285,0003,406
Securities issued by states & political subdivisions$93,677,000580
Other domestic debt securities$145,0002,216
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$145,0001,914
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,368,0003,002
Mortgage-backed securities$857,0003,706
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$857,0001,769
Commercial mortgage pass-through securities$857,0001,277
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$96,348,000377
Available-for-sale securities (fair market value)$20,445,0003,508
Total debt securities$116,793,0001,660
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$111,294,0001,697
U.S. Government securities$20,060,0003,085
U.S. Treasury securities$11,993,0001,263
U.S. Government agency obligations$8,067,0003,481
Securities issued by states & political subdivisions$91,083,000613
Other domestic debt securities$151,0002,200
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$151,0001,885
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,384,0002,976
Mortgage-backed securities$916,0003,706
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$916,0001,734
Commercial mortgage pass-through securities$916,0001,236
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$90,207,000349
Available-for-sale securities (fair market value)$21,087,0003,453
Total debt securities$111,294,0001,684
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$99,377,0001,802
U.S. Government securities$19,615,0002,962
U.S. Treasury securities$12,616,000901
U.S. Government agency obligations$6,999,0003,555
Securities issued by states & political subdivisions$79,602,000723
Other domestic debt securities$160,0002,167
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$160,0001,830
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$6,416,0002,972
Mortgage-backed securities$1,001,0003,705
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$1,001,0001,681
Commercial mortgage pass-through securities$1,001,0001,198
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$78,323,000295
Available-for-sale securities (fair market value)$21,054,0003,434
Total debt securities$99,377,0001,781
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$85,061,0001,913
U.S. Government securities$12,862,0003,335
U.S. Treasury securities$5,958,0001,098
U.S. Government agency obligations$6,904,0003,560
Securities issued by states & political subdivisions$72,036,000769
Other domestic debt securities$163,0002,124
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$163,0001,770
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$6,291,0003,004
Mortgage-backed securities$1,015,0003,756
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$1,015,0001,692
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$1,015,0001,188
Held to maturity securities (book value)$71,538,000286
Available-for-sale securities (fair market value)$13,523,0003,756
Total debt securities$85,061,0001,899
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$78,332,0001,955
U.S. Government securities$15,401,0003,103
U.S. Treasury securities$8,460,000851
U.S. Government agency obligations$6,941,0003,540
Securities issued by states & political subdivisions$62,767,000835
Other domestic debt securities$164,0002,126
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$164,0001,737
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$6,286,0002,999
Mortgage-backed securities$1,026,0003,771
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$1,026,0001,681
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$1,026,0001,169
Held to maturity securities (book value)$62,264,000290
Available-for-sale securities (fair market value)$16,068,0003,591
Total debt securities$78,332,0001,940
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$76,789,0001,858
U.S. Government securities$19,344,0002,714
U.S. Treasury securities$13,449,000488
U.S. Government agency obligations$5,895,0003,607
Securities issued by states & political subdivisions$57,282,000865
Other domestic debt securities$163,0002,116
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$163,0001,696
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$6,431,0002,973
Mortgage-backed securities$996,0003,782
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$996,0001,691
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$996,0001,163
Held to maturity securities (book value)$56,925,000298
Available-for-sale securities (fair market value)$19,864,0003,318
Total debt securities$76,789,0001,842
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$76,418,0001,745
U.S. Government securities$19,476,0002,548
U.S. Treasury securities$14,993,000340
U.S. Government agency obligations$4,483,0003,713
Securities issued by states & political subdivisions$56,774,000837
Other domestic debt securities$168,0002,053
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$168,0001,635
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$6,341,0002,975
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
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)$56,383,000267
Available-for-sale securities (fair market value)$20,035,0003,216
Total debt securities$76,418,0001,730
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$55,872,0002,057
U.S. Government securities$4,515,0003,869
U.S. Treasury securities$01,216
U.S. Government agency obligations$4,515,0003,716
Securities issued by states & political subdivisions$51,191,000828
Other domestic debt securities$166,0002,030
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$166,0001,610
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$6,354,0002,999
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
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)$49,805,000271
Available-for-sale securities (fair market value)$6,067,0004,057
Total debt securities$55,872,0002,041
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$54,815,0002,028
U.S. Government securities$4,829,0003,850
U.S. Treasury securities$01,251
U.S. Government agency obligations$4,829,0003,691
Securities issued by states & political subdivisions$49,819,000797
Other domestic debt securities$167,0001,972
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$167,0001,565
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$6,348,0003,003
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
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)$48,980,000280
Available-for-sale securities (fair market value)$5,835,0004,089
Total debt securities$54,815,0002,010
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$54,190,0001,985
U.S. Government securities$5,463,0003,825
U.S. Treasury securities$01,297
U.S. Government agency obligations$5,463,0003,655
Securities issued by states & political subdivisions$48,574,000732
Other domestic debt securities$153,0001,913
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$153,0001,483
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$6,096,0003,001
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
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)$47,896,000283
Available-for-sale securities (fair market value)$6,294,0004,088
Total debt securities$54,190,0001,966
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$53,327,0002,004
U.S. Government securities$5,926,0003,852
U.S. Treasury securities$01,363
U.S. Government agency obligations$5,926,0003,685
Securities issued by states & political subdivisions$47,243,000703
Other domestic debt securities$158,0001,885
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$158,0001,460
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$6,083,0003,059
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
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)$46,716,000304
Available-for-sale securities (fair market value)$6,611,0004,118
Total debt securities$53,327,0001,987
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$52,878,0002,020
U.S. Government securities$5,087,0004,010
U.S. Treasury securities$01,429
U.S. Government agency obligations$5,087,0003,853
Securities issued by states & political subdivisions$47,634,000697
Other domestic debt securities$157,0001,936
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$157,0001,465
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$6,195,0003,096
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$47,716,000322
Available-for-sale securities (fair market value)$5,162,0004,301
Total debt securities$52,878,0001,998
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$53,165,0002,029
U.S. Government securities$7,455,0003,810
U.S. Treasury securities$01,467
U.S. Government agency obligations$7,455,0003,644
Securities issued by states & political subdivisions$45,555,000740
Other domestic debt securities$155,0001,922
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$155,0001,486
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$6,232,0003,142
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$46,965,000344
Available-for-sale securities (fair market value)$6,200,0004,267
Total debt securities$53,165,0002,011
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$53,334,0002,050
U.S. Government securities$6,626,0003,955
U.S. Treasury securities$01,516
U.S. Government agency obligations$6,626,0003,790
Securities issued by states & political subdivisions$46,558,000741
Other domestic debt securities$150,0001,930
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$150,0001,492
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,224,0003,190
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$47,214,000351
Available-for-sale securities (fair market value)$6,120,0004,317
Total debt securities$53,334,0002,034
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$53,968,0002,064
U.S. Government securities$6,559,0003,993
U.S. Treasury securities$01,513
U.S. Government agency obligations$6,559,0003,840
Securities issued by states & political subdivisions$47,267,000747
Other domestic debt securities$142,0001,922
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$142,0001,503
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$6,209,0003,218
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$47,851,000368
Available-for-sale securities (fair market value)$6,117,0004,355
Total debt securities$53,968,0002,049
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$54,319,0002,073
U.S. Government securities$6,762,0004,017
U.S. Treasury securities$01,500
U.S. Government agency obligations$6,762,0003,860
Securities issued by states & political subdivisions$47,312,000740
Other domestic debt securities$245,0001,845
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$245,0001,478
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$6,290,0003,235
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$47,801,000379
Available-for-sale securities (fair market value)$6,518,0004,367
Total debt securities$54,319,0002,057
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$54,811,0002,093
U.S. Government securities$6,555,0004,055
U.S. Treasury securities$01,475
U.S. Government agency obligations$6,555,0003,912
Securities issued by states & political subdivisions$48,012,000755
Other domestic debt securities$244,0002,038
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$244,0001,480
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$6,499,0003,244
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$48,213,000377
Available-for-sale securities (fair market value)$6,598,0004,409
Total debt securities$54,811,0002,074
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$54,775,0002,124
U.S. Government securities$6,816,0004,091
U.S. Treasury securities$01,426
U.S. Government agency obligations$6,816,0003,947
Securities issued by states & political subdivisions$47,614,000793
Other domestic debt securities$345,0001,791
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$345,0001,462
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$6,469,0003,290
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$48,163,000389
Available-for-sale securities (fair market value)$6,612,0004,463
Total debt securities$54,775,0002,103
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$55,225,0002,144
U.S. Government securities$6,632,0004,165
U.S. Treasury securities$01,328
U.S. Government agency obligations$6,632,0004,022
Securities issued by states & political subdivisions$48,040,000826
Other domestic debt securities$353,0001,796
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$353,0001,479
Foreign debt securities$200,000294
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,869,0003,449
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$49,747,000384
Available-for-sale securities (fair market value)$5,478,0004,639
Total debt securities$55,225,0002,125
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$55,485,0002,162
U.S. Government securities$6,437,0004,264
U.S. Treasury securities$01,313
U.S. Government agency obligations$6,437,0004,120
Securities issued by states & political subdivisions$48,396,000833
Other domestic debt securities$452,0001,775
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$452,0001,485
Foreign debt securities$200,000314
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,817,0003,500
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
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)$51,624,000386
Available-for-sale securities (fair market value)$3,861,0004,851
Total debt securities$55,485,0002,141
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$55,972,0002,171
U.S. Government securities$6,902,0004,225
U.S. Treasury securities$01,351
U.S. Government agency obligations$6,902,0004,095
Securities issued by states & political subdivisions$48,417,000854
Other domestic debt securities$453,0001,808
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$453,0001,513
Foreign debt securities$200,000325
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,491,0003,259
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
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)$52,351,000385
Available-for-sale securities (fair market value)$3,621,0004,914
Total debt securities$55,972,0002,151
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$55,979,0002,198
U.S. Government securities$7,088,0004,256
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,088,0004,120
Securities issued by states & political subdivisions$48,237,000855
Other domestic debt securities$454,0001,873
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$454,0001,550
Foreign debt securities$200,000326
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,497,0003,293
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
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)$52,387,000397
Available-for-sale securities (fair market value)$3,592,0004,979
Total debt securities$55,979,0002,176
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$55,955,0002,196
U.S. Government securities$7,103,0004,248
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,103,0004,109
Securities issued by states & political subdivisions$47,946,000855
Other domestic debt securities$706,0001,728
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$706,0001,411
Foreign debt securities$200,000321
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,503,0003,301
Mortgage-backed securities$21,0004,736
Certificates of participation in pools of residential mortgages$15,0004,590
Issued or guaranteed by U.S.$15,0004,585
Privately issued$071
Collaterized mortgage obligations$6,0003,139
CMOs issued by government agencies or sponsored agencies$6,0003,030
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)$52,132,000393
Available-for-sale securities (fair market value)$3,823,0004,978
Total debt securities$55,955,0002,169
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$56,022,0002,174
U.S. Government securities$7,200,0004,257
U.S. Treasury securities$01,214
U.S. Government agency obligations$7,200,0004,142
Securities issued by states & political subdivisions$47,763,000856
Other domestic debt securities$859,0001,661
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$859,0001,364
Foreign debt securities$200,000311
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,435,0003,348
Mortgage-backed securities$23,0004,777
Certificates of participation in pools of residential mortgages$16,0004,630
Issued or guaranteed by U.S.$16,0004,627
Privately issued$067
Collaterized mortgage obligations$7,0003,162
CMOs issued by government agencies or sponsored agencies$7,0003,057
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)$52,140,000394
Available-for-sale securities (fair market value)$3,882,0005,009
Total debt securities$56,022,0002,151
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$55,795,0002,208
U.S. Government securities$7,421,0004,326
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,421,0004,203
Securities issued by states & political subdivisions$47,059,000873
Other domestic debt securities$1,115,0001,532
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$1,115,0001,229
Foreign debt securities$200,000310
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,500,0003,386
Mortgage-backed securities$26,0004,832
Certificates of participation in pools of residential mortgages$17,0004,693
Issued or guaranteed by U.S.$17,0004,688
Privately issued$071
Collaterized mortgage obligations$9,0003,194
CMOs issued by government agencies or sponsored agencies$9,0003,077
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)$51,528,000404
Available-for-sale securities (fair market value)$4,267,0005,060
Total debt securities$55,795,0002,184
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$55,799,0002,236
U.S. Government securities$7,864,0004,360
U.S. Treasury securities$01,296
U.S. Government agency obligations$7,864,0004,241
Securities issued by states & political subdivisions$46,163,000871
Other domestic debt securities$1,572,0001,418
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$1,572,0001,117
Foreign debt securities$200,000308
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,392,0003,286
Mortgage-backed securities$29,0004,870
Certificates of participation in pools of residential mortgages$18,0004,733
Issued or guaranteed by U.S.$18,0004,730
Privately issued$066
Collaterized mortgage obligations$11,0003,213
CMOs issued by government agencies or sponsored agencies$11,0003,104
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)$51,275,000420
Available-for-sale securities (fair market value)$4,524,0005,075
Total debt securities$55,799,0002,212
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$55,565,0002,276
U.S. Government securities$8,326,0004,331
U.S. Treasury securities$01,367
U.S. Government agency obligations$8,326,0004,203
Securities issued by states & political subdivisions$45,460,000893
Other domestic debt securities$1,579,0001,396
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$1,579,0001,107
Foreign debt securities$200,000295
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,362,0003,333
Mortgage-backed securities$32,0004,908
Certificates of participation in pools of residential mortgages$19,0004,769
Issued or guaranteed by U.S.$19,0004,765
Privately issued$066
Collaterized mortgage obligations$13,0003,238
CMOs issued by government agencies or sponsored agencies$13,0003,130
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)$50,480,000435
Available-for-sale securities (fair market value)$5,085,0005,066
Total debt securities$55,565,0002,254
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$57,036,0002,260
U.S. Government securities$8,373,0004,410
U.S. Treasury securities$01,303
U.S. Government agency obligations$8,373,0004,296
Securities issued by states & political subdivisions$46,623,000859
Other domestic debt securities$1,840,0001,350
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$1,840,0001,063
Foreign debt securities$200,000298
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,388,0003,361
Mortgage-backed securities$36,0004,964
Certificates of participation in pools of residential mortgages$21,0004,819
Issued or guaranteed by U.S.$21,0004,814
Privately issued$065
Collaterized mortgage obligations$15,0003,281
CMOs issued by government agencies or sponsored agencies$15,0003,168
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)$51,245,000430
Available-for-sale securities (fair market value)$5,791,0005,053
Total debt securities$57,036,0002,239
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$57,888,0002,277
U.S. Government securities$8,334,0004,541
U.S. Treasury securities$01,348
U.S. Government agency obligations$8,334,0004,432
Securities issued by states & political subdivisions$47,002,000828
Other domestic debt securities$2,352,0001,231
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$2,352,000966
Foreign debt securities$200,000304
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,203,0003,420
Mortgage-backed securities$41,0005,034
Certificates of participation in pools of residential mortgages$23,0004,886
Issued or guaranteed by U.S.$23,0004,883
Privately issued$067
Collaterized mortgage obligations$18,0003,319
CMOs issued by government agencies or sponsored agencies$18,0003,204
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)$51,661,000428
Available-for-sale securities (fair market value)$6,227,0005,088
Total debt securities$57,888,0002,255
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$58,053,0002,311
U.S. Government securities$7,745,0004,720
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,745,0004,604
Securities issued by states & political subdivisions$47,491,000815
Other domestic debt securities$2,617,0001,190
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$2,617,000912
Foreign debt securities$200,000302
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,235,0003,474
Mortgage-backed securities$44,0005,084
Certificates of participation in pools of residential mortgages$24,0004,941
Issued or guaranteed by U.S.$24,0004,934
Privately issued$070
Collaterized mortgage obligations$20,0003,346
CMOs issued by government agencies or sponsored agencies$20,0003,227
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)$51,753,000426
Available-for-sale securities (fair market value)$6,300,0005,136
Total debt securities$58,053,0002,286
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$59,718,0002,284
U.S. Government securities$8,317,0004,664
U.S. Treasury securities$01,361
U.S. Government agency obligations$8,317,0004,545
Securities issued by states & political subdivisions$48,224,000801
Other domestic debt securities$2,977,0001,127
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$2,977,000872
Foreign debt securities$200,000284
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,373,0003,468
Mortgage-backed securities$49,0005,167
Certificates of participation in pools of residential mortgages$26,0005,011
Issued or guaranteed by U.S.$26,0005,004
Privately issued$075
Collaterized mortgage obligations$23,0003,382
CMOs issued by government agencies or sponsored agencies$23,0003,262
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)$52,634,000425
Available-for-sale securities (fair market value)$7,084,0005,141
Total debt securities$59,718,0002,264
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$59,508,0002,321
U.S. Government securities$8,546,0004,744
U.S. Treasury securities$01,381
U.S. Government agency obligations$8,546,0004,628
Securities issued by states & political subdivisions$47,464,000805
Other domestic debt securities$3,298,0001,111
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$3,298,000837
Foreign debt securities$200,000276
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,778,0003,606
Mortgage-backed securities$54,0005,248
Certificates of participation in pools of residential mortgages$28,0005,094
Issued or guaranteed by U.S.$28,0005,089
Privately issued$073
Collaterized mortgage obligations$26,0003,436
CMOs issued by government agencies or sponsored agencies$26,0003,305
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)$51,618,000432
Available-for-sale securities (fair market value)$7,890,0005,150
Total debt securities$59,508,0002,302
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$59,173,0002,337
U.S. Government securities$8,556,0004,803
U.S. Treasury securities$01,342
U.S. Government agency obligations$8,556,0004,693
Securities issued by states & political subdivisions$47,099,000808
Other domestic debt securities$3,318,0001,146
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$3,318,000856
Foreign debt securities$200,000279
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,782,0003,834
Mortgage-backed securities$59,0005,288
Certificates of participation in pools of residential mortgages$30,0005,139
Issued or guaranteed by U.S.$30,0005,133
Privately issued$075
Collaterized mortgage obligations$29,0003,477
CMOs issued by government agencies or sponsored agencies$29,0003,344
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)$51,017,000429
Available-for-sale securities (fair market value)$8,156,0005,165
Total debt securities$59,173,0002,318
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$58,823,0002,368
U.S. Government securities$8,530,0004,858
U.S. Treasury securities$01,198
U.S. Government agency obligations$8,530,0004,756
Securities issued by states & political subdivisions$46,762,000814
Other domestic debt securities$3,331,0001,179
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$3,331,000882
Foreign debt securities$200,000278
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,682,0003,882
Mortgage-backed securities$64,0005,337
Certificates of participation in pools of residential mortgages$32,0005,191
Issued or guaranteed by U.S.$32,0005,184
Privately issued$076
Collaterized mortgage obligations$32,0003,509
CMOs issued by government agencies or sponsored agencies$32,0003,374
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)$50,455,000418
Available-for-sale securities (fair market value)$8,368,0005,196
Total debt securities$58,823,0002,348
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$59,133,0002,342
U.S. Government securities$8,494,0004,840
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,494,0004,744
Securities issued by states & political subdivisions$47,095,000806
Other domestic debt securities$3,344,0001,212
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$3,344,000905
Foreign debt securities$200,000282
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,507,0003,917
Mortgage-backed securities$69,0005,378
Certificates of participation in pools of residential mortgages$34,0005,231
Issued or guaranteed by U.S.$34,0005,223
Privately issued$081
Collaterized mortgage obligations$35,0003,511
CMOs issued by government agencies or sponsored agencies$35,0003,369
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)$49,434,000416
Available-for-sale securities (fair market value)$9,699,0005,080
Total debt securities$59,133,0002,323
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$59,536,0002,337
U.S. Government securities$8,069,0004,960
U.S. Treasury securities$01,131
U.S. Government agency obligations$8,069,0004,856
Securities issued by states & political subdivisions$47,663,000790
Other domestic debt securities$3,604,0001,211
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$3,604,000895
Foreign debt securities$200,000292
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,780,0004,076
Mortgage-backed securities$75,0005,420
Certificates of participation in pools of residential mortgages$37,0005,278
Issued or guaranteed by U.S.$37,0005,270
Privately issued$080
Collaterized mortgage obligations$38,0003,548
CMOs issued by government agencies or sponsored agencies$38,0003,401
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)$49,053,000404
Available-for-sale securities (fair market value)$10,483,0005,053
Total debt securities$59,526,0002,320
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$58,466,0002,369
U.S. Government securities$7,844,0004,983
U.S. Treasury securities$01,152
U.S. Government agency obligations$7,844,0004,876
Securities issued by states & political subdivisions$46,103,000821
Other domestic debt securities$4,099,0001,153
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$4,099,000842
Foreign debt securities$420,000245
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,785,0004,090
Mortgage-backed securities$83,0005,429
Certificates of participation in pools of residential mortgages$41,0005,275
Issued or guaranteed by U.S.$41,0005,266
Privately issued$083
Collaterized mortgage obligations$42,0003,570
CMOs issued by government agencies or sponsored agencies$42,0003,416
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)$47,884,000380
Available-for-sale securities (fair market value)$10,582,0005,064
Total debt securities$58,466,0002,345
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$57,578,0002,416
U.S. Government securities$8,179,0004,996
U.S. Treasury securities$01,161
U.S. Government agency obligations$8,179,0004,890
Securities issued by states & political subdivisions$44,596,000828
Other domestic debt securities$4,382,0001,124
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$4,382,000799
Foreign debt securities$421,000249
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,791,0004,127
Mortgage-backed securities$94,0005,472
Certificates of participation in pools of residential mortgages$46,0005,313
Issued or guaranteed by U.S.$46,0005,306
Privately issued$083
Collaterized mortgage obligations$48,0003,602
CMOs issued by government agencies or sponsored agencies$48,0003,434
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)$46,740,000365
Available-for-sale securities (fair market value)$10,838,0005,089
Total debt securities$57,578,0002,392
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$55,874,0002,419
U.S. Government securities$8,225,0004,972
U.S. Treasury securities$01,135
U.S. Government agency obligations$8,225,0004,875
Securities issued by states & political subdivisions$42,840,000848
Other domestic debt securities$4,387,0001,092
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$4,387,000770
Foreign debt securities$422,000241
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,143,0004,039
Mortgage-backed securities$120,0005,494
Certificates of participation in pools of residential mortgages$67,0005,310
Issued or guaranteed by U.S.$67,0005,304
Privately issued$085
Collaterized mortgage obligations$53,0003,633
CMOs issued by government agencies or sponsored agencies$53,0003,471
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)$44,537,000374
Available-for-sale securities (fair market value)$11,337,0005,008
Total debt securities$55,874,0002,396
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$56,293,0002,427
U.S. Government securities$8,046,0005,103
U.S. Treasury securities$01,086
U.S. Government agency obligations$8,046,0005,010
Securities issued by states & political subdivisions$43,433,000807
Other domestic debt securities$4,391,0001,132
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$4,391,000804
Foreign debt securities$423,000239
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,621,0003,970
Mortgage-backed securities$130,0005,583
Certificates of participation in pools of residential mortgages$71,0005,403
Issued or guaranteed by U.S.$71,0005,393
Privately issued$088
Collaterized mortgage obligations$59,0003,709
CMOs issued by government agencies or sponsored agencies$59,0003,541
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)$44,140,000381
Available-for-sale securities (fair market value)$12,153,0004,988
Total debt securities$56,293,0002,405
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$57,256,0002,393
U.S. Government securities$8,935,0005,049
U.S. Treasury securities$01,068
U.S. Government agency obligations$8,935,0004,959
Securities issued by states & political subdivisions$43,057,000787
Other domestic debt securities$4,843,0001,094
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$4,843,000773
Foreign debt securities$421,000232
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,435,0003,840
Mortgage-backed securities$143,0005,611
Certificates of participation in pools of residential mortgages$78,0005,432
Issued or guaranteed by U.S.$78,0005,421
Privately issued$094
Collaterized mortgage obligations$65,0003,717
CMOs issued by government agencies or sponsored agencies$65,0003,542
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)$43,970,000380
Available-for-sale securities (fair market value)$13,286,0004,883
Total debt securities$57,256,0002,372
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$54,368,0002,513
U.S. Government securities$8,611,0005,215
U.S. Treasury securities$01,157
U.S. Government agency obligations$8,611,0005,112
Securities issued by states & political subdivisions$39,977,000825
Other domestic debt securities$5,358,0001,030
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$5,358,000712
Foreign debt securities$422,000170
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,407,0003,866
Mortgage-backed securities$158,0005,633
Certificates of participation in pools of residential mortgages$85,0005,459
Issued or guaranteed by U.S.$85,0005,450
Privately issued$094
Collaterized mortgage obligations$73,0003,733
CMOs issued by government agencies or sponsored agencies$73,0003,555
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)$40,958,000405
Available-for-sale securities (fair market value)$13,410,0004,907
Total debt securities$54,368,0002,497
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$53,738,0002,472
U.S. Government securities$9,650,0004,995
U.S. Treasury securities$01,076
U.S. Government agency obligations$9,650,0004,898
Securities issued by states & political subdivisions$38,234,000831
Other domestic debt securities$5,441,000994
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$5,441,000655
Foreign debt securities$413,000123
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,845,0003,593
Mortgage-backed securities$174,0005,617
Certificates of participation in pools of residential mortgages$94,0005,438
Issued or guaranteed by U.S.$94,0005,424
Privately issued$0121
Collaterized mortgage obligations$80,0003,694
CMOs issued by government agencies or sponsored agencies$80,0003,426
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)$40,526,000413
Available-for-sale securities (fair market value)$13,212,0004,900
Total debt securities$53,738,0002,452
Structured notes
Amortized cost$450,0002,753
Fair value$451,0002,751
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$49,695,0002,543
U.S. Government securities$10,048,0004,892
U.S. Treasury securities$01,126
U.S. Government agency obligations$10,048,0004,794
Securities issued by states & political subdivisions$33,268,000917
Other domestic debt securities$5,961,000947
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$5,961,000589
Foreign debt securities$418,000120
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,238,0003,492
Mortgage-backed securities$264,0005,577
Certificates of participation in pools of residential mortgages$102,0005,439
Issued or guaranteed by U.S.$102,0005,423
Privately issued$0132
Collaterized mortgage obligations$162,0003,612
CMOs issued by government agencies or sponsored agencies$162,0003,338
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)$39,004,000410
Available-for-sale securities (fair market value)$10,691,0005,202
Total debt securities$49,695,0002,520
Structured notes
Amortized cost$1,150,0002,153
Fair value$1,152,0002,159
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$49,772,0002,566
U.S. Government securities$13,634,0004,460
U.S. Treasury securities$01,225
U.S. Government agency obligations$13,634,0004,342
Securities issued by states & political subdivisions$29,649,000988
Other domestic debt securities$6,065,000916
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$6,065,000543
Foreign debt securities$424,000114
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,242,0003,524
Mortgage-backed securities$444,0005,482
Certificates of participation in pools of residential mortgages$114,0005,441
Issued or guaranteed by U.S.$114,0005,430
Privately issued$0125
Collaterized mortgage obligations$330,0003,456
CMOs issued by government agencies or sponsored agencies$330,0003,179
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)$38,756,000413
Available-for-sale securities (fair market value)$11,016,0005,242
Total debt securities$49,772,0002,539
Structured notes
Amortized cost$1,350,0002,305
Fair value$1,352,0002,306
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$49,876,0002,528
U.S. Government securities$15,174,0004,208
U.S. Treasury securities$01,272
U.S. Government agency obligations$15,174,0004,080
Securities issued by states & political subdivisions$28,586,0001,011
Other domestic debt securities$5,692,000986
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$5,692,000562
Foreign debt securities$424,000107
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,142,0003,555
Mortgage-backed securities$611,0005,364
Certificates of participation in pools of residential mortgages$123,0005,424
Issued or guaranteed by U.S.$123,0005,410
Privately issued$0136
Collaterized mortgage obligations$488,0003,303
CMOs issued by government agencies or sponsored agencies$488,0003,025
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)$37,624,000433
Available-for-sale securities (fair market value)$12,252,0005,048
Total debt securities$49,876,0002,501
Structured notes
Amortized cost$1,100,0002,443
Fair value$1,084,0002,448
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$45,519,0002,610
U.S. Government securities$12,381,0004,480
U.S. Treasury securities$01,275
U.S. Government agency obligations$12,381,0004,360
Securities issued by states & political subdivisions$27,232,0001,032
Other domestic debt securities$5,906,0001,033
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$5,906,000549
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$7,747,0003,586
Mortgage-backed securities$765,0005,279
Certificates of participation in pools of residential mortgages$145,0005,373
Issued or guaranteed by U.S.$145,0005,360
Privately issued$0141
Collaterized mortgage obligations$620,0003,213
CMOs issued by government agencies or sponsored agencies$620,0002,926
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)$35,560,000436
Available-for-sale securities (fair market value)$9,959,0005,261
Total debt securities$45,519,0002,583
Structured notes
Amortized cost$900,0002,551
Fair value$886,0002,558
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$42,565,0002,730
U.S. Government securities$11,044,0004,645
U.S. Treasury securities$01,180
U.S. Government agency obligations$11,044,0004,524
Securities issued by states & political subdivisions$26,251,0001,034
Other domestic debt securities$5,270,0001,115
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$5,270,000589
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$7,275,0003,691
Mortgage-backed securities$847,0005,279
Certificates of participation in pools of residential mortgages$155,0005,384
Issued or guaranteed by U.S.$155,0005,371
Privately issued$0141
Collaterized mortgage obligations$692,0003,165
CMOs issued by government agencies or sponsored agencies$692,0002,864
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)$31,295,000495
Available-for-sale securities (fair market value)$11,270,0005,035
Total debt securities$42,565,0002,698
Structured notes
Amortized cost$800,0002,636
Fair value$805,0002,638
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$39,376,0002,877
U.S. Government securities$9,883,0004,948
U.S. Treasury securities$01,121
U.S. Government agency obligations$9,883,0004,836
Securities issued by states & political subdivisions$24,502,0001,038
Other domestic debt securities$4,991,0001,151
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$4,991,000576
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$7,057,0003,789
Mortgage-backed securities$889,0005,267
Certificates of participation in pools of residential mortgages$166,0005,435
Issued or guaranteed by U.S.$166,0005,422
Privately issued$0148
Collaterized mortgage obligations$723,0003,070
CMOs issued by government agencies or sponsored agencies$723,0002,753
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)$31,235,000499
Available-for-sale securities (fair market value)$8,141,0005,585
Total debt securities$39,376,0002,850
Structured notes
Amortized cost$500,0002,871
Fair value$508,0002,877
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$37,878,0002,978
U.S. Government securities$10,903,0004,821
U.S. Treasury securities$01,130
U.S. Government agency obligations$10,903,0004,707
Securities issued by states & political subdivisions$21,986,0001,138
Other domestic debt securities$4,989,0001,192
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$4,989,000592
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$7,034,0003,870
Mortgage-backed securities$940,0005,353
Certificates of participation in pools of residential mortgages$179,0005,526
Issued or guaranteed by U.S.$179,0005,512
Privately issued$0145
Collaterized mortgage obligations$761,0003,025
CMOs issued by government agencies or sponsored agencies$761,0002,696
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)$32,923,000498
Available-for-sale securities (fair market value)$4,955,0006,216
Total debt securities$37,878,0002,951
Structured notes
Amortized cost$984,0002,467
Fair value$983,0002,449
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$37,775,0002,982
U.S. Government securities$11,773,0004,629
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,773,0004,531
Securities issued by states & political subdivisions$21,006,0001,193
Other domestic debt securities$4,996,0001,238
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$4,996,000611
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$7,149,0003,876
Mortgage-backed securities$1,030,0005,370
Certificates of participation in pools of residential mortgages$189,0005,577
Issued or guaranteed by U.S.$189,0005,561
Privately issued$0157
Collaterized mortgage obligations$841,0002,973
CMOs issued by government agencies or sponsored agencies$841,0002,630
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)$32,284,000517
Available-for-sale securities (fair market value)$5,491,0006,110
Total debt securities$37,775,0002,958
Structured notes
Amortized cost$1,932,0001,659
Fair value$1,924,0001,646
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$36,534,0003,052
U.S. Government securities$11,805,0004,649
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,805,0004,555
Securities issued by states & political subdivisions$19,491,0001,286
Other domestic debt securities$5,238,0001,264
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$5,238,000621
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,556,0003,792
Mortgage-backed securities$1,155,0005,389
Certificates of participation in pools of residential mortgages$202,0005,642
Issued or guaranteed by U.S.$202,0005,623
Privately issued$0171
Collaterized mortgage obligations$953,0002,909
CMOs issued by government agencies or sponsored agencies$953,0002,555
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)$30,726,000557
Available-for-sale securities (fair market value)$5,808,0006,097
Total debt securities$36,533,0003,026
Structured notes
Amortized cost$1,000,0001,528
Fair value$957,0001,766
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$34,927,0003,095
U.S. Government securities$10,710,0004,860
U.S. Treasury securities$01,036
U.S. Government agency obligations$10,710,0004,770
Securities issued by states & political subdivisions$18,714,0001,282
Other domestic debt securities$5,503,0001,274
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$5,503,000620
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,626,0003,780
Mortgage-backed securities$1,269,0005,392
Certificates of participation in pools of residential mortgages$218,0005,684
Issued or guaranteed by U.S.$218,0005,665
Privately issued$0181
Collaterized mortgage obligations$1,051,0002,841
CMOs issued by government agencies or sponsored agencies$1,051,0002,471
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)$29,218,000578
Available-for-sale securities (fair market value)$5,709,0006,129
Total debt securities$34,927,0003,065
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$34,358,0003,138
U.S. Government securities$13,133,0004,495
U.S. Treasury securities$0981
U.S. Government agency obligations$13,133,0004,414
Securities issued by states & political subdivisions$15,801,0001,457
Other domestic debt securities$5,424,0001,187
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$5,424,000615
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$8,685,0003,642
Mortgage-backed securities$1,389,0005,425
Certificates of participation in pools of residential mortgages$238,0005,717
Issued or guaranteed by U.S.$238,0005,701
Privately issued$0191
Collaterized mortgage obligations$1,151,0002,831
CMOs issued by government agencies or sponsored agencies$1,151,0002,456
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)$27,938,000592
Available-for-sale securities (fair market value)$6,420,0006,022
Total debt securities$34,358,0003,106
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$33,367,0003,210
U.S. Government securities$14,875,0004,265
U.S. Treasury securities$0973
U.S. Government agency obligations$14,875,0004,190
Securities issued by states & political subdivisions$13,219,0001,675
Other domestic debt securities$5,273,0001,184
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$5,273,000622
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$8,687,0003,660
Mortgage-backed securities$1,473,0005,395
Certificates of participation in pools of residential mortgages$263,0005,694
Issued or guaranteed by U.S.$263,0005,674
Privately issued$0188
Collaterized mortgage obligations$1,210,0002,737
CMOs issued by government agencies or sponsored agencies$1,210,0002,410
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)$28,065,000579
Available-for-sale securities (fair market value)$5,302,0006,288
Total debt securities$33,367,0003,166
Structured notes
Amortized cost$500,0001,335
Fair value$501,0001,382
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$36,046,0002,970
U.S. Government securities$17,970,0003,760
U.S. Treasury securities$01,019
U.S. Government agency obligations$17,970,0003,683
Securities issued by states & political subdivisions$12,844,0001,690
Other domestic debt securities$5,232,0001,167
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$5,232,000618
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$8,664,0003,663
Mortgage-backed securities$1,497,0005,347
Certificates of participation in pools of residential mortgages$287,0005,671
Issued or guaranteed by U.S.$287,0005,652
Privately issued$0192
Collaterized mortgage obligations$1,210,0002,664
CMOs issued by government agencies or sponsored agencies$1,210,0002,323
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)$31,088,000532
Available-for-sale securities (fair market value)$4,958,0006,332
Total debt securities$36,046,0002,932
Structured notes
Amortized cost$987,0001,073
Fair value$997,000998
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$32,458,0003,242
U.S. Government securities$14,316,0004,337
U.S. Treasury securities$01,021
U.S. Government agency obligations$14,316,0004,266
Securities issued by states & political subdivisions$12,838,0001,699
Other domestic debt securities$5,304,0001,204
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$5,304,000677
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$8,413,0003,665
Mortgage-backed securities$1,514,0005,352
Certificates of participation in pools of residential mortgages$304,0005,666
Issued or guaranteed by U.S.$304,0005,641
Privately issued$0202
Collaterized mortgage obligations$1,210,0002,656
CMOs issued by government agencies or sponsored agencies$1,210,0002,326
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,455,000588
Available-for-sale securities (fair market value)$5,003,0006,406
Total debt securities$32,458,0003,207
Structured notes
Amortized cost$987,0001,128
Fair value$991,0001,079
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$32,082,0003,289
U.S. Government securities$13,313,0004,506
U.S. Treasury securities$01,044
U.S. Government agency obligations$13,313,0004,429
Securities issued by states & political subdivisions$13,068,0001,681
Other domestic debt securities$5,701,0001,133
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$5,701,000648
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$8,424,0003,648
Mortgage-backed securities$1,536,0005,288
Certificates of participation in pools of residential mortgages$325,0005,630
Issued or guaranteed by U.S.$325,0005,601
Privately issued$0205
Collaterized mortgage obligations$1,211,0002,652
CMOs issued by government agencies or sponsored agencies$1,211,0002,315
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)$28,921,000559
Available-for-sale securities (fair market value)$3,161,0006,826
Total debt securities$32,081,0003,239
Structured notes
Amortized cost$987,0001,236
Fair value$1,003,0001,134
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$30,951,0003,381
U.S. Government securities$15,307,0004,229
U.S. Treasury securities$01,146
U.S. Government agency obligations$15,307,0004,141
Securities issued by states & political subdivisions$11,408,0001,848
Other domestic debt securities$4,236,0001,227
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$4,236,000737
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$8,665,0003,633
Mortgage-backed securities$1,552,0005,061
Certificates of participation in pools of residential mortgages$342,0005,484
Issued or guaranteed by U.S.$342,0005,463
Privately issued$0191
Collaterized mortgage obligations$1,210,0002,531
CMOs issued by government agencies or sponsored agencies$1,210,0002,229
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)$29,005,000580
Available-for-sale securities (fair market value)$1,946,0007,136
Total debt securities$30,951,0003,330
Structured notes
Amortized cost$1,080,0001,468
Fair value$1,092,0001,466
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$33,115,0003,207
U.S. Government securities$16,270,0004,159
U.S. Treasury securities$01,235
U.S. Government agency obligations$16,270,0004,076
Securities issued by states & political subdivisions$12,346,0001,709
Other domestic debt securities$4,499,0001,140
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$4,499,000689
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$8,168,0003,755
Mortgage-backed securities$1,571,0004,954
Certificates of participation in pools of residential mortgages$360,0005,388
Issued or guaranteed by U.S.$360,0005,369
Privately issued$0194
Collaterized mortgage obligations$1,211,0002,471
CMOs issued by government agencies or sponsored agencies$1,211,0002,171
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)$30,361,000580
Available-for-sale securities (fair market value)$2,754,0006,988
Total debt securities$33,115,0003,164
Structured notes
Amortized cost$1,080,0001,669
Fair value$1,080,0001,671
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$33,712,0003,167
U.S. Government securities$16,497,0004,153
U.S. Treasury securities$01,362
U.S. Government agency obligations$16,497,0004,054
Securities issued by states & political subdivisions$12,704,0001,643
Other domestic debt securities$4,511,0001,079
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$4,511,000660
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$7,972,0003,785
Mortgage-backed securities$1,609,0004,922
Certificates of participation in pools of residential mortgages$398,0005,360
Issued or guaranteed by U.S.$398,0005,342
Privately issued$0207
Collaterized mortgage obligations$1,211,0002,441
CMOs issued by government agencies or sponsored agencies$1,211,0002,159
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)$30,987,000571
Available-for-sale securities (fair market value)$2,725,0007,020
Total debt securities$33,712,0003,127
Structured notes
Amortized cost$1,080,0001,754
Fair value$1,055,0001,756
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$34,580,0003,119
U.S. Government securities$16,800,0004,121
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,800,0004,023
Securities issued by states & political subdivisions$12,938,0001,614
Other domestic debt securities$4,842,0001,059
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$4,842,000663
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$9,678,0003,489
Mortgage-backed securities$1,643,0004,910
Certificates of participation in pools of residential mortgages$432,0005,333
Issued or guaranteed by U.S.$432,0005,311
Privately issued$0218
Collaterized mortgage obligations$1,211,0002,413
CMOs issued by government agencies or sponsored agencies$1,211,0002,132
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)$31,614,000584
Available-for-sale securities (fair market value)$2,966,0006,993
Total debt securities$34,580,0003,078
Structured notes
Amortized cost$1,079,0001,824
Fair value$1,066,0001,826
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$35,616,0003,079
U.S. Government securities$17,069,0004,146
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,069,0004,041
Securities issued by states & political subdivisions$13,592,0001,544
Other domestic debt securities$4,955,0001,046
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$4,955,000672
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,679,0003,483
Mortgage-backed securities$1,663,0004,898
Certificates of participation in pools of residential mortgages$452,0005,308
Issued or guaranteed by U.S.$452,0005,289
Privately issued$0208
Collaterized mortgage obligations$1,211,0002,405
CMOs issued by government agencies or sponsored agencies$1,211,0002,127
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)$32,108,000594
Available-for-sale securities (fair market value)$3,508,0006,884
Total debt securities$35,616,0003,032
Structured notes
Amortized cost$1,079,0001,926
Fair value$1,060,0001,929
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$37,003,0003,017
U.S. Government securities$17,593,0004,106
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,593,0003,994
Securities issued by states & political subdivisions$14,091,0001,464
Other domestic debt securities$5,319,0001,005
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$5,319,000632
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,680,0003,482
Mortgage-backed securities$1,688,0004,885
Certificates of participation in pools of residential mortgages$477,0005,301
Issued or guaranteed by U.S.$477,0005,277
Privately issued$0214
Collaterized mortgage obligations$1,211,0002,379
CMOs issued by government agencies or sponsored agencies$1,211,0002,108
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)$33,439,000604
Available-for-sale securities (fair market value)$3,564,0006,940
Total debt securities$37,003,0002,973
Structured notes
Amortized cost$1,079,0002,033
Fair value$1,059,0002,035
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$37,854,0002,951
U.S. Government securities$17,859,0004,075
U.S. Treasury securities$01,634
U.S. Government agency obligations$17,859,0003,948
Securities issued by states & political subdivisions$14,365,0001,403
Other domestic debt securities$5,630,000962
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$5,630,000623
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$6,082,0004,292
Mortgage-backed securities$1,716,0004,872
Certificates of participation in pools of residential mortgages$504,0005,302
Issued or guaranteed by U.S.$504,0005,280
Privately issued$0211
Collaterized mortgage obligations$1,212,0002,369
CMOs issued by government agencies or sponsored agencies$1,212,0002,096
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)$34,331,000594
Available-for-sale securities (fair market value)$3,523,0006,960
Total debt securities$37,854,0002,916
Structured notes
Amortized cost$1,079,0002,087
Fair value$1,029,0002,097
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$38,418,0002,949
U.S. Government securities$17,895,0004,103
U.S. Treasury securities$01,715
U.S. Government agency obligations$17,895,0003,976
Securities issued by states & political subdivisions$14,727,0001,366
Other domestic debt securities$5,796,000978
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$5,796,000638
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$5,333,0004,511
Mortgage-backed securities$1,743,0004,902
Certificates of participation in pools of residential mortgages$531,0005,299
Issued or guaranteed by U.S.$531,0005,280
Privately issued$0205
Collaterized mortgage obligations$1,212,0002,364
CMOs issued by government agencies or sponsored agencies$1,212,0002,092
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)$34,901,000601
Available-for-sale securities (fair market value)$3,517,0007,003
Total debt securities$38,418,0002,900
Structured notes
Amortized cost$1,078,0002,080
Fair value$1,045,0002,085
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$37,922,0002,958
U.S. Government securities$17,504,0004,154
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,504,0004,022
Securities issued by states & political subdivisions$14,864,0001,365
Other domestic debt securities$5,554,0001,008
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$5,554,000676
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,379,0003,501
Mortgage-backed securities$1,797,0004,913
Certificates of participation in pools of residential mortgages$584,0005,278
Issued or guaranteed by U.S.$584,0005,258
Privately issued$0216
Collaterized mortgage obligations$1,213,0002,371
CMOs issued by government agencies or sponsored agencies$1,213,0002,110
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)$35,199,000606
Available-for-sale securities (fair market value)$2,723,0007,246
Total debt securities$37,922,0002,915
Structured notes
Amortized cost$1,078,0002,071
Fair value$1,055,0002,073
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$41,176,0002,754
U.S. Government securities$20,059,0003,757
U.S. Treasury securities$01,786
U.S. Government agency obligations$20,059,0003,624
Securities issued by states & political subdivisions$15,299,0001,317
Other domestic debt securities$5,818,0001,002
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$5,818,000668
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$8,886,0003,585
Mortgage-backed securities$1,852,0004,924
Certificates of participation in pools of residential mortgages$635,0005,274
Issued or guaranteed by U.S.$635,0005,256
Privately issued$0225
Collaterized mortgage obligations$1,217,0002,374
CMOs issued by government agencies or sponsored agencies$1,217,0002,118
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)$38,534,000568
Available-for-sale securities (fair market value)$2,642,0007,277
Total debt securities$41,176,0002,713
Structured notes
Amortized cost$1,078,0002,014
Fair value$1,070,0002,015
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$42,144,0002,722
U.S. Government securities$20,376,0003,746
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,376,0003,626
Securities issued by states & political subdivisions$15,536,0001,272
Other domestic debt securities$6,232,000978
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$6,232,000658
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$8,885,0003,592
Mortgage-backed securities$1,913,0004,985
Certificates of participation in pools of residential mortgages$687,0005,277
Issued or guaranteed by U.S.$687,0005,254
Privately issued$0223
Collaterized mortgage obligations$1,226,0002,442
CMOs issued by government agencies or sponsored agencies$1,226,0002,177
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)$39,490,000563
Available-for-sale securities (fair market value)$2,654,0007,311
Total debt securities$42,144,0002,674
Structured notes
Amortized cost$1,078,0002,006
Fair value$1,080,0002,005
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$43,677,0002,675
U.S. Government securities$20,720,0003,768
U.S. Treasury securities$01,963
U.S. Government agency obligations$20,720,0003,637
Securities issued by states & political subdivisions$15,755,0001,235
Other domestic debt securities$7,202,000940
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$7,202,000634
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$5,825,0004,361
Mortgage-backed securities$2,010,0005,013
Certificates of participation in pools of residential mortgages$763,0005,277
Issued or guaranteed by U.S.$763,0005,261
Privately issued$0207
Collaterized mortgage obligations$1,247,0002,494
CMOs issued by government agencies or sponsored agencies$1,247,0002,242
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)$41,293,000548
Available-for-sale securities (fair market value)$2,384,0007,426
Total debt securities$43,677,0002,626
Structured notes
Amortized cost$1,077,0001,997
Fair value$1,050,0001,999
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$41,419,0002,820
U.S. Government securities$16,932,0004,300
U.S. Treasury securities$01,963
U.S. Government agency obligations$16,932,0004,164
Securities issued by states & political subdivisions$16,767,0001,140
Other domestic debt securities$7,720,000927
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$7,720,000635
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$5,818,0004,349
Mortgage-backed securities$2,119,0004,990
Certificates of participation in pools of residential mortgages$821,0005,277
Issued or guaranteed by U.S.$821,0005,261
Privately issued$0203
Collaterized mortgage obligations$1,298,0002,505
CMOs issued by government agencies or sponsored agencies$1,298,0002,258
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)$39,521,000573
Available-for-sale securities (fair market value)$1,898,0007,601
Total debt securities$41,418,0002,763
Structured notes
Amortized cost$1,077,0001,947
Fair value$1,067,0001,949
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$40,661,0002,853
U.S. Government securities$16,241,0004,389
U.S. Treasury securities$01,990
U.S. Government agency obligations$16,241,0004,253
Securities issued by states & political subdivisions$16,682,0001,165
Other domestic debt securities$7,738,000923
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$7,738,000648
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$5,818,0004,332
Mortgage-backed securities$2,118,0005,021
Certificates of participation in pools of residential mortgages$883,0005,245
Issued or guaranteed by U.S.$883,0005,232
Privately issued$0225
Collaterized mortgage obligations$1,235,0002,547
CMOs issued by government agencies or sponsored agencies$1,235,0002,305
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)$38,845,000584
Available-for-sale securities (fair market value)$1,816,0007,652
Total debt securities$40,661,0002,798
Structured notes
Amortized cost$733,0002,344
Fair value$737,0002,344
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$38,092,0003,073
U.S. Government securities$15,597,0004,579
U.S. Treasury securities$02,098
U.S. Government agency obligations$15,597,0004,418
Securities issued by states & political subdivisions$14,739,0001,321
Other domestic debt securities$7,756,000935
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$7,756,000669
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$5,820,0004,306
Mortgage-backed securities$2,712,0004,819
Certificates of participation in pools of residential mortgages$1,035,0005,172
Issued or guaranteed by U.S.$1,035,0005,158
Privately issued$0225
Collaterized mortgage obligations$1,677,0002,381
CMOs issued by government agencies or sponsored agencies$1,677,0002,139
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)$37,841,000602
Available-for-sale securities (fair market value)$251,0008,119
Total debt securities$38,092,0003,004
Structured notes
Amortized cost$733,0002,309
Fair value$704,0002,309
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$39,746,0002,943
U.S. Government securities$16,952,0004,308
U.S. Treasury securities$02,082
U.S. Government agency obligations$16,952,0004,163
Securities issued by states & political subdivisions$15,020,0001,303
Other domestic debt securities$7,774,0001,007
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$7,774,000722
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$6,077,0004,178
Mortgage-backed securities$3,558,0004,534
Certificates of participation in pools of residential mortgages$1,195,0005,105
Issued or guaranteed by U.S.$1,195,0005,091
Privately issued$0230
Collaterized mortgage obligations$2,363,0002,160
CMOs issued by government agencies or sponsored agencies$2,363,0001,931
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)$39,241,000562
Available-for-sale securities (fair market value)$505,0008,055
Total debt securities$39,746,0002,878
Structured notes
Amortized cost$732,0002,088
Fair value$740,0002,088
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$39,225,0003,022
U.S. Government securities$15,530,0004,583
U.S. Treasury securities$02,227
U.S. Government agency obligations$15,530,0004,442
Securities issued by states & political subdivisions$14,019,0001,417
Other domestic debt securities$9,176,000894
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$9,176,000687
Foreign debt securities$0283
Equity securities$500,0001,571
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,084,0004,100
Mortgage-backed securities$3,999,0004,375
Certificates of participation in pools of residential mortgages$1,326,0005,024
Issued or guaranteed by U.S.$1,326,0005,006
Privately issued$0248
Collaterized mortgage obligations$2,673,0002,080
CMOs issued by government agencies or sponsored agencies$2,673,0001,953
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)$37,965,000584
Available-for-sale securities (fair market value)$1,260,0007,926
Total debt securities$38,725,0002,989
Structured notes
Amortized cost$483,0002,232
Fair value$473,0002,232
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$40,940,0002,876
U.S. Government securities$16,990,0004,225
U.S. Treasury securities$02,287
U.S. Government agency obligations$16,990,0004,058
Securities issued by states & political subdivisions$15,494,0001,265
Other domestic debt securities$8,456,000982
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$8,456,000765
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$6,102,0004,043
Mortgage-backed securities$5,448,0003,911
Certificates of participation in pools of residential mortgages$1,605,0004,862
Issued or guaranteed by U.S.$1,605,0004,842
Privately issued$0253
Collaterized mortgage obligations$3,843,0001,820
CMOs issued by government agencies or sponsored agencies$3,843,0001,695
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)$39,924,000549
Available-for-sale securities (fair market value)$1,016,0008,020
Total debt securities$40,940,0002,805
Structured notes
Amortized cost$483,0001,974
Fair value$466,0001,973
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$39,818,0002,891
U.S. Government securities$15,721,0004,346
U.S. Treasury securities$100,0002,264
U.S. Government agency obligations$15,621,0004,200
Securities issued by states & political subdivisions$15,623,0001,229
Other domestic debt securities$8,474,0001,012
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$8,474,000772
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$6,120,0004,001
Mortgage-backed securities$6,133,0003,833
Certificates of participation in pools of residential mortgages$1,687,0004,864
Issued or guaranteed by U.S.$1,687,0004,848
Privately issued$0256
Collaterized mortgage obligations$4,446,0001,837
CMOs issued by government agencies or sponsored agencies$4,446,0001,723
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)$38,793,000542
Available-for-sale securities (fair market value)$1,025,0008,027
Total debt securities$39,818,0002,814
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$39,366,0002,871
U.S. Government securities$16,980,0004,159
U.S. Treasury securities$100,0002,328
U.S. Government agency obligations$16,880,0004,005
Securities issued by states & political subdivisions$15,233,0001,213
Other domestic debt securities$6,850,0001,169
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$6,850,000933
Foreign debt securities$0294
Equity securities$303,0001,806
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,878,0004,118
Mortgage-backed securities$9,347,0003,166
Certificates of participation in pools of residential mortgages$2,398,0004,466
Issued or guaranteed by U.S.$2,398,0004,448
Privately issued$0257
Collaterized mortgage obligations$6,949,0001,531
CMOs issued by government agencies or sponsored agencies$6,949,0001,435
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)$38,033,000547
Available-for-sale securities (fair market value)$1,333,0007,970
Total debt securities$39,063,0002,806
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$38,952,0002,868
U.S. Government securities$18,036,0003,972
U.S. Treasury securities$99,0002,509
U.S. Government agency obligations$17,937,0003,818
Securities issued by states & political subdivisions$13,223,0001,384
Other domestic debt securities$7,041,0001,143
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$7,041,000912
Foreign debt securities$0302
Equity securities$652,0001,556
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,978,0004,069
Mortgage-backed securities$10,662,0002,919
Certificates of participation in pools of residential mortgages$3,031,0004,156
Issued or guaranteed by U.S.$3,031,0004,143
Privately issued$0252
Collaterized mortgage obligations$7,631,0001,464
CMOs issued by government agencies or sponsored agencies$7,631,0001,364
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)$36,764,000557
Available-for-sale securities (fair market value)$2,188,0007,748
Total debt securities$38,300,0002,833
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$33,234,0003,092
U.S. Government securities$14,834,0004,410
U.S. Treasury securities$349,0002,716
U.S. Government agency obligations$14,485,0004,260
Securities issued by states & political subdivisions$12,190,0001,402
Other domestic debt securities$5,610,0001,325
Privately issued residential mortgage-backed securities$74,0001,256
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,536,0001,063
Foreign debt securities$0319
Equity securities$600,0001,511
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,321,0004,289
Mortgage-backed securities$7,443,0003,351
Certificates of participation in pools of residential mortgages$2,220,0004,343
Issued or guaranteed by U.S.$2,220,0004,325
Privately issued$0260
Collaterized mortgage obligations$5,223,0001,815
CMOs issued by government agencies or sponsored agencies$5,149,0001,709
Privately issued$74,0001,122
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,116,000662
Available-for-sale securities (fair market value)$3,118,0007,568
Total debt securities$32,632,0003,089
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$20,852,0004,499
U.S. Government securities$9,703,0005,944
U.S. Treasury securities$98,0004,150
U.S. Government agency obligations$9,605,0005,645
Securities issued by states & political subdivisions$9,432,0001,740
Other domestic debt securities$1,707,0002,065
Privately issued residential mortgage-backed securities$101,0001,178
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,606,0001,798
Foreign debt securitiesNANA
Equity securities$10,0007,916
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,678,0004,778
Mortgage-backed securities$1,926,0004,819
Certificates of participation in pools of residential mortgages$160,0006,178
Issued or guaranteed by U.S.$160,0006,156
Privately issued$0308
Collaterized mortgage obligations$1,766,0002,397
CMOs issued by government agencies or sponsored agencies$1,665,0002,301
Privately issued$101,0001,018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,109,0001,232
Available-for-sale securities (fair market value)$2,743,0007,944
Total debt securities$20,842,0004,387
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$21,367,0004,626
U.S. Government securities$9,752,0006,178
U.S. Treasury securities$97,0005,384
U.S. Government agency obligations$9,655,0005,703
Securities issued by states & political subdivisions$9,745,0001,722
Other domestic debt securities$1,610,0002,004
Privately issued residential mortgage-backed securities$101,0001,217
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,509,0001,705
Foreign debt securitiesNANA
Equity securities$260,0005,161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,385,0005,452
Mortgage-backed securities$2,438,0004,794
Certificates of participation in pools of residential mortgages$255,0006,221
Issued or guaranteed by U.S.$255,0006,204
Privately issued$0307
Collaterized mortgage obligations$2,183,0002,367
CMOs issued by government agencies or sponsored agencies$2,082,0002,253
Privately issued$101,0001,057
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,446,0001,350
Available-for-sale securities (fair market value)$2,921,0008,115
Total debt securities$21,107,0004,538
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$17,833,0005,222
U.S. Government securities$6,988,0007,156
U.S. Treasury securities$297,0006,412
U.S. Government agency obligations$6,691,0006,428
Securities issued by states & political subdivisions$8,930,0001,896
Other domestic debt securities$1,554,0001,884
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$1,554,0001,529
Foreign debt securitiesNANA
Equity securities$361,0004,255
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,912,0006,238
Mortgage-backed securities$2,944,0004,776
Certificates of participation in pools of residential mortgages$542,0005,905
Issued or guaranteed by U.S.$542,0005,891
Privately issued$0349
Collaterized mortgage obligations$2,402,0002,467
CMOs issued by government agencies or sponsored agencies$2,402,0002,341
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)$17,472,0001,537
Available-for-sale securities (fair market value)$361,0009,216
Total debt securities$17,472,0005,150
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$19,974,0004,909
U.S. Government securities$8,790,0006,942
U.S. Treasury securities$497,0007,323
U.S. Government agency obligations$8,293,0005,844
Securities issued by states & political subdivisions$8,139,0001,818
Other domestic debt securities$2,685,0001,169
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$2,685,000916
Foreign debt securitiesNANA
Equity securities$360,0004,282
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,400,0006,105
Mortgage-backed securities$4,498,0004,018
Certificates of participation in pools of residential mortgages$1,056,0005,286
Issued or guaranteed by U.S.$1,056,0005,267
Privately issued$0394
Collaterized mortgage obligations$3,442,0002,091
CMOs issued by government agencies or sponsored agencies$3,442,0002,005
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)$19,515,0001,695
Available-for-sale securities (fair market value)$459,0009,523
Total debt securities$19,614,0004,873
Structured notes
Amortized cost$100,0002,814
Fair value$99,0002,869
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$21,564,0005,052
U.S. Government securities$10,435,0006,846
U.S. Treasury securities$2,103,0005,798
U.S. Government agency obligations$8,332,0006,100
Securities issued by states & political subdivisions$7,973,0001,850
Other domestic debt securities$2,994,0001,206
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$2,994,000881
Foreign debt securitiesNANA
Equity securities$162,0005,628
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,655,0006,139
Mortgage-backed securities$5,390,0004,070
Certificates of participation in pools of residential mortgages$1,484,0005,219
Issued or guaranteed by U.S.$1,484,0005,203
Privately issued$0472
Collaterized mortgage obligations$3,906,0002,228
CMOs issued by government agencies or sponsored agencies$3,906,0002,117
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)$20,199,0001,880
Available-for-sale securities (fair market value)$1,365,0009,343
Total debt securities$21,402,0004,977
Structured notes
Amortized cost$100,0003,531
Fair value$99,0003,577
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$21,330,0005,307
U.S. Government securities$10,845,0006,973
U.S. Treasury securities$3,676,0005,483
U.S. Government agency obligations$7,169,0006,619
Securities issued by states & political subdivisions$7,167,0002,043
Other domestic debt securities$2,759,0001,518
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$2,759,0001,149
Foreign debt securitiesNANA
Equity securities$559,0003,078
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,405,0005,016
Mortgage-backed securities$4,630,0004,643
Certificates of participation in pools of residential mortgages$1,627,0005,303
Issued or guaranteed by U.S.$1,627,0005,271
Privately issued$0558
Collaterized mortgage obligations$3,003,0002,835
CMOs issued by government agencies or sponsored agencies$3,003,0002,708
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)$18,818,0002,106
Available-for-sale securities (fair market value)$2,512,0009,171
Total debt securities$20,771,0005,308
Structured notes
Amortized cost$100,0004,437
Fair value$98,0004,517
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$23,995,0005,151
U.S. Government securities$13,028,0006,632
U.S. Treasury securities$5,807,0005,084
U.S. Government agency obligations$7,221,0006,541
Securities issued by states & political subdivisions$7,742,0001,983
Other domestic debt securities$2,763,0001,693
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$2,763,0001,330
Foreign debt securitiesNANA
Equity securities$462,0003,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,955,0005,386
Mortgage-backed securities$4,240,0005,085
Certificates of participation in pools of residential mortgages$2,056,0005,139
Issued or guaranteed by U.S.$2,056,0005,115
Privately issued$0564
Collaterized mortgage obligations$2,184,0003,502
CMOs issued by government agencies or sponsored agencies$2,184,0003,332
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)$21,380,0003,272
Available-for-sale securities (fair market value)$2,615,0008,394
Total debt securities$23,533,0005,129
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$20,926,0005,931
U.S. Government securities$12,511,0007,029
U.S. Treasury securities$6,229,0004,935
U.S. Government agency obligations$6,282,0007,186
Securities issued by states & political subdivisions$8,013,0001,931
Other domestic debt securities$331,0004,730
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$331,0003,671
Foreign debt securitiesNANA
Equity securities$71,0006,203
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,055,0005,204
Mortgage-backed securities$2,412,0006,882
Certificates of participation in pools of residential mortgages$1,370,0006,507
Issued or guaranteed by U.S.$1,370,0006,458
Privately issued$0731
Collaterized mortgage obligations$1,042,0004,876
CMOs issued by government agencies or sponsored agencies$1,042,0004,659
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$20,855,0005,823
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$20,652,0005,983
U.S. Government securities$12,886,0006,929
U.S. Treasury securities$6,184,0005,028
U.S. Government agency obligations$6,702,0006,970
Securities issued by states & political subdivisions$7,756,0001,794
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$10,0008,142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,950,0006,062
Mortgage-backed securities$1,195,0008,646
Certificates of participation in pools of residential mortgages$868,0007,768
Issued or guaranteed by U.S.$868,0007,704
Privately issued$0831
Collaterized mortgage obligations$327,0006,262
CMOs issued by government agencies or sponsored agencies$327,0005,833
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$20,642,0005,878
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