Home > The Bank of Soperton > Securities

The Bank of Soperton, Securities

2021-12-31Rank
Total securities$4,527,0004,415
U.S. Government securities$4,027,0004,084
U.S. Treasury securities$2,932,0001,645
U.S. Government agency obligations$1,095,0004,211
Securities issued by states & political subdivisions$04,078
Other domestic debt securities$500,0002,018
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$500,0001,706
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,463,0003,363
Mortgage-backed securities$182,0003,908
Certificates of participation in pools of residential mortgages$84,0003,820
Issued or guaranteed by U.S.$84,0003,743
Privately issued$0246
Collaterized mortgage obligations$98,0002,735
CMOs issued by government agencies or sponsored agencies$98,0002,680
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$4,527,0004,185
Total debt securities$4,527,0004,397
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$4,568,0004,450
U.S. Government securities$4,068,0004,081
U.S. Treasury securities$2,946,0001,419
U.S. Government agency obligations$1,122,0004,253
Securities issued by states & political subdivisions$04,131
Other domestic debt securities$500,0001,975
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$500,0001,648
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$3,450,0003,383
Mortgage-backed securities$200,0003,954
Certificates of participation in pools of residential mortgages$88,0003,868
Issued or guaranteed by U.S.$88,0003,798
Privately issued$0234
Collaterized mortgage obligations$112,0002,762
CMOs issued by government agencies or sponsored agencies$112,0002,701
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$4,568,0004,213
Total debt securities$4,568,0004,427
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$4,045,0004,489
U.S. Government securities$3,545,0004,143
U.S. Treasury securities$2,399,0001,382
U.S. Government agency obligations$1,146,0004,290
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$500,0001,968
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$500,0001,604
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$2,924,0003,473
Mortgage-backed securities$220,0003,974
Certificates of participation in pools of residential mortgages$92,0003,880
Issued or guaranteed by U.S.$92,0003,808
Privately issued$0247
Collaterized mortgage obligations$128,0002,736
CMOs issued by government agencies or sponsored agencies$128,0002,684
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$4,045,0004,252
Total debt securities$4,045,0004,467
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$3,517,0004,496
U.S. Government securities$3,017,0004,145
U.S. Treasury securities$1,849,0001,194
U.S. Government agency obligations$1,168,0004,263
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$500,0001,944
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$500,0001,550
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$2,391,0003,557
Mortgage-backed securities$237,0003,958
Certificates of participation in pools of residential mortgages$97,0003,874
Issued or guaranteed by U.S.$97,0003,795
Privately issued$0261
Collaterized mortgage obligations$140,0002,709
CMOs issued by government agencies or sponsored agencies$140,0002,657
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$3,517,0004,261
Total debt securities$3,517,0004,473
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$3,392,0004,491
U.S. Government securities$2,969,0004,084
U.S. Treasury securities$1,777,000852
U.S. Government agency obligations$1,192,0004,225
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$423,0001,932
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$423,0001,540
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$2,380,0003,555
Mortgage-backed securities$255,0003,950
Certificates of participation in pools of residential mortgages$105,0003,860
Issued or guaranteed by U.S.$105,0003,790
Privately issued$0245
Collaterized mortgage obligations$150,0002,710
CMOs issued by government agencies or sponsored agencies$150,0002,655
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$3,392,0004,260
Total debt securities$3,392,0004,468
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$3,422,0004,504
U.S. Government securities$3,000,0004,090
U.S. Treasury securities$1,782,000850
U.S. Government agency obligations$1,218,0004,242
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$422,0001,917
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$422,0001,521
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$2,405,0003,589
Mortgage-backed securities$277,0003,951
Certificates of participation in pools of residential mortgages$111,0003,861
Issued or guaranteed by U.S.$111,0003,791
Privately issued$0251
Collaterized mortgage obligations$166,0002,712
CMOs issued by government agencies or sponsored agencies$166,0002,659
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$3,422,0004,271
Total debt securities$3,422,0004,483
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$2,845,0004,582
U.S. Government securities$2,422,0004,211
U.S. Treasury securities$1,186,000938
U.S. Government agency obligations$1,236,0004,267
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$423,0001,860
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$423,0001,475
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$1,749,0003,774
Mortgage-backed securities$294,0003,962
Certificates of participation in pools of residential mortgages$119,0003,861
Issued or guaranteed by U.S.$119,0003,792
Privately issued$0251
Collaterized mortgage obligations$175,0002,720
CMOs issued by government agencies or sponsored agencies$175,0002,674
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$2,845,0004,354
Total debt securities$2,845,0004,562
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$4,639,0004,465
U.S. Government securities$4,216,0003,988
U.S. Treasury securities$2,983,000789
U.S. Government agency obligations$1,233,0004,351
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$423,0001,790
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$423,0001,384
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$2,232,0003,666
Mortgage-backed securities$308,0003,991
Certificates of participation in pools of residential mortgages$124,0003,889
Issued or guaranteed by U.S.$124,0003,811
Privately issued$0267
Collaterized mortgage obligations$184,0002,718
CMOs issued by government agencies or sponsored agencies$184,0002,666
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$4,639,0004,216
Total debt securities$4,639,0004,442
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$4,614,0004,529
U.S. Government securities$4,191,0004,073
U.S. Treasury securities$2,952,000843
U.S. Government agency obligations$1,239,0004,417
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$423,0001,754
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$423,0001,355
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$2,189,0003,750
Mortgage-backed securities$332,0004,002
Certificates of participation in pools of residential mortgages$136,0003,901
Issued or guaranteed by U.S.$136,0003,833
Privately issued$0249
Collaterized mortgage obligations$196,0002,724
CMOs issued by government agencies or sponsored agencies$196,0002,672
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$4,614,0004,284
Total debt securities$4,614,0004,507
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$6,218,0004,457
U.S. Government securities$5,795,0003,937
U.S. Treasury securities$4,519,000710
U.S. Government agency obligations$1,276,0004,500
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$423,0001,790
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$423,0001,356
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$2,205,0003,815
Mortgage-backed securities$367,0004,032
Certificates of participation in pools of residential mortgages$149,0003,928
Issued or guaranteed by U.S.$149,0003,858
Privately issued$0287
Collaterized mortgage obligations$218,0002,729
CMOs issued by government agencies or sponsored agencies$218,0002,676
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$6,218,0004,205
Total debt securities$6,218,0004,434
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$6,490,0004,493
U.S. Government securities$6,067,0003,971
U.S. Treasury securities$4,762,000700
U.S. Government agency obligations$1,305,0004,560
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$423,0001,779
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$423,0001,385
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$2,222,0003,858
Mortgage-backed securities$400,0004,035
Certificates of participation in pools of residential mortgages$164,0003,944
Issued or guaranteed by U.S.$164,0003,880
Privately issued$0244
Collaterized mortgage obligations$236,0002,726
CMOs issued by government agencies or sponsored agencies$236,0002,670
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$6,490,0004,238
Total debt securities$6,490,0004,468
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$4,911,0004,699
U.S. Government securities$4,488,0004,237
U.S. Treasury securities$3,168,000841
U.S. Government agency obligations$1,320,0004,618
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$423,0001,784
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$423,0001,391
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$2,117,0003,937
Mortgage-backed securities$430,0004,057
Certificates of participation in pools of residential mortgages$178,0003,973
Issued or guaranteed by U.S.$178,0003,899
Privately issued$0248
Collaterized mortgage obligations$252,0002,731
CMOs issued by government agencies or sponsored agencies$252,0002,673
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$4,911,0004,437
Total debt securities$4,911,0004,680
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$4,971,0004,724
U.S. Government securities$4,470,0004,270
U.S. Treasury securities$3,149,000843
U.S. Government agency obligations$1,321,0004,648
Securities issued by states & political subdivisions$04,477
Other domestic debt securities$501,0001,701
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$501,0001,318
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,667,0004,080
Mortgage-backed securities$451,0004,082
Certificates of participation in pools of residential mortgages$191,0003,995
Issued or guaranteed by U.S.$191,0003,938
Privately issued$0211
Collaterized mortgage obligations$260,0002,735
CMOs issued by government agencies or sponsored agencies$260,0002,680
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$4,971,0004,462
Total debt securities$4,971,0004,706
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$4,644,0004,825
U.S. Government securities$4,142,0004,375
U.S. Treasury securities$2,283,000939
U.S. Government agency obligations$1,859,0004,617
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$502,0001,669
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$502,0001,328
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$462,0004,480
Mortgage-backed securities$499,0004,117
Certificates of participation in pools of residential mortgages$208,0004,045
Issued or guaranteed by U.S.$208,0004,024
Privately issued$0145
Collaterized mortgage obligations$291,0002,729
CMOs issued by government agencies or sponsored agencies$291,0002,670
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$4,644,0004,551
Total debt securities$4,644,0004,805
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$4,966,0004,854
U.S. Government securities$4,464,0004,372
U.S. Treasury securities$2,285,000907
U.S. Government agency obligations$2,179,0004,594
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$502,0001,866
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$502,0001,336
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$473,0004,526
Mortgage-backed securities$541,0004,154
Certificates of participation in pools of residential mortgages$231,0004,086
Issued or guaranteed by U.S.$231,0003,951
Privately issued$0453
Collaterized mortgage obligations$310,0002,745
CMOs issued by government agencies or sponsored agencies$310,0002,678
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$4,966,0004,577
Total debt securities$4,966,0004,834
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$3,989,0005,001
U.S. Government securities$3,488,0004,591
U.S. Treasury securities$1,236,0001,062
U.S. Government agency obligations$2,252,0004,662
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$501,0001,686
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$501,0001,367
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$3,534,0003,794
Mortgage-backed securities$612,0004,168
Certificates of participation in pools of residential mortgages$257,0004,109
Issued or guaranteed by U.S.$257,0004,102
Privately issued$067
Collaterized mortgage obligations$355,0002,720
CMOs issued by government agencies or sponsored agencies$355,0002,652
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$3,989,0004,726
Total debt securities$3,989,0004,982
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$4,029,0005,054
U.S. Government securities$3,528,0004,617
U.S. Treasury securities$1,173,0001,007
U.S. Government agency obligations$2,355,0004,705
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$501,0001,700
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$501,0001,396
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,111,0004,442
Mortgage-backed securities$696,0004,174
Certificates of participation in pools of residential mortgages$277,0004,145
Issued or guaranteed by U.S.$277,0004,140
Privately issued$064
Collaterized mortgage obligations$419,0002,681
CMOs issued by government agencies or sponsored agencies$419,0002,610
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$4,029,0004,780
Total debt securities$4,029,0005,036
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$3,677,0005,160
U.S. Government securities$3,176,0004,727
U.S. Treasury securities$662,0001,142
U.S. Government agency obligations$2,514,0004,725
Securities issued by states & political subdivisions$04,737
Other domestic debt securities$501,0001,728
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$501,0001,432
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,206,0004,482
Mortgage-backed securities$836,0004,174
Certificates of participation in pools of residential mortgages$313,0004,180
Issued or guaranteed by U.S.$313,0004,176
Privately issued$069
Collaterized mortgage obligations$523,0002,621
CMOs issued by government agencies or sponsored agencies$523,0002,560
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$3,677,0004,868
Total debt securities$3,677,0005,136
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$3,573,0005,212
U.S. Government securities$3,072,0004,792
U.S. Treasury securities$662,0001,168
U.S. Government agency obligations$2,410,0004,804
Securities issued by states & political subdivisions$04,790
Other domestic debt securities$501,0001,754
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$501,0001,460
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,486,0004,446
Mortgage-backed securities$979,0004,162
Certificates of participation in pools of residential mortgages$335,0004,201
Issued or guaranteed by U.S.$335,0004,196
Privately issued$067
Collaterized mortgage obligations$644,0002,595
CMOs issued by government agencies or sponsored agencies$644,0002,530
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$3,573,0004,920
Total debt securities$3,573,0005,191
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$3,685,0005,275
U.S. Government securities$3,185,0004,837
U.S. Treasury securities$663,0001,209
U.S. Government agency obligations$2,522,0004,833
Securities issued by states & political subdivisions$04,850
Other domestic debt securities$500,0001,818
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$500,0001,498
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,401,0004,517
Mortgage-backed securities$1,093,0004,184
Certificates of participation in pools of residential mortgages$361,0004,255
Issued or guaranteed by U.S.$361,0004,251
Privately issued$066
Collaterized mortgage obligations$732,0002,600
CMOs issued by government agencies or sponsored agencies$732,0002,536
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$3,685,0004,969
Total debt securities$3,685,0005,253
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$3,701,0005,311
U.S. Government securities$3,201,0004,839
U.S. Treasury securities$961,0001,141
U.S. Government agency obligations$2,240,0004,909
Securities issued by states & political subdivisions$04,898
Other domestic debt securities$500,0001,841
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$500,0001,512
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,368,0004,581
Mortgage-backed securities$1,189,0004,190
Certificates of participation in pools of residential mortgages$393,0004,273
Issued or guaranteed by U.S.$393,0004,267
Privately issued$071
Collaterized mortgage obligations$796,0002,582
CMOs issued by government agencies or sponsored agencies$796,0002,507
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$3,701,0004,991
Total debt securities$3,701,0005,287
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$3,928,0005,328
U.S. Government securities$3,428,0004,849
U.S. Treasury securities$708,0001,038
U.S. Government agency obligations$2,720,0004,866
Securities issued by states & political subdivisions$04,929
Other domestic debt securities$500,0001,853
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$500,0001,515
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,799,0004,514
Mortgage-backed securities$1,383,0004,185
Certificates of participation in pools of residential mortgages$527,0004,234
Issued or guaranteed by U.S.$527,0004,230
Privately issued$067
Collaterized mortgage obligations$856,0002,579
CMOs issued by government agencies or sponsored agencies$856,0002,510
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$3,928,0005,005
Total debt securities$3,928,0005,304
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$4,052,0005,408
U.S. Government securities$3,552,0004,936
U.S. Treasury securities$709,0001,073
U.S. Government agency obligations$2,843,0004,952
Securities issued by states & political subdivisions$04,973
Other domestic debt securities$500,0001,880
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$500,0001,518
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,631,0004,649
Mortgage-backed securities$1,501,0004,202
Certificates of participation in pools of residential mortgages$582,0004,264
Issued or guaranteed by U.S.$582,0004,259
Privately issued$071
Collaterized mortgage obligations$919,0002,574
CMOs issued by government agencies or sponsored agencies$919,0002,500
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$4,052,0005,074
Total debt securities$4,052,0005,387
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$4,162,0005,464
U.S. Government securities$3,662,0005,010
U.S. Treasury securities$705,0001,099
U.S. Government agency obligations$2,957,0005,027
Securities issued by states & political subdivisions$05,013
Other domestic debt securities$500,0001,890
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$500,0001,520
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,678,0004,680
Mortgage-backed securities$1,620,0004,202
Certificates of participation in pools of residential mortgages$623,0004,282
Issued or guaranteed by U.S.$623,0004,278
Privately issued$066
Collaterized mortgage obligations$997,0002,558
CMOs issued by government agencies or sponsored agencies$997,0002,484
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$4,162,0005,118
Total debt securities$4,162,0005,443
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$4,214,0005,518
U.S. Government securities$3,682,0005,079
U.S. Treasury securities$1,000,0001,052
U.S. Government agency obligations$2,682,0005,143
Securities issued by states & political subdivisions$05,056
Other domestic debt securities$532,0001,836
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$532,0001,478
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,748,0004,710
Mortgage-backed securities$1,351,0004,295
Certificates of participation in pools of residential mortgages$696,0004,278
Issued or guaranteed by U.S.$696,0004,275
Privately issued$066
Collaterized mortgage obligations$655,0002,756
CMOs issued by government agencies or sponsored agencies$655,0002,671
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$4,214,0005,169
Total debt securities$4,214,0005,491
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$4,760,0005,548
U.S. Government securities$4,277,0005,064
U.S. Treasury securities$1,006,000984
U.S. Government agency obligations$3,271,0005,138
Securities issued by states & political subdivisions$05,124
Other domestic debt securities$483,0001,945
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$483,0001,572
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,798,0004,760
Mortgage-backed securities$1,434,0004,334
Certificates of participation in pools of residential mortgages$737,0004,318
Issued or guaranteed by U.S.$737,0004,313
Privately issued$065
Collaterized mortgage obligations$697,0002,776
CMOs issued by government agencies or sponsored agencies$697,0002,691
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$4,760,0005,177
Total debt securities$4,760,0005,525
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$4,812,0005,621
U.S. Government securities$4,361,0005,161
U.S. Treasury securities$1,003,0001,022
U.S. Government agency obligations$3,358,0005,220
Securities issued by states & political subdivisions$05,164
Other domestic debt securities$451,0001,977
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$451,0001,602
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,845,0004,789
Mortgage-backed securities$1,527,0004,389
Certificates of participation in pools of residential mortgages$787,0004,376
Issued or guaranteed by U.S.$787,0004,372
Privately issued$067
Collaterized mortgage obligations$740,0002,803
CMOs issued by government agencies or sponsored agencies$740,0002,717
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$4,812,0005,251
Total debt securities$4,812,0005,596
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$4,912,0005,667
U.S. Government securities$4,462,0005,226
U.S. Treasury securities$1,006,0001,000
U.S. Government agency obligations$3,456,0005,288
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$450,0002,033
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$450,0001,634
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,689,0004,894
Mortgage-backed securities$1,617,0004,432
Certificates of participation in pools of residential mortgages$837,0004,410
Issued or guaranteed by U.S.$837,0004,405
Privately issued$070
Collaterized mortgage obligations$780,0002,827
CMOs issued by government agencies or sponsored agencies$780,0002,735
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$4,912,0005,303
Total debt securities$4,912,0005,642
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$4,681,0005,797
U.S. Government securities$4,229,0005,352
U.S. Treasury securities$998,0001,049
U.S. Government agency obligations$3,231,0005,414
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$452,0002,053
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$452,0001,660
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,614,0004,973
Mortgage-backed securities$1,406,0004,579
Certificates of participation in pools of residential mortgages$890,0004,469
Issued or guaranteed by U.S.$890,0004,462
Privately issued$075
Collaterized mortgage obligations$516,0003,022
CMOs issued by government agencies or sponsored agencies$516,0002,927
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$4,681,0005,423
Total debt securities$4,681,0005,777
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$5,221,0005,807
U.S. Government securities$4,769,0005,350
U.S. Treasury securities$1,396,000942
U.S. Government agency obligations$3,373,0005,477
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$452,0002,118
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$452,0001,696
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,719,0005,012
Mortgage-backed securities$1,549,0004,616
Certificates of participation in pools of residential mortgages$995,0004,511
Issued or guaranteed by U.S.$995,0004,508
Privately issued$073
Collaterized mortgage obligations$554,0003,056
CMOs issued by government agencies or sponsored agencies$554,0002,947
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$5,221,0005,433
Total debt securities$5,221,0005,788
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$5,366,0005,857
U.S. Government securities$4,913,0005,401
U.S. Treasury securities$1,397,000901
U.S. Government agency obligations$3,516,0005,514
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$453,0002,165
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$453,0001,745
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,081,0005,263
Mortgage-backed securities$1,689,0004,641
Certificates of participation in pools of residential mortgages$1,090,0004,515
Issued or guaranteed by U.S.$1,090,0004,513
Privately issued$075
Collaterized mortgage obligations$599,0003,067
CMOs issued by government agencies or sponsored agencies$599,0002,963
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$5,366,0005,469
Total debt securities$5,366,0005,837
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$5,067,0005,950
U.S. Government securities$4,614,0005,480
U.S. Treasury securities$1,000,000873
U.S. Government agency obligations$3,614,0005,542
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$453,0002,218
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$453,0001,786
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,118,0005,287
Mortgage-backed securities$1,798,0004,646
Certificates of participation in pools of residential mortgages$1,151,0004,531
Issued or guaranteed by U.S.$1,151,0004,527
Privately issued$076
Collaterized mortgage obligations$647,0003,067
CMOs issued by government agencies or sponsored agencies$647,0002,966
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$5,067,0005,566
Total debt securities$5,067,0005,927
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$5,003,0006,006
U.S. Government securities$4,549,0005,522
U.S. Treasury securities$1,000,000842
U.S. Government agency obligations$3,549,0005,595
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$454,0002,273
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$454,0001,821
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,171,0005,334
Mortgage-backed securities$1,933,0004,646
Certificates of participation in pools of residential mortgages$1,225,0004,526
Issued or guaranteed by U.S.$1,225,0004,520
Privately issued$081
Collaterized mortgage obligations$708,0003,031
CMOs issued by government agencies or sponsored agencies$708,0002,920
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$5,003,0005,617
Total debt securities$5,003,0005,982
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$5,202,0006,034
U.S. Government securities$4,748,0005,539
U.S. Treasury securities$999,000845
U.S. Government agency obligations$3,749,0005,629
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$454,0002,330
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$454,0001,857
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,237,0005,365
Mortgage-backed securities$2,129,0004,630
Certificates of participation in pools of residential mortgages$1,325,0004,528
Issued or guaranteed by U.S.$1,325,0004,523
Privately issued$080
Collaterized mortgage obligations$804,0003,004
CMOs issued by government agencies or sponsored agencies$804,0002,890
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$5,202,0005,646
Total debt securities$5,202,0006,012
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$5,242,0006,053
U.S. Government securities$4,788,0005,541
U.S. Treasury securities$698,000930
U.S. Government agency obligations$4,090,0005,558
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$454,0002,396
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$454,0001,903
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$997,0005,505
Mortgage-backed securities$2,378,0004,579
Certificates of participation in pools of residential mortgages$1,461,0004,451
Issued or guaranteed by U.S.$1,461,0004,447
Privately issued$083
Collaterized mortgage obligations$917,0002,988
CMOs issued by government agencies or sponsored agencies$917,0002,870
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$5,242,0005,669
Total debt securities$5,242,0006,026
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$5,471,0006,061
U.S. Government securities$5,016,0005,527
U.S. Treasury securities$700,000949
U.S. Government agency obligations$4,316,0005,549
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$455,0002,387
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$455,0001,876
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,085,0005,501
Mortgage-backed securities$2,873,0004,517
Certificates of participation in pools of residential mortgages$1,651,0004,416
Issued or guaranteed by U.S.$1,651,0004,414
Privately issued$083
Collaterized mortgage obligations$1,222,0002,902
CMOs issued by government agencies or sponsored agencies$1,222,0002,781
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$5,471,0005,695
Total debt securities$5,471,0006,039
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$5,621,0006,103
U.S. Government securities$4,415,0005,688
U.S. Treasury securities$01,135
U.S. Government agency obligations$4,415,0005,572
Securities issued by states & political subdivisions$330,0005,383
Other domestic debt securities$876,0002,098
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$876,0001,592
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$745,0005,686
Mortgage-backed securities$3,020,0004,512
Certificates of participation in pools of residential mortgages$1,894,0004,355
Issued or guaranteed by U.S.$1,894,0004,354
Privately issued$085
Collaterized mortgage obligations$1,126,0002,985
CMOs issued by government agencies or sponsored agencies$1,126,0002,860
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$5,621,0005,715
Total debt securities$5,621,0006,076
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$6,455,0006,087
U.S. Government securities$4,820,0005,719
U.S. Treasury securities$01,086
U.S. Government agency obligations$4,820,0005,614
Securities issued by states & political subdivisions$332,0005,427
Other domestic debt securities$1,303,0001,864
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$1,303,0001,405
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$847,0005,726
Mortgage-backed securities$3,423,0004,536
Certificates of participation in pools of residential mortgages$2,159,0004,398
Issued or guaranteed by U.S.$2,159,0004,396
Privately issued$088
Collaterized mortgage obligations$1,264,0003,007
CMOs issued by government agencies or sponsored agencies$1,264,0002,883
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$6,455,0005,695
Total debt securities$6,455,0006,057
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$7,751,0005,974
U.S. Government securities$5,113,0005,729
U.S. Treasury securities$01,068
U.S. Government agency obligations$5,113,0005,633
Securities issued by states & political subdivisions$333,0005,435
Other domestic debt securities$2,052,0001,609
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$2,052,0001,190
Foreign debt securities$0295
Equity securities$253,000854
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$925,0005,767
Mortgage-backed securities$3,952,0004,469
Certificates of participation in pools of residential mortgages$2,350,0004,381
Issued or guaranteed by U.S.$2,350,0004,380
Privately issued$094
Collaterized mortgage obligations$1,602,0002,904
CMOs issued by government agencies or sponsored agencies$1,602,0002,773
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$7,751,0005,581
Total debt securities$7,498,0005,975
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$8,906,0005,867
U.S. Government securities$6,004,0005,675
U.S. Treasury securities$495,0001,010
U.S. Government agency obligations$5,509,0005,649
Securities issued by states & political subdivisions$334,0005,432
Other domestic debt securities$2,312,0001,506
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$2,312,0001,105
Foreign debt securities$0227
Equity securities$256,000826
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,006,0005,752
Mortgage-backed securities$4,020,0004,474
Certificates of participation in pools of residential mortgages$2,593,0004,319
Issued or guaranteed by U.S.$2,593,0004,317
Privately issued$094
Collaterized mortgage obligations$1,427,0002,997
CMOs issued by government agencies or sponsored agencies$1,427,0002,860
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$8,906,0005,471
Total debt securities$8,650,0005,880
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$9,761,0005,766
U.S. Government securities$6,869,0005,508
U.S. Treasury securities$01,076
U.S. Government agency obligations$6,869,0005,406
Securities issued by states & political subdivisions$333,0005,430
Other domestic debt securities$2,300,0001,497
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$2,300,0001,042
Foreign debt securities$0182
Equity securities$259,000817
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,078,0005,447
Mortgage-backed securities$4,304,0004,356
Certificates of participation in pools of residential mortgages$2,750,0004,218
Issued or guaranteed by U.S.$2,750,0004,211
Privately issued$0121
Collaterized mortgage obligations$1,554,0002,915
CMOs issued by government agencies or sponsored agencies$1,554,0002,697
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$9,761,0005,349
Total debt securities$9,502,0005,767
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$8,972,0005,879
U.S. Government securities$6,524,0005,568
U.S. Treasury securities$01,126
U.S. Government agency obligations$6,524,0005,453
Securities issued by states & political subdivisions$334,0005,435
Other domestic debt securities$1,853,0001,664
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$1,853,0001,154
Foreign debt securities$261,000128
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,148,0005,434
Mortgage-backed securities$4,187,0004,348
Certificates of participation in pools of residential mortgages$2,978,0004,089
Issued or guaranteed by U.S.$2,978,0004,074
Privately issued$0132
Collaterized mortgage obligations$1,209,0003,027
CMOs issued by government agencies or sponsored agencies$1,209,0002,790
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$8,972,0005,442
Total debt securities$8,972,0005,841
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$8,018,0006,106
U.S. Government securities$6,393,0005,733
U.S. Treasury securities$01,225
U.S. Government agency obligations$6,393,0005,613
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$1,428,0001,729
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$1,428,0001,174
Foreign debt securities$197,000131
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$255,0005,898
Mortgage-backed securities$2,730,0004,670
Certificates of participation in pools of residential mortgages$1,731,0004,485
Issued or guaranteed by U.S.$1,731,0004,475
Privately issued$0125
Collaterized mortgage obligations$652,0003,238
CMOs issued by government agencies or sponsored agencies$652,0002,975
Privately issued$01,265
Commercial mortgage-backed securities$347,000363
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$347,000140
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$8,018,0005,654
Total debt securities$8,018,0006,073
Structured notes
Amortized cost$1,000,0002,447
Fair value$1,000,0002,552
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$7,713,0006,136
U.S. Government securities$6,538,0005,704
U.S. Treasury securities$01,272
U.S. Government agency obligations$6,538,0005,579
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$1,175,0001,878
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$1,175,0001,282
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,470,0004,690
Mortgage-backed securities$2,558,0004,665
Certificates of participation in pools of residential mortgages$1,499,0004,554
Issued or guaranteed by U.S.$1,499,0004,546
Privately issued$0136
Collaterized mortgage obligations$707,0003,166
CMOs issued by government agencies or sponsored agencies$707,0002,896
Privately issued$01,299
Commercial mortgage-backed securities$352,000350
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$352,000137
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$7,713,0005,665
Total debt securities$7,713,0006,106
Structured notes
Amortized cost$1,000,0002,483
Fair value$1,001,0002,529
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$9,640,0005,765
U.S. Government securities$8,465,0005,155
U.S. Treasury securities$01,275
U.S. Government agency obligations$8,465,0005,051
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$1,175,0001,995
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$1,175,0001,282
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$3,916,0004,530
Mortgage-backed securities$1,875,0004,815
Certificates of participation in pools of residential mortgages$1,077,0004,657
Issued or guaranteed by U.S.$1,077,0004,650
Privately issued$0141
Collaterized mortgage obligations$798,0003,112
CMOs issued by government agencies or sponsored agencies$798,0002,833
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$9,640,0005,321
Total debt securities$9,640,0005,728
Structured notes
Amortized cost$1,000,0002,331
Fair value$1,002,0002,385
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$11,022,0005,522
U.S. Government securities$9,521,0004,930
U.S. Treasury securities$01,180
U.S. Government agency obligations$9,521,0004,815
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$1,501,0001,899
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$1,501,0001,173
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,501,0004,396
Mortgage-backed securities$2,188,0004,739
Certificates of participation in pools of residential mortgages$1,338,0004,528
Issued or guaranteed by U.S.$1,338,0004,521
Privately issued$0141
Collaterized mortgage obligations$850,0003,069
CMOs issued by government agencies or sponsored agencies$850,0002,780
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$11,022,0005,073
Total debt securities$11,022,0005,484
Structured notes
Amortized cost$1,000,0002,383
Fair value$1,003,0002,482
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$11,941,0005,418
U.S. Government securities$10,440,0004,845
U.S. Treasury securities$01,121
U.S. Government agency obligations$10,440,0004,733
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$1,501,0001,895
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$1,501,0001,129
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$5,745,0004,096
Mortgage-backed securities$2,472,0004,674
Certificates of participation in pools of residential mortgages$1,530,0004,496
Issued or guaranteed by U.S.$1,530,0004,489
Privately issued$0148
Collaterized mortgage obligations$942,0002,942
CMOs issued by government agencies or sponsored agencies$942,0002,635
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$11,941,0004,966
Total debt securities$11,941,0005,386
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$12,416,0005,391
U.S. Government securities$10,915,0004,815
U.S. Treasury securities$01,130
U.S. Government agency obligations$10,915,0004,700
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$1,501,0001,950
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$1,501,0001,149
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$6,589,0003,956
Mortgage-backed securities$2,653,0004,696
Certificates of participation in pools of residential mortgages$1,669,0004,560
Issued or guaranteed by U.S.$1,669,0004,550
Privately issued$0145
Collaterized mortgage obligations$984,0002,902
CMOs issued by government agencies or sponsored agencies$984,0002,580
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$12,416,0004,940
Total debt securities$12,416,0005,350
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$13,327,0005,257
U.S. Government securities$11,046,0004,780
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,046,0004,678
Securities issued by states & political subdivisions$306,0005,479
Other domestic debt securities$1,975,0001,839
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$1,975,0001,071
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$1,628,0005,616
Mortgage-backed securities$3,097,0004,637
Certificates of participation in pools of residential mortgages$2,012,0004,492
Issued or guaranteed by U.S.$2,012,0004,486
Privately issued$0157
Collaterized mortgage obligations$1,085,0002,839
CMOs issued by government agencies or sponsored agencies$1,085,0002,499
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$13,327,0004,815
Total debt securities$13,327,0005,218
Structured notes
Amortized cost$300,0002,633
Fair value$298,0002,644
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$13,358,0005,288
U.S. Government securities$11,128,0004,775
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,128,0004,681
Securities issued by states & political subdivisions$310,0005,507
Other domestic debt securities$1,920,0001,961
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$1,920,0001,151
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$1,707,0005,599
Mortgage-backed securities$3,399,0004,647
Certificates of participation in pools of residential mortgages$2,195,0004,525
Issued or guaranteed by U.S.$2,195,0004,518
Privately issued$0171
Collaterized mortgage obligations$1,204,0002,788
CMOs issued by government agencies or sponsored agencies$1,204,0002,430
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$13,358,0004,847
Total debt securities$13,358,0005,242
Structured notes
Amortized cost$300,0002,264
Fair value$302,0002,260
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$15,189,0005,019
U.S. Government securities$12,800,0004,475
U.S. Treasury securities$01,036
U.S. Government agency obligations$12,800,0004,383
Securities issued by states & political subdivisions$479,0005,380
Other domestic debt securities$1,910,0001,984
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$1,910,0001,166
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$8,317,0003,661
Mortgage-backed securities$3,544,0004,641
Certificates of participation in pools of residential mortgages$2,961,0004,314
Issued or guaranteed by U.S.$2,961,0004,300
Privately issued$0181
Collaterized mortgage obligations$583,0003,137
CMOs issued by government agencies or sponsored agencies$583,0002,777
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)$190,0003,047
Available-for-sale securities (fair market value)$14,999,0004,605
Total debt securities$15,189,0004,970
Structured notes
Amortized cost$300,0001,780
Fair value$301,0001,778
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$14,730,0005,134
U.S. Government securities$12,853,0004,555
U.S. Treasury securities$0981
U.S. Government agency obligations$12,853,0004,475
Securities issued by states & political subdivisions$486,0005,305
Other domestic debt securities$1,391,0002,125
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$1,391,0001,364
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$9,471,0003,505
Mortgage-backed securities$3,210,0004,818
Certificates of participation in pools of residential mortgages$3,210,0004,306
Issued or guaranteed by U.S.$3,210,0004,294
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,085
Available-for-sale securities (fair market value)$14,540,0004,671
Total debt securities$14,730,0005,091
Structured notes
Amortized cost$300,0001,517
Fair value$297,0001,533
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$15,206,0005,082
U.S. Government securities$13,022,0004,572
U.S. Treasury securities$0973
U.S. Government agency obligations$13,022,0004,488
Securities issued by states & political subdivisions$489,0005,261
Other domestic debt securities$1,695,0001,943
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$1,695,0001,220
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$9,081,0003,596
Mortgage-backed securities$2,534,0005,003
Certificates of participation in pools of residential mortgages$2,534,0004,527
Issued or guaranteed by U.S.$2,534,0004,515
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,111
Available-for-sale securities (fair market value)$15,016,0004,607
Total debt securities$15,206,0005,045
Structured notes
Amortized cost$300,0001,553
Fair value$301,0001,558
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$14,714,0005,110
U.S. Government securities$12,524,0004,626
U.S. Treasury securities$01,019
U.S. Government agency obligations$12,524,0004,539
Securities issued by states & political subdivisions$492,0005,245
Other domestic debt securities$1,698,0001,906
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$1,698,0001,202
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$6,630,0004,104
Mortgage-backed securities$2,603,0004,936
Certificates of participation in pools of residential mortgages$2,603,0004,439
Issued or guaranteed by U.S.$2,603,0004,426
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,131
Available-for-sale securities (fair market value)$14,524,0004,622
Total debt securities$14,714,0005,067
Structured notes
Amortized cost$300,0001,547
Fair value$295,0001,563
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$14,921,0005,130
U.S. Government securities$12,430,0004,672
U.S. Treasury securities$01,021
U.S. Government agency obligations$12,430,0004,591
Securities issued by states & political subdivisions$491,0005,294
Other domestic debt securities$2,000,0001,833
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$2,000,0001,183
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$6,347,0004,156
Mortgage-backed securities$2,683,0004,912
Certificates of participation in pools of residential mortgages$2,683,0004,412
Issued or guaranteed by U.S.$2,683,0004,396
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,151
Available-for-sale securities (fair market value)$14,731,0004,657
Total debt securities$14,921,0005,076
Structured notes
Amortized cost$300,0001,593
Fair value$290,0001,618
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$14,998,0005,116
U.S. Government securities$12,480,0004,659
U.S. Treasury securities$01,044
U.S. Government agency obligations$12,480,0004,576
Securities issued by states & political subdivisions$494,0005,305
Other domestic debt securities$2,024,0001,735
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$2,024,0001,120
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$6,175,0004,150
Mortgage-backed securities$2,417,0004,929
Certificates of participation in pools of residential mortgages$2,417,0004,430
Issued or guaranteed by U.S.$2,417,0004,413
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,198
Available-for-sale securities (fair market value)$14,808,0004,656
Total debt securities$14,998,0005,057
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$15,334,0005,105
U.S. Government securities$12,807,0004,724
U.S. Treasury securities$01,146
U.S. Government agency obligations$12,807,0004,624
Securities issued by states & political subdivisions$495,0005,323
Other domestic debt securities$2,032,0001,600
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$2,032,0001,047
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,657,0004,327
Mortgage-backed securities$2,466,0004,677
Certificates of participation in pools of residential mortgages$2,466,0004,138
Issued or guaranteed by U.S.$2,466,0004,122
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,248
Available-for-sale securities (fair market value)$15,144,0004,588
Total debt securities$15,334,0005,057
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$14,143,0005,342
U.S. Government securities$12,439,0004,870
U.S. Treasury securities$01,235
U.S. Government agency obligations$12,439,0004,774
Securities issued by states & political subdivisions$190,0005,764
Other domestic debt securities$1,514,0001,726
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$1,514,0001,180
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,407,0004,416
Mortgage-backed securities$2,115,0004,678
Certificates of participation in pools of residential mortgages$2,115,0004,141
Issued or guaranteed by U.S.$2,115,0004,128
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,318
Available-for-sale securities (fair market value)$13,953,0004,801
Total debt securities$14,142,0005,295
Structured notes
Amortized cost$399,0002,410
Fair value$400,0002,404
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$14,276,0005,330
U.S. Government securities$12,558,0004,872
U.S. Treasury securities$01,362
U.S. Government agency obligations$12,558,0004,764
Securities issued by states & political subdivisions$190,0005,809
Other domestic debt securities$1,528,0001,648
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$1,528,0001,130
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,238,0004,486
Mortgage-backed securities$2,163,0004,640
Certificates of participation in pools of residential mortgages$2,163,0004,083
Issued or guaranteed by U.S.$2,163,0004,071
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,343
Available-for-sale securities (fair market value)$14,086,0004,758
Total debt securities$14,276,0005,287
Structured notes
Amortized cost$399,0002,499
Fair value$398,0002,490
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$14,258,0005,373
U.S. Government securities$12,032,0004,995
U.S. Treasury securities$01,448
U.S. Government agency obligations$12,032,0004,876
Securities issued by states & political subdivisions$190,0005,872
Other domestic debt securities$2,036,0001,493
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$2,036,000997
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$4,861,0004,643
Mortgage-backed securities$1,774,0004,843
Certificates of participation in pools of residential mortgages$1,774,0004,317
Issued or guaranteed by U.S.$1,774,0004,300
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,415
Available-for-sale securities (fair market value)$14,068,0004,788
Total debt securities$14,257,0005,326
Structured notes
Amortized cost$399,0002,561
Fair value$396,0002,563
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$13,982,0005,446
U.S. Government securities$11,689,0005,105
U.S. Treasury securities$01,498
U.S. Government agency obligations$11,689,0004,985
Securities issued by states & political subdivisions$190,0005,913
Other domestic debt securities$2,103,0001,478
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$2,103,0001,012
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$4,441,0004,765
Mortgage-backed securities$1,833,0004,817
Certificates of participation in pools of residential mortgages$1,833,0004,289
Issued or guaranteed by U.S.$1,833,0004,274
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,500
Available-for-sale securities (fair market value)$13,792,0004,873
Total debt securities$13,982,0005,398
Structured notes
Amortized cost$399,0002,670
Fair value$395,0002,674
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$13,785,0005,509
U.S. Government securities$11,487,0005,194
U.S. Treasury securities$01,574
U.S. Government agency obligations$11,487,0005,079
Securities issued by states & political subdivisions$190,0005,985
Other domestic debt securities$2,108,0001,482
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$2,108,0001,017
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$4,444,0004,786
Mortgage-backed securities$1,566,0004,948
Certificates of participation in pools of residential mortgages$1,566,0004,433
Issued or guaranteed by U.S.$1,566,0004,408
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$190,0003,573
Available-for-sale securities (fair market value)$13,595,0004,908
Total debt securities$13,784,0005,461
Structured notes
Amortized cost$399,0002,802
Fair value$394,0002,801
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$13,898,0005,500
U.S. Government securities$11,492,0005,240
U.S. Treasury securities$01,634
U.S. Government agency obligations$11,492,0005,101
Securities issued by states & political subdivisions$290,0005,824
Other domestic debt securities$2,116,0001,487
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$2,116,0001,034
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$4,279,0004,868
Mortgage-backed securities$1,627,0004,923
Certificates of participation in pools of residential mortgages$1,627,0004,407
Issued or guaranteed by U.S.$1,627,0004,390
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$290,0003,505
Available-for-sale securities (fair market value)$13,608,0004,899
Total debt securities$13,897,0005,453
Structured notes
Amortized cost$399,0002,864
Fair value$392,0002,853
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$14,009,0005,529
U.S. Government securities$11,089,0005,343
U.S. Treasury securities$01,715
U.S. Government agency obligations$11,089,0005,207
Securities issued by states & political subdivisions$290,0005,850
Other domestic debt securities$2,630,0001,403
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$2,630,000960
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$3,973,0004,969
Mortgage-backed securities$1,208,0005,221
Certificates of participation in pools of residential mortgages$1,208,0004,721
Issued or guaranteed by U.S.$1,208,0004,701
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$290,0003,563
Available-for-sale securities (fair market value)$13,719,0004,920
Total debt securities$14,007,0005,479
Structured notes
Amortized cost$399,0002,856
Fair value$393,0002,850
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$13,714,0005,602
U.S. Government securities$10,797,0005,396
U.S. Treasury securities$01,737
U.S. Government agency obligations$10,797,0005,258
Securities issued by states & political subdivisions$290,0005,876
Other domestic debt securities$2,627,0001,448
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$2,627,0001,020
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$4,221,0004,871
Mortgage-backed securities$1,254,0005,247
Certificates of participation in pools of residential mortgages$1,254,0004,728
Issued or guaranteed by U.S.$1,254,0004,708
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
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)$290,0003,630
Available-for-sale securities (fair market value)$13,424,0004,972
Total debt securities$13,714,0005,552
Structured notes
Amortized cost$399,0002,851
Fair value$393,0002,847
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$13,830,0005,563
U.S. Government securities$10,911,0005,343
U.S. Treasury securities$01,786
U.S. Government agency obligations$10,911,0005,196
Securities issued by states & political subdivisions$290,0005,913
Other domestic debt securities$2,629,0001,469
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$2,629,0001,059
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$4,279,0004,849
Mortgage-backed securities$1,339,0005,231
Certificates of participation in pools of residential mortgages$1,339,0004,720
Issued or guaranteed by U.S.$1,339,0004,701
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
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)$290,0003,687
Available-for-sale securities (fair market value)$13,540,0004,932
Total debt securities$13,832,0005,509
Structured notes
Amortized cost$399,0002,800
Fair value$397,0002,793
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$13,840,0005,604
U.S. Government securities$10,924,0005,396
U.S. Treasury securities$01,839
U.S. Government agency obligations$10,924,0005,251
Securities issued by states & political subdivisions$290,0005,922
Other domestic debt securities$2,626,0001,498
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$2,626,0001,099
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$5,068,0004,558
Mortgage-backed securities$1,442,0005,244
Certificates of participation in pools of residential mortgages$1,442,0004,714
Issued or guaranteed by U.S.$1,442,0004,693
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
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)$290,0003,737
Available-for-sale securities (fair market value)$13,550,0004,963
Total debt securities$13,841,0005,541
Structured notes
Amortized cost$399,0002,778
Fair value$398,0002,773
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$13,853,0005,685
U.S. Government securities$10,937,0005,462
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,937,0005,317
Securities issued by states & political subdivisions$290,0005,940
Other domestic debt securities$2,626,0001,544
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$2,626,0001,170
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$5,572,0004,430
Mortgage-backed securities$1,221,0005,447
Certificates of participation in pools of residential mortgages$1,221,0004,923
Issued or guaranteed by U.S.$1,221,0004,909
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
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)$290,0003,783
Available-for-sale securities (fair market value)$13,563,0005,027
Total debt securities$13,853,0005,618
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$14,370,0005,622
U.S. Government securities$11,446,0005,359
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,446,0005,207
Securities issued by states & political subdivisions$290,0005,989
Other domestic debt securities$2,634,0001,585
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$2,634,0001,214
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$5,974,0004,300
Mortgage-backed securities$1,309,0005,442
Certificates of participation in pools of residential mortgages$1,309,0004,892
Issued or guaranteed by U.S.$1,309,0004,878
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
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)$290,0003,844
Available-for-sale securities (fair market value)$14,080,0004,974
Total debt securities$14,370,0005,550
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$14,378,0005,631
U.S. Government securities$11,461,0005,369
U.S. Treasury securities$01,990
U.S. Government agency obligations$11,461,0005,211
Securities issued by states & political subdivisions$290,0006,046
Other domestic debt securities$2,627,0001,605
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$2,627,0001,267
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,230,0004,200
Mortgage-backed securities$1,386,0005,392
Certificates of participation in pools of residential mortgages$1,386,0004,862
Issued or guaranteed by U.S.$1,386,0004,851
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
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)$290,0003,912
Available-for-sale securities (fair market value)$14,088,0004,971
Total debt securities$14,378,0005,560
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$14,247,0005,710
U.S. Government securities$11,329,0005,480
U.S. Treasury securities$02,098
U.S. Government agency obligations$11,329,0005,320
Securities issued by states & political subdivisions$290,0006,079
Other domestic debt securities$2,628,0001,667
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$2,628,0001,327
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$7,159,0003,918
Mortgage-backed securities$1,474,0005,424
Certificates of participation in pools of residential mortgages$1,474,0004,880
Issued or guaranteed by U.S.$1,474,0004,868
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
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)$290,0003,952
Available-for-sale securities (fair market value)$13,957,0005,073
Total debt securities$14,247,0005,639
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$14,784,0005,606
U.S. Government securities$11,852,0005,287
U.S. Treasury securities$02,082
U.S. Government agency obligations$11,852,0005,137
Securities issued by states & political subdivisions$290,0006,082
Other domestic debt securities$2,642,0001,758
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$2,642,0001,409
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$7,381,0003,823
Mortgage-backed securities$1,639,0005,374
Certificates of participation in pools of residential mortgages$1,639,0004,820
Issued or guaranteed by U.S.$1,639,0004,806
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
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)$290,0004,004
Available-for-sale securities (fair market value)$14,494,0004,973
Total debt securities$14,784,0005,525
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$14,537,0005,708
U.S. Government securities$11,415,0005,428
U.S. Treasury securities$02,227
U.S. Government agency obligations$11,415,0005,262
Securities issued by states & political subdivisions$490,0005,831
Other domestic debt securities$2,632,0001,799
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$2,632,0001,519
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,300,0003,773
Mortgage-backed securities$1,746,0005,323
Certificates of participation in pools of residential mortgages$1,746,0004,755
Issued or guaranteed by U.S.$1,746,0004,737
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
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)$490,0003,829
Available-for-sale securities (fair market value)$14,047,0005,051
Total debt securities$14,538,0005,622
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$13,793,0005,761
U.S. Government securities$11,185,0005,332
U.S. Treasury securities$02,287
U.S. Government agency obligations$11,185,0005,171
Securities issued by states & political subdivisions$490,0005,866
Other domestic debt securities$2,118,0002,057
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$2,118,0001,779
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$7,461,0003,648
Mortgage-backed securities$1,661,0005,394
Certificates of participation in pools of residential mortgages$1,661,0004,821
Issued or guaranteed by U.S.$1,661,0004,800
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
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)$490,0003,881
Available-for-sale securities (fair market value)$13,303,0005,127
Total debt securities$13,793,0005,676
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$13,699,0005,737
U.S. Government securities$10,599,0005,411
U.S. Treasury securities$02,322
U.S. Government agency obligations$10,599,0005,251
Securities issued by states & political subdivisions$491,0005,861
Other domestic debt securities$2,609,0001,957
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$2,609,0001,680
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$5,357,0004,250
Mortgage-backed securities$2,571,0005,018
Certificates of participation in pools of residential mortgages$2,270,0004,517
Issued or guaranteed by U.S.$2,270,0004,500
Privately issued$0256
Collaterized mortgage obligations$301,0003,666
CMOs issued by government agencies or sponsored agencies$301,0003,493
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$491,0003,907
Available-for-sale securities (fair market value)$13,208,0005,099
Total debt securities$13,700,0005,640
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$12,969,0005,875
U.S. Government securities$10,874,0005,400
U.S. Treasury securities$02,382
U.S. Government agency obligations$10,874,0005,227
Securities issued by states & political subdivisions$491,0005,827
Other domestic debt securities$1,604,0002,377
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$1,604,0002,075
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,955,0004,467
Mortgage-backed securities$3,371,0004,725
Certificates of participation in pools of residential mortgages$3,013,0004,180
Issued or guaranteed by U.S.$3,013,0004,163
Privately issued$0257
Collaterized mortgage obligations$358,0003,713
CMOs issued by government agencies or sponsored agencies$358,0003,546
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)$491,0003,976
Available-for-sale securities (fair market value)$12,478,0005,230
Total debt securities$12,969,0005,776
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$12,630,0005,928
U.S. Government securities$11,539,0005,229
U.S. Treasury securities$02,544
U.S. Government agency obligations$11,539,0005,050
Securities issued by states & political subdivisions$491,0005,839
Other domestic debt securities$600,0003,156
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$600,0002,788
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,000,0003,736
Mortgage-backed securities$4,274,0004,383
Certificates of participation in pools of residential mortgages$3,735,0003,832
Issued or guaranteed by U.S.$3,735,0003,818
Privately issued$0252
Collaterized mortgage obligations$539,0003,547
CMOs issued by government agencies or sponsored agencies$539,0003,393
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)$491,0004,063
Available-for-sale securities (fair market value)$12,139,0005,253
Total debt securities$12,628,0005,834
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$14,017,0005,572
U.S. Government securities$12,775,0004,837
U.S. Treasury securities$03,182
U.S. Government agency obligations$12,775,0004,620
Securities issued by states & political subdivisions$642,0005,705
Other domestic debt securities$600,0003,238
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$600,0002,791
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,271,0004,698
Mortgage-backed securities$6,650,0003,549
Certificates of participation in pools of residential mortgages$5,942,0002,896
Issued or guaranteed by U.S.$5,942,0002,879
Privately issued$0260
Collaterized mortgage obligations$708,0003,549
CMOs issued by government agencies or sponsored agencies$708,0003,379
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,284,0001,347
Available-for-sale securities (fair market value)$1,733,0008,026
Total debt securities$14,017,0005,482
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$12,986,0006,002
U.S. Government securities$12,144,0005,227
U.S. Treasury securities$04,186
U.S. Government agency obligations$12,144,0004,909
Securities issued by states & political subdivisions$842,0005,565
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,536,0005,350
Mortgage-backed securities$2,261,0004,617
Certificates of participation in pools of residential mortgages$2,261,0003,793
Issued or guaranteed by U.S.$2,261,0003,778
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,986,0001,607
Available-for-sale securities (fair market value)$09,343
Total debt securities$12,986,0005,877
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$16,382,0005,524
U.S. Government securities$14,054,0004,968
U.S. Treasury securities$05,412
U.S. Government agency obligations$14,054,0004,501
Securities issued by states & political subdivisions$2,328,0004,361
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,423,0005,428
Mortgage-backed securities$3,317,0004,325
Certificates of participation in pools of residential mortgages$3,317,0003,442
Issued or guaranteed by U.S.$3,317,0003,430
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,382,0001,491
Available-for-sale securities (fair market value)$09,616
Total debt securities$16,382,0005,399
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$16,273,0005,532
U.S. Government securities$13,984,0005,016
U.S. Treasury securities$502,0005,989
U.S. Government agency obligations$13,482,0004,409
Securities issued by states & political subdivisions$2,289,0004,483
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,051,0005,348
Mortgage-backed securities$3,833,0004,323
Certificates of participation in pools of residential mortgages$3,753,0003,450
Issued or guaranteed by U.S.$3,753,0003,434
Privately issued$0349
Collaterized mortgage obligations$80,0004,528
CMOs issued by government agencies or sponsored agencies$80,0004,333
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)$15,822,0001,673
Available-for-sale securities (fair market value)$451,0009,155
Total debt securities$16,273,0005,393
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$15,304,0005,928
U.S. Government securities$13,188,0005,489
U.S. Treasury securities$1,306,0005,953
U.S. Government agency obligations$11,882,0004,697
Securities issued by states & political subdivisions$2,116,0004,508
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,049,0005,594
Mortgage-backed securities$2,341,0005,174
Certificates of participation in pools of residential mortgages$2,149,0004,266
Issued or guaranteed by U.S.$2,149,0004,253
Privately issued$0394
Collaterized mortgage obligations$192,0004,557
CMOs issued by government agencies or sponsored agencies$192,0004,397
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)$14,251,0002,186
Available-for-sale securities (fair market value)$1,053,0009,163
Total debt securities$15,304,0005,800
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$14,929,0006,440
U.S. Government securities$13,027,0006,020
U.S. Treasury securities$952,0007,459
U.S. Government agency obligations$12,075,0004,898
Securities issued by states & political subdivisions$1,902,0004,900
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,099,0005,776
Mortgage-backed securities$2,980,0005,224
Certificates of participation in pools of residential mortgages$2,716,0004,272
Issued or guaranteed by U.S.$2,716,0004,251
Privately issued$0472
Collaterized mortgage obligations$264,0004,853
CMOs issued by government agencies or sponsored agencies$264,0004,671
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)$14,478,0002,445
Available-for-sale securities (fair market value)$451,0009,857
Total debt securities$14,929,0006,311
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$13,609,0007,087
U.S. Government securities$11,513,0006,746
U.S. Treasury securities$2,717,0006,319
U.S. Government agency obligations$8,796,0005,940
Securities issued by states & political subdivisions$2,096,0004,789
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,800,0006,139
Mortgage-backed securities$2,639,0005,767
Certificates of participation in pools of residential mortgages$2,101,0004,821
Issued or guaranteed by U.S.$2,101,0004,792
Privately issued$0558
Collaterized mortgage obligations$538,0004,797
CMOs issued by government agencies or sponsored agencies$538,0004,611
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)$11,704,0003,048
Available-for-sale securities (fair market value)$1,905,0009,466
Total debt securities$13,609,0006,954
Structured notes
Amortized cost$500,0003,409
Fair value$500,0003,443
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$15,629,0006,942
U.S. Government securities$13,620,0006,441
U.S. Treasury securities$4,596,0005,810
U.S. Government agency obligations$9,024,0005,737
Securities issued by states & political subdivisions$1,921,0005,305
Other domestic debt securities$88,0005,178
Privately issued residential mortgage-backed securities$88,0002,218
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,505,0006,523
Mortgage-backed securities$3,063,0005,818
Certificates of participation in pools of residential mortgages$2,228,0004,981
Issued or guaranteed by U.S.$2,228,0004,956
Privately issued$0564
Collaterized mortgage obligations$835,0004,784
CMOs issued by government agencies or sponsored agencies$747,0004,693
Privately issued$88,0001,910
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,855,0004,820
Available-for-sale securities (fair market value)$2,774,0008,277
Total debt securities$15,629,0006,827
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$13,683,0007,817
U.S. Government securities$12,589,0006,995
U.S. Treasury securities$3,138,0007,185
U.S. Government agency obligations$9,451,0005,771
Securities issued by states & political subdivisions$1,094,0006,631
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,516,0006,421
Mortgage-backed securities$3,848,0005,910
Certificates of participation in pools of residential mortgages$3,848,0004,346
Issued or guaranteed by U.S.$3,848,0004,307
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$13,683,0007,652
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$13,736,0007,745
U.S. Government securities$12,834,0006,944
U.S. Treasury securities$2,125,0008,518
U.S. Government agency obligations$10,709,0005,276
Securities issued by states & political subdivisions$902,0006,782
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$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,524,0006,466
Mortgage-backed securities$3,584,0006,324
Certificates of participation in pools of residential mortgages$3,584,0004,714
Issued or guaranteed by U.S.$3,584,0004,665
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$13,736,0007,632
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