The Huntington National Bank, Securities

2022-03-31Rank
Total securities$42,341,718,00021
U.S. Government securities$36,084,893,00020
U.S. Treasury securities$4,978,0001,809
U.S. Government agency obligations$36,079,915,00017
Securities issued by states & political subdivisions$3,330,945,00012
Other domestic debt securities$2,920,426,00025
Privately issued residential mortgage-backed securities$145,334,00060
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$300,908,00035
Structured financial products - Total$0169
Other domestic debt securities - All other$2,380,221,0006
Foreign debt securities$4,300,000101
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,253,958,0009
Mortgage-backed securities$35,918,511,00018
Certificates of participation in pools of residential mortgages$23,910,558,00015
Issued or guaranteed by U.S.$23,910,558,00015
Privately issued$0238
Collaterized mortgage obligations$8,141,957,00016
CMOs issued by government agencies or sponsored agencies$7,996,623,00013
Privately issued$145,334,00057
Commercial mortgage-backed securities$3,865,996,00029
Commercial mortgage pass-through securities$216,339,00081
Other commercial mortgage-backed securities$3,649,657,00022
Held to maturity securities (book value)$17,189,989,00016
Available-for-sale securities (fair market value)$25,150,575,00027
Total debt securities$42,325,851,00021
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$460,182,00026
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$480,041,00018
2021-12-31Rank
Total securities$40,911,244,00020
U.S. Government securities$34,718,839,00020
U.S. Treasury securities$4,993,0001,399
U.S. Government agency obligations$34,713,846,00017
Securities issued by states & political subdivisions$3,528,722,00011
Other domestic debt securities$2,653,631,00028
Privately issued residential mortgage-backed securities$105,549,00066
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$282,487,00036
Structured financial products - Total$0173
Other domestic debt securities - All other$2,165,841,0007
Foreign debt securities$4,300,000100
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,683,228,00013
Mortgage-backed securities$34,477,780,00018
Certificates of participation in pools of residential mortgages$22,982,357,00015
Issued or guaranteed by U.S.$22,982,357,00015
Privately issued$0246
Collaterized mortgage obligations$7,356,389,00019
CMOs issued by government agencies or sponsored agencies$7,250,840,00019
Privately issued$105,549,00056
Commercial mortgage-backed securities$4,139,034,00027
Commercial mortgage pass-through securities$237,353,00076
Other commercial mortgage-backed securities$3,901,681,00022
Held to maturity securities (book value)$12,446,604,00013
Available-for-sale securities (fair market value)$28,458,888,00023
Total debt securities$40,880,936,00020
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$578,299,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$172,774,00022
2021-09-30Rank
Total securities$38,113,050,00021
U.S. Government securities$32,290,200,00020
U.S. Treasury securities$5,001,0001,170
U.S. Government agency obligations$32,285,199,00018
Securities issued by states & political subdivisions$3,636,033,00011
Other domestic debt securities$2,176,719,00030
Privately issued residential mortgage-backed securities$119,458,00052
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$232,631,00040
Structured financial products - Total$0173
Other domestic debt securities - All other$1,772,705,00011
Foreign debt securities$4,300,00095
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,187,223,00011
Mortgage-backed securities$31,987,955,00019
Certificates of participation in pools of residential mortgages$21,415,655,00015
Issued or guaranteed by U.S.$21,415,655,00015
Privately issued$0234
Collaterized mortgage obligations$6,554,936,00019
CMOs issued by government agencies or sponsored agencies$6,435,478,00018
Privately issued$119,458,00048
Commercial mortgage-backed securities$4,017,364,00026
Commercial mortgage pass-through securities$209,391,00084
Other commercial mortgage-backed securities$3,807,973,00022
Held to maturity securities (book value)$12,454,612,00012
Available-for-sale securities (fair market value)$25,652,640,00023
Total debt securities$38,082,382,00021
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$843,305,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$311,006,00018
2021-06-30Rank
Total securities$34,335,359,00022
U.S. Government securities$28,915,141,00022
U.S. Treasury securities$5,000,0001,075
U.S. Government agency obligations$28,910,141,00021
Securities issued by states & political subdivisions$3,663,813,00010
Other domestic debt securities$1,745,515,00030
Privately issued residential mortgage-backed securities$142,234,00037
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$248,291,00035
Structured financial products - Total$0166
Other domestic debt securities - All other$1,302,508,00013
Foreign debt securities$4,300,00094
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,930,551,00013
Mortgage-backed securities$28,601,511,00020
Certificates of participation in pools of residential mortgages$19,455,771,00016
Issued or guaranteed by U.S.$19,455,771,00016
Privately issued$0247
Collaterized mortgage obligations$5,019,385,00024
CMOs issued by government agencies or sponsored agencies$4,877,151,00022
Privately issued$142,234,00031
Commercial mortgage-backed securities$4,126,355,00025
Commercial mortgage pass-through securities$211,986,00079
Other commercial mortgage-backed securities$3,914,369,00021
Held to maturity securities (book value)$11,415,000,00012
Available-for-sale securities (fair market value)$22,913,769,00026
Total debt securities$34,304,083,00022
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$908,358,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$263,339,00017
2021-03-31Rank
Total securities$27,190,497,00027
U.S. Government securities$22,906,399,00027
U.S. Treasury securities$5,000,000812
U.S. Government agency obligations$22,901,399,00026
Securities issued by states & political subdivisions$3,124,953,00011
Other domestic debt securities$1,152,690,00039
Privately issued residential mortgage-backed securities$49,437,00088
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$235,750,00037
Structured financial products - Total$325,000138
Other domestic debt securities - All other$855,976,00016
Foreign debt securities$4,300,00095
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,882,989,00015
Mortgage-backed securities$22,685,931,00026
Certificates of participation in pools of residential mortgages$13,904,350,00020
Issued or guaranteed by U.S.$13,904,350,00020
Privately issued$0261
Collaterized mortgage obligations$4,824,499,00027
CMOs issued by government agencies or sponsored agencies$4,775,062,00024
Privately issued$49,437,00066
Commercial mortgage-backed securities$3,957,082,00026
Commercial mortgage pass-through securities$135,002,00093
Other commercial mortgage-backed securities$3,822,080,00021
Held to maturity securities (book value)$7,814,899,00016
Available-for-sale securities (fair market value)$19,373,443,00029
Total debt securities$27,162,245,00027
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$888,071,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$206,240,00020
2020-12-31Rank
Total securities$25,345,968,00027
U.S. Government securities$21,688,129,00028
U.S. Treasury securities$5,000,000587
U.S. Government agency obligations$21,683,129,00026
Securities issued by states & political subdivisions$3,007,249,00011
Other domestic debt securities$644,711,00051
Privately issued residential mortgage-backed securities$8,614,000198
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$189,772,00045
Structured financial products - Total$1,876,000103
Other domestic debt securities - All other$444,449,00027
Foreign debt securities$4,300,00089
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,419,989,00013
Mortgage-backed securities$21,384,509,00026
Certificates of participation in pools of residential mortgages$11,650,135,00022
Issued or guaranteed by U.S.$11,650,135,00022
Privately issued$0245
Collaterized mortgage obligations$5,453,224,00024
CMOs issued by government agencies or sponsored agencies$5,444,610,00022
Privately issued$8,614,000130
Commercial mortgage-backed securities$4,281,150,00023
Commercial mortgage pass-through securities$141,216,00083
Other commercial mortgage-backed securities$4,139,934,00020
Held to maturity securities (book value)$8,861,089,00014
Available-for-sale securities (fair market value)$16,483,300,00031
Total debt securities$25,317,889,00027
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$1,043,976,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$243,274,00018
2020-09-30Rank
Total securities$23,362,393,00029
U.S. Government securities$19,736,396,00029
U.S. Treasury securities$5,000,000583
U.S. Government agency obligations$19,731,396,00026
Securities issued by states & political subdivisions$3,147,896,0009
Other domestic debt securities$472,222,00058
Privately issued residential mortgage-backed securities$4,600,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$199,876,00043
Structured financial products - Total$2,857,00093
Other domestic debt securities - All other$264,889,00045
Foreign debt securities$4,300,00091
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,787,232,00011
Mortgage-backed securities$19,367,746,00026
Certificates of participation in pools of residential mortgages$8,686,419,00023
Issued or guaranteed by U.S.$8,686,419,00023
Privately issued$0251
Collaterized mortgage obligations$6,461,944,00021
CMOs issued by government agencies or sponsored agencies$6,457,344,00020
Privately issued$4,600,000160
Commercial mortgage-backed securities$4,219,383,00023
Commercial mortgage pass-through securities$131,795,00081
Other commercial mortgage-backed securities$4,087,588,00020
Held to maturity securities (book value)$8,556,917,00014
Available-for-sale securities (fair market value)$14,803,897,00033
Total debt securities$23,342,438,00029
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$1,078,063,00023
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$258,089,00019
2020-06-30Rank
Total securities$22,712,387,00027
U.S. Government securities$19,309,120,00028
U.S. Treasury securities$7,787,000487
U.S. Government agency obligations$19,301,333,00026
Securities issued by states & political subdivisions$3,160,366,0009
Other domestic debt securities$236,439,00096
Privately issued residential mortgage-backed securities$4,583,000238
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$207,256,00037
Structured financial products - Total$4,124,00084
Other domestic debt securities - All other$20,476,000305
Foreign debt securities$4,300,00090
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,466,200,00011
Mortgage-backed securities$18,891,535,00026
Certificates of participation in pools of residential mortgages$7,199,236,00024
Issued or guaranteed by U.S.$7,199,236,00024
Privately issued$0251
Collaterized mortgage obligations$7,273,661,00020
CMOs issued by government agencies or sponsored agencies$7,269,078,00019
Privately issued$4,583,000149
Commercial mortgage-backed securities$4,418,638,00019
Commercial mortgage pass-through securities$46,787,000139
Other commercial mortgage-backed securities$4,371,851,00017
Held to maturity securities (book value)$9,415,703,00013
Available-for-sale securities (fair market value)$13,294,522,00034
Total debt securities$22,692,473,00027
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$1,084,254,00021
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$343,575,00018
2020-03-31Rank
Total securities$24,813,646,00025
U.S. Government securities$21,217,535,00026
U.S. Treasury securities$7,805,000504
U.S. Government agency obligations$21,209,730,00023
Securities issued by states & political subdivisions$2,995,816,00010
Other domestic debt securities$594,651,00044
Privately issued residential mortgage-backed securities$1,773,000345
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$520,024,00020
Structured financial products - Total$13,638,00062
Other domestic debt securities - All other$45,283,000153
Foreign debt securities$3,500,000106
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,078,489,00011
Mortgage-backed securities$20,800,919,00023
Certificates of participation in pools of residential mortgages$8,008,803,00023
Issued or guaranteed by U.S.$8,008,803,00023
Privately issued$0267
Collaterized mortgage obligations$8,040,271,00020
CMOs issued by government agencies or sponsored agencies$8,038,498,00017
Privately issued$1,773,000204
Commercial mortgage-backed securities$4,751,845,00018
Commercial mortgage pass-through securities$47,784,000138
Other commercial mortgage-backed securities$4,704,061,00015
Held to maturity securities (book value)$10,192,565,00013
Available-for-sale securities (fair market value)$14,618,937,00028
Total debt securities$24,793,527,00025
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$1,062,850,00025
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$463,266,00020
2019-12-31Rank
Total securities$23,218,609,00025
U.S. Government securities$19,522,094,00026
U.S. Treasury securities$10,213,000435
U.S. Government agency obligations$19,511,881,00023
Securities issued by states & political subdivisions$3,058,468,0009
Other domestic debt securities$629,706,00042
Privately issued residential mortgage-backed securities$1,619,000342
Commercial mortgage-backed securities - Total$14,249,00077
Asset backed securities$548,698,00018
Structured financial products - Total$15,673,00059
Other domestic debt securities - All other$49,467,000136
Foreign debt securities$4,301,00085
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,752,171,00032
Mortgage-backed securities$19,072,272,00023
Certificates of participation in pools of residential mortgages$6,686,237,00024
Issued or guaranteed by U.S.$6,686,237,00024
Privately issued$0249
Collaterized mortgage obligations$7,437,318,00020
CMOs issued by government agencies or sponsored agencies$7,435,699,00017
Privately issued$1,619,000211
Commercial mortgage-backed securities$4,948,717,00016
Commercial mortgage pass-through securities$48,587,000136
Other commercial mortgage-backed securities$4,900,130,00013
Held to maturity securities (book value)$9,069,600,00018
Available-for-sale securities (fair market value)$14,144,969,00028
Total debt securities$23,196,070,00025
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$441,364,00023
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$177,099,00019
2019-09-30Rank
Total securities$22,716,035,00026
U.S. Government securities$18,905,528,00026
U.S. Treasury securities$9,767,000475
U.S. Government agency obligations$18,895,761,00025
Securities issued by states & political subdivisions$3,156,311,0009
Other domestic debt securities$645,408,00043
Privately issued residential mortgage-backed securities$641,000447
Commercial mortgage-backed securities - Total$14,324,00080
Asset backed securities$565,032,00017
Structured financial products - Total$16,002,00054
Other domestic debt securities - All other$49,409,000135
Foreign debt securities$4,301,00087
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,817,397,00030
Mortgage-backed securities$18,480,260,00026
Certificates of participation in pools of residential mortgages$4,457,438,00032
Issued or guaranteed by U.S.$4,457,438,00032
Privately issued$0287
Collaterized mortgage obligations$8,694,739,00014
CMOs issued by government agencies or sponsored agencies$8,694,098,00012
Privately issued$641,000257
Commercial mortgage-backed securities$5,328,083,00015
Commercial mortgage pass-through securities$49,383,000138
Other commercial mortgage-backed securities$5,278,700,00012
Held to maturity securities (book value)$8,429,541,00022
Available-for-sale securities (fair market value)$14,282,007,00027
Total debt securities$22,692,772,00026
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$569,809,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$219,099,00020
2019-06-30Rank
Total securities$22,397,167,00026
U.S. Government securities$18,621,190,00026
U.S. Treasury securities$11,398,000426
U.S. Government agency obligations$18,609,792,00024
Securities issued by states & political subdivisions$3,264,474,0009
Other domestic debt securities$504,325,00052
Privately issued residential mortgage-backed securities$595,000417
Commercial mortgage-backed securities - Total$14,334,00080
Asset backed securities$424,364,00023
Structured financial products - Total$16,013,00052
Other domestic debt securities - All other$49,019,000129
Foreign debt securities$4,300,00091
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,255,965,00038
Mortgage-backed securities$18,184,762,00025
Certificates of participation in pools of residential mortgages$4,033,012,00035
Issued or guaranteed by U.S.$4,033,012,00035
Privately issued$0244
Collaterized mortgage obligations$8,530,377,00016
CMOs issued by government agencies or sponsored agencies$8,529,782,00013
Privately issued$595,000268
Commercial mortgage-backed securities$5,621,373,00013
Commercial mortgage pass-through securities$53,396,000129
Other commercial mortgage-backed securities$5,567,977,00010
Held to maturity securities (book value)$8,704,391,00022
Available-for-sale securities (fair market value)$13,689,898,00029
Total debt securities$22,374,276,00026
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$433,705,00024
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$179,136,00020
2019-03-31Rank
Total securities$22,734,512,00025
U.S. Government securities$18,799,453,00026
U.S. Treasury securities$4,982,000676
U.S. Government agency obligations$18,794,471,00024
Securities issued by states & political subdivisions$3,522,745,0009
Other domestic debt securities$398,519,00060
Privately issued residential mortgage-backed securities$569,000424
Commercial mortgage-backed securities - Total$14,094,00074
Asset backed securities$313,272,00029
Structured financial products - Total$20,995,00048
Other domestic debt securities - All other$49,589,000122
Foreign debt securities$4,300,00094
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,637,893,00033
Mortgage-backed securities$18,356,052,00024
Certificates of participation in pools of residential mortgages$3,466,495,00036
Issued or guaranteed by U.S.$3,466,495,00036
Privately issued$0248
Collaterized mortgage obligations$9,135,793,00014
CMOs issued by government agencies or sponsored agencies$9,135,224,00011
Privately issued$569,000277
Commercial mortgage-backed securities$5,753,764,00013
Commercial mortgage pass-through securities$54,361,000121
Other commercial mortgage-backed securities$5,699,403,0008
Held to maturity securities (book value)$8,747,240,00024
Available-for-sale securities (fair market value)$13,977,777,00026
Total debt securities$22,704,563,00025
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$273,348,00025
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$119,429,00020
2018-12-31Rank
Total securities$22,348,994,00025
U.S. Government securities$18,524,539,00024
U.S. Treasury securities$4,968,000679
U.S. Government agency obligations$18,519,571,00021
Securities issued by states & political subdivisions$3,444,544,0009
Other domestic debt securities$366,084,00064
Privately issued residential mortgage-backed securities$550,000401
Commercial mortgage-backed securities - Total$13,878,00067
Asset backed securities$279,549,00031
Structured financial products - Total$20,930,00046
Other domestic debt securities - All other$51,177,000117
Foreign debt securities$4,300,00092
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,509,190,00026
Mortgage-backed securities$18,060,083,00023
Certificates of participation in pools of residential mortgages$3,105,381,00038
Issued or guaranteed by U.S.$3,105,381,00038
Privately issued$0211
Collaterized mortgage obligations$9,122,860,00012
CMOs issued by government agencies or sponsored agencies$9,122,310,00010
Privately issued$550,000281
Commercial mortgage-backed securities$5,831,842,00013
Commercial mortgage pass-through securities$55,318,000119
Other commercial mortgage-backed securities$5,776,524,0008
Held to maturity securities (book value)$8,564,641,00024
Available-for-sale securities (fair market value)$13,774,826,00025
Total debt securities$22,339,468,00025
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$216,651,00027
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$169,569,00021
2018-09-30Rank
Total securities$22,196,602,00024
U.S. Government securities$17,881,947,00024
U.S. Treasury securities$4,989,000647
U.S. Government agency obligations$17,876,958,00023
Securities issued by states & political subdivisions$3,852,233,0009
Other domestic debt securities$448,060,00053
Privately issued residential mortgage-backed securities$458,000372
Commercial mortgage-backed securities - Total$33,573,00045
Asset backed securities$309,036,00029
Structured financial products - Total$20,974,00047
Other domestic debt securities - All other$84,019,00080
Foreign debt securities$4,300,00090
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,561,458,00026
Mortgage-backed securities$17,395,694,00024
Certificates of participation in pools of residential mortgages$2,244,092,00047
Issued or guaranteed by U.S.$2,244,092,00047
Privately issued$0145
Collaterized mortgage obligations$9,143,607,00013
CMOs issued by government agencies or sponsored agencies$9,143,149,00010
Privately issued$458,000299
Commercial mortgage-backed securities$6,007,995,00011
Commercial mortgage pass-through securities$56,268,000115
Other commercial mortgage-backed securities$5,951,727,0006
Held to maturity securities (book value)$8,465,283,00024
Available-for-sale securities (fair market value)$13,721,257,00024
Total debt securities$22,186,542,00024
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$191,062,00028
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$217,605,00022
2018-06-30Rank
Total securities$22,755,398,00024
U.S. Government securities$18,513,356,00024
U.S. Treasury securities$4,980,000617
U.S. Government agency obligations$18,508,376,00021
Securities issued by states & political subdivisions$3,769,427,0009
Other domestic debt securities$458,104,00052
Privately issued residential mortgage-backed securities$423,000612
Commercial mortgage-backed securities - Total$33,612,00043
Asset backed securities$313,675,00026
Structured financial products - Total$25,972,00046
Other domestic debt securities - All other$84,422,00074
Foreign debt securities$4,300,00089
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,659,465,00029
Mortgage-backed securities$17,987,836,00023
Certificates of participation in pools of residential mortgages$2,335,449,00046
Issued or guaranteed by U.S.$2,335,449,00046
Privately issued$0453
Collaterized mortgage obligations$9,549,908,00012
CMOs issued by government agencies or sponsored agencies$9,549,485,0009
Privately issued$423,000312
Commercial mortgage-backed securities$6,102,479,00010
Commercial mortgage pass-through securities$57,211,000110
Other commercial mortgage-backed securities$6,045,268,0007
Held to maturity securities (book value)$8,681,666,00023
Available-for-sale securities (fair market value)$14,063,521,00025
Total debt securities$22,738,776,00024
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$162,929,00030
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$191,492,00021
2018-03-31Rank
Total securities$23,400,031,00023
U.S. Government securities$19,017,311,00024
U.S. Treasury securities$4,974,000597
U.S. Government agency obligations$19,012,337,00021
Securities issued by states & political subdivisions$3,839,218,0009
Other domestic debt securities$526,758,00045
Privately issued residential mortgage-backed securities$358,000371
Commercial mortgage-backed securities - Total$33,730,00043
Asset backed securities$352,855,00025
Structured financial products - Total$40,796,00040
Other domestic debt securities - All other$99,019,00069
Foreign debt securities$5,800,00079
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,481,503,00023
Mortgage-backed securities$18,477,309,00021
Certificates of participation in pools of residential mortgages$2,375,088,00047
Issued or guaranteed by U.S.$2,375,088,00047
Privately issued$067
Collaterized mortgage obligations$9,924,056,00011
CMOs issued by government agencies or sponsored agencies$9,923,698,0008
Privately issued$358,000346
Commercial mortgage-backed securities$6,178,165,0009
Commercial mortgage pass-through securities$58,147,00093
Other commercial mortgage-backed securities$6,120,018,0007
Held to maturity securities (book value)$8,788,761,00023
Available-for-sale securities (fair market value)$14,600,326,00024
Total debt securities$23,382,609,00023
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$79,761,00038
Revaluation gains on off-balance sheet contracts$79,761,00029
Revaluation losses on off-balance sheet contracts$150,116,00024
2017-12-31Rank
Total securities$23,962,147,00022
U.S. Government securities$19,492,750,00024
U.S. Treasury securities$4,978,000579
U.S. Government agency obligations$19,487,772,00020
Securities issued by states & political subdivisions$3,883,057,0009
Other domestic debt securities$572,959,00043
Privately issued residential mortgage-backed securities$173,000427
Commercial mortgage-backed securities - Total$34,135,00042
Asset backed securities$348,003,00026
Structured financial products - Total$84,363,00030
Other domestic debt securities - All other$106,285,00061
Foreign debt securities$2,300,000125
Equity securities$11,081,000131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,126,749,00024
Mortgage-backed securities$18,925,651,00021
Certificates of participation in pools of residential mortgages$2,458,746,00045
Issued or guaranteed by U.S.$2,458,746,00045
Privately issued$064
Collaterized mortgage obligations$10,197,782,00011
CMOs issued by government agencies or sponsored agencies$10,197,609,0008
Privately issued$173,000399
Commercial mortgage-backed securities$6,269,123,0009
Commercial mortgage pass-through securities$16,141,000218
Other commercial mortgage-backed securities$6,252,982,0007
Held to maturity securities (book value)$9,090,950,00023
Available-for-sale securities (fair market value)$14,871,197,00024
Total debt securities$23,944,531,00022
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$125,765,00033
Revaluation gains on off-balance sheet contracts$125,765,00024
Revaluation losses on off-balance sheet contracts$83,156,00026
2017-09-30Rank
Total securities$23,541,406,00022
U.S. Government securities$19,416,376,00024
U.S. Treasury securities$4,996,000548
U.S. Government agency obligations$19,411,380,00021
Securities issued by states & political subdivisions$3,431,673,00011
Other domestic debt securities$677,918,00037
Privately issued residential mortgage-backed securities$128,000455
Commercial mortgage-backed securities - Total$34,450,00040
Asset backed securities$371,903,00026
Structured financial products - Total$148,711,00025
Other domestic debt securities - All other$122,726,00053
Foreign debt securities$3,936,000102
Equity securities$11,503,000131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,233,955,00021
Mortgage-backed securities$18,810,952,00021
Certificates of participation in pools of residential mortgages$1,137,486,00070
Issued or guaranteed by U.S.$1,137,486,00069
Privately issued$069
Collaterized mortgage obligations$10,691,519,00012
CMOs issued by government agencies or sponsored agencies$10,691,391,0008
Privately issued$128,000425
Commercial mortgage-backed securities$6,981,947,0009
Commercial mortgage pass-through securities$16,352,000217
Other commercial mortgage-backed securities$6,965,595,0005
Held to maturity securities (book value)$8,688,399,00023
Available-for-sale securities (fair market value)$14,853,007,00025
Total debt securities$23,523,227,00022
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$161,258,00030
Revaluation gains on off-balance sheet contracts$161,258,00023
Revaluation losses on off-balance sheet contracts$56,300,00028
2017-06-30Rank
Total securities$23,065,264,00022
U.S. Government securities$18,995,182,00024
U.S. Treasury securities$4,990,000572
U.S. Government agency obligations$18,990,192,00020
Securities issued by states & political subdivisions$3,318,346,00011
Other domestic debt securities$735,729,00037
Privately issued residential mortgage-backed securities$95,000501
Commercial mortgage-backed securities - Total$34,525,00039
Asset backed securities$360,809,00028
Structured financial products - Total$199,465,00022
Other domestic debt securities - All other$140,835,00050
Foreign debt securities$3,931,000106
Equity securities$12,076,000126
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,445,537,00023
Mortgage-backed securities$18,363,976,00021
Certificates of participation in pools of residential mortgages$175,945,000270
Issued or guaranteed by U.S.$175,945,000269
Privately issued$067
Collaterized mortgage obligations$11,127,035,00012
CMOs issued by government agencies or sponsored agencies$11,126,940,0008
Privately issued$95,000468
Commercial mortgage-backed securities$7,060,996,0009
Commercial mortgage pass-through securities$16,562,000211
Other commercial mortgage-backed securities$7,044,434,0005
Held to maturity securities (book value)$8,279,577,00023
Available-for-sale securities (fair market value)$14,785,687,00025
Total debt securities$23,046,280,00022
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$164,297,00030
Revaluation gains on off-balance sheet contracts$164,297,00023
Revaluation losses on off-balance sheet contracts$66,001,00028
2017-03-31Rank
Total securities$23,137,411,00022
U.S. Government securities$18,836,034,00024
U.S. Treasury securities$4,988,000607
U.S. Government agency obligations$18,831,046,00020
Securities issued by states & political subdivisions$3,323,168,00011
Other domestic debt securities$962,360,00032
Privately issued residential mortgage-backed securities$47,000568
Commercial mortgage-backed securities - Total$34,390,00041
Asset backed securities$492,335,00024
Structured financial products - Total$240,211,00019
Other domestic debt securities - All other$195,377,00038
Foreign debt securities$3,925,000107
Equity securities$11,924,000127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,165,301,00025
Mortgage-backed securities$18,203,479,00021
Certificates of participation in pools of residential mortgages$289,615,000175
Issued or guaranteed by U.S.$289,615,000173
Privately issued$066
Collaterized mortgage obligations$10,764,838,00012
CMOs issued by government agencies or sponsored agencies$10,764,791,0008
Privately issued$47,000535
Commercial mortgage-backed securities$7,149,026,00010
Commercial mortgage pass-through securities$16,770,000204
Other commercial mortgage-backed securities$7,132,256,0005
Held to maturity securities (book value)$7,533,516,00023
Available-for-sale securities (fair market value)$15,603,895,00022
Total debt securities$23,118,575,00022
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$162,274,00030
Revaluation gains on off-balance sheet contracts$162,274,00023
Revaluation losses on off-balance sheet contracts$71,931,00023
2016-12-31Rank
Total securities$22,803,479,00022
U.S. Government securities$18,543,026,00023
U.S. Treasury securities$4,988,000601
U.S. Government agency obligations$18,538,038,00020
Securities issued by states & political subdivisions$3,255,818,00012
Other domestic debt securities$988,878,00032
Privately issued residential mortgage-backed securities$12,000655
Commercial mortgage-backed securities - Total$34,235,00041
Asset backed securities$468,094,00024
Structured financial products - Total$291,152,00017
Other domestic debt securities - All other$195,385,00039
Foreign debt securities$3,931,000108
Equity securities$11,826,000128
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,004,139,00023
Mortgage-backed securities$17,905,933,00020
Certificates of participation in pools of residential mortgages$344,436,000152
Issued or guaranteed by U.S.$344,436,000150
Privately issued$071
Collaterized mortgage obligations$10,978,663,00012
CMOs issued by government agencies or sponsored agencies$10,978,651,0009
Privately issued$12,000618
Commercial mortgage-backed securities$6,582,834,00011
Commercial mortgage pass-through securities$16,977,000191
Other commercial mortgage-backed securities$6,565,857,0005
Held to maturity securities (book value)$7,806,939,00023
Available-for-sale securities (fair market value)$14,996,540,00021
Total debt securities$22,784,686,00022
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$217,010,00029
Revaluation gains on off-balance sheet contracts$217,010,00024
Revaluation losses on off-balance sheet contracts$80,319,00027
2016-09-30Rank
Total securities$21,260,945,00022
U.S. Government securities$16,296,901,00024
U.S. Treasury securities$4,996,000537
U.S. Government agency obligations$16,291,905,00021
Securities issued by states & political subdivisions$3,317,538,00012
Other domestic debt securities$1,630,200,00025
Privately issued residential mortgage-backed securities$10,000664
Commercial mortgage-backed securities - Total$35,153,00041
Asset backed securities$723,644,00021
Structured financial products - Total$322,375,00016
Other domestic debt securities - All other$549,018,00021
Foreign debt securities$3,947,000108
Equity securities$12,359,000123
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,982,259,00020
Mortgage-backed securities$15,636,137,00021
Certificates of participation in pools of residential mortgages$660,475,00095
Issued or guaranteed by U.S.$660,475,00094
Privately issued$067
Collaterized mortgage obligations$10,358,425,00012
CMOs issued by government agencies or sponsored agencies$10,358,415,0009
Privately issued$10,000631
Commercial mortgage-backed securities$4,617,237,00012
Commercial mortgage pass-through securities$17,183,000184
Other commercial mortgage-backed securities$4,600,054,0009
Held to maturity securities (book value)$5,301,387,00024
Available-for-sale securities (fair market value)$15,959,558,00020
Total debt securities$21,248,586,00022
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$407,162,00027
Revaluation gains on off-balance sheet contracts$407,162,00021
Revaluation losses on off-balance sheet contracts$95,232,00031
2016-06-30Rank
Total securities$14,960,724,00027
U.S. Government securities$10,950,890,00030
U.S. Treasury securities$5,004,000540
U.S. Government agency obligations$10,945,886,00028
Securities issued by states & political subdivisions$2,588,252,00013
Other domestic debt securities$1,406,992,00029
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$35,342,00041
Asset backed securities$783,852,00021
Structured financial products - Total$71,379,00031
Other domestic debt securities - All other$516,419,00021
Foreign debt securities$3,947,000107
Equity securities$10,643,000142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,549,983,00045
Mortgage-backed securities$10,312,212,00027
Certificates of participation in pools of residential mortgages$350,649,000149
Issued or guaranteed by U.S.$350,649,000148
Privately issued$071
Collaterized mortgage obligations$6,333,044,00020
CMOs issued by government agencies or sponsored agencies$6,333,044,00017
Privately issued$0687
Commercial mortgage-backed securities$3,628,519,00013
Commercial mortgage pass-through securities$17,386,000176
Other commercial mortgage-backed securities$3,611,133,0009
Held to maturity securities (book value)$5,658,565,00023
Available-for-sale securities (fair market value)$9,302,159,00036
Total debt securities$14,949,705,00027
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$373,940,00029
Revaluation gains on off-balance sheet contracts$373,940,00024
Revaluation losses on off-balance sheet contracts$97,714,00033
2016-03-31Rank
Total securities$14,915,070,00027
U.S. Government securities$10,889,819,00030
U.S. Treasury securities$4,992,000557
U.S. Government agency obligations$10,884,827,00028
Securities issued by states & political subdivisions$2,640,505,00012
Other domestic debt securities$1,370,384,00029
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$34,751,00040
Asset backed securities$708,295,00021
Structured financial products - Total$94,329,00029
Other domestic debt securities - All other$533,009,00022
Foreign debt securities$3,930,000104
Equity securities$10,432,000144
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,912,373,00038
Mortgage-backed securities$10,212,695,00026
Certificates of participation in pools of residential mortgages$417,573,000132
Issued or guaranteed by U.S.$417,573,000131
Privately issued$066
Collaterized mortgage obligations$6,492,091,00018
CMOs issued by government agencies or sponsored agencies$6,492,091,00016
Privately issued$0699
Commercial mortgage-backed securities$3,303,031,00015
Commercial mortgage pass-through securities$17,588,000159
Other commercial mortgage-backed securities$3,285,443,00011
Held to maturity securities (book value)$5,946,144,00022
Available-for-sale securities (fair market value)$8,968,926,00035
Total debt securities$14,904,638,00027
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$332,840,00030
Revaluation gains on off-balance sheet contracts$332,840,00024
Revaluation losses on off-balance sheet contracts$120,857,00027
2015-12-31Rank
Total securities$14,585,535,00028
U.S. Government securities$10,783,737,00030
U.S. Treasury securities$4,959,000588
U.S. Government agency obligations$10,778,778,00028
Securities issued by states & political subdivisions$2,463,433,00013
Other domestic debt securities$1,324,204,00029
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$33,860,00039
Asset backed securities$727,216,00019
Structured financial products - Total$100,338,00025
Other domestic debt securities - All other$462,790,00021
Foreign debt securities$3,898,000100
Equity securities$10,263,000150
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,632,296,00043
Mortgage-backed securities$10,088,049,00027
Certificates of participation in pools of residential mortgages$443,396,000118
Issued or guaranteed by U.S.$443,396,000117
Privately issued$066
Collaterized mortgage obligations$6,574,066,00019
CMOs issued by government agencies or sponsored agencies$6,574,066,00016
Privately issued$0704
Commercial mortgage-backed securities$3,070,587,00018
Commercial mortgage pass-through securities$17,789,000153
Other commercial mortgage-backed securities$3,052,798,00012
Held to maturity securities (book value)$6,159,590,00021
Available-for-sale securities (fair market value)$8,425,945,00036
Total debt securities$14,575,272,00028
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$250,705,00028
Revaluation gains on off-balance sheet contracts$250,705,00022
Revaluation losses on off-balance sheet contracts$119,557,00026
2015-09-30Rank
Total securities$13,892,136,00029
U.S. Government securities$10,283,793,00030
U.S. Treasury securities$4,991,000552
U.S. Government agency obligations$10,278,802,00028
Securities issued by states & political subdivisions$2,335,308,00014
Other domestic debt securities$1,258,976,00029
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$34,499,00041
Asset backed securities$678,338,00020
Structured financial products - Total$101,172,00024
Other domestic debt securities - All other$444,967,00022
Foreign debt securities$3,914,000104
Equity securities$10,145,000153
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,699,290,00033
Mortgage-backed securities$9,592,684,00028
Certificates of participation in pools of residential mortgages$476,222,000114
Issued or guaranteed by U.S.$476,222,000113
Privately issued$065
Collaterized mortgage obligations$6,458,965,00019
CMOs issued by government agencies or sponsored agencies$6,458,965,00017
Privately issued$0721
Commercial mortgage-backed securities$2,657,497,00020
Commercial mortgage pass-through securities$17,989,000146
Other commercial mortgage-backed securities$2,639,508,00013
Held to maturity securities (book value)$3,157,688,00030
Available-for-sale securities (fair market value)$10,734,448,00028
Total debt securities$13,881,991,00029
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$305,532,00027
Revaluation gains on off-balance sheet contracts$305,532,00022
Revaluation losses on off-balance sheet contracts$208,680,00024
2015-06-30Rank
Total securities$13,198,606,00029
U.S. Government securities$9,779,600,00030
U.S. Treasury securities$4,998,000565
U.S. Government agency obligations$9,774,602,00028
Securities issued by states & political subdivisions$2,125,965,00015
Other domestic debt securities$1,279,250,00030
Privately issued residential mortgage-backed securities$38,004,00069
Commercial mortgage-backed securities - Total$33,892,00040
Asset backed securities$655,354,00020
Structured financial products - Total$102,071,00025
Other domestic debt securities - All other$449,929,00023
Foreign debt securities$3,897,000105
Equity securities$9,894,000155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,405,599,00035
Mortgage-backed securities$9,164,153,00030
Certificates of participation in pools of residential mortgages$628,365,00097
Issued or guaranteed by U.S.$628,365,00096
Privately issued$067
Collaterized mortgage obligations$6,395,050,00019
CMOs issued by government agencies or sponsored agencies$6,357,046,00017
Privately issued$38,004,00067
Commercial mortgage-backed securities$2,140,738,00021
Commercial mortgage pass-through securities$18,186,000133
Other commercial mortgage-backed securities$2,122,552,00016
Held to maturity securities (book value)$3,304,160,00029
Available-for-sale securities (fair market value)$9,894,446,00031
Total debt securities$13,188,095,00029
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$222,968,00029
Revaluation gains on off-balance sheet contracts$222,968,00024
Revaluation losses on off-balance sheet contracts$165,153,00024
2015-03-31Rank
Total securities$12,898,866,00030
U.S. Government securities$9,454,190,00031
U.S. Treasury securities$4,998,000550
U.S. Government agency obligations$9,449,192,00028
Securities issued by states & political subdivisions$2,073,910,00015
Other domestic debt securities$1,357,236,00031
Privately issued residential mortgage-backed securities$40,254,00065
Commercial mortgage-backed securities - Total$34,588,00040
Asset backed securities$708,341,00020
Structured financial products - Total$89,155,00026
Other domestic debt securities - All other$484,898,00023
Foreign debt securities$3,906,000109
Equity securities$9,624,000167
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,684,616,00033
Mortgage-backed securities$8,901,327,00032
Certificates of participation in pools of residential mortgages$626,814,00096
Issued or guaranteed by U.S.$626,814,00095
Privately issued$070
Collaterized mortgage obligations$6,303,453,00018
CMOs issued by government agencies or sponsored agencies$6,263,199,00017
Privately issued$40,254,00062
Commercial mortgage-backed securities$1,971,060,00021
Commercial mortgage pass-through securities$18,383,000124
Other commercial mortgage-backed securities$1,952,677,00016
Held to maturity securities (book value)$3,336,663,00029
Available-for-sale securities (fair market value)$9,562,203,00033
Total debt securities$12,888,774,00030
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$277,527,00029
Revaluation gains on off-balance sheet contracts$277,527,00025
Revaluation losses on off-balance sheet contracts$208,196,00026
2014-12-31Rank
Total securities$12,404,865,00030
U.S. Government securities$9,035,972,00031
U.S. Treasury securities$4,936,000584
U.S. Government agency obligations$9,031,036,00028
Securities issued by states & political subdivisions$1,876,451,00015
Other domestic debt securities$1,479,418,00028
Privately issued residential mortgage-backed securities$41,926,00065
Commercial mortgage-backed securities - Total$34,044,00043
Asset backed securities$839,217,00020
Structured financial products - Total$82,738,00026
Other domestic debt securities - All other$481,493,00024
Foreign debt securities$3,316,000105
Equity securities$9,708,000161
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,609,738,00033
Mortgage-backed securities$8,560,031,00032
Certificates of participation in pools of residential mortgages$666,291,00088
Issued or guaranteed by U.S.$666,291,00087
Privately issued$075
Collaterized mortgage obligations$6,267,617,00018
CMOs issued by government agencies or sponsored agencies$6,225,691,00015
Privately issued$41,926,00061
Commercial mortgage-backed securities$1,626,123,00023
Commercial mortgage pass-through securities$18,578,000123
Other commercial mortgage-backed securities$1,607,545,00016
Held to maturity securities (book value)$3,379,905,00029
Available-for-sale securities (fair market value)$9,024,960,00033
Total debt securities$12,394,789,00030
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$229,292,00030
Revaluation gains on off-balance sheet contracts$229,292,00025
Revaluation losses on off-balance sheet contracts$144,277,00027
2014-09-30Rank
Total securities$11,858,881,00030
U.S. Government securities$8,652,653,00030
U.S. Treasury securities$4,910,000570
U.S. Government agency obligations$8,647,743,00029
Securities issued by states & political subdivisions$1,723,088,00017
Other domestic debt securities$1,469,275,00029
Privately issued residential mortgage-backed securities$43,672,00061
Commercial mortgage-backed securities - Total$33,639,00042
Asset backed securities$810,977,00020
Structured financial products - Total$88,584,00026
Other domestic debt securities - All other$492,403,00024
Foreign debt securities$3,816,000101
Equity securities$10,049,000156
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,614,078,00035
Mortgage-backed securities$8,338,631,00031
Certificates of participation in pools of residential mortgages$708,518,00082
Issued or guaranteed by U.S.$708,518,00081
Privately issued$073
Collaterized mortgage obligations$6,343,357,00017
CMOs issued by government agencies or sponsored agencies$6,299,685,00014
Privately issued$43,672,00059
Commercial mortgage-backed securities$1,286,756,00026
Commercial mortgage pass-through securities$18,771,000120
Other commercial mortgage-backed securities$1,267,985,00021
Held to maturity securities (book value)$3,496,493,00028
Available-for-sale securities (fair market value)$8,362,388,00035
Total debt securities$11,848,490,00030
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$202,560,00030
Revaluation gains on off-balance sheet contracts$202,560,00026
Revaluation losses on off-balance sheet contracts$111,694,00025
2014-06-30Rank
Total securities$11,753,842,00028
U.S. Government securities$8,534,254,00032
U.S. Treasury securities$50,192,000107
U.S. Government agency obligations$8,484,062,00030
Securities issued by states & political subdivisions$1,701,875,00017
Other domestic debt securities$1,500,691,00032
Privately issued residential mortgage-backed securities$68,415,00050
Commercial mortgage-backed securities - Total$33,966,00044
Asset backed securities$839,570,00022
Structured financial products - Total$83,845,00026
Other domestic debt securities - All other$474,895,00026
Foreign debt securities$3,816,00098
Equity securities$13,206,000129
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,402,220,00037
Mortgage-backed securities$8,243,846,00030
Certificates of participation in pools of residential mortgages$758,900,00081
Issued or guaranteed by U.S.$758,900,00080
Privately issued$075
Collaterized mortgage obligations$6,298,121,00017
CMOs issued by government agencies or sponsored agencies$6,229,706,00015
Privately issued$68,415,00048
Commercial mortgage-backed securities$1,186,825,00026
Commercial mortgage pass-through securities$18,963,000116
Other commercial mortgage-backed securities$1,167,862,00020
Held to maturity securities (book value)$3,621,995,00025
Available-for-sale securities (fair market value)$8,131,847,00034
Total debt securities$11,740,377,00028
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$211,762,00030
Revaluation gains on off-balance sheet contracts$211,762,00025
Revaluation losses on off-balance sheet contracts$108,830,00027
2014-03-31Rank
Total securities$11,138,698,00030
U.S. Government securities$8,459,794,00033
U.S. Treasury securities$50,471,00094
U.S. Government agency obligations$8,409,323,00031
Securities issued by states & political subdivisions$1,234,587,00019
Other domestic debt securities$1,427,369,00033
Privately issued residential mortgage-backed securities$70,375,00047
Commercial mortgage-backed securities - Total$33,065,00044
Asset backed securities$790,321,00023
Structured financial products - Total$87,122,00025
Other domestic debt securities - All other$446,486,00025
Foreign debt securities$3,820,000103
Equity securities$13,128,000135
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,688,948,00036
Mortgage-backed securities$8,172,385,00031
Certificates of participation in pools of residential mortgages$802,301,00080
Issued or guaranteed by U.S.$802,301,00079
Privately issued$076
Collaterized mortgage obligations$6,206,630,00018
CMOs issued by government agencies or sponsored agencies$6,136,255,00016
Privately issued$70,375,00045
Commercial mortgage-backed securities$1,163,454,00025
Commercial mortgage pass-through securities$19,154,000111
Other commercial mortgage-backed securities$1,144,300,00021
Held to maturity securities (book value)$3,734,723,00023
Available-for-sale securities (fair market value)$7,403,975,00035
Total debt securities$11,125,313,00030
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$220,233,00030
Revaluation gains on off-balance sheet contracts$220,233,00024
Revaluation losses on off-balance sheet contracts$119,611,00024
2013-12-31Rank
Total securities$10,797,128,00030
U.S. Government securities$7,746,984,00035
U.S. Treasury securities$50,737,00093
U.S. Government agency obligations$7,696,247,00034
Securities issued by states & political subdivisions$1,154,814,00020
Other domestic debt securities$1,592,204,00030
Privately issued residential mortgage-backed securities$72,386,00048
Commercial mortgage-backed securities - Total$32,375,00044
Asset backed securities$951,246,00021
Structured financial products - Total$84,136,00025
Other domestic debt securities - All other$452,061,00025
Foreign debt securities$289,702,00020
Equity securities$13,424,000127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,645,588,00048
Mortgage-backed securities$7,270,039,00034
Certificates of participation in pools of residential mortgages$886,471,00076
Issued or guaranteed by U.S.$886,471,00075
Privately issued$081
Collaterized mortgage obligations$5,630,009,00019
CMOs issued by government agencies or sponsored agencies$5,557,623,00016
Privately issued$72,386,00046
Commercial mortgage-backed securities$753,559,00028
Commercial mortgage pass-through securities$19,343,000103
Other commercial mortgage-backed securities$734,216,00024
Held to maturity securities (book value)$3,836,667,00022
Available-for-sale securities (fair market value)$6,960,461,00037
Total debt securities$10,783,566,00030
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$195,014,00031
Revaluation gains on off-balance sheet contracts$195,014,00026
Revaluation losses on off-balance sheet contracts$101,618,00026
2013-09-30Rank
Total securities$8,319,586,00039
U.S. Government securities$5,805,347,00041
U.S. Treasury securities$51,032,00087
U.S. Government agency obligations$5,754,315,00040
Securities issued by states & political subdivisions$575,604,00038
Other domestic debt securities$1,634,401,00029
Privately issued residential mortgage-backed securities$73,742,00047
Commercial mortgage-backed securities - Total$32,549,00043
Asset backed securities$980,877,00021
Structured financial products - Total$91,926,00027
Other domestic debt securities - All other$455,307,00023
Foreign debt securities$290,698,00020
Equity securities$13,536,000123
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,245,630,00039
Mortgage-backed securities$5,449,225,00040
Certificates of participation in pools of residential mortgages$962,172,00071
Issued or guaranteed by U.S.$962,172,00069
Privately issued$080
Collaterized mortgage obligations$3,910,315,00027
CMOs issued by government agencies or sponsored agencies$3,836,573,00027
Privately issued$73,742,00045
Commercial mortgage-backed securities$576,738,00027
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$576,738,00022
Held to maturity securities (book value)$2,236,121,00028
Available-for-sale securities (fair market value)$6,083,465,00042
Total debt securities$8,294,713,00039
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$245,763,00029
Revaluation gains on off-balance sheet contracts$207,756,00027
Revaluation losses on off-balance sheet contracts$109,902,00026
2013-06-30Rank
Total securities$8,625,508,00037
U.S. Government securities$6,026,152,00039
U.S. Treasury securities$51,254,00085
U.S. Government agency obligations$5,974,898,00038
Securities issued by states & political subdivisions$580,976,00038
Other domestic debt securities$1,687,612,00029
Privately issued residential mortgage-backed securities$76,105,00050
Commercial mortgage-backed securities - Total$32,026,00043
Asset backed securities$1,029,043,00019
Structured financial products - Total$96,591,00022
Other domestic debt securities - All other$453,847,00024
Foreign debt securities$316,593,00020
Equity securities$14,175,000114
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,274,599,00035
Mortgage-backed securities$5,690,548,00039
Certificates of participation in pools of residential mortgages$1,054,449,00068
Issued or guaranteed by U.S.$1,054,449,00066
Privately issued$083
Collaterized mortgage obligations$4,035,810,00027
CMOs issued by government agencies or sponsored agencies$3,959,705,00026
Privately issued$76,105,00048
Commercial mortgage-backed securities$600,289,00027
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$600,289,00022
Held to maturity securities (book value)$2,172,229,00024
Available-for-sale securities (fair market value)$6,453,279,00040
Total debt securities$8,602,599,00037
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$286,021,00030
Revaluation gains on off-balance sheet contracts$248,016,00027
Revaluation losses on off-balance sheet contracts$107,346,00027
2013-03-31Rank
Total securities$8,838,579,00038
U.S. Government securities$6,228,955,00038
U.S. Treasury securities$51,526,00081
U.S. Government agency obligations$6,177,429,00037
Securities issued by states & political subdivisions$600,544,00033
Other domestic debt securities$1,630,584,00030
Privately issued residential mortgage-backed securities$91,477,00046
Commercial mortgage-backed securities - Total$34,383,00042
Asset backed securities$949,024,00021
Structured financial products - Total$90,958,00020
Other domestic debt securities - All other$464,742,00024
Foreign debt securities$364,514,00018
Equity securities$13,982,000120
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,549,361,00036
Mortgage-backed securities$5,902,835,00038
Certificates of participation in pools of residential mortgages$1,210,655,00062
Issued or guaranteed by U.S.$1,210,655,00060
Privately issued$083
Collaterized mortgage obligations$4,052,250,00027
CMOs issued by government agencies or sponsored agencies$3,960,773,00026
Privately issued$91,477,00044
Commercial mortgage-backed securities$639,930,00024
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$639,930,00020
Held to maturity securities (book value)$1,693,075,00026
Available-for-sale securities (fair market value)$7,145,504,00039
Total debt securities$8,816,032,00038
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$319,936,00028
Revaluation gains on off-balance sheet contracts$281,933,00026
Revaluation losses on off-balance sheet contracts$134,784,00025
2012-12-31Rank
Total securities$8,954,959,00039
U.S. Government securities$6,373,450,00037
U.S. Treasury securities$51,769,00083
U.S. Government agency obligations$6,321,681,00035
Securities issued by states & political subdivisions$510,653,00043
Other domestic debt securities$1,491,879,00031
Privately issued residential mortgage-backed securities$97,310,00048
Commercial mortgage-backed securities - Total$14,350,00053
Asset backed securities$904,695,00020
Structured financial products - Total$84,296,00017
Other domestic debt securities - All other$391,228,00027
Foreign debt securities$565,386,00018
Equity securities$13,591,000121
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,137,036,00037
Mortgage-backed securities$6,025,715,00038
Certificates of participation in pools of residential mortgages$1,328,845,00058
Issued or guaranteed by U.S.$1,328,845,00057
Privately issued$085
Collaterized mortgage obligations$4,036,313,00026
CMOs issued by government agencies or sponsored agencies$3,939,003,00025
Privately issued$97,310,00045
Commercial mortgage-backed securities$660,557,00024
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$660,557,00020
Held to maturity securities (book value)$1,743,877,00024
Available-for-sale securities (fair market value)$7,211,082,00040
Total debt securities$8,932,960,00038
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$353,647,00030
Revaluation gains on off-balance sheet contracts$315,645,00027
Revaluation losses on off-balance sheet contracts$149,971,00027
2012-09-30Rank
Total securities$9,012,253,00036
U.S. Government securities$6,531,603,00036
U.S. Treasury securities$52,030,00085
U.S. Government agency obligations$6,479,573,00034
Securities issued by states & political subdivisions$475,292,00042
Other domestic debt securities$1,425,465,00035
Privately issued residential mortgage-backed securities$103,133,00047
Commercial mortgage-backed securities - Total$0122
Asset backed securities$867,342,00022
Structured financial products - Total$78,926,00016
Other domestic debt securities - All other$376,064,00029
Foreign debt securities$566,490,00017
Equity securities$13,403,000120
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,171,614,00037
Mortgage-backed securities$6,177,873,00037
Certificates of participation in pools of residential mortgages$1,436,460,00057
Issued or guaranteed by U.S.$1,436,460,00056
Privately issued$088
Collaterized mortgage obligations$4,131,902,00027
CMOs issued by government agencies or sponsored agencies$4,028,769,00026
Privately issued$103,133,00046
Commercial mortgage-backed securities$609,511,00024
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$609,511,00019
Held to maturity securities (book value)$1,582,150,00025
Available-for-sale securities (fair market value)$7,430,103,00042
Total debt securities$8,988,374,00036
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$384,533,00029
Revaluation gains on off-balance sheet contracts$343,220,00026
Revaluation losses on off-balance sheet contracts$165,411,00027
2012-06-30Rank
Total securities$8,922,910,00037
U.S. Government securities$6,505,157,00036
U.S. Treasury securities$52,180,00087
U.S. Government agency obligations$6,452,977,00034
Securities issued by states & political subdivisions$379,328,00048
Other domestic debt securities$1,426,856,00035
Privately issued residential mortgage-backed securities$113,587,00047
Commercial mortgage-backed securities - Total$0125
Asset backed securities$940,786,00019
Structured financial products - Total$73,232,00015
Other domestic debt securities - All other$299,251,00036
Foreign debt securities$560,385,00017
Equity securities$51,184,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,407,689,00034
Mortgage-backed securities$5,905,989,00037
Certificates of participation in pools of residential mortgages$1,600,944,00050
Issued or guaranteed by U.S.$1,600,944,00049
Privately issued$094
Collaterized mortgage obligations$3,696,538,00027
CMOs issued by government agencies or sponsored agencies$3,582,951,00025
Privately issued$113,587,00046
Commercial mortgage-backed securities$608,507,00022
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$608,507,00018
Held to maturity securities (book value)$598,385,00051
Available-for-sale securities (fair market value)$8,324,525,00039
Total debt securities$8,861,251,00037
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$334,570,00030
Revaluation gains on off-balance sheet contracts$330,795,00027
Revaluation losses on off-balance sheet contracts$178,408,00029
2012-03-31Rank
Total securities$9,194,505,00037
U.S. Government securities$6,599,608,00037
U.S. Treasury securities$64,115,00076
U.S. Government agency obligations$6,535,493,00035
Securities issued by states & political subdivisions$390,872,00045
Other domestic debt securities$1,477,939,00036
Privately issued residential mortgage-backed securities$118,894,00047
Commercial mortgage-backed securities - Total$0130
Asset backed securities$996,872,00019
Structured financial products - Total$77,034,00017
Other domestic debt securities - All other$285,139,00040
Foreign debt securities$674,975,00016
Equity securities$51,111,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,747,489,00033
Mortgage-backed securities$6,005,200,00036
Certificates of participation in pools of residential mortgages$1,744,884,00049
Issued or guaranteed by U.S.$1,744,884,00048
Privately issued$094
Collaterized mortgage obligations$3,648,997,00027
CMOs issued by government agencies or sponsored agencies$3,530,103,00026
Privately issued$118,894,00046
Commercial mortgage-backed securities$611,319,00022
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$611,319,00018
Held to maturity securities (book value)$621,798,00050
Available-for-sale securities (fair market value)$8,572,707,00037
Total debt securities$9,132,622,00036
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$293,176,00031
Revaluation gains on off-balance sheet contracts$288,525,00026
Revaluation losses on off-balance sheet contracts$229,671,00025
2011-12-31Rank
Total securities$8,387,115,00039
U.S. Government securities$5,858,626,00037
U.S. Treasury securities$52,672,00083
U.S. Government agency obligations$5,805,954,00036
Securities issued by states & political subdivisions$407,392,00043
Other domestic debt securities$1,293,093,00037
Privately issued residential mortgage-backed securities$120,253,00061
Commercial mortgage-backed securities - Total$0110
Asset backed securities$845,390,00016
Structured financial products - Total$73,809,00016
Other domestic debt securities - All other$253,641,00045
Foreign debt securities$776,988,00015
Equity securities$51,016,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,557,719,00034
Mortgage-backed securities$5,225,696,00039
Certificates of participation in pools of residential mortgages$1,807,252,00048
Issued or guaranteed by U.S.$1,807,252,00048
Privately issued$0121
Collaterized mortgage obligations$2,900,104,00032
CMOs issued by government agencies or sponsored agencies$2,779,851,00030
Privately issued$120,253,00061
Commercial mortgage-backed securities$518,340,00018
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$518,340,00014
Held to maturity securities (book value)$640,551,00048
Available-for-sale securities (fair market value)$7,746,564,00039
Total debt securities$8,325,327,00039
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$313,970,00032
Revaluation gains on off-balance sheet contracts$308,429,00026
Revaluation losses on off-balance sheet contracts$252,962,00025
2011-09-30Rank
Total securities$9,017,891,00035
U.S. Government securities$6,250,414,00036
U.S. Treasury securities$52,793,00083
U.S. Government agency obligations$6,197,621,00035
Securities issued by states & political subdivisions$413,389,00041
Other domestic debt securities$1,214,045,00037
Privately issued residential mortgage-backed securities$130,478,00063
Commercial mortgage-backed securities - Total$092
Asset backed securities$803,040,00016
Structured financial products - Total$101,441,00011
Other domestic debt securities - All other$179,086,00059
Foreign debt securities$1,088,818,00014
Equity securities$51,225,00042
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,947,764,00022
Mortgage-backed securities$5,223,974,00036
Certificates of participation in pools of residential mortgages$1,863,695,00047
Issued or guaranteed by U.S.$1,863,695,00046
Privately issued$0132
Collaterized mortgage obligations$2,862,221,00033
CMOs issued by government agencies or sponsored agencies$2,731,743,00029
Privately issued$130,478,00062
Commercial mortgage-backed securities$498,058,00018
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$498,058,00015
Held to maturity securities (book value)$658,250,00047
Available-for-sale securities (fair market value)$8,359,641,00036
Total debt securities$8,955,694,00035
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$332,554,00033
Revaluation gains on off-balance sheet contracts$325,558,00025
Revaluation losses on off-balance sheet contracts$265,928,00025
2011-06-30Rank
Total securities$8,424,100,00035
U.S. Government securities$5,834,597,00034
U.S. Treasury securities$52,301,00093
U.S. Government agency obligations$5,782,296,00033
Securities issued by states & political subdivisions$432,695,00039
Other domestic debt securities$1,168,525,00037
Privately issued residential mortgage-backed securities$144,228,00064
Commercial mortgage-backed securities - Total$087
Asset backed securities$683,788,00019
Structured financial products - Total$110,284,00012
Other domestic debt securities - All other$230,225,00050
Foreign debt securities$937,991,00013
Equity securities$50,292,00047
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,508,767,00024
Mortgage-backed securities$4,737,411,00039
Certificates of participation in pools of residential mortgages$1,857,854,00047
Issued or guaranteed by U.S.$1,857,854,00046
Privately issued$0125
Collaterized mortgage obligations$2,662,641,00036
CMOs issued by government agencies or sponsored agencies$2,518,413,00032
Privately issued$144,228,00063
Commercial mortgage-backed securities$216,916,00024
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$216,916,00019
Held to maturity securities (book value)$670,478,00045
Available-for-sale securities (fair market value)$7,753,622,00035
Total debt securities$8,373,808,00034
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$260,669,00036
Revaluation gains on off-balance sheet contracts$252,752,00026
Revaluation losses on off-balance sheet contracts$208,834,00027
2011-03-31Rank
Total securities$8,972,005,00031
U.S. Government securities$6,273,119,00033
U.S. Treasury securities$51,453,000105
U.S. Government agency obligations$6,221,666,00031
Securities issued by states & political subdivisions$440,147,00040
Other domestic debt securities$1,325,078,00036
Privately issued residential mortgage-backed securities$173,653,00062
Commercial mortgage-backed securities - Total$081
Asset backed securities$813,487,00016
Structured financial products - Total$107,491,00013
Other domestic debt securities - All other$230,447,00050
Foreign debt securities$884,750,00013
Equity securities$48,911,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,495,287,00027
Mortgage-backed securities$5,144,738,00036
Certificates of participation in pools of residential mortgages$1,217,636,00067
Issued or guaranteed by U.S.$1,217,636,00066
Privately issued$0136
Collaterized mortgage obligations$3,731,231,00024
CMOs issued by government agencies or sponsored agencies$3,557,578,00020
Privately issued$173,653,00061
Commercial mortgage-backed securities$195,871,00022
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$195,871,00017
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$8,972,005,00030
Total debt securities$8,923,094,00030
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$283,382,00033
Revaluation gains on off-balance sheet contracts$224,797,00027
Revaluation losses on off-balance sheet contracts$187,155,00027
2010-12-31Rank
Total securities$9,545,558,00028
U.S. Government securities$6,833,202,00030
U.S. Treasury securities$51,781,000107
U.S. Government agency obligations$6,781,421,00028
Securities issued by states & political subdivisions$455,715,00038
Other domestic debt securities$1,585,709,00035
Privately issued residential mortgage-backed securities$182,313,00059
Commercial mortgage-backed securities - Total$0438
Asset backed securities$1,044,438,00015
Structured financial products - Total$102,296,00013
Other domestic debt securities - All other$256,662,00043
Foreign debt securities$621,304,00014
Equity securities$49,628,00046
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,649,792,00026
Mortgage-backed securities$4,936,717,00038
Certificates of participation in pools of residential mortgages$914,982,00075
Issued or guaranteed by U.S.$914,982,00074
Privately issued$0141
Collaterized mortgage obligations$4,021,735,00021
CMOs issued by government agencies or sponsored agencies$3,839,422,00018
Privately issued$182,313,00058
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)$9,545,558,00028
Total debt securities$9,495,930,00028
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$346,709,00034
Revaluation gains on off-balance sheet contracts$263,015,00027
Revaluation losses on off-balance sheet contracts$227,043,00026
2010-09-30Rank
Total securities$9,373,674,00028
U.S. Government securities$6,735,605,00028
U.S. Treasury securities$50,334,000107
U.S. Government agency obligations$6,685,271,00026
Securities issued by states & political subdivisions$367,873,00044
Other domestic debt securities$2,064,916,00030
Privately issued residential mortgage-backed securities$373,927,00038
Commercial mortgage-backed securities - Total$0411
Asset backed securities$979,667,00017
Structured financial products - Total$100,253,00013
Other domestic debt securities - All other$611,069,00023
Foreign debt securities$155,210,00022
Equity securities$50,070,00049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,726,895,00024
Mortgage-backed securities$5,057,467,00032
Certificates of participation in pools of residential mortgages$1,006,033,00069
Issued or guaranteed by U.S.$1,006,033,00068
Privately issued$0141
Collaterized mortgage obligations$4,051,434,00022
CMOs issued by government agencies or sponsored agencies$3,677,507,00018
Privately issued$373,927,00035
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)$9,373,674,00028
Total debt securities$9,323,604,00028
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$395,901,00035
Revaluation gains on off-balance sheet contracts$357,739,00027
Revaluation losses on off-balance sheet contracts$297,380,00027
2010-06-30Rank
Total securities$8,460,901,00028
U.S. Government securities$6,431,114,00030
U.S. Treasury securities$50,329,000104
U.S. Government agency obligations$6,380,785,00028
Securities issued by states & political subdivisions$375,916,00038
Other domestic debt securities$1,599,992,00034
Privately issued residential mortgage-backed securities$506,841,00036
Commercial mortgage-backed securities - Total$0407
Asset backed securities$801,685,00019
Structured financial products - Total$106,710,00014
Other domestic debt securities - All other$184,756,00048
Foreign debt securities$3,900,00052
Equity securities$49,979,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,475,131,00032
Mortgage-backed securities$5,012,792,00032
Certificates of participation in pools of residential mortgages$1,129,355,00065
Issued or guaranteed by U.S.$1,129,355,00064
Privately issued$0148
Collaterized mortgage obligations$3,883,437,00021
CMOs issued by government agencies or sponsored agencies$3,376,596,00021
Privately issued$506,841,00032
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)$8,460,901,00028
Total debt securities$8,410,922,00028
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$349,792,00035
Revaluation gains on off-balance sheet contracts$334,766,00025
Revaluation losses on off-balance sheet contracts$267,397,00026
2010-03-31Rank
Total securities$8,604,568,00029
U.S. Government securities$6,157,301,00029
U.S. Treasury securities$50,185,000103
U.S. Government agency obligations$6,107,116,00029
Securities issued by states & political subdivisions$431,441,00034
Other domestic debt securities$1,960,750,00028
Privately issued residential mortgage-backed securities$576,429,00031
Commercial mortgage-backed securities - Total$0422
Asset backed securities$613,704,00021
Structured financial products - Total$105,381,00015
Other domestic debt securities - All other$665,236,00019
Foreign debt securities$5,150,00052
Equity securities$49,926,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,983,794,00033
Mortgage-backed securities$4,062,844,00036
Certificates of participation in pools of residential mortgages$862,577,00073
Issued or guaranteed by U.S.$862,577,00072
Privately issued$0145
Collaterized mortgage obligations$3,200,267,00024
CMOs issued by government agencies or sponsored agencies$2,623,838,00024
Privately issued$576,429,00029
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)$8,604,568,00029
Total debt securities$8,554,642,00029
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$334,405,00035
Revaluation gains on off-balance sheet contracts$266,867,00026
Revaluation losses on off-balance sheet contracts$236,109,00025
2009-12-31Rank
Total securities$8,174,270,00029
U.S. Government securities$6,277,579,00028
U.S. Treasury securities$99,154,00059
U.S. Government agency obligations$6,178,425,00027
Securities issued by states & political subdivisions$124,784,000118
Other domestic debt securities$1,718,024,00035
Privately issued residential mortgage-backed securities$594,253,00032
Commercial mortgage-backed securities - Total$0408
Asset backed securities$757,292,00021
Structured financial products - Total$106,091,00016
Other domestic debt securities - All other$260,388,00038
Foreign debt securities$4,650,00047
Equity securities$49,233,00051
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,783,891,00036
Mortgage-backed securities$4,074,361,00035
Certificates of participation in pools of residential mortgages$950,369,00069
Issued or guaranteed by U.S.$950,369,00068
Privately issued$0157
Collaterized mortgage obligations$3,123,992,00025
CMOs issued by government agencies or sponsored agencies$2,529,739,00024
Privately issued$594,253,00030
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)$8,174,270,00029
Total debt securities$8,125,037,00029
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$273,842,00039
Revaluation gains on off-balance sheet contracts$255,692,00026
Revaluation losses on off-balance sheet contracts$234,026,00025
2009-09-30Rank
Total securities$8,037,808,00033
U.S. Government securities$6,245,965,00028
U.S. Treasury securities$150,785,00043
U.S. Government agency obligations$6,095,180,00026
Securities issued by states & political subdivisions$137,593,000115
Other domestic debt securities$1,604,285,00039
Privately issued residential mortgage-backed securities$641,066,00033
Commercial mortgage-backed securities - Total$0419
Asset backed securities$532,454,00026
Structured financial products - Total$118,143,00017
Other domestic debt securities - All other$312,622,00035
Foreign debt securities$4,650,00048
Equity securities$45,315,00062
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,577,132,00043
Mortgage-backed securities$4,235,078,00033
Certificates of participation in pools of residential mortgages$1,099,992,00066
Issued or guaranteed by U.S.$1,099,992,00062
Privately issued$0171
Collaterized mortgage obligations$3,135,086,00026
CMOs issued by government agencies or sponsored agencies$2,494,020,00022
Privately issued$641,066,00029
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)$8,037,808,00032
Total debt securities$7,992,493,00032
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$338,043,00041
Revaluation gains on off-balance sheet contracts$318,904,00026
Revaluation losses on off-balance sheet contracts$215,808,00028
2009-06-30Rank
Total securities$5,469,630,00047
U.S. Government securities$3,881,368,00041
U.S. Treasury securities$49,991,00081
U.S. Government agency obligations$3,831,377,00040
Securities issued by states & political subdivisions$124,519,000123
Other domestic debt securities$1,416,816,00040
Privately issued residential mortgage-backed securities$784,568,00031
Commercial mortgage-backed securities - Total$0346
Asset backed securities$183,362,00035
Structured financial products - Total$128,864,00014
Other domestic debt securities - All other$320,022,00034
Foreign debt securities$4,750,00044
Equity securities$42,177,00073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,199,811,00052
Mortgage-backed securities$2,655,424,00055
Certificates of participation in pools of residential mortgages$846,000,00082
Issued or guaranteed by U.S.$846,000,00080
Privately issued$0181
Collaterized mortgage obligations$1,809,424,00043
CMOs issued by government agencies or sponsored agencies$1,024,856,00044
Privately issued$784,568,00027
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$5,469,630,00043
Total debt securities$5,427,453,00043
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$268,352,00042
Revaluation gains on off-balance sheet contracts$248,571,00029
Revaluation losses on off-balance sheet contracts$149,131,00032
2009-03-31Rank
Total securities$4,443,726,00055
U.S. Government securities$2,867,678,00051
U.S. Treasury securities$49,952,00075
U.S. Government agency obligations$2,817,726,00050
Securities issued by states & political subdivisions$124,971,000118
Other domestic debt securities$1,442,295,00037
Privately issued residential mortgage-backed securities$867,678,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$388,083,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$186,534,00045
Foreign debt securities$4,750,00040
Equity securities$4,032,000418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,526,610,00043
Mortgage-backed securities$2,610,077,00056
Certificates of participation in pools of residential mortgages$1,206,495,00062
Issued or guaranteed by U.S.$1,206,495,00061
Privately issued$0191
Collaterized mortgage obligations$1,403,582,00050
CMOs issued by government agencies or sponsored agencies$535,904,00056
Privately issued$867,678,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$4,443,726,00048
Total debt securities$4,439,694,00050
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$420,449,00040
Revaluation gains on off-balance sheet contracts$399,436,00027
Revaluation losses on off-balance sheet contracts$65,481,00039
2008-12-31Rank
Total securities$3,920,393,00055
U.S. Government securities$2,214,977,00063
U.S. Treasury securities$10,033,000180
U.S. Government agency obligations$2,204,944,00061
Securities issued by states & political subdivisions$710,346,00024
Other domestic debt securities$987,542,00043
Privately issued residential mortgage-backed securities$845,936,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$141,606,00039
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$4,750,00035
Equity securities$2,778,000466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,701,274,00042
Mortgage-backed securities$2,473,518,00060
Certificates of participation in pools of residential mortgages$1,148,595,00065
Issued or guaranteed by U.S.$1,148,595,00063
Privately issued$0188
Collaterized mortgage obligations$1,324,923,00050
CMOs issued by government agencies or sponsored agencies$478,987,00061
Privately issued$845,936,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$3,920,393,00046
Total debt securities$3,917,615,00053
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$465,319,00040
Revaluation gains on off-balance sheet contracts$432,858,00026
Revaluation losses on off-balance sheet contracts$71,729,00039
2008-09-30Rank
Total securities$4,101,005,00050
U.S. Government securities$2,225,204,00059
U.S. Treasury securities$01,019
U.S. Government agency obligations$2,225,204,00057
Securities issued by states & political subdivisions$690,910,00026
Other domestic debt securities$1,176,342,00039
Privately issued residential mortgage-backed securities$993,669,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$182,673,00033
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$5,866,00031
Equity securities$2,683,000488
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,016,510,00036
Mortgage-backed securities$2,659,720,00053
Certificates of participation in pools of residential mortgages$1,166,398,00060
Issued or guaranteed by U.S.$1,166,398,00059
Privately issued$0192
Collaterized mortgage obligations$1,493,322,00044
CMOs issued by government agencies or sponsored agencies$499,653,00056
Privately issued$993,669,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$4,101,005,00043
Total debt securities$4,095,925,00050
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$1,025,424,00024
Revaluation gains on off-balance sheet contracts$149,097,00029
Revaluation losses on off-balance sheet contracts$26,901,00040
2008-06-30Rank
Total securities$4,334,191,00054
U.S. Government securities$2,255,619,00059
U.S. Treasury securities$01,021
U.S. Government agency obligations$2,255,619,00057
Securities issued by states & political subdivisions$708,369,00023
Other domestic debt securities$1,359,861,00042
Privately issued residential mortgage-backed securities$686,122,00044
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$673,739,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$5,843,00034
Equity securities$4,499,000508
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,414,209,00035
Mortgage-backed securities$2,592,777,00058
Certificates of participation in pools of residential mortgages$1,385,764,00058
Issued or guaranteed by U.S.$1,385,764,00056
Privately issued$0202
Collaterized mortgage obligations$1,207,013,00051
CMOs issued by government agencies or sponsored agencies$520,891,00056
Privately issued$686,122,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$4,334,191,00046
Total debt securities$4,327,134,00053
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$1,158,071,00022
Revaluation gains on off-balance sheet contracts$124,490,00032
Revaluation losses on off-balance sheet contracts$32,808,00040
2008-03-31Rank
Total securities$3,862,206,00059
U.S. Government securities$1,650,945,00080
U.S. Treasury securities$01,044
U.S. Government agency obligations$1,650,945,00078
Securities issued by states & political subdivisions$715,755,00021
Other domestic debt securities$1,480,063,00042
Privately issued residential mortgage-backed securities$729,368,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$750,695,00018
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$5,878,00036
Equity securities$9,565,000327
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,899,136,00037
Mortgage-backed securities$2,227,031,00062
Certificates of participation in pools of residential mortgages$1,497,663,00058
Issued or guaranteed by U.S.$1,497,663,00054
Privately issued$0205
Collaterized mortgage obligations$729,368,00070
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$729,368,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$3,862,206,00050
Total debt securities$3,849,810,00060
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$1,437,618,00023
Revaluation gains on off-balance sheet contracts$235,812,00029
Revaluation losses on off-balance sheet contracts$42,964,00040
2007-12-31Rank
Total securities$4,053,073,00060
U.S. Government securities$1,723,311,00076
U.S. Treasury securities$01,146
U.S. Government agency obligations$1,723,311,00076
Securities issued by states & political subdivisions$697,326,00021
Other domestic debt securities$1,617,536,00040
Privately issued residential mortgage-backed securities$783,047,00044
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$834,489,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$5,623,00037
Equity securities$9,277,000312
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,299,201,00046
Mortgage-backed securities$2,355,040,00058
Certificates of participation in pools of residential mortgages$1,571,993,00049
Issued or guaranteed by U.S.$1,571,993,00047
Privately issued$0191
Collaterized mortgage obligations$783,047,00070
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$783,047,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$4,053,073,00051
Total debt securities$4,040,156,00059
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$1,093,152,00023
Revaluation gains on off-balance sheet contracts$100,880,00030
Revaluation losses on off-balance sheet contracts$26,329,00038
2007-09-30Rank
Total securities$3,882,400,00062
U.S. Government securities$1,553,570,00092
U.S. Treasury securities$200,0001,145
U.S. Government agency obligations$1,553,370,00088
Securities issued by states & political subdivisions$680,270,00024
Other domestic debt securities$1,620,135,00042
Privately issued residential mortgage-backed securities$701,039,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$919,096,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$5,618,00036
Equity securities$22,807,000151
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,108,449,00050
Mortgage-backed securities$2,104,119,00063
Certificates of participation in pools of residential mortgages$1,403,080,00052
Issued or guaranteed by U.S.$1,403,080,00050
Privately issued$0194
Collaterized mortgage obligations$701,039,00071
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$701,039,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$3,882,400,00052
Total debt securities$3,848,589,00061
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$1,038,246,00024
Revaluation gains on off-balance sheet contracts$48,091,00034
Revaluation losses on off-balance sheet contracts$21,941,00034
2007-06-30Rank
Total securities$3,684,008,00064
U.S. Government securities$1,319,509,000105
U.S. Treasury securities$01,362
U.S. Government agency obligations$1,319,509,000102
Securities issued by states & political subdivisions$671,160,00023
Other domestic debt securities$1,680,115,00038
Privately issued residential mortgage-backed securities$723,515,00051
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$956,600,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$4,219,00043
Equity securities$9,005,000297
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,830,486,00057
Mortgage-backed securities$1,894,136,00075
Certificates of participation in pools of residential mortgages$1,170,621,00062
Issued or guaranteed by U.S.$1,170,621,00057
Privately issued$0207
Collaterized mortgage obligations$723,515,00078
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$723,515,00044
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$3,684,008,00056
Total debt securities$3,675,003,00063
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$621,023,00024
Revaluation gains on off-balance sheet contracts$48,087,00034
Revaluation losses on off-balance sheet contracts$22,936,00038
2007-03-31Rank
Total securities$3,546,545,00069
U.S. Government securities$1,374,550,000105
U.S. Treasury securities$01,448
U.S. Government agency obligations$1,374,550,000101
Securities issued by states & political subdivisions$585,211,00029
Other domestic debt securities$1,574,210,00039
Privately issued residential mortgage-backed securities$556,342,00054
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,017,868,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$4,199,00043
Equity securities$8,375,000323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,428,502,00073
Mortgage-backed securities$1,781,264,00078
Certificates of participation in pools of residential mortgages$1,224,922,00060
Issued or guaranteed by U.S.$1,224,922,00055
Privately issued$0218
Collaterized mortgage obligations$556,342,00092
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$556,342,00045
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$3,546,545,00056
Total debt securities$3,538,170,00068
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$62,535,00069
Revaluation gains on off-balance sheet contracts$37,574,00033
Revaluation losses on off-balance sheet contracts$14,068,00036
2006-12-31Rank
Total securities$4,184,307,00059
U.S. Government securities$1,409,205,000110
U.S. Treasury securities$01,498
U.S. Government agency obligations$1,409,205,000106
Securities issued by states & political subdivisions$590,157,00026
Other domestic debt securities$2,172,869,00031
Privately issued residential mortgage-backed securities$590,062,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,582,807,00011
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$4,190,00043
Equity securities$7,886,000350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,463,712,00074
Mortgage-backed securities$1,850,015,00077
Certificates of participation in pools of residential mortgages$1,259,953,00058
Issued or guaranteed by U.S.$1,259,953,00053
Privately issued$0208
Collaterized mortgage obligations$590,062,00091
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$590,062,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$4,184,307,00052
Total debt securities$4,176,421,00060
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$43,381,00057
Revaluation gains on off-balance sheet contracts$43,381,00032
Revaluation losses on off-balance sheet contracts$17,530,00035
2006-09-30Rank
Total securities$4,473,409,00063
U.S. Government securities$1,709,656,00094
U.S. Treasury securities$19,419,000185
U.S. Government agency obligations$1,690,237,00096
Securities issued by states & political subdivisions$591,683,00024
Other domestic debt securities$2,160,606,00033
Privately issued residential mortgage-backed securities$756,009,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,404,597,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$4,182,00044
Equity securities$7,282,000356
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,810,939,00067
Mortgage-backed securities$2,112,892,00075
Certificates of participation in pools of residential mortgages$773,899,00087
Issued or guaranteed by U.S.$773,899,00085
Privately issued$0214
Collaterized mortgage obligations$1,338,993,00063
CMOs issued by government agencies or sponsored agencies$582,984,00066
Privately issued$756,009,00042
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$4,473,409,00054
Total debt securities$4,466,127,00063
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$98,574,00045
Revaluation gains on off-balance sheet contracts$47,640,00028
Revaluation losses on off-balance sheet contracts$19,997,00035
2006-06-30Rank
Total securities$4,953,057,00055
U.S. Government securities$1,568,957,000101
U.S. Treasury securities$19,156,000199
U.S. Government agency obligations$1,549,801,000100
Securities issued by states & political subdivisions$571,603,00022
Other domestic debt securities$2,800,571,00029
Privately issued residential mortgage-backed securities$731,031,00049
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,978,540,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$91,000,00090
Foreign debt securities$4,172,00043
Equity securities$7,754,000344
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,673,712,00072
Mortgage-backed securities$1,952,884,00081
Certificates of participation in pools of residential mortgages$684,780,00094
Issued or guaranteed by U.S.$684,780,00091
Privately issued$0211
Collaterized mortgage obligations$1,268,104,00066
CMOs issued by government agencies or sponsored agencies$537,073,00068
Privately issued$731,031,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$4,953,057,00046
Total debt securities$4,945,303,00054
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$164,787,00039
Revaluation gains on off-balance sheet contracts$59,962,00031
Revaluation losses on off-balance sheet contracts$41,241,00036
2006-03-31Rank
Total securities$4,881,497,00058
U.S. Government securities$1,574,399,000101
U.S. Treasury securities$19,213,000208
U.S. Government agency obligations$1,555,186,00099
Securities issued by states & political subdivisions$542,398,00023
Other domestic debt securities$2,753,198,00030
Privately issued residential mortgage-backed securities$651,017,00050
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,102,181,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$4,185,00043
Equity securities$7,317,000362
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,685,377,00072
Mortgage-backed securities$1,876,901,00082
Certificates of participation in pools of residential mortgages$669,931,00099
Issued or guaranteed by U.S.$669,931,00093
Privately issued$0205
Collaterized mortgage obligations$1,206,970,00070
CMOs issued by government agencies or sponsored agencies$555,953,00064
Privately issued$651,017,00043
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$4,881,497,00048
Total debt securities$4,874,180,00057
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$142,022,00042
Revaluation gains on off-balance sheet contracts$49,636,00029
Revaluation losses on off-balance sheet contracts$30,841,00032
2005-12-31Rank
Total securities$4,420,369,00062
U.S. Government securities$1,629,921,000104
U.S. Treasury securities$19,356,000220
U.S. Government agency obligations$1,610,565,000102
Securities issued by states & political subdivisions$544,850,00022
Other domestic debt securities$2,182,348,00031
Privately issued residential mortgage-backed securities$393,569,00069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,788,779,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$4,210,00044
Equity securities$59,040,00059
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,399,555,00076
Mortgage-backed securities$1,672,591,00091
Certificates of participation in pools of residential mortgages$702,480,00099
Issued or guaranteed by U.S.$702,480,00094
Privately issued$0216
Collaterized mortgage obligations$970,111,00076
CMOs issued by government agencies or sponsored agencies$576,542,00068
Privately issued$393,569,00059
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$4,420,369,00052
Total debt securities$4,361,329,00062
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$38,215,00056
Revaluation gains on off-balance sheet contracts$38,215,00028
Revaluation losses on off-balance sheet contracts$20,063,00032
2005-09-30Rank
Total securities$4,193,403,00060
U.S. Government securities$1,671,938,00098
U.S. Treasury securities$19,406,000214
U.S. Government agency obligations$1,652,532,00096
Securities issued by states & political subdivisions$539,888,00022
Other domestic debt securities$1,919,251,00032
Privately issued residential mortgage-backed securities$404,274,00069
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,499,272,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,705,000336
Foreign debt securities$4,245,00045
Equity securities$58,081,00060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,568,649,00070
Mortgage-backed securities$1,472,162,00097
Certificates of participation in pools of residential mortgages$725,680,00098
Issued or guaranteed by U.S.$725,680,00095
Privately issued$0225
Collaterized mortgage obligations$746,482,00085
CMOs issued by government agencies or sponsored agencies$342,208,00096
Privately issued$404,274,00059
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$4,193,403,00053
Total debt securities$4,135,322,00060
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$209,303,00035
Revaluation gains on off-balance sheet contracts$35,381,00026
Revaluation losses on off-balance sheet contracts$16,909,00032
2005-06-30Rank
Total securities$3,792,439,00066
U.S. Government securities$1,755,732,00095
U.S. Treasury securities$19,656,000223
U.S. Government agency obligations$1,736,076,00093
Securities issued by states & political subdivisions$505,881,00022
Other domestic debt securities$1,470,360,00040
Privately issued residential mortgage-backed securities$420,103,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,050,257,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$4,250,00044
Equity securities$56,216,00064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,823,090,00065
Mortgage-backed securities$1,563,092,00097
Certificates of participation in pools of residential mortgages$769,072,00095
Issued or guaranteed by U.S.$769,072,00093
Privately issued$0223
Collaterized mortgage obligations$794,020,00087
CMOs issued by government agencies or sponsored agencies$373,917,00092
Privately issued$420,103,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$3,792,439,00059
Total debt securities$3,736,223,00066
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$360,521,00026
Revaluation gains on off-balance sheet contracts$37,963,00026
Revaluation losses on off-balance sheet contracts$18,197,00029
2005-03-31Rank
Total securities$3,943,509,00065
U.S. Government securities$1,630,265,000106
U.S. Treasury securities$19,413,000235
U.S. Government agency obligations$1,610,852,000103
Securities issued by states & political subdivisions$391,798,00026
Other domestic debt securities$1,875,113,00035
Privately issued residential mortgage-backed securities$428,839,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,446,274,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$4,236,00050
Equity securities$42,097,00085
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,732,830,00067
Mortgage-backed securities$1,091,732,000124
Certificates of participation in pools of residential mortgages$322,178,000183
Issued or guaranteed by U.S.$322,178,000177
Privately issued$0207
Collaterized mortgage obligations$769,554,00087
CMOs issued by government agencies or sponsored agencies$340,715,00097
Privately issued$428,839,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$3,943,509,00057
Total debt securities$3,901,412,00066
Structured notes
Amortized cost$17,951,000213
Fair value$17,695,000211
Trading account assets$137,536,00038
Revaluation gains on off-balance sheet contracts$39,598,00028
Revaluation losses on off-balance sheet contracts$20,106,00030
2004-12-31Rank
Total securities$4,129,039,00065
U.S. Government securities$1,959,876,00096
U.S. Treasury securities$19,794,000237
U.S. Government agency obligations$1,940,082,00089
Securities issued by states & political subdivisions$416,224,00025
Other domestic debt securities$1,749,155,00035
Privately issued residential mortgage-backed securities$458,027,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,199,983,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$91,145,00087
Foreign debt securities$3,740,00052
Equity securities$44,0001,974
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,145,310,00064
Mortgage-backed securities$1,430,773,000106
Certificates of participation in pools of residential mortgages$341,204,000181
Issued or guaranteed by U.S.$341,204,000176
Privately issued$0203
Collaterized mortgage obligations$1,089,569,00069
CMOs issued by government agencies or sponsored agencies$631,542,00066
Privately issued$458,027,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,016,0002,768
Available-for-sale securities (fair market value)$4,127,023,00055
Total debt securities$4,128,995,00065
Structured notes
Amortized cost$17,931,000214
Fair value$17,992,000209
Trading account assets$343,235,00026
Revaluation gains on off-balance sheet contracts$42,485,00029
Revaluation losses on off-balance sheet contracts$23,467,00030
2004-09-30Rank
Total securities$4,040,876,00064
U.S. Government securities$1,918,088,00093
U.S. Treasury securities$19,981,000226
U.S. Government agency obligations$1,898,107,00088
Securities issued by states & political subdivisions$402,104,00029
Other domestic debt securities$1,716,889,00032
Privately issued residential mortgage-backed securities$560,563,00051
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,092,802,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$63,524,000121
Foreign debt securities$3,750,00053
Equity securities$45,0002,002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,363,589,00056
Mortgage-backed securities$1,591,627,00096
Certificates of participation in pools of residential mortgages$408,885,000158
Issued or guaranteed by U.S.$408,885,000153
Privately issued$0225
Collaterized mortgage obligations$1,182,742,00062
CMOs issued by government agencies or sponsored agencies$622,179,00063
Privately issued$560,563,00046
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,870,0002,522
Available-for-sale securities (fair market value)$4,038,006,00053
Total debt securities$4,040,831,00064
Structured notes
Amortized cost$17,910,000224
Fair value$18,083,000217
Trading account assets$155,823,00042
Revaluation gains on off-balance sheet contracts$54,861,00030
Revaluation losses on off-balance sheet contracts$35,696,00029
2004-06-30Rank
Total securities$4,879,914,00060
U.S. Government securities$2,675,559,00076
U.S. Treasury securities$19,619,000243
U.S. Government agency obligations$2,655,940,00072
Securities issued by states & political subdivisions$396,560,00029
Other domestic debt securities$1,804,044,00032
Privately issued residential mortgage-backed securities$577,013,00051
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,116,984,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$110,047,00078
Foreign debt securities$3,706,00049
Equity securities$45,0002,048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,805,768,00049
Mortgage-backed securities$2,075,626,00083
Certificates of participation in pools of residential mortgages$778,809,000101
Issued or guaranteed by U.S.$778,809,00098
Privately issued$0225
Collaterized mortgage obligations$1,296,817,00061
CMOs issued by government agencies or sponsored agencies$719,804,00059
Privately issued$577,013,00047
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,169,0002,447
Available-for-sale securities (fair market value)$4,876,745,00050
Total debt securities$4,879,869,00060
Structured notes
Amortized cost$46,738,00056
Fair value$46,057,00054
Trading account assets$59,874,00052
Revaluation gains on off-balance sheet contracts$59,874,00026
Revaluation losses on off-balance sheet contracts$40,726,00029
2004-03-31Rank
Total securities$5,344,941,00055
U.S. Government securities$3,226,983,00066
U.S. Treasury securities$70,909,00087
U.S. Government agency obligations$3,156,074,00064
Securities issued by states & political subdivisions$427,167,00026
Other domestic debt securities$1,685,737,00036
Privately issued residential mortgage-backed securities$574,002,00056
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$992,144,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$119,591,00074
Foreign debt securities$3,750,00055
Equity securities$1,304,0001,192
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,648,751,00046
Mortgage-backed securities$2,353,474,00070
Certificates of participation in pools of residential mortgages$918,659,00091
Issued or guaranteed by U.S.$918,659,00088
Privately issued$0230
Collaterized mortgage obligations$1,434,815,00057
CMOs issued by government agencies or sponsored agencies$860,813,00055
Privately issued$574,002,00051
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,209,0002,417
Available-for-sale securities (fair market value)$5,341,732,00047
Total debt securities$5,343,637,00055
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$92,672,00051
Revaluation gains on off-balance sheet contracts$92,672,00028
Revaluation losses on off-balance sheet contracts$74,170,00028
2003-12-31Rank
Total securities$4,814,672,00054
U.S. Government securities$3,272,282,00064
U.S. Treasury securities$301,226,00026
U.S. Government agency obligations$2,971,056,00063
Securities issued by states & political subdivisions$436,261,00028
Other domestic debt securities$1,101,132,00039
Privately issued residential mortgage-backed securities$390,657,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$639,717,00018
Structured financial products - TotalNANA
Other domestic debt securities - All other$70,758,000130
Foreign debt securities$3,750,00061
Equity securities$1,247,0001,197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,648,751,00052
Mortgage-backed securities$2,207,369,00076
Certificates of participation in pools of residential mortgages$847,055,00092
Issued or guaranteed by U.S.$847,055,00089
Privately issued$0248
Collaterized mortgage obligations$1,360,314,00055
CMOs issued by government agencies or sponsored agencies$969,657,00052
Privately issued$390,657,00039
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,828,0002,302
Available-for-sale securities (fair market value)$4,810,844,00046
Total debt securities$4,813,425,00054
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$78,426,00052
Revaluation gains on off-balance sheet contracts$78,426,00028
Revaluation losses on off-balance sheet contracts$60,347,00029
2003-09-30Rank
Total securities$4,166,668,00062
U.S. Government securities$3,171,229,00061
U.S. Treasury securities$308,103,00024
U.S. Government agency obligations$2,863,126,00063
Securities issued by states & political subdivisions$400,178,00032
Other domestic debt securities$591,992,00057
Privately issued residential mortgage-backed securities$193,149,00062
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$327,758,00020
Structured financial products - TotalNANA
Other domestic debt securities - All other$71,085,000136
Foreign debt securities$3,225,00065
Equity securities$44,0002,174
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,650,725,00049
Mortgage-backed securities$2,061,718,00078
Certificates of participation in pools of residential mortgages$808,329,00092
Issued or guaranteed by U.S.$808,329,00090
Privately issued$0253
Collaterized mortgage obligations$1,253,389,00054
CMOs issued by government agencies or sponsored agencies$1,060,240,00049
Privately issued$193,149,00052
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,090,0002,068
Available-for-sale securities (fair market value)$4,161,578,00050
Total debt securities$4,166,624,00061
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$91,541,00049
Revaluation gains on off-balance sheet contracts$91,541,00028
Revaluation losses on off-balance sheet contracts$73,855,00027
2003-06-30Rank
Total securities$3,555,072,00072
U.S. Government securities$2,694,989,00067
U.S. Treasury securities$98,732,00072
U.S. Government agency obligations$2,596,257,00067
Securities issued by states & political subdivisions$312,250,00039
Other domestic debt securities$544,539,00054
Privately issued residential mortgage-backed securities$198,617,00064
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$126,637,00039
Structured financial products - TotalNANA
Other domestic debt securities - All other$219,285,00043
Foreign debt securities$3,250,00064
Equity securities$44,0002,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,239,980,00054
Mortgage-backed securities$2,175,904,00073
Certificates of participation in pools of residential mortgages$965,703,00079
Issued or guaranteed by U.S.$965,703,00076
Privately issued$0256
Collaterized mortgage obligations$1,210,201,00064
CMOs issued by government agencies or sponsored agencies$1,011,584,00059
Privately issued$198,617,00057
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,593,0001,837
Available-for-sale securities (fair market value)$3,548,479,00063
Total debt securities$3,555,028,00071
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$106,119,00045
Revaluation gains on off-balance sheet contracts$106,119,00027
Revaluation losses on off-balance sheet contracts$89,497,00026
2003-03-31Rank
Total securities$3,533,508,00072
U.S. Government securities$2,749,064,00066
U.S. Treasury securities$51,259,000117
U.S. Government agency obligations$2,697,805,00063
Securities issued by states & political subdivisions$263,345,00046
Other domestic debt securities$477,055,00063
Privately issued residential mortgage-backed securities$227,868,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$249,187,00036
Foreign debt securities$3,250,00064
Equity securities$40,794,000112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,868,211,00037
Mortgage-backed securities$2,375,669,00069
Certificates of participation in pools of residential mortgages$1,262,651,00069
Issued or guaranteed by U.S.$1,262,651,00064
Privately issued$0257
Collaterized mortgage obligations$1,113,018,00064
CMOs issued by government agencies or sponsored agencies$885,150,00060
Privately issued$227,868,00054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,908,0001,832
Available-for-sale securities (fair market value)$3,526,600,00061
Total debt securities$3,492,714,00072
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$93,258,00048
Revaluation gains on off-balance sheet contracts$93,258,00026
Revaluation losses on off-balance sheet contracts$78,559,00025
2002-12-31Rank
Total securities$3,255,910,00076
U.S. Government securities$2,610,013,00071
U.S. Treasury securities$11,181,000408
U.S. Government agency obligations$2,598,832,00067
Securities issued by states & political subdivisions$263,385,00045
Other domestic debt securities$378,218,00071
Privately issued residential mortgage-backed securities$185,869,00061
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$192,349,00047
Foreign debt securities$4,250,00053
Equity securities$44,0002,185
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,647,980,00041
Mortgage-backed securities$1,982,803,00080
Certificates of participation in pools of residential mortgages$1,205,040,00068
Issued or guaranteed by U.S.$1,205,040,00064
Privately issued$0252
Collaterized mortgage obligations$777,763,00079
CMOs issued by government agencies or sponsored agencies$591,894,00079
Privately issued$185,869,00056
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,546,0001,786
Available-for-sale securities (fair market value)$3,248,364,00066
Total debt securities$3,255,866,00075
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$129,645,00040
Revaluation gains on off-balance sheet contracts$129,645,00023
Revaluation losses on off-balance sheet contracts$116,292,00022
2001-12-31Rank
Total securities$2,729,319,00079
U.S. Government securities$2,306,330,00070
U.S. Treasury securities$29,925,000201
U.S. Government agency obligations$2,276,405,00067
Securities issued by states & political subdivisions$103,039,000118
Other domestic debt securities$316,306,00087
Privately issued residential mortgage-backed securities$154,883,00074
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$161,423,00059
Foreign debt securities$3,500,00063
Equity securities$144,0001,942
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,394,486,00037
Mortgage-backed securities$1,492,034,00098
Certificates of participation in pools of residential mortgages$839,599,00084
Issued or guaranteed by U.S.$839,599,00082
Privately issued$0260
Collaterized mortgage obligations$652,435,00078
CMOs issued by government agencies or sponsored agencies$497,552,00071
Privately issued$154,883,00064
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,322,0001,345
Available-for-sale securities (fair market value)$2,716,997,00069
Total debt securities$2,729,175,00079
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$12,538,00087
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$4,013,185,00050
U.S. Government securities$3,267,150,00039
U.S. Treasury securities$04,186
U.S. Government agency obligations$3,267,150,00038
Securities issued by states & political subdivisions$256,496,00040
Other domestic debt securities$457,157,00065
Privately issued residential mortgage-backed securities$321,030,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$136,127,00080
Foreign debt securities$3,500,00062
Equity securities$28,882,000214
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,996,449,00031
Mortgage-backed securities$2,504,047,00049
Certificates of participation in pools of residential mortgages$1,528,702,00039
Issued or guaranteed by U.S.$1,528,702,00038
Privately issued$0308
Collaterized mortgage obligations$975,345,00056
CMOs issued by government agencies or sponsored agencies$654,315,00053
Privately issued$321,030,00041
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,336,0001,335
Available-for-sale securities (fair market value)$3,996,849,00046
Total debt securities$3,984,303,00049
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 contracts$060
1999-12-31Rank
Total securities$4,780,002,00043
U.S. Government securities$4,108,087,00032
U.S. Treasury securities$442,127,00033
U.S. Government agency obligations$3,665,960,00033
Securities issued by states & political subdivisions$271,997,00033
Other domestic debt securities$368,360,00082
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$368,360,00042
Foreign debt securities$3,500,00068
Equity securities$28,058,000223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,303,781,00026
Mortgage-backed securities$2,576,182,00045
Certificates of participation in pools of residential mortgages$1,600,364,00045
Issued or guaranteed by U.S.$1,600,364,00043
Privately issued$0307
Collaterized mortgage obligations$975,818,00053
CMOs issued by government agencies or sponsored agencies$975,818,00036
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)$18,765,0001,329
Available-for-sale securities (fair market value)$4,761,237,00039
Total debt securities$4,751,944,00042
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$5,743,00093
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$4,756,971,00044
U.S. Government securities$4,085,414,00036
U.S. Treasury securities$232,590,00066
U.S. Government agency obligations$3,852,824,00033
Securities issued by states & political subdivisions$302,236,00028
Other domestic debt securities$336,144,00069
Privately issued residential mortgage-backed securities$45,0001,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$336,099,00030
Foreign debt securities$3,500,00070
Equity securities$29,677,000197
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,990,841,00048
Mortgage-backed securities$2,370,254,00049
Certificates of participation in pools of residential mortgages$1,452,195,00053
Issued or guaranteed by U.S.$1,452,195,00049
Privately issued$0349
Collaterized mortgage obligations$918,059,00051
CMOs issued by government agencies or sponsored agencies$918,014,00037
Privately issued$45,0001,186
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,579,0001,157
Available-for-sale securities (fair market value)$4,732,392,00035
Total debt securities$4,727,294,00044
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$1,473,000134
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$5,708,345,00022
U.S. Government securities$4,954,630,00022
U.S. Treasury securities$709,723,00031
U.S. Government agency obligations$4,244,907,00021
Securities issued by states & political subdivisions$250,230,00026
Other domestic debt securities$446,345,00043
Privately issued residential mortgage-backed securities$23,895,000166
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$422,450,00020
Foreign debt securities$3,505,00069
Equity securities$53,635,00095
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,050,211,00037
Mortgage-backed securities$2,066,722,00049
Certificates of participation in pools of residential mortgages$1,371,425,00052
Issued or guaranteed by U.S.$1,371,425,00047
Privately issued$0394
Collaterized mortgage obligations$695,297,00056
CMOs issued by government agencies or sponsored agencies$671,402,00041
Privately issued$23,895,000110
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$33,010,0001,052
Available-for-sale securities (fair market value)$5,675,335,00020
Total debt securities$5,654,710,00022
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$3,492,000130
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$2,651,072,00063
U.S. Government securities$2,408,773,00050
U.S. Treasury securities$337,621,00074
U.S. Government agency obligations$2,071,152,00049
Securities issued by states & political subdivisions$2,426,0004,405
Other domestic debt securities$226,653,00073
Privately issued residential mortgage-backed securities$23,827,000183
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$202,826,00032
Foreign debt securities$2,500,00094
Equity securities$10,720,000387
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,326,334,00056
Mortgage-backed securities$989,544,000109
Certificates of participation in pools of residential mortgages$725,098,00098
Issued or guaranteed by U.S.$725,098,00091
Privately issued$0472
Collaterized mortgage obligations$264,446,000121
CMOs issued by government agencies or sponsored agencies$240,619,000112
Privately issued$23,827,000123
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,531,0006,629
Available-for-sale securities (fair market value)$2,649,541,00044
Total debt securities$2,640,352,00061
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$991,000177
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$2,854,230,00055
U.S. Government securities$2,538,543,00046
U.S. Treasury securities$303,113,000102
U.S. Government agency obligations$2,235,430,00042
Securities issued by states & political subdivisions$19,721,000626
Other domestic debt securities$283,423,00068
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$283,423,00024
Foreign debt securities$2,500,000116
Equity securities$10,043,000391
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,050,747,00068
Mortgage-backed securities$1,011,121,000101
Certificates of participation in pools of residential mortgages$605,890,000113
Issued or guaranteed by U.S.$605,890,000102
Privately issued$0558
Collaterized mortgage obligations$405,231,00096
CMOs issued by government agencies or sponsored agencies$405,231,00080
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)$12,308,0002,933
Available-for-sale securities (fair market value)$2,841,922,00041
Total debt securities$2,844,187,00055
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$5,568,000123
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$2,109,792,00084
U.S. Government securities$1,799,283,00081
U.S. Treasury securities$402,295,000102
U.S. Government agency obligations$1,396,988,00077
Securities issued by states & political subdivisions$41,811,000255
Other domestic debt securities$257,733,00073
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$257,733,00028
Foreign debt securities$2,500,000118
Equity securities$8,465,000408
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,272,492,00055
Mortgage-backed securities$743,729,000147
Certificates of participation in pools of residential mortgages$362,762,000159
Issued or guaranteed by U.S.$362,762,000150
Privately issued$0564
Collaterized mortgage obligations$380,967,000108
CMOs issued by government agencies or sponsored agencies$380,967,00096
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$117,387,000642
Available-for-sale securities (fair market value)$1,992,405,00031
Total debt securities$2,101,327,00081
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$4,800,000143
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$2,300,208,00066
U.S. Government securities$2,073,421,00063
U.S. Treasury securities$1,455,208,00027
U.S. Government agency obligations$618,213,000164
Securities issued by states & political subdivisions$90,082,000107
Other domestic debt securities$125,235,000138
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$125,235,00059
Foreign debt securities$2,500,000118
Equity securities$8,970,000445
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,242,018,00055
Mortgage-backed securities$608,196,000170
Certificates of participation in pools of residential mortgages$125,098,000364
Issued or guaranteed by U.S.$125,098,000334
Privately issued$0731
Collaterized mortgage obligations$483,098,00083
CMOs issued by government agencies or sponsored agencies$483,098,00076
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$2,291,238,00065
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$18,452,000100
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$2,284,533,00061
U.S. Government securities$2,009,957,00054
U.S. Treasury securities$1,834,619,00017
U.S. Government agency obligations$175,338,000451
Securities issued by states & political subdivisions$127,514,00069
Other domestic debt securities$139,122,000134
Privately issued residential mortgage-backed securities$1,262,0001,570
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$137,860,00065
Foreign debt securities$2,000,000132
Equity securities$5,940,000532
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$952,690,00060
Mortgage-backed securities$146,351,000496
Certificates of participation in pools of residential mortgages$47,109,000786
Issued or guaranteed by U.S.$47,109,000754
Privately issued$0831
Collaterized mortgage obligations$99,242,000300
CMOs issued by government agencies or sponsored agencies$97,980,000274
Privately issued$1,262,0001,251
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$2,278,593,00059
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$1,283,000242
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA