The Walton State Bank, Securities

2021-12-31Rank
Total securities$3,059,0004,496
U.S. Government securities$2,837,0004,204
U.S. Treasury securities$1,194,0001,920
U.S. Government agency obligations$1,643,0004,135
Securities issued by states & political subdivisions$222,0004,016
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,028,0003,797
Mortgage-backed securities$1,291,0003,650
Certificates of participation in pools of residential mortgages$1,177,0003,441
Issued or guaranteed by U.S.$1,177,0003,337
Privately issued$0246
Collaterized mortgage obligations$114,0002,720
CMOs issued by government agencies or sponsored agencies$114,0002,662
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$3,059,0001,088
Available-for-sale securities (fair market value)$04,480
Total debt securities$3,062,0004,477
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$1,458,0004,649
U.S. Government securities$1,143,0004,402
U.S. Treasury securities$02,008
U.S. Government agency obligations$1,143,0004,251
Securities issued by states & political subdivisions$315,0004,042
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$719,0003,908
Mortgage-backed securities$1,143,0003,725
Certificates of participation in pools of residential mortgages$1,012,0003,520
Issued or guaranteed by U.S.$1,012,0003,429
Privately issued$0234
Collaterized mortgage obligations$131,0002,748
CMOs issued by government agencies or sponsored agencies$131,0002,687
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$1,458,0001,263
Available-for-sale securities (fair market value)$04,538
Total debt securities$1,459,0004,625
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$1,481,0004,672
U.S. Government securities$1,096,0004,438
U.S. Treasury securities$01,913
U.S. Government agency obligations$1,096,0004,292
Securities issued by states & political subdivisions$385,0004,041
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$771,0003,925
Mortgage-backed securities$996,0003,780
Certificates of participation in pools of residential mortgages$846,0003,594
Issued or guaranteed by U.S.$846,0003,500
Privately issued$0247
Collaterized mortgage obligations$150,0002,718
CMOs issued by government agencies or sponsored agencies$150,0002,663
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$1,481,0001,248
Available-for-sale securities (fair market value)$04,566
Total debt securities$1,481,0004,650
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$1,610,0004,661
U.S. Government securities$1,225,0004,390
U.S. Treasury securities$01,631
U.S. Government agency obligations$1,225,0004,256
Securities issued by states & political subdivisions$385,0004,056
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$822,0003,930
Mortgage-backed securities$1,125,0003,753
Certificates of participation in pools of residential mortgages$949,0003,567
Issued or guaranteed by U.S.$949,0003,475
Privately issued$0261
Collaterized mortgage obligations$176,0002,689
CMOs issued by government agencies or sponsored agencies$176,0002,634
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$1,610,0001,197
Available-for-sale securities (fair market value)$04,583
Total debt securities$1,611,0004,637
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$1,753,0004,642
U.S. Government securities$1,368,0004,324
U.S. Treasury securities$01,194
U.S. Government agency obligations$1,368,0004,195
Securities issued by states & political subdivisions$385,0004,073
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$776,0003,951
Mortgage-backed securities$1,268,0003,725
Certificates of participation in pools of residential mortgages$1,057,0003,499
Issued or guaranteed by U.S.$1,057,0003,413
Privately issued$0245
Collaterized mortgage obligations$211,0002,677
CMOs issued by government agencies or sponsored agencies$211,0002,620
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$1,753,0001,164
Available-for-sale securities (fair market value)$04,596
Total debt securities$1,753,0004,619
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$2,117,0004,631
U.S. Government securities$1,644,0004,300
U.S. Treasury securities$01,216
U.S. Government agency obligations$1,644,0004,167
Securities issued by states & political subdivisions$473,0004,031
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$781,0003,973
Mortgage-backed securities$1,444,0003,699
Certificates of participation in pools of residential mortgages$1,180,0003,447
Issued or guaranteed by U.S.$1,180,0003,354
Privately issued$0251
Collaterized mortgage obligations$264,0002,651
CMOs issued by government agencies or sponsored agencies$264,0002,597
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$2,117,0001,115
Available-for-sale securities (fair market value)$04,624
Total debt securities$2,117,0004,609
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$2,498,0004,620
U.S. Government securities$2,025,0004,276
U.S. Treasury securities$01,251
U.S. Government agency obligations$2,025,0004,136
Securities issued by states & political subdivisions$473,0004,039
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$538,0004,077
Mortgage-backed securities$1,625,0003,680
Certificates of participation in pools of residential mortgages$1,310,0003,423
Issued or guaranteed by U.S.$1,310,0003,326
Privately issued$0251
Collaterized mortgage obligations$315,0002,634
CMOs issued by government agencies or sponsored agencies$315,0002,592
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$2,498,0001,073
Available-for-sale securities (fair market value)$04,657
Total debt securities$2,498,0004,595
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$2,649,0004,645
U.S. Government securities$2,160,0004,303
U.S. Treasury securities$01,297
U.S. Government agency obligations$2,160,0004,159
Securities issued by states & political subdivisions$489,0004,041
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$886,0004,018
Mortgage-backed securities$1,760,0003,672
Certificates of participation in pools of residential mortgages$1,402,0003,412
Issued or guaranteed by U.S.$1,402,0003,304
Privately issued$0267
Collaterized mortgage obligations$358,0002,627
CMOs issued by government agencies or sponsored agencies$358,0002,580
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$2,649,0001,071
Available-for-sale securities (fair market value)$04,717
Total debt securities$2,649,0004,622
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$2,737,0004,700
U.S. Government securities$2,248,0004,386
U.S. Treasury securities$01,363
U.S. Government agency obligations$2,248,0004,228
Securities issued by states & political subdivisions$489,0004,058
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$919,0004,080
Mortgage-backed securities$1,848,0003,644
Certificates of participation in pools of residential mortgages$1,462,0003,380
Issued or guaranteed by U.S.$1,462,0003,282
Privately issued$0249
Collaterized mortgage obligations$386,0002,624
CMOs issued by government agencies or sponsored agencies$386,0002,581
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$2,737,0001,104
Available-for-sale securities (fair market value)$04,777
Total debt securities$2,737,0004,678
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$2,788,0004,780
U.S. Government securities$2,199,0004,474
U.S. Treasury securities$01,429
U.S. Government agency obligations$2,199,0004,319
Securities issued by states & political subdivisions$589,0004,058
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$895,0004,158
Mortgage-backed securities$1,799,0003,669
Certificates of participation in pools of residential mortgages$1,384,0003,414
Issued or guaranteed by U.S.$1,384,0003,319
Privately issued$0287
Collaterized mortgage obligations$415,0002,625
CMOs issued by government agencies or sponsored agencies$415,0002,584
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$2,788,0001,158
Available-for-sale securities (fair market value)$04,859
Total debt securities$2,789,0004,757
Structured notes
Amortized cost$200,000823
Fair value$200,000822
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$2,471,0004,870
U.S. Government securities$1,882,0004,598
U.S. Treasury securities$01,467
U.S. Government agency obligations$1,882,0004,445
Securities issued by states & political subdivisions$589,0004,116
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$933,0004,200
Mortgage-backed securities$1,682,0003,691
Certificates of participation in pools of residential mortgages$1,241,0003,468
Issued or guaranteed by U.S.$1,241,0003,386
Privately issued$0244
Collaterized mortgage obligations$441,0002,617
CMOs issued by government agencies or sponsored agencies$441,0002,571
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$2,471,0001,230
Available-for-sale securities (fair market value)$04,907
Total debt securities$2,471,0004,847
Structured notes
Amortized cost$100,000910
Fair value$100,000910
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$2,551,0004,917
U.S. Government securities$1,962,0004,640
U.S. Treasury securities$01,516
U.S. Government agency obligations$1,962,0004,491
Securities issued by states & political subdivisions$589,0004,177
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$967,0004,233
Mortgage-backed securities$1,762,0003,698
Certificates of participation in pools of residential mortgages$1,297,0003,473
Issued or guaranteed by U.S.$1,297,0003,388
Privately issued$0248
Collaterized mortgage obligations$465,0002,622
CMOs issued by government agencies or sponsored agencies$465,0002,575
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$2,551,0001,241
Available-for-sale securities (fair market value)$04,952
Total debt securities$2,551,0004,894
Structured notes
Amortized cost$200,000905
Fair value$200,000906
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$2,317,0004,981
U.S. Government securities$1,663,0004,724
U.S. Treasury securities$01,513
U.S. Government agency obligations$1,663,0004,579
Securities issued by states & political subdivisions$654,0004,197
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,003,0004,231
Mortgage-backed securities$1,163,0003,849
Certificates of participation in pools of residential mortgages$679,0003,759
Issued or guaranteed by U.S.$679,0003,691
Privately issued$0211
Collaterized mortgage obligations$484,0002,620
CMOs issued by government agencies or sponsored agencies$484,0002,575
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$2,317,0001,307
Available-for-sale securities (fair market value)$04,997
Total debt securities$2,317,0004,956
Structured notes
Amortized cost$500,000771
Fair value$500,000772
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$2,355,0005,046
U.S. Government securities$1,623,0004,804
U.S. Treasury securities$01,500
U.S. Government agency obligations$1,623,0004,658
Securities issued by states & political subdivisions$732,0004,220
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,180,0004,246
Mortgage-backed securities$1,223,0003,876
Certificates of participation in pools of residential mortgages$717,0003,790
Issued or guaranteed by U.S.$717,0003,765
Privately issued$0145
Collaterized mortgage obligations$506,0002,605
CMOs issued by government agencies or sponsored agencies$506,0002,557
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$2,355,0001,330
Available-for-sale securities (fair market value)$05,066
Total debt securities$2,355,0005,023
Structured notes
Amortized cost$400,000832
Fair value$398,000834
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$2,120,0005,125
U.S. Government securities$1,388,0004,881
U.S. Treasury securities$01,475
U.S. Government agency obligations$1,388,0004,733
Securities issued by states & political subdivisions$732,0004,270
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,165,0004,298
Mortgage-backed securities$1,188,0003,928
Certificates of participation in pools of residential mortgages$755,0003,827
Issued or guaranteed by U.S.$755,0003,659
Privately issued$0453
Collaterized mortgage obligations$433,0002,673
CMOs issued by government agencies or sponsored agencies$433,0002,615
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$2,120,0001,374
Available-for-sale securities (fair market value)$05,125
Total debt securities$2,111,0005,104
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$1,985,0005,205
U.S. Government securities$1,253,0004,988
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,253,0004,858
Securities issued by states & political subdivisions$732,0004,313
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,074,0004,382
Mortgage-backed securities$1,253,0003,950
Certificates of participation in pools of residential mortgages$796,0003,861
Issued or guaranteed by U.S.$796,0003,854
Privately issued$067
Collaterized mortgage obligations$457,0002,652
CMOs issued by government agencies or sponsored agencies$457,0002,592
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$1,985,0001,419
Available-for-sale securities (fair market value)$05,183
Total debt securities$1,985,0005,184
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$2,053,0005,257
U.S. Government securities$1,313,0005,020
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,313,0004,899
Securities issued by states & political subdivisions$740,0004,370
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,109,0004,443
Mortgage-backed securities$1,313,0003,974
Certificates of participation in pools of residential mortgages$834,0003,889
Issued or guaranteed by U.S.$834,0003,883
Privately issued$064
Collaterized mortgage obligations$479,0002,637
CMOs issued by government agencies or sponsored agencies$479,0002,571
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$2,053,0001,443
Available-for-sale securities (fair market value)$05,251
Total debt securities$2,052,0005,238
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$2,187,0005,307
U.S. Government securities$1,382,0005,067
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,382,0004,948
Securities issued by states & political subdivisions$805,0004,403
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,214,0004,479
Mortgage-backed securities$1,382,0004,006
Certificates of participation in pools of residential mortgages$875,0003,917
Issued or guaranteed by U.S.$875,0003,911
Privately issued$069
Collaterized mortgage obligations$507,0002,635
CMOs issued by government agencies or sponsored agencies$507,0002,572
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$2,187,0001,476
Available-for-sale securities (fair market value)$05,300
Total debt securities$2,187,0005,284
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$2,394,0005,334
U.S. Government securities$1,482,0005,102
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,482,0004,978
Securities issued by states & political subdivisions$912,0004,414
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,358,0004,474
Mortgage-backed securities$1,482,0004,030
Certificates of participation in pools of residential mortgages$946,0003,926
Issued or guaranteed by U.S.$946,0003,919
Privately issued$067
Collaterized mortgage obligations$536,0002,647
CMOs issued by government agencies or sponsored agencies$536,0002,578
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$2,394,0001,479
Available-for-sale securities (fair market value)$05,348
Total debt securities$2,394,0005,311
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$2,471,0005,400
U.S. Government securities$1,558,0005,155
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,558,0005,027
Securities issued by states & political subdivisions$913,0004,472
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,402,0004,515
Mortgage-backed securities$1,558,0004,079
Certificates of participation in pools of residential mortgages$997,0003,972
Issued or guaranteed by U.S.$997,0003,967
Privately issued$066
Collaterized mortgage obligations$561,0002,681
CMOs issued by government agencies or sponsored agencies$561,0002,611
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$2,471,0001,495
Available-for-sale securities (fair market value)$05,415
Total debt securities$2,471,0005,375
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$2,548,0005,430
U.S. Government securities$1,635,0005,174
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,635,0005,051
Securities issued by states & political subdivisions$913,0004,515
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,426,0004,568
Mortgage-backed securities$1,635,0004,087
Certificates of participation in pools of residential mortgages$1,044,0003,975
Issued or guaranteed by U.S.$1,044,0003,967
Privately issued$071
Collaterized mortgage obligations$591,0002,677
CMOs issued by government agencies or sponsored agencies$591,0002,595
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$2,548,0001,494
Available-for-sale securities (fair market value)$05,466
Total debt securities$2,551,0005,403
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$2,510,0005,493
U.S. Government securities$1,756,0005,199
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,756,0005,082
Securities issued by states & political subdivisions$754,0004,583
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,503,0004,605
Mortgage-backed securities$1,756,0004,100
Certificates of participation in pools of residential mortgages$1,126,0003,983
Issued or guaranteed by U.S.$1,126,0003,979
Privately issued$067
Collaterized mortgage obligations$630,0002,689
CMOs issued by government agencies or sponsored agencies$630,0002,608
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$2,510,0001,503
Available-for-sale securities (fair market value)$05,526
Total debt securities$2,510,0005,468
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$3,439,0005,479
U.S. Government securities$2,833,0005,067
U.S. Treasury securities$01,253
U.S. Government agency obligations$2,833,0004,954
Securities issued by states & political subdivisions$606,0004,681
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,547,0004,387
Mortgage-backed securities$1,583,0004,189
Certificates of participation in pools of residential mortgages$817,0004,165
Issued or guaranteed by U.S.$817,0004,160
Privately issued$071
Collaterized mortgage obligations$766,0002,649
CMOs issued by government agencies or sponsored agencies$766,0002,564
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$3,439,0001,433
Available-for-sale securities (fair market value)$05,605
Total debt securities$3,439,0005,453
Structured notes
Amortized cost$150,0001,208
Fair value$150,0001,209
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$3,818,0005,501
U.S. Government securities$3,211,0005,084
U.S. Treasury securities$01,296
U.S. Government agency obligations$3,211,0004,982
Securities issued by states & political subdivisions$607,0004,726
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,510,0004,442
Mortgage-backed securities$863,0004,438
Certificates of participation in pools of residential mortgages$564,0004,316
Issued or guaranteed by U.S.$564,0004,311
Privately issued$066
Collaterized mortgage obligations$299,0002,935
CMOs issued by government agencies or sponsored agencies$299,0002,843
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$3,818,0001,431
Available-for-sale securities (fair market value)$05,655
Total debt securities$3,818,0005,478
Structured notes
Amortized cost$849,0001,032
Fair value$847,0001,031
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$4,543,0005,482
U.S. Government securities$3,935,0005,035
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,935,0004,924
Securities issued by states & political subdivisions$608,0004,757
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,535,0004,476
Mortgage-backed securities$936,0004,438
Certificates of participation in pools of residential mortgages$596,0004,329
Issued or guaranteed by U.S.$596,0004,326
Privately issued$066
Collaterized mortgage obligations$340,0002,940
CMOs issued by government agencies or sponsored agencies$340,0002,850
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$4,543,0001,386
Available-for-sale securities (fair market value)$05,708
Total debt securities$4,543,0005,456
Structured notes
Amortized cost$1,148,000958
Fair value$1,134,000958
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$4,541,0005,569
U.S. Government securities$3,996,0005,117
U.S. Treasury securities$01,303
U.S. Government agency obligations$3,996,0005,008
Securities issued by states & political subdivisions$545,0004,839
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,569,0004,540
Mortgage-backed securities$997,0004,477
Certificates of participation in pools of residential mortgages$628,0004,372
Issued or guaranteed by U.S.$628,0004,366
Privately issued$065
Collaterized mortgage obligations$369,0002,981
CMOs issued by government agencies or sponsored agencies$369,0002,887
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$4,541,0001,396
Available-for-sale securities (fair market value)$05,787
Total debt securities$4,541,0005,548
Structured notes
Amortized cost$1,148,0001,099
Fair value$1,133,0001,101
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$4,499,0005,658
U.S. Government securities$4,056,0005,213
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,056,0005,098
Securities issued by states & political subdivisions$443,0004,928
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,597,0004,578
Mortgage-backed securities$1,058,0004,539
Certificates of participation in pools of residential mortgages$662,0004,437
Issued or guaranteed by U.S.$662,0004,433
Privately issued$067
Collaterized mortgage obligations$396,0003,011
CMOs issued by government agencies or sponsored agencies$396,0002,915
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$4,499,0001,420
Available-for-sale securities (fair market value)$05,863
Total debt securities$4,499,0005,634
Structured notes
Amortized cost$1,148,0001,229
Fair value$1,113,0001,232
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$4,225,0005,747
U.S. Government securities$4,119,0005,267
U.S. Treasury securities$01,327
U.S. Government agency obligations$4,119,0005,160
Securities issued by states & political subdivisions$106,0005,142
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,629,0004,642
Mortgage-backed securities$1,121,0004,589
Certificates of participation in pools of residential mortgages$697,0004,470
Issued or guaranteed by U.S.$697,0004,465
Privately issued$070
Collaterized mortgage obligations$424,0003,030
CMOs issued by government agencies or sponsored agencies$424,0002,931
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$4,225,0001,452
Available-for-sale securities (fair market value)$05,927
Total debt securities$4,225,0005,720
Structured notes
Amortized cost$1,148,0001,312
Fair value$1,137,0001,314
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$4,437,0005,821
U.S. Government securities$4,331,0005,328
U.S. Treasury securities$01,361
U.S. Government agency obligations$4,331,0005,214
Securities issued by states & political subdivisions$106,0005,221
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,662,0004,697
Mortgage-backed securities$1,183,0004,652
Certificates of participation in pools of residential mortgages$721,0004,531
Issued or guaranteed by U.S.$721,0004,524
Privately issued$075
Collaterized mortgage obligations$462,0003,064
CMOs issued by government agencies or sponsored agencies$462,0002,968
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$4,437,0001,455
Available-for-sale securities (fair market value)$06,022
Total debt securities$4,437,0005,799
Structured notes
Amortized cost$1,298,0001,354
Fair value$1,265,0001,359
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$4,502,0005,893
U.S. Government securities$4,389,0005,405
U.S. Treasury securities$01,381
U.S. Government agency obligations$4,389,0005,292
Securities issued by states & political subdivisions$113,0005,279
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,691,0004,757
Mortgage-backed securities$1,241,0004,708
Certificates of participation in pools of residential mortgages$749,0004,607
Issued or guaranteed by U.S.$749,0004,603
Privately issued$073
Collaterized mortgage obligations$492,0003,088
CMOs issued by government agencies or sponsored agencies$492,0002,977
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$4,502,0001,457
Available-for-sale securities (fair market value)$06,094
Total debt securities$4,503,0005,870
Structured notes
Amortized cost$1,298,0001,456
Fair value$1,239,0001,465
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$4,587,0005,957
U.S. Government securities$4,474,0005,465
U.S. Treasury securities$01,342
U.S. Government agency obligations$4,474,0005,355
Securities issued by states & political subdivisions$113,0005,338
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,748,0004,781
Mortgage-backed securities$1,326,0004,741
Certificates of participation in pools of residential mortgages$777,0004,639
Issued or guaranteed by U.S.$777,0004,635
Privately issued$075
Collaterized mortgage obligations$549,0003,094
CMOs issued by government agencies or sponsored agencies$549,0002,988
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$4,587,0001,473
Available-for-sale securities (fair market value)$06,156
Total debt securities$4,587,0005,933
Structured notes
Amortized cost$1,298,0001,493
Fair value$1,219,0001,515
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$4,648,0005,993
U.S. Government securities$4,535,0005,496
U.S. Treasury securities$01,198
U.S. Government agency obligations$4,535,0005,401
Securities issued by states & political subdivisions$113,0005,384
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,675,0004,836
Mortgage-backed securities$1,387,0004,765
Certificates of participation in pools of residential mortgages$806,0004,674
Issued or guaranteed by U.S.$806,0004,669
Privately issued$076
Collaterized mortgage obligations$581,0003,103
CMOs issued by government agencies or sponsored agencies$581,0003,000
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$4,648,0001,469
Available-for-sale securities (fair market value)$06,227
Total debt securities$4,648,0005,967
Structured notes
Amortized cost$1,298,0001,499
Fair value$1,187,0001,520
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$4,706,0006,042
U.S. Government securities$4,593,0005,518
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,593,0005,418
Securities issued by states & political subdivisions$113,0005,443
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,700,0004,852
Mortgage-backed securities$1,445,0004,773
Certificates of participation in pools of residential mortgages$847,0004,677
Issued or guaranteed by U.S.$847,0004,672
Privately issued$081
Collaterized mortgage obligations$598,0003,090
CMOs issued by government agencies or sponsored agencies$598,0002,976
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$4,706,0001,449
Available-for-sale securities (fair market value)$06,303
Total debt securities$4,706,0006,017
Structured notes
Amortized cost$1,298,0001,489
Fair value$1,172,0001,512
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$4,783,0006,100
U.S. Government securities$4,663,0005,553
U.S. Treasury securities$01,131
U.S. Government agency obligations$4,663,0005,448
Securities issued by states & political subdivisions$120,0005,470
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,227,0005,019
Mortgage-backed securities$1,515,0004,797
Certificates of participation in pools of residential mortgages$887,0004,695
Issued or guaranteed by U.S.$887,0004,691
Privately issued$080
Collaterized mortgage obligations$628,0003,106
CMOs issued by government agencies or sponsored agencies$628,0002,984
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$4,783,0001,421
Available-for-sale securities (fair market value)$06,372
Total debt securities$4,784,0006,069
Structured notes
Amortized cost$1,298,0001,477
Fair value$1,187,0001,501
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$4,881,0006,101
U.S. Government securities$4,761,0005,547
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,761,0005,435
Securities issued by states & political subdivisions$120,0005,470
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,267,0005,019
Mortgage-backed securities$1,613,0004,778
Certificates of participation in pools of residential mortgages$951,0004,651
Issued or guaranteed by U.S.$951,0004,647
Privately issued$083
Collaterized mortgage obligations$662,0003,115
CMOs issued by government agencies or sponsored agencies$662,0002,990
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$4,881,0001,348
Available-for-sale securities (fair market value)$06,421
Total debt securities$4,881,0006,074
Structured notes
Amortized cost$1,298,0001,464
Fair value$1,242,0001,476
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$4,694,0006,165
U.S. Government securities$4,574,0005,616
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,574,0005,502
Securities issued by states & political subdivisions$120,0005,505
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,320,0005,075
Mortgage-backed securities$1,426,0004,876
Certificates of participation in pools of residential mortgages$1,027,0004,666
Issued or guaranteed by U.S.$1,027,0004,664
Privately issued$083
Collaterized mortgage obligations$399,0003,313
CMOs issued by government agencies or sponsored agencies$399,0003,172
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$4,694,0001,340
Available-for-sale securities (fair market value)$06,494
Total debt securities$4,694,0006,135
Structured notes
Amortized cost$1,298,0001,489
Fair value$1,301,0001,485
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$4,298,0006,264
U.S. Government securities$4,178,0005,727
U.S. Treasury securities$01,135
U.S. Government agency obligations$4,178,0005,613
Securities issued by states & political subdivisions$120,0005,547
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,163,0005,139
Mortgage-backed securities$1,528,0004,881
Certificates of participation in pools of residential mortgages$1,098,0004,673
Issued or guaranteed by U.S.$1,098,0004,672
Privately issued$085
Collaterized mortgage obligations$430,0003,334
CMOs issued by government agencies or sponsored agencies$430,0003,193
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$4,298,0001,395
Available-for-sale securities (fair market value)$06,540
Total debt securities$4,298,0006,236
Structured notes
Amortized cost$1,400,0001,505
Fair value$1,405,0001,507
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$4,147,0006,374
U.S. Government securities$4,027,0005,861
U.S. Treasury securities$01,086
U.S. Government agency obligations$4,027,0005,762
Securities issued by states & political subdivisions$120,0005,593
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,405,0005,118
Mortgage-backed securities$1,377,0005,035
Certificates of participation in pools of residential mortgages$920,0004,865
Issued or guaranteed by U.S.$920,0004,862
Privately issued$088
Collaterized mortgage obligations$457,0003,408
CMOs issued by government agencies or sponsored agencies$457,0003,249
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$4,147,0001,415
Available-for-sale securities (fair market value)$06,625
Total debt securities$4,148,0006,344
Structured notes
Amortized cost$1,400,0001,626
Fair value$1,403,0001,627
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$3,530,0006,507
U.S. Government securities$3,454,0006,068
U.S. Treasury securities$01,068
U.S. Government agency obligations$3,454,0005,967
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$76,0002,773
Privately issued residential mortgage-backed securities$76,0001,050
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,418,0005,171
Mortgage-backed securities$1,560,0005,024
Certificates of participation in pools of residential mortgages$999,0004,851
Issued or guaranteed by U.S.$999,0004,848
Privately issued$094
Collaterized mortgage obligations$561,0003,354
CMOs issued by government agencies or sponsored agencies$485,0003,239
Privately issued$76,0001,009
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$3,530,0001,473
Available-for-sale securities (fair market value)$06,685
Total debt securities$3,530,0006,477
Structured notes
Amortized cost$1,370,0001,827
Fair value$1,378,0001,829
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$3,881,0006,536
U.S. Government securities$3,797,0006,100
U.S. Treasury securities$01,157
U.S. Government agency obligations$3,797,0005,999
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$84,0002,761
Privately issued residential mortgage-backed securities$84,0001,077
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,110,0005,302
Mortgage-backed securities$1,661,0005,017
Certificates of participation in pools of residential mortgages$1,062,0004,831
Issued or guaranteed by U.S.$1,062,0004,829
Privately issued$094
Collaterized mortgage obligations$599,0003,358
CMOs issued by government agencies or sponsored agencies$515,0003,235
Privately issued$84,0001,037
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$3,881,0001,448
Available-for-sale securities (fair market value)$06,742
Total debt securities$3,880,0006,505
Structured notes
Amortized cost$2,220,0001,632
Fair value$2,190,0001,633
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$3,655,0006,586
U.S. Government securities$3,563,0006,148
U.S. Treasury securities$01,076
U.S. Government agency obligations$3,563,0006,042
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$92,0002,758
Privately issued residential mortgage-backed securities$92,0001,160
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,971,0005,142
Mortgage-backed securities$1,357,0005,087
Certificates of participation in pools of residential mortgages$1,124,0004,758
Issued or guaranteed by U.S.$1,124,0004,751
Privately issued$0121
Collaterized mortgage obligations$233,0003,549
CMOs issued by government agencies or sponsored agencies$141,0003,353
Privately issued$92,0001,100
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$3,655,0001,519
Available-for-sale securities (fair market value)$06,765
Total debt securities$3,655,0006,554
Structured notes
Amortized cost$2,298,0001,590
Fair value$2,304,0001,589
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$3,991,0006,605
U.S. Government securities$3,890,0006,131
U.S. Treasury securities$01,126
U.S. Government agency obligations$3,890,0006,019
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$101,0002,711
Privately issued residential mortgage-backed securities$101,0001,172
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,092,0005,454
Mortgage-backed securities$1,471,0005,058
Certificates of participation in pools of residential mortgages$1,214,0004,709
Issued or guaranteed by U.S.$1,214,0004,699
Privately issued$0132
Collaterized mortgage obligations$257,0003,519
CMOs issued by government agencies or sponsored agencies$156,0003,343
Privately issued$101,0001,109
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$3,991,0001,491
Available-for-sale securities (fair market value)$06,827
Total debt securities$3,991,0006,570
Structured notes
Amortized cost$2,520,0001,558
Fair value$2,531,0001,563
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$3,729,0006,733
U.S. Government securities$3,622,0006,308
U.S. Treasury securities$01,225
U.S. Government agency obligations$3,622,0006,191
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$107,0002,654
Privately issued residential mortgage-backed securities$107,0001,192
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,263,0005,423
Mortgage-backed securities$1,559,0005,015
Certificates of participation in pools of residential mortgages$1,281,0004,677
Issued or guaranteed by U.S.$1,281,0004,669
Privately issued$0125
Collaterized mortgage obligations$278,0003,496
CMOs issued by government agencies or sponsored agencies$171,0003,315
Privately issued$107,0001,136
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$3,729,0001,544
Available-for-sale securities (fair market value)$06,900
Total debt securities$3,730,0006,698
Structured notes
Amortized cost$2,170,0001,901
Fair value$2,156,0001,903
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$3,561,0006,796
U.S. Government securities$3,447,0006,378
U.S. Treasury securities$01,272
U.S. Government agency obligations$3,447,0006,254
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$114,0002,702
Privately issued residential mortgage-backed securities$114,0001,214
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,011,0005,568
Mortgage-backed securities$1,441,0005,016
Certificates of participation in pools of residential mortgages$1,133,0004,709
Issued or guaranteed by U.S.$1,133,0004,702
Privately issued$0136
Collaterized mortgage obligations$308,0003,434
CMOs issued by government agencies or sponsored agencies$194,0003,254
Privately issued$114,0001,158
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$3,561,0001,586
Available-for-sale securities (fair market value)$06,957
Total debt securities$3,561,0006,759
Structured notes
Amortized cost$2,120,0001,949
Fair value$2,078,0001,958
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$3,242,0006,839
U.S. Government securities$3,119,0006,351
U.S. Treasury securities$01,275
U.S. Government agency obligations$3,119,0006,227
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$123,0002,845
Privately issued residential mortgage-backed securities$123,0001,267
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$931,0005,674
Mortgage-backed securities$1,542,0004,941
Certificates of participation in pools of residential mortgages$1,197,0004,602
Issued or guaranteed by U.S.$1,197,0004,595
Privately issued$0141
Collaterized mortgage obligations$345,0003,404
CMOs issued by government agencies or sponsored agencies$222,0003,210
Privately issued$123,0001,208
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$3,242,0001,645
Available-for-sale securities (fair market value)$07,005
Total debt securities$3,242,0006,802
Structured notes
Amortized cost$1,700,0002,047
Fair value$1,649,0002,062
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$3,490,0006,842
U.S. Government securities$3,350,0006,331
U.S. Treasury securities$01,180
U.S. Government agency obligations$3,350,0006,212
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$140,0002,914
Privately issued residential mortgage-backed securities$140,0001,331
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$966,0005,756
Mortgage-backed securities$1,690,0004,905
Certificates of participation in pools of residential mortgages$1,285,0004,559
Issued or guaranteed by U.S.$1,285,0004,552
Privately issued$0141
Collaterized mortgage obligations$405,0003,357
CMOs issued by government agencies or sponsored agencies$265,0003,153
Privately issued$140,0001,271
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$3,490,0001,649
Available-for-sale securities (fair market value)$07,084
Total debt securities$3,489,0006,809
Structured notes
Amortized cost$1,250,0002,284
Fair value$1,256,0002,292
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$3,071,0007,012
U.S. Government securities$2,921,0006,587
U.S. Treasury securities$01,121
U.S. Government agency obligations$2,921,0006,463
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$150,0002,902
Privately issued residential mortgage-backed securities$150,0001,357
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$973,0005,807
Mortgage-backed securities$1,621,0004,948
Certificates of participation in pools of residential mortgages$1,162,0004,657
Issued or guaranteed by U.S.$1,162,0004,649
Privately issued$0148
Collaterized mortgage obligations$459,0003,233
CMOs issued by government agencies or sponsored agencies$309,0003,031
Privately issued$150,0001,298
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$3,071,0001,771
Available-for-sale securities (fair market value)$07,144
Total debt securities$3,071,0006,972
Structured notes
Amortized cost$900,0002,690
Fair value$904,0002,691
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$2,983,0007,096
U.S. Government securities$2,823,0006,726
U.S. Treasury securities$01,130
U.S. Government agency obligations$2,823,0006,617
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$160,0002,950
Privately issued residential mortgage-backed securities$160,0001,392
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,065,0005,786
Mortgage-backed securities$1,825,0004,982
Certificates of participation in pools of residential mortgages$1,305,0004,735
Issued or guaranteed by U.S.$1,305,0004,724
Privately issued$0145
Collaterized mortgage obligations$520,0003,166
CMOs issued by government agencies or sponsored agencies$360,0002,958
Privately issued$160,0001,335
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$2,983,0001,814
Available-for-sale securities (fair market value)$07,234
Total debt securities$2,982,0007,055
Structured notes
Amortized cost$450,0002,838
Fair value$453,0002,833
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$3,031,0007,105
U.S. Government securities$2,861,0006,708
U.S. Treasury securities$01,077
U.S. Government agency obligations$2,861,0006,609
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$170,0003,004
Privately issued residential mortgage-backed securities$170,0001,424
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,120,0005,833
Mortgage-backed securities$2,023,0004,991
Certificates of participation in pools of residential mortgages$1,440,0004,753
Issued or guaranteed by U.S.$1,440,0004,745
Privately issued$0157
Collaterized mortgage obligations$583,0003,135
CMOs issued by government agencies or sponsored agencies$413,0002,918
Privately issued$170,0001,357
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$3,031,0001,828
Available-for-sale securities (fair market value)$07,286
Total debt securities$3,031,0007,067
Structured notes
Amortized cost$300,0002,633
Fair value$296,0002,647
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$3,019,0007,181
U.S. Government securities$2,845,0006,762
U.S. Treasury securities$01,047
U.S. Government agency obligations$2,845,0006,666
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$174,0003,098
Privately issued residential mortgage-backed securities$174,0001,469
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,069,0005,869
Mortgage-backed securities$2,061,0005,065
Certificates of participation in pools of residential mortgages$1,426,0004,854
Issued or guaranteed by U.S.$1,426,0004,841
Privately issued$0171
Collaterized mortgage obligations$635,0003,096
CMOs issued by government agencies or sponsored agencies$461,0002,888
Privately issued$174,0001,401
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$3,019,0001,903
Available-for-sale securities (fair market value)$07,355
Total debt securities$3,018,0007,145
Structured notes
Amortized cost$200,0002,376
Fair value$200,0002,379
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$3,022,0007,215
U.S. Government securities$2,842,0006,805
U.S. Treasury securities$01,036
U.S. Government agency obligations$2,842,0006,709
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$180,0003,181
Privately issued residential mortgage-backed securities$180,0001,486
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,107,0005,879
Mortgage-backed securities$2,238,0005,050
Certificates of participation in pools of residential mortgages$1,536,0004,869
Issued or guaranteed by U.S.$1,536,0004,855
Privately issued$0181
Collaterized mortgage obligations$702,0003,078
CMOs issued by government agencies or sponsored agencies$522,0002,815
Privately issued$180,0001,417
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$3,022,0001,905
Available-for-sale securities (fair market value)$07,425
Total debt securities$3,023,0007,169
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$2,930,0007,306
U.S. Government securities$2,930,0006,887
U.S. Treasury securities$0981
U.S. Government agency obligations$2,930,0006,799
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,278,0005,862
Mortgage-backed securities$1,703,0005,333
Certificates of participation in pools of residential mortgages$1,201,0005,081
Issued or guaranteed by U.S.$1,201,0005,064
Privately issued$0191
Collaterized mortgage obligations$502,0003,240
CMOs issued by government agencies or sponsored agencies$502,0002,874
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,930,0001,963
Available-for-sale securities (fair market value)$07,481
Total debt securities$2,930,0007,261
Structured notes
Amortized cost$300,0001,517
Fair value$301,0001,514
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$2,979,0007,377
U.S. Government securities$2,979,0006,985
U.S. Treasury securities$0973
U.S. Government agency obligations$2,979,0006,895
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,156,0005,958
Mortgage-backed securities$1,152,0005,529
Certificates of participation in pools of residential mortgages$601,0005,428
Issued or guaranteed by U.S.$601,0005,411
Privately issued$0188
Collaterized mortgage obligations$551,0003,132
CMOs issued by government agencies or sponsored agencies$551,0002,807
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,979,0001,964
Available-for-sale securities (fair market value)$07,524
Total debt securities$2,978,0007,336
Structured notes
Amortized cost$400,0001,486
Fair value$403,0001,485
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$2,455,0007,520
U.S. Government securities$2,455,0007,179
U.S. Treasury securities$01,019
U.S. Government agency obligations$2,455,0007,078
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,256,0005,942
Mortgage-backed securities$266,0006,022
Certificates of participation in pools of residential mortgages$266,0005,690
Issued or guaranteed by U.S.$266,0005,672
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,455,0002,095
Available-for-sale securities (fair market value)$07,569
Total debt securities$2,455,0007,477
Structured notes
Amortized cost$500,0001,321
Fair value$497,0001,390
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$2,346,0007,592
U.S. Government securities$2,346,0007,246
U.S. Treasury securities$01,021
U.S. Government agency obligations$2,346,0007,159
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,257,0005,956
Mortgage-backed securities$282,0006,029
Certificates of participation in pools of residential mortgages$282,0005,689
Issued or guaranteed by U.S.$282,0005,664
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,346,0002,117
Available-for-sale securities (fair market value)$07,617
Total debt securities$2,345,0007,536
Structured notes
Amortized cost$500,0001,369
Fair value$493,0001,455
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$2,383,0007,612
U.S. Government securities$2,383,0007,259
U.S. Treasury securities$01,044
U.S. Government agency obligations$2,383,0007,159
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,132,0006,024
Mortgage-backed securities$294,0006,016
Certificates of participation in pools of residential mortgages$294,0005,665
Issued or guaranteed by U.S.$294,0005,635
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,383,0002,146
Available-for-sale securities (fair market value)$07,643
Total debt securities$2,385,0007,558
Structured notes
Amortized cost$349,0001,716
Fair value$351,0001,713
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$2,230,0007,718
U.S. Government securities$2,230,0007,431
U.S. Treasury securities$01,146
U.S. Government agency obligations$2,230,0007,318
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,232,0006,048
Mortgage-backed securities$312,0005,894
Certificates of participation in pools of residential mortgages$312,0005,525
Issued or guaranteed by U.S.$312,0005,503
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,230,0002,248
Available-for-sale securities (fair market value)$07,657
Total debt securities$2,230,0007,674
Structured notes
Amortized cost$523,0001,939
Fair value$525,0001,936
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$1,910,0007,853
U.S. Government securities$1,910,0007,602
U.S. Treasury securities$01,235
U.S. Government agency obligations$1,910,0007,492
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$882,0006,271
Mortgage-backed securities$332,0005,826
Certificates of participation in pools of residential mortgages$332,0005,432
Issued or guaranteed by U.S.$332,0005,410
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,910,0002,389
Available-for-sale securities (fair market value)$07,682
Total debt securities$1,911,0007,806
Structured notes
Amortized cost$424,0002,395
Fair value$422,0002,396
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$1,794,0007,927
U.S. Government securities$1,794,0007,673
U.S. Treasury securities$01,362
U.S. Government agency obligations$1,794,0007,559
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$882,0006,318
Mortgage-backed securities$215,0005,978
Certificates of participation in pools of residential mortgages$215,0005,632
Issued or guaranteed by U.S.$215,0005,611
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,794,0002,441
Available-for-sale securities (fair market value)$07,721
Total debt securities$1,795,0007,877
Structured notes
Amortized cost$349,0002,519
Fair value$342,0002,523
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$1,662,0007,991
U.S. Government securities$1,662,0007,750
U.S. Treasury securities$01,448
U.S. Government agency obligations$1,662,0007,632
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,375
Mortgage-backed securities$233,0005,960
Certificates of participation in pools of residential mortgages$233,0005,615
Issued or guaranteed by U.S.$233,0005,591
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,662,0002,522
Available-for-sale securities (fair market value)$07,742
Total debt securities$1,663,0007,943
Structured notes
Amortized cost$200,0002,706
Fair value$196,0002,745
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$1,650,0008,049
U.S. Government securities$1,650,0007,804
U.S. Treasury securities$01,498
U.S. Government agency obligations$1,650,0007,685
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,403
Mortgage-backed securities$271,0005,917
Certificates of participation in pools of residential mortgages$271,0005,551
Issued or guaranteed by U.S.$271,0005,529
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,650,0002,594
Available-for-sale securities (fair market value)$07,796
Total debt securities$1,650,0008,001
Structured notes
Amortized cost$200,0002,801
Fair value$195,0002,843
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$1,588,0008,132
U.S. Government securities$1,588,0007,898
U.S. Treasury securities$01,574
U.S. Government agency obligations$1,588,0007,775
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,474
Mortgage-backed securities$309,0005,895
Certificates of participation in pools of residential mortgages$309,0005,522
Issued or guaranteed by U.S.$309,0005,495
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,588,0002,673
Available-for-sale securities (fair market value)$07,856
Total debt securities$1,588,0008,086
Structured notes
Amortized cost$200,0002,921
Fair value$194,0002,967
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$1,609,0008,183
U.S. Government securities$1,609,0007,949
U.S. Treasury securities$01,634
U.S. Government agency obligations$1,609,0007,817
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,515
Mortgage-backed securities$330,0005,902
Certificates of participation in pools of residential mortgages$330,0005,528
Issued or guaranteed by U.S.$330,0005,503
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,609,0002,693
Available-for-sale securities (fair market value)$07,901
Total debt securities$1,608,0008,140
Structured notes
Amortized cost$200,0002,984
Fair value$189,0003,029
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$1,631,0008,223
U.S. Government securities$1,631,0007,988
U.S. Treasury securities$01,715
U.S. Government agency obligations$1,631,0007,861
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,540
Mortgage-backed securities$352,0005,916
Certificates of participation in pools of residential mortgages$352,0005,523
Issued or guaranteed by U.S.$352,0005,500
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,631,0002,731
Available-for-sale securities (fair market value)$07,929
Total debt securities$1,632,0008,183
Structured notes
Amortized cost$200,0002,978
Fair value$192,0003,021
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$1,651,0008,269
U.S. Government securities$1,651,0008,027
U.S. Treasury securities$01,737
U.S. Government agency obligations$1,651,0007,899
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$782,0006,565
Mortgage-backed securities$372,0005,955
Certificates of participation in pools of residential mortgages$372,0005,537
Issued or guaranteed by U.S.$372,0005,512
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,651,0002,780
Available-for-sale securities (fair market value)$07,975
Total debt securities$1,651,0008,222
Structured notes
Amortized cost$200,0002,968
Fair value$194,0003,006
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$1,683,0008,290
U.S. Government securities$1,683,0008,034
U.S. Treasury securities$01,786
U.S. Government agency obligations$1,683,0007,911
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$310,0006,896
Mortgage-backed securities$405,0005,959
Certificates of participation in pools of residential mortgages$405,0005,532
Issued or guaranteed by U.S.$405,0005,512
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,683,0002,786
Available-for-sale securities (fair market value)$08,010
Total debt securities$1,683,0008,240
Structured notes
Amortized cost$200,0002,915
Fair value$196,0002,954
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$1,724,0008,315
U.S. Government securities$1,724,0008,060
U.S. Treasury securities$01,839
U.S. Government agency obligations$1,724,0007,928
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$311,0006,899
Mortgage-backed securities$445,0005,979
Certificates of participation in pools of residential mortgages$445,0005,548
Issued or guaranteed by U.S.$445,0005,521
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,724,0002,826
Available-for-sale securities (fair market value)$08,027
Total debt securities$1,724,0008,268
Structured notes
Amortized cost$200,0002,900
Fair value$198,0002,923
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$1,637,0008,402
U.S. Government securities$1,637,0008,146
U.S. Treasury securities$01,963
U.S. Government agency obligations$1,637,0008,012
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$312,0006,950
Mortgage-backed securities$359,0006,150
Certificates of participation in pools of residential mortgages$359,0005,738
Issued or guaranteed by U.S.$359,0005,719
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,637,0002,894
Available-for-sale securities (fair market value)$08,105
Total debt securities$1,637,0008,350
Structured notes
Amortized cost$200,0002,865
Fair value$195,0002,891
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$1,553,0008,450
U.S. Government securities$1,553,0008,198
U.S. Treasury securities$01,963
U.S. Government agency obligations$1,553,0008,064
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$314,0006,960
Mortgage-backed securities$275,0006,279
Certificates of participation in pools of residential mortgages$275,0005,873
Issued or guaranteed by U.S.$275,0005,859
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,553,0002,959
Available-for-sale securities (fair market value)$08,136
Total debt securities$1,554,0008,398
Structured notes
Amortized cost$200,0002,793
Fair value$199,0002,810
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$1,588,0008,481
U.S. Government securities$1,588,0008,234
U.S. Treasury securities$01,990
U.S. Government agency obligations$1,588,0008,103
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$315,0006,999
Mortgage-backed securities$310,0006,283
Certificates of participation in pools of residential mortgages$310,0005,859
Issued or guaranteed by U.S.$310,0005,846
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,588,0002,992
Available-for-sale securities (fair market value)$08,182
Total debt securities$1,587,0008,433
Structured notes
Amortized cost$200,0002,778
Fair value$200,0002,787
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$1,610,0008,551
U.S. Government securities$1,610,0008,306
U.S. Treasury securities$02,098
U.S. Government agency obligations$1,610,0008,161
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$316,0007,035
Mortgage-backed securities$332,0006,333
Certificates of participation in pools of residential mortgages$332,0005,902
Issued or guaranteed by U.S.$332,0005,891
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,610,0002,990
Available-for-sale securities (fair market value)$08,240
Total debt securities$1,609,0008,504
Structured notes
Amortized cost$200,0002,732
Fair value$192,0002,762
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$1,634,0008,550
U.S. Government securities$1,634,0008,263
U.S. Treasury securities$02,082
U.S. Government agency obligations$1,634,0008,118
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$317,0007,031
Mortgage-backed securities$261,0006,456
Certificates of participation in pools of residential mortgages$261,0006,021
Issued or guaranteed by U.S.$261,0006,001
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,634,0002,971
Available-for-sale securities (fair market value)$08,255
Total debt securities$1,634,0008,489
Structured notes
Amortized cost$300,0002,406
Fair value$300,0002,426
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$1,441,0008,672
U.S. Government securities$1,441,0008,426
U.S. Treasury securities$02,227
U.S. Government agency obligations$1,441,0008,280
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$317,0007,044
Mortgage-backed securities$291,0006,454
Certificates of participation in pools of residential mortgages$291,0006,035
Issued or guaranteed by U.S.$291,0006,011
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,441,0003,105
Available-for-sale securities (fair market value)$08,321
Total debt securities$1,441,0008,613
Structured notes
Amortized cost$300,0002,278
Fair value$296,0002,301
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$1,152,0008,756
U.S. Government securities$1,152,0008,503
U.S. Treasury securities$02,287
U.S. Government agency obligations$1,152,0008,354
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$325,0007,069
Mortgage-backed securities$202,0006,628
Certificates of participation in pools of residential mortgages$202,0006,236
Issued or guaranteed by U.S.$202,0006,208
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,152,0003,316
Available-for-sale securities (fair market value)$08,370
Total debt securities$1,153,0008,694
Structured notes
Amortized cost$300,0002,021
Fair value$292,0002,047
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$1,025,0008,806
U.S. Government securities$1,025,0008,565
U.S. Treasury securities$02,322
U.S. Government agency obligations$1,025,0008,418
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$230,0007,183
Mortgage-backed securities$275,0006,565
Certificates of participation in pools of residential mortgages$275,0006,132
Issued or guaranteed by U.S.$275,0006,112
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,025,0003,422
Available-for-sale securities (fair market value)$08,383
Total debt securities$1,026,0008,743
Structured notes
Amortized cost$400,0001,785
Fair value$403,0001,797
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$1,382,0008,761
U.S. Government securities$1,382,0008,503
U.S. Treasury securities$02,382
U.S. Government agency obligations$1,382,0008,344
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$336,0007,122
Mortgage-backed securities$332,0006,530
Certificates of participation in pools of residential mortgages$332,0006,064
Issued or guaranteed by U.S.$332,0006,046
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,382,0003,258
Available-for-sale securities (fair market value)$08,426
Total debt securities$1,381,0008,684
Structured notes
Amortized cost$400,0001,534
Fair value$401,0001,547
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$1,010,0008,909
U.S. Government securities$1,010,0008,682
U.S. Treasury securities$02,544
U.S. Government agency obligations$1,010,0008,534
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$343,0007,145
Mortgage-backed securities$410,0006,444
Certificates of participation in pools of residential mortgages$410,0005,940
Issued or guaranteed by U.S.$410,0005,920
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,010,0003,570
Available-for-sale securities (fair market value)$08,446
Total debt securities$1,010,0008,835
Structured notes
Amortized cost$200,0001,490
Fair value$202,0001,500
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$518,0009,267
U.S. Government securities$518,0009,067
U.S. Treasury securities$03,182
U.S. Government agency obligations$518,0008,913
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$269,0007,395
Mortgage-backed securities$318,0006,580
Certificates of participation in pools of residential mortgages$318,0006,000
Issued or guaranteed by U.S.$318,0005,976
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$518,0004,254
Available-for-sale securities (fair market value)$08,616
Total debt securities$517,0009,195
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$497,0009,639
U.S. Government securities$497,0009,468
U.S. Treasury securities$04,186
U.S. Government agency obligations$497,0009,266
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$194,0007,794
Mortgage-backed securities$179,0006,682
Certificates of participation in pools of residential mortgages$179,0006,132
Issued or guaranteed by U.S.$179,0006,111
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$497,0004,954
Available-for-sale securities (fair market value)$09,343
Total debt securities$497,0009,541
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$485,0009,979
U.S. Government securities$472,0009,839
U.S. Treasury securities$05,412
U.S. Government agency obligations$472,0009,583
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$13,0003,835
Privately issued residential mortgage-backed securities$13,0001,492
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$229,0007,973
Mortgage-backed securities$54,0007,473
Certificates of participation in pools of residential mortgages$41,0007,049
Issued or guaranteed by U.S.$41,0007,032
Privately issued$0307
Collaterized mortgage obligations$13,0004,490
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$13,0001,302
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$485,0005,378
Available-for-sale securities (fair market value)$09,616
Total debt securities$485,0009,897
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$462,00010,199
U.S. Government securities$418,00010,032
U.S. Treasury securities$06,820
U.S. Government agency obligations$418,0009,648
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$44,0003,688
Privately issued residential mortgage-backed securities$44,0001,394
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$331,0007,975
Mortgage-backed securities$129,0007,409
Certificates of participation in pools of residential mortgages$85,0007,056
Issued or guaranteed by U.S.$85,0007,038
Privately issued$0349
Collaterized mortgage obligations$44,0004,644
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$44,0001,194
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$462,0005,946
Available-for-sale securities (fair market value)$09,801
Total debt securities$462,00010,104
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$378,00010,722
U.S. Government securities$275,00010,596
U.S. Treasury securities$50,0007,912
U.S. Government agency obligations$225,00010,154
Securities issued by states & political subdivisions$28,0008,086
Other domestic debt securities$75,0003,424
Privately issued residential mortgage-backed securities$75,0001,322
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$350,0008,381
Mortgage-backed securities$199,0007,601
Certificates of participation in pools of residential mortgages$124,0007,182
Issued or guaranteed by U.S.$124,0007,156
Privately issued$0394
Collaterized mortgage obligations$75,0004,855
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$75,0001,096
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$378,0006,887
Available-for-sale securities (fair market value)$010,178
Total debt securities$378,00010,623
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$191,00011,315
U.S. Government securities$183,00011,194
U.S. Treasury securities$100,0008,688
U.S. Government agency obligations$83,00010,748
Securities issued by states & political subdivisions$8,0008,602
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0009,118
Mortgage-backed securities$83,0008,564
Certificates of participation in pools of residential mortgages$83,0007,957
Issued or guaranteed by U.S.$83,0007,937
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$191,0007,768
Available-for-sale securities (fair market value)$010,545
Total debt securities$191,00011,220
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$223,00011,817
U.S. Government securities$201,00011,696
U.S. Treasury securities$201,0009,961
U.S. Government agency obligations$011,259
Securities issued by states & political subdivisions$22,0008,941
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0009,509
Mortgage-backed securities$09,533
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$172,0008,184
Available-for-sale securities (fair market value)$51,00010,807
Total debt securities$223,00011,720
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$330,00012,450
U.S. Government securities$300,00012,347
U.S. Treasury securities$300,00010,767
U.S. Government agency obligations$011,789
Securities issued by states & political subdivisions$30,0009,412
Other domestic debt securities$05,820
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$04,515
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0009,820
Mortgage-backed securities$010,072
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
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)$230,00011,299
Available-for-sale securities (fair market value)$100,00010,724
Total debt securities$330,00012,371
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$342,00013,072
U.S. Government securities$304,00012,913
U.S. Treasury securities$304,00011,153
U.S. Government agency obligations$012,230
Securities issued by states & political subdivisions$38,0009,633
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,00010,200
Mortgage-backed securities$010,693
Certificates of participation in pools of residential mortgages$09,937
Issued or guaranteed by U.S.$09,878
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$342,00012,963
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$554,00013,591
U.S. Government securities$508,00013,400
U.S. Treasury securities$508,00011,222
U.S. Government agency obligations$012,681
Securities issued by states & political subdivisions$46,0009,635
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$205,00010,469
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$554,00013,474
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA