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Truist Bank, Securities

2020-06-30Rank
Total securities$78,152,000,00011
U.S. Government securities$77,146,000,00010
U.S. Treasury securities$2,194,000,00031
U.S. Government agency obligations$74,952,000,0008
Securities issued by states & political subdivisions$537,000,00058
Other domestic debt securities$29,000,000406
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$27,000,000121
Structured financial products - Total$0154
Other domestic debt securities - All other$2,000,0001,010
Foreign debt securities$6,000,00078
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,719,000,00010
Mortgage-backed securities$73,017,000,0008
Certificates of participation in pools of residential mortgages$45,484,000,0008
Issued or guaranteed by U.S.$45,484,000,0008
Privately issued$0251
Collaterized mortgage obligations$26,042,000,0002
CMOs issued by government agencies or sponsored agencies$26,042,000,0002
Privately issued$0454
Commercial mortgage-backed securities$1,491,000,00040
Commercial mortgage pass-through securities$2,000,000938
Other commercial mortgage-backed securities$1,489,000,00033
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$77,718,000,00010
Total debt securities$77,718,000,00011
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$6,310,000,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$391,000,00017
2020-03-31Rank
Total securities$78,725,000,00011
U.S. Government securities$77,385,000,0008
U.S. Treasury securities$2,203,000,00027
U.S. Government agency obligations$75,182,000,0007
Securities issued by states & political subdivisions$539,000,00055
Other domestic debt securities$329,000,00074
Privately issued residential mortgage-backed securities$298,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$28,000,000114
Structured financial products - Total$0155
Other domestic debt securities - All other$3,000,000797
Foreign debt securities$6,000,00076
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,909,000,00020
Mortgage-backed securities$73,547,000,0007
Certificates of participation in pools of residential mortgages$44,454,000,0008
Issued or guaranteed by U.S.$44,454,000,0008
Privately issued$0267
Collaterized mortgage obligations$27,574,000,0001
CMOs issued by government agencies or sponsored agencies$27,276,000,0001
Privately issued$298,000,00019
Commercial mortgage-backed securities$1,519,000,00041
Commercial mortgage pass-through securities$2,000,000908
Other commercial mortgage-backed securities$1,517,000,00031
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$78,259,000,00010
Total debt securities$78,259,000,00011
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$5,977,000,00010
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$681,000,00017
2019-12-31Rank
Total securities$75,124,000,00011
U.S. Government securities$73,596,000,0008
U.S. Treasury securities$2,161,000,00029
U.S. Government agency obligations$71,435,000,0007
Securities issued by states & political subdivisions$585,000,00048
Other domestic debt securities$402,000,00065
Privately issued residential mortgage-backed securities$368,000,00019
Commercial mortgage-backed securities - Total$0179
Asset backed securities$30,000,000113
Structured financial products - Total$0159
Other domestic debt securities - All other$4,000,000672
Foreign debt securities$6,000,00070
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,670,000,00014
Mortgage-backed securities$69,922,000,0007
Certificates of participation in pools of residential mortgages$42,151,000,0008
Issued or guaranteed by U.S.$42,151,000,0008
Privately issued$0249
Collaterized mortgage obligations$26,430,000,0001
CMOs issued by government agencies or sponsored agencies$26,062,000,0001
Privately issued$368,000,00018
Commercial mortgage-backed securities$1,341,000,00041
Commercial mortgage pass-through securities$2,000,000899
Other commercial mortgage-backed securities$1,339,000,00033
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$74,589,000,0008
Total debt securities$74,589,000,00011
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$5,302,000,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$337,000,00015
2019-09-30Rank
Total securities$55,078,000,00013
U.S. Government securities$53,683,000,00012
U.S. Treasury securities$2,155,000,00029
U.S. Government agency obligations$51,528,000,00010
Securities issued by states & political subdivisions$594,000,00045
Other domestic debt securities$405,000,00065
Privately issued residential mortgage-backed securities$374,000,00018
Commercial mortgage-backed securities - Total$0182
Asset backed securities$31,000,000108
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$11,599,000,00012
Mortgage-backed securities$49,448,000,00011
Certificates of participation in pools of residential mortgages$25,412,000,00011
Issued or guaranteed by U.S.$25,412,000,00011
Privately issued$0287
Collaterized mortgage obligations$22,742,000,0001
CMOs issued by government agencies or sponsored agencies$22,368,000,0001
Privately issued$374,000,00017
Commercial mortgage-backed securities$1,294,000,00041
Commercial mortgage pass-through securities$2,000,000898
Other commercial mortgage-backed securities$1,292,000,00033
Held to maturity securities (book value)$18,768,000,00014
Available-for-sale securities (fair market value)$35,914,000,00014
Total debt securities$54,682,000,00014
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$652,000,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$15,000,00070
2019-06-30Rank
Total securities$45,580,000,00015
U.S. Government securities$44,201,000,00014
U.S. Treasury securities$2,128,000,00031
U.S. Government agency obligations$42,073,000,00011
Securities issued by states & political subdivisions$590,000,00045
Other domestic debt securities$415,000,00063
Privately issued residential mortgage-backed securities$382,000,00018
Commercial mortgage-backed securities - Total$0177
Asset backed securities$33,000,00095
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$12,463,000,00010
Mortgage-backed securities$40,009,000,00012
Certificates of participation in pools of residential mortgages$19,439,000,00013
Issued or guaranteed by U.S.$19,439,000,00013
Privately issued$0244
Collaterized mortgage obligations$19,581,000,0003
CMOs issued by government agencies or sponsored agencies$19,199,000,0003
Privately issued$382,000,00016
Commercial mortgage-backed securities$989,000,00043
Commercial mortgage pass-through securities$2,000,000884
Other commercial mortgage-backed securities$987,000,00035
Held to maturity securities (book value)$19,487,000,00013
Available-for-sale securities (fair market value)$25,719,000,00018
Total debt securities$45,206,000,00015
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$465,000,00022
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$18,000,00062
2019-03-31Rank
Total securities$46,702,000,00015
U.S. Government securities$45,166,000,00014
U.S. Treasury securities$2,895,000,00027
U.S. Government agency obligations$42,271,000,00012
Securities issued by states & political subdivisions$630,000,00044
Other domestic debt securities$531,000,00046
Privately issued residential mortgage-backed securities$497,000,00016
Commercial mortgage-backed securities - Total$0171
Asset backed securities$34,000,00089
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$1,000,000184
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,677,000,00010
Mortgage-backed securities$40,336,000,00013
Certificates of participation in pools of residential mortgages$20,524,000,00013
Issued or guaranteed by U.S.$20,524,000,00013
Privately issued$0248
Collaterized mortgage obligations$19,063,000,0003
CMOs issued by government agencies or sponsored agencies$18,566,000,0004
Privately issued$497,000,00014
Commercial mortgage-backed securities$749,000,00048
Commercial mortgage pass-through securities$2,000,000859
Other commercial mortgage-backed securities$747,000,00040
Held to maturity securities (book value)$20,095,000,00013
Available-for-sale securities (fair market value)$26,233,000,00017
Total debt securities$46,328,000,00016
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$242,000,00026
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$92,000,00024
2018-12-31Rank
Total securities$45,833,000,00015
U.S. Government securities$44,209,000,00014
U.S. Treasury securities$4,407,000,00020
U.S. Government agency obligations$39,802,000,00011
Securities issued by states & political subdivisions$706,000,00045
Other domestic debt securities$541,000,00047
Privately issued residential mortgage-backed securities$505,000,00016
Commercial mortgage-backed securities - Total$0160
Asset backed securities$36,000,00087
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$1,000,000178
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,996,000,00010
Mortgage-backed securities$37,908,000,00013
Certificates of participation in pools of residential mortgages$18,387,000,00012
Issued or guaranteed by U.S.$18,387,000,00012
Privately issued$0211
Collaterized mortgage obligations$18,793,000,0005
CMOs issued by government agencies or sponsored agencies$18,288,000,0004
Privately issued$505,000,00015
Commercial mortgage-backed securities$728,000,00046
Commercial mortgage pass-through securities$2,000,000850
Other commercial mortgage-backed securities$726,000,00037
Held to maturity securities (book value)$20,552,000,00012
Available-for-sale securities (fair market value)$24,905,000,00017
Total debt securities$45,457,000,00015
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$152,000,00029
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$135,000,00026
2018-09-30Rank
Total securities$45,631,000,00015
U.S. Government securities$43,887,000,00014
U.S. Treasury securities$3,343,000,00025
U.S. Government agency obligations$40,544,000,00011
Securities issued by states & political subdivisions$779,000,00043
Other domestic debt securities$567,000,00046
Privately issued residential mortgage-backed securities$529,000,00016
Commercial mortgage-backed securities - Total$0150
Asset backed securities$38,000,00081
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$1,000,000179
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,470,000,00010
Mortgage-backed securities$38,676,000,00013
Certificates of participation in pools of residential mortgages$18,757,000,00012
Issued or guaranteed by U.S.$18,757,000,00012
Privately issued$0145
Collaterized mortgage obligations$19,197,000,0003
CMOs issued by government agencies or sponsored agencies$18,668,000,0004
Privately issued$529,000,00015
Commercial mortgage-backed securities$722,000,00044
Commercial mortgage pass-through securities$2,000,000842
Other commercial mortgage-backed securities$720,000,00037
Held to maturity securities (book value)$21,082,000,00012
Available-for-sale securities (fair market value)$24,152,000,00017
Total debt securities$45,234,000,00015
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$94,000,00035
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$268,000,00019
2018-06-30Rank
Total securities$45,903,000,00015
U.S. Government securities$43,945,000,00014
U.S. Treasury securities$3,288,000,00024
U.S. Government agency obligations$40,657,000,00011
Securities issued by states & political subdivisions$996,000,00034
Other domestic debt securities$593,000,00045
Privately issued residential mortgage-backed securities$554,000,00017
Commercial mortgage-backed securities - Total$0147
Asset backed securities$39,000,00078
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$1,000,000178
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,654,000,00010
Mortgage-backed securities$38,838,000,00012
Certificates of participation in pools of residential mortgages$19,462,000,00012
Issued or guaranteed by U.S.$19,462,000,00012
Privately issued$0453
Collaterized mortgage obligations$18,642,000,0004
CMOs issued by government agencies or sponsored agencies$18,088,000,0004
Privately issued$554,000,00015
Commercial mortgage-backed securities$734,000,00044
Commercial mortgage pass-through securities$2,000,000825
Other commercial mortgage-backed securities$732,000,00037
Held to maturity securities (book value)$21,749,000,00011
Available-for-sale securities (fair market value)$23,786,000,00018
Total debt securities$45,535,000,00015
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$99,000,00037
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$232,000,00019
2018-03-31Rank
Total securities$47,638,000,00014
U.S. Government securities$45,429,000,00013
U.S. Treasury securities$3,299,000,00023
U.S. Government agency obligations$42,130,000,00011
Securities issued by states & political subdivisions$1,223,000,00026
Other domestic debt securities$619,000,00043
Privately issued residential mortgage-backed securities$578,000,00017
Commercial mortgage-backed securities - Total$0147
Asset backed securities$41,000,00076
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$1,000,000176
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,119,000,0009
Mortgage-backed securities$40,334,000,00012
Certificates of participation in pools of residential mortgages$20,089,000,00011
Issued or guaranteed by U.S.$20,089,000,00011
Privately issued$067
Collaterized mortgage obligations$19,547,000,0003
CMOs issued by government agencies or sponsored agencies$18,969,000,0003
Privately issued$578,000,00015
Commercial mortgage-backed securities$698,000,00045
Commercial mortgage pass-through securities$2,000,000655
Other commercial mortgage-backed securities$696,000,00037
Held to maturity securities (book value)$22,390,000,00010
Available-for-sale securities (fair market value)$24,882,000,00017
Total debt securities$47,272,000,00014
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$98,000,00032
Revaluation gains on off-balance sheet contracts$94,000,00024
Revaluation losses on off-balance sheet contracts$197,000,00020
2017-12-31Rank
Total securities$47,439,000,00013
U.S. Government securities$45,393,000,00011
U.S. Treasury securities$3,255,000,00021
U.S. Government agency obligations$42,138,000,00011
Securities issued by states & political subdivisions$1,420,000,00021
Other domestic debt securities$617,000,00039
Privately issued residential mortgage-backed securities$576,000,00017
Commercial mortgage-backed securities - Total$0146
Asset backed securities$41,000,00072
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$1,000,000179
Equity securities$8,000,000169
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,458,000,0009
Mortgage-backed securities$40,337,000,00011
Certificates of participation in pools of residential mortgages$19,939,000,00011
Issued or guaranteed by U.S.$19,939,000,00011
Privately issued$064
Collaterized mortgage obligations$19,794,000,0003
CMOs issued by government agencies or sponsored agencies$19,218,000,0003
Privately issued$576,000,00015
Commercial mortgage-backed securities$604,000,00046
Commercial mortgage pass-through securities$2,000,000662
Other commercial mortgage-backed securities$602,000,00037
Held to maturity securities (book value)$23,026,000,00012
Available-for-sale securities (fair market value)$24,413,000,00017
Total debt securities$47,431,000,00013
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$574,000,00022
Revaluation gains on off-balance sheet contracts$207,000,00020
Revaluation losses on off-balance sheet contracts$224,000,00017
2017-09-30Rank
Total securities$46,495,000,00013
U.S. Government securities$44,202,000,00013
U.S. Treasury securities$3,074,000,00020
U.S. Government agency obligations$41,128,000,00011
Securities issued by states & political subdivisions$1,633,000,00019
Other domestic debt securities$651,000,00038
Privately issued residential mortgage-backed securities$608,000,00014
Commercial mortgage-backed securities - Total$0146
Asset backed securities$43,000,00067
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$1,000,000190
Equity securities$8,000,000171
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,799,000,0008
Mortgage-backed securities$39,357,000,00011
Certificates of participation in pools of residential mortgages$17,745,000,00011
Issued or guaranteed by U.S.$17,745,000,00011
Privately issued$069
Collaterized mortgage obligations$21,011,000,0003
CMOs issued by government agencies or sponsored agencies$20,403,000,0003
Privately issued$608,000,00012
Commercial mortgage-backed securities$601,000,00045
Commercial mortgage pass-through securities$2,000,000672
Other commercial mortgage-backed securities$599,000,00037
Held to maturity securities (book value)$23,446,000,00010
Available-for-sale securities (fair market value)$23,049,000,00018
Total debt securities$46,487,000,00013
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$579,000,00022
Revaluation gains on off-balance sheet contracts$238,000,00020
Revaluation losses on off-balance sheet contracts$259,000,00015
2017-06-30Rank
Total securities$45,147,000,00013
U.S. Government securities$42,598,000,00011
U.S. Treasury securities$4,671,000,00018
U.S. Government agency obligations$37,927,000,00011
Securities issued by states & political subdivisions$1,863,000,00016
Other domestic debt securities$677,000,00040
Privately issued residential mortgage-backed securities$632,000,00015
Commercial mortgage-backed securities - Total$0138
Asset backed securities$45,000,00063
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$1,000,000197
Equity securities$8,000,000168
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,343,000,0008
Mortgage-backed securities$36,180,000,00011
Certificates of participation in pools of residential mortgages$13,160,000,00015
Issued or guaranteed by U.S.$13,160,000,00015
Privately issued$067
Collaterized mortgage obligations$22,409,000,0003
CMOs issued by government agencies or sponsored agencies$21,777,000,0003
Privately issued$632,000,00013
Commercial mortgage-backed securities$611,000,00043
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$611,000,00037
Held to maturity securities (book value)$18,384,000,00012
Available-for-sale securities (fair market value)$26,763,000,00017
Total debt securities$45,139,000,00013
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$600,000,00020
Revaluation gains on off-balance sheet contracts$252,000,00020
Revaluation losses on off-balance sheet contracts$276,000,00016
2017-03-31Rank
Total securities$44,742,532,00014
U.S. Government securities$41,946,348,00013
U.S. Treasury securities$4,559,325,00018
U.S. Government agency obligations$37,387,023,00010
Securities issued by states & political subdivisions$2,095,488,00016
Other domestic debt securities$690,187,00037
Privately issued residential mortgage-backed securities$643,068,00014
Commercial mortgage-backed securities - Total$0146
Asset backed securities$46,905,00066
Structured financial products - Total$0221
Other domestic debt securities - All other$214,0001,656
Foreign debt securities$625,000240
Equity securities$9,884,000150
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,411,576,0008
Mortgage-backed securities$35,652,208,00010
Certificates of participation in pools of residential mortgages$13,401,837,00014
Issued or guaranteed by U.S.$13,401,837,00014
Privately issued$066
Collaterized mortgage obligations$21,641,688,0003
CMOs issued by government agencies or sponsored agencies$20,998,620,0003
Privately issued$643,068,00012
Commercial mortgage-backed securities$608,683,00043
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$608,683,00037
Held to maturity securities (book value)$18,208,793,00012
Available-for-sale securities (fair market value)$26,533,739,00017
Total debt securities$44,732,648,00014
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$593,011,00019
Revaluation gains on off-balance sheet contracts$258,070,00020
Revaluation losses on off-balance sheet contracts$276,913,00015
2016-12-31Rank
Total securities$43,468,467,00015
U.S. Government securities$40,414,446,00014
U.S. Treasury securities$3,549,220,00020
U.S. Government agency obligations$36,865,226,00010
Securities issued by states & political subdivisions$2,314,589,00015
Other domestic debt securities$727,773,00037
Privately issued residential mortgage-backed securities$678,865,00014
Commercial mortgage-backed securities - Total$0137
Asset backed securities$48,694,00065
Structured financial products - Total$0226
Other domestic debt securities - All other$214,0001,665
Foreign debt securities$625,000239
Equity securities$11,034,000138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,327,966,0008
Mortgage-backed securities$35,167,505,00011
Certificates of participation in pools of residential mortgages$12,690,909,00015
Issued or guaranteed by U.S.$12,690,909,00015
Privately issued$071
Collaterized mortgage obligations$21,933,138,0003
CMOs issued by government agencies or sponsored agencies$21,254,273,0003
Privately issued$678,865,00012
Commercial mortgage-backed securities$543,458,00043
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$543,458,00040
Held to maturity securities (book value)$16,678,475,00011
Available-for-sale securities (fair market value)$26,789,992,00017
Total debt securities$43,457,433,00015
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$617,448,00020
Revaluation gains on off-balance sheet contracts$289,906,00020
Revaluation losses on off-balance sheet contracts$308,096,00016
2016-09-30Rank
Total securities$47,054,229,00014
U.S. Government securities$43,799,927,00012
U.S. Treasury securities$3,610,902,00019
U.S. Government agency obligations$40,189,025,00010
Securities issued by states & political subdivisions$2,476,308,00014
Other domestic debt securities$772,224,00037
Privately issued residential mortgage-backed securities$721,511,00014
Commercial mortgage-backed securities - Total$0131
Asset backed securities$50,499,00066
Structured financial products - Total$0228
Other domestic debt securities - All other$214,0001,671
Foreign debt securities$625,000233
Equity securities$5,145,000220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,906,413,0008
Mortgage-backed securities$38,538,655,00010
Certificates of participation in pools of residential mortgages$13,612,585,00014
Issued or guaranteed by U.S.$13,612,585,00014
Privately issued$067
Collaterized mortgage obligations$24,405,112,0002
CMOs issued by government agencies or sponsored agencies$23,683,601,0002
Privately issued$721,511,00012
Commercial mortgage-backed securities$520,958,00043
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$520,958,00040
Held to maturity securities (book value)$17,747,035,00011
Available-for-sale securities (fair market value)$29,307,194,00016
Total debt securities$47,049,084,00014
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$832,578,00015
Revaluation gains on off-balance sheet contracts$510,268,00019
Revaluation losses on off-balance sheet contracts$548,586,00014
2016-06-30Rank
Total securities$46,872,265,00014
U.S. Government securities$43,460,777,00013
U.S. Treasury securities$2,144,559,00022
U.S. Government agency obligations$41,316,218,0008
Securities issued by states & political subdivisions$2,605,604,00012
Other domestic debt securities$800,176,00038
Privately issued residential mortgage-backed securities$747,656,00014
Commercial mortgage-backed securities - Total$0142
Asset backed securities$52,306,00064
Structured financial products - Total$0235
Other domestic debt securities - All other$214,0001,686
Foreign debt securities$625,000233
Equity securities$5,083,000231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,378,186,0009
Mortgage-backed securities$38,118,147,00010
Certificates of participation in pools of residential mortgages$12,789,412,00015
Issued or guaranteed by U.S.$12,789,412,00015
Privately issued$071
Collaterized mortgage obligations$24,802,280,0002
CMOs issued by government agencies or sponsored agencies$24,054,624,0002
Privately issued$747,656,00012
Commercial mortgage-backed securities$526,455,00042
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$526,455,00040
Held to maturity securities (book value)$18,759,148,00011
Available-for-sale securities (fair market value)$28,113,117,00017
Total debt securities$46,867,182,00014
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$905,346,00016
Revaluation gains on off-balance sheet contracts$581,695,00020
Revaluation losses on off-balance sheet contracts$616,909,00016
2016-03-31Rank
Total securities$46,351,233,00014
U.S. Government securities$43,094,460,00012
U.S. Treasury securities$2,040,912,00023
U.S. Government agency obligations$41,053,548,0008
Securities issued by states & political subdivisions$2,393,017,00014
Other domestic debt securities$857,901,00038
Privately issued residential mortgage-backed securities$803,418,00014
Commercial mortgage-backed securities - Total$0153
Asset backed securities$54,269,00061
Structured financial products - Total$0235
Other domestic debt securities - All other$214,0001,699
Foreign debt securities$625,000230
Equity securities$5,230,000219
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,646,097,0009
Mortgage-backed securities$37,161,536,00010
Certificates of participation in pools of residential mortgages$10,068,097,00017
Issued or guaranteed by U.S.$10,068,097,00017
Privately issued$066
Collaterized mortgage obligations$26,618,328,0002
CMOs issued by government agencies or sponsored agencies$25,814,910,0002
Privately issued$803,418,00012
Commercial mortgage-backed securities$475,111,00046
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$475,111,00041
Held to maturity securities (book value)$19,348,334,00010
Available-for-sale securities (fair market value)$27,002,899,00017
Total debt securities$46,346,003,00014
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$776,687,00019
Revaluation gains on off-balance sheet contracts$479,091,00020
Revaluation losses on off-balance sheet contracts$515,235,00018
2015-12-31Rank
Total securities$43,699,405,00014
U.S. Government securities$40,213,123,00013
U.S. Treasury securities$2,804,334,00020
U.S. Government agency obligations$37,408,789,00010
Securities issued by states & political subdivisions$2,436,103,00014
Other domestic debt securities$1,045,456,00033
Privately issued residential mortgage-backed securities$989,120,00014
Commercial mortgage-backed securities - Total$0131
Asset backed securities$56,122,00063
Structured financial products - Total$0235
Other domestic debt securities - All other$214,0001,687
Foreign debt securities$625,000218
Equity securities$4,098,000268
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,016,714,0009
Mortgage-backed securities$33,302,082,00011
Certificates of participation in pools of residential mortgages$5,888,011,00024
Issued or guaranteed by U.S.$5,888,011,00022
Privately issued$066
Collaterized mortgage obligations$27,052,231,0002
CMOs issued by government agencies or sponsored agencies$26,063,111,0002
Privately issued$989,120,00012
Commercial mortgage-backed securities$361,840,00051
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$361,840,00046
Held to maturity securities (book value)$18,527,139,00011
Available-for-sale securities (fair market value)$25,172,266,00017
Total debt securities$43,695,307,00014
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$815,927,00016
Revaluation gains on off-balance sheet contracts$347,216,00017
Revaluation losses on off-balance sheet contracts$375,473,00017
2015-09-30Rank
Total securities$43,345,587,00014
U.S. Government securities$39,793,298,00012
U.S. Treasury securities$2,559,132,00020
U.S. Government agency obligations$37,234,166,00010
Securities issued by states & political subdivisions$2,445,696,00013
Other domestic debt securities$1,101,699,00031
Privately issued residential mortgage-backed securities$1,044,969,00014
Commercial mortgage-backed securities - Total$0140
Asset backed securities$56,516,00062
Structured financial products - Total$0235
Other domestic debt securities - All other$214,0001,705
Foreign debt securities$625,000221
Equity securities$4,269,000269
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,777,453,0009
Mortgage-backed securities$32,884,295,00012
Certificates of participation in pools of residential mortgages$6,105,275,00024
Issued or guaranteed by U.S.$6,105,275,00022
Privately issued$065
Collaterized mortgage obligations$26,409,731,0003
CMOs issued by government agencies or sponsored agencies$25,364,762,0002
Privately issued$1,044,969,00012
Commercial mortgage-backed securities$369,289,00047
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$369,289,00040
Held to maturity securities (book value)$19,222,833,0009
Available-for-sale securities (fair market value)$24,122,754,00017
Total debt securities$43,341,318,00014
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$723,313,00016
Revaluation gains on off-balance sheet contracts$431,185,00017
Revaluation losses on off-balance sheet contracts$468,116,00018
2015-06-30Rank
Total securities$40,471,799,00014
U.S. Government securities$36,518,154,00013
U.S. Treasury securities$2,354,711,00020
U.S. Government agency obligations$34,163,443,0009
Securities issued by states & political subdivisions$2,262,796,00014
Other domestic debt securities$1,685,698,00026
Privately issued residential mortgage-backed securities$1,097,814,00014
Commercial mortgage-backed securities - Total$0123
Asset backed securities$587,670,00023
Structured financial products - Total$0242
Other domestic debt securities - All other$214,0001,731
Foreign debt securities$625,000226
Equity securities$4,526,000259
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,231,959,0009
Mortgage-backed securities$29,866,710,00012
Certificates of participation in pools of residential mortgages$8,327,974,00020
Issued or guaranteed by U.S.$8,327,974,00019
Privately issued$067
Collaterized mortgage obligations$21,165,658,0004
CMOs issued by government agencies or sponsored agencies$20,067,844,0002
Privately issued$1,097,814,00012
Commercial mortgage-backed securities$373,078,00045
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$373,078,00039
Held to maturity securities (book value)$19,414,978,0009
Available-for-sale securities (fair market value)$21,056,821,00018
Total debt securities$40,467,273,00014
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$651,059,00017
Revaluation gains on off-balance sheet contracts$325,921,00018
Revaluation losses on off-balance sheet contracts$366,241,00017
2015-03-31Rank
Total securities$41,930,827,00014
U.S. Government securities$37,861,392,00013
U.S. Treasury securities$2,303,821,00019
U.S. Government agency obligations$35,557,571,0009
Securities issued by states & political subdivisions$2,280,087,00014
Other domestic debt securities$1,747,953,00026
Privately issued residential mortgage-backed securities$1,149,644,00014
Commercial mortgage-backed securities - Total$0117
Asset backed securities$598,095,00023
Structured financial products - Total$0236
Other domestic debt securities - All other$214,0001,764
Foreign debt securities$625,000230
Equity securities$40,770,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,803,362,0009
Mortgage-backed securities$31,312,956,00012
Certificates of participation in pools of residential mortgages$8,843,412,00020
Issued or guaranteed by U.S.$8,843,412,00019
Privately issued$070
Collaterized mortgage obligations$22,201,885,0004
CMOs issued by government agencies or sponsored agencies$21,052,241,0002
Privately issued$1,149,644,00012
Commercial mortgage-backed securities$267,659,00057
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$267,659,00046
Held to maturity securities (book value)$20,392,154,0008
Available-for-sale securities (fair market value)$21,538,673,00018
Total debt securities$41,890,057,00014
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$709,664,00017
Revaluation gains on off-balance sheet contracts$403,099,00021
Revaluation losses on off-balance sheet contracts$446,576,00018
2014-12-31Rank
Total securities$40,888,826,00014
U.S. Government securities$36,759,701,00011
U.S. Treasury securities$2,101,106,00018
U.S. Government agency obligations$34,658,595,0009
Securities issued by states & political subdivisions$2,285,568,00013
Other domestic debt securities$1,801,854,00025
Privately issued residential mortgage-backed securities$1,195,630,00014
Commercial mortgage-backed securities - Total$0120
Asset backed securities$606,010,00021
Structured financial products - Total$0236
Other domestic debt securities - All other$214,0001,783
Foreign debt securities$625,000214
Equity securities$41,078,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,611,927,0009
Mortgage-backed securities$30,460,255,00012
Certificates of participation in pools of residential mortgages$8,703,171,00018
Issued or guaranteed by U.S.$8,703,171,00017
Privately issued$075
Collaterized mortgage obligations$21,510,815,0005
CMOs issued by government agencies or sponsored agencies$20,315,185,0002
Privately issued$1,195,630,00012
Commercial mortgage-backed securities$246,269,00055
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$246,269,00043
Held to maturity securities (book value)$20,217,135,0007
Available-for-sale securities (fair market value)$20,671,691,00018
Total debt securities$40,847,748,00014
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$656,569,00017
Revaluation gains on off-balance sheet contracts$363,687,00020
Revaluation losses on off-balance sheet contracts$431,500,00017
2014-09-30Rank
Total securities$41,831,414,00013
U.S. Government securities$37,646,106,0009
U.S. Treasury securities$2,061,946,00017
U.S. Government agency obligations$35,584,160,0008
Securities issued by states & political subdivisions$2,278,993,00012
Other domestic debt securities$1,864,259,00025
Privately issued residential mortgage-backed securities$1,248,512,00014
Commercial mortgage-backed securities - Total$0141
Asset backed securities$615,533,00022
Structured financial products - Total$0253
Other domestic debt securities - All other$214,0001,813
Foreign debt securities$625,000213
Equity securities$41,431,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,685,134,00010
Mortgage-backed securities$31,438,987,00012
Certificates of participation in pools of residential mortgages$9,021,737,00018
Issued or guaranteed by U.S.$9,021,737,00017
Privately issued$073
Collaterized mortgage obligations$22,170,515,0005
CMOs issued by government agencies or sponsored agencies$20,922,003,0002
Privately issued$1,248,512,00012
Commercial mortgage-backed securities$246,735,00054
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$246,735,00042
Held to maturity securities (book value)$20,693,362,0007
Available-for-sale securities (fair market value)$21,138,052,00018
Total debt securities$41,789,983,00013
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$628,980,00016
Revaluation gains on off-balance sheet contracts$345,965,00018
Revaluation losses on off-balance sheet contracts$410,211,00014
2014-06-30Rank
Total securities$41,197,037,00014
U.S. Government securities$37,173,741,00010
U.S. Treasury securities$2,064,643,00016
U.S. Government agency obligations$35,109,098,0008
Securities issued by states & political subdivisions$2,269,922,00012
Other domestic debt securities$1,710,615,00028
Privately issued residential mortgage-backed securities$1,294,901,00014
Commercial mortgage-backed securities - Total$0128
Asset backed securities$415,500,00030
Structured financial products - Total$0259
Other domestic debt securities - All other$214,0001,873
Foreign debt securities$625,000212
Equity securities$42,134,00045
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,351,891,00019
Mortgage-backed securities$30,800,080,00012
Certificates of participation in pools of residential mortgages$8,667,130,00018
Issued or guaranteed by U.S.$8,667,130,00017
Privately issued$075
Collaterized mortgage obligations$21,920,430,0006
CMOs issued by government agencies or sponsored agencies$20,625,529,0002
Privately issued$1,294,901,00012
Commercial mortgage-backed securities$212,520,00057
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$212,520,00042
Held to maturity securities (book value)$20,398,138,0007
Available-for-sale securities (fair market value)$20,798,899,00018
Total debt securities$41,154,903,00014
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$673,617,00015
Revaluation gains on off-balance sheet contracts$389,215,00018
Revaluation losses on off-balance sheet contracts$492,754,00012
2014-03-31Rank
Total securities$41,137,321,00014
U.S. Government securities$37,103,403,00010
U.S. Treasury securities$1,663,080,00013
U.S. Government agency obligations$35,440,323,0008
Securities issued by states & political subdivisions$2,226,200,00012
Other domestic debt securities$1,763,526,00027
Privately issued residential mortgage-backed securities$1,337,257,00014
Commercial mortgage-backed securities - Total$0127
Asset backed securities$426,055,00030
Structured financial products - Total$0268
Other domestic debt securities - All other$214,0001,923
Foreign debt securities$1,025,000174
Equity securities$43,167,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,043,368,00019
Mortgage-backed securities$31,174,163,00011
Certificates of participation in pools of residential mortgages$8,997,040,00018
Issued or guaranteed by U.S.$8,997,040,00016
Privately issued$076
Collaterized mortgage obligations$21,982,903,0005
CMOs issued by government agencies or sponsored agencies$20,645,646,0002
Privately issued$1,337,257,00012
Commercial mortgage-backed securities$194,220,00056
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$194,220,00042
Held to maturity securities (book value)$20,779,438,0006
Available-for-sale securities (fair market value)$20,357,883,00017
Total debt securities$41,094,154,00014
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$656,747,00015
Revaluation gains on off-balance sheet contracts$387,918,00017
Revaluation losses on off-balance sheet contracts$458,080,00013
2013-12-31Rank
Total securities$40,128,895,00014
U.S. Government securities$36,113,893,00010
U.S. Treasury securities$959,089,00018
U.S. Government agency obligations$35,154,804,0009
Securities issued by states & political subdivisions$2,163,919,00013
Other domestic debt securities$1,806,136,00026
Privately issued residential mortgage-backed securities$1,371,214,00014
Commercial mortgage-backed securities - Total$0125
Asset backed securities$434,708,00029
Structured financial products - Total$0292
Other domestic debt securities - All other$214,0001,967
Foreign debt securities$625,000213
Equity securities$44,322,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,891,609,00012
Mortgage-backed securities$30,923,224,00012
Certificates of participation in pools of residential mortgages$9,107,762,00016
Issued or guaranteed by U.S.$9,107,762,00015
Privately issued$081
Collaterized mortgage obligations$21,647,627,0006
CMOs issued by government agencies or sponsored agencies$20,276,413,0003
Privately issued$1,371,214,00012
Commercial mortgage-backed securities$167,835,00059
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$167,835,00045
Held to maturity securities (book value)$18,065,343,0007
Available-for-sale securities (fair market value)$22,063,552,00015
Total debt securities$40,084,573,00014
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$670,654,00017
Revaluation gains on off-balance sheet contracts$410,930,00016
Revaluation losses on off-balance sheet contracts$480,520,00014
2013-09-30Rank
Total securities$36,266,512,00014
U.S. Government securities$32,221,929,00012
U.S. Treasury securities$469,889,00022
U.S. Government agency obligations$31,752,040,0009
Securities issued by states & political subdivisions$2,174,339,00013
Other domestic debt securities$1,853,457,00026
Privately issued residential mortgage-backed securities$1,408,729,00013
Commercial mortgage-backed securities - Total$0126
Asset backed securities$443,889,00031
Structured financial products - Total$0318
Other domestic debt securities - All other$839,0001,612
Foreign debt securities$0328
Equity securities$16,787,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,510,632,00010
Mortgage-backed securities$27,778,825,00012
Certificates of participation in pools of residential mortgages$9,585,388,00016
Issued or guaranteed by U.S.$9,585,388,00015
Privately issued$080
Collaterized mortgage obligations$18,138,348,0007
CMOs issued by government agencies or sponsored agencies$16,729,619,0004
Privately issued$1,408,729,00012
Commercial mortgage-backed securities$55,089,000104
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$55,089,00075
Held to maturity securities (book value)$13,494,102,0007
Available-for-sale securities (fair market value)$22,772,410,00015
Total debt securities$36,249,725,00014
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$700,357,00016
Revaluation gains on off-balance sheet contracts$459,480,00016
Revaluation losses on off-balance sheet contracts$553,914,00012
2013-06-30Rank
Total securities$38,032,729,00014
U.S. Government securities$33,883,319,00010
U.S. Treasury securities$296,642,00030
U.S. Government agency obligations$33,586,677,0009
Securities issued by states & political subdivisions$2,204,432,00013
Other domestic debt securities$1,939,641,00027
Privately issued residential mortgage-backed securities$1,482,909,00013
Commercial mortgage-backed securities - Total$0134
Asset backed securities$455,853,00031
Structured financial products - Total$0318
Other domestic debt securities - All other$879,0001,644
Foreign debt securities$0316
Equity securities$5,337,000254
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,258,568,00010
Mortgage-backed securities$29,869,366,00012
Certificates of participation in pools of residential mortgages$10,202,110,00016
Issued or guaranteed by U.S.$10,202,110,00015
Privately issued$083
Collaterized mortgage obligations$19,667,256,0007
CMOs issued by government agencies or sponsored agencies$18,184,347,0004
Privately issued$1,482,909,00012
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$13,714,993,0006
Available-for-sale securities (fair market value)$24,317,736,00015
Total debt securities$38,027,392,00014
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$707,787,00017
Revaluation gains on off-balance sheet contracts$479,634,00016
Revaluation losses on off-balance sheet contracts$512,454,00015
2013-03-31Rank
Total securities$37,092,931,00014
U.S. Government securities$32,744,459,00012
U.S. Treasury securities$200,091,00036
U.S. Government agency obligations$32,544,368,00011
Securities issued by states & political subdivisions$2,317,544,00011
Other domestic debt securities$2,030,234,00026
Privately issued residential mortgage-backed securities$1,562,652,00013
Commercial mortgage-backed securities - Total$0135
Asset backed securities$466,703,00030
Structured financial products - Total$0323
Other domestic debt securities - All other$879,0001,619
Foreign debt securities$0322
Equity securities$694,000695
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,774,119,0009
Mortgage-backed securities$29,709,849,00012
Certificates of participation in pools of residential mortgages$11,505,457,00013
Issued or guaranteed by U.S.$11,505,457,00013
Privately issued$083
Collaterized mortgage obligations$18,204,392,0007
CMOs issued by government agencies or sponsored agencies$16,641,740,0004
Privately issued$1,562,652,00012
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$13,082,645,0005
Available-for-sale securities (fair market value)$24,010,286,00016
Total debt securities$37,092,237,00014
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$879,205,00017
Revaluation gains on off-balance sheet contracts$639,789,00017
Revaluation losses on off-balance sheet contracts$671,764,00013
2012-12-31Rank
Total securities$38,410,391,00013
U.S. Government securities$33,811,368,00012
U.S. Treasury securities$162,705,00045
U.S. Government agency obligations$33,648,663,00011
Securities issued by states & political subdivisions$2,335,357,00011
Other domestic debt securities$2,263,666,00024
Privately issued residential mortgage-backed securities$1,578,687,00012
Commercial mortgage-backed securities - Total$0125
Asset backed securities$684,100,00025
Structured financial products - Total$0329
Other domestic debt securities - All other$879,0001,591
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$19,016,910,00010
Mortgage-backed securities$31,619,042,00012
Certificates of participation in pools of residential mortgages$12,750,291,00012
Issued or guaranteed by U.S.$12,750,291,00012
Privately issued$085
Collaterized mortgage obligations$18,868,751,0007
CMOs issued by government agencies or sponsored agencies$17,290,064,0004
Privately issued$1,578,687,00011
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$13,518,542,0004
Available-for-sale securities (fair market value)$24,891,849,00016
Total debt securities$38,410,391,00013
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$938,976,00018
Revaluation gains on off-balance sheet contracts$715,030,00018
Revaluation losses on off-balance sheet contracts$749,117,00013
2012-09-30Rank
Total securities$36,884,781,00013
U.S. Government securities$32,272,746,00012
U.S. Treasury securities$153,871,00043
U.S. Government agency obligations$32,118,875,00010
Securities issued by states & political subdivisions$2,340,237,00010
Other domestic debt securities$2,271,642,00025
Privately issued residential mortgage-backed securities$1,572,122,00012
Commercial mortgage-backed securities - Total$0122
Asset backed securities$698,641,00025
Structured financial products - Total$0340
Other domestic debt securities - All other$879,0001,648
Foreign debt securities$0302
Equity securities$156,000912
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,899,998,00011
Mortgage-backed securities$31,167,968,00011
Certificates of participation in pools of residential mortgages$13,701,262,00011
Issued or guaranteed by U.S.$13,701,262,00011
Privately issued$088
Collaterized mortgage obligations$17,466,706,0009
CMOs issued by government agencies or sponsored agencies$15,894,584,0005
Privately issued$1,572,122,00011
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$13,057,289,0004
Available-for-sale securities (fair market value)$23,827,492,00016
Total debt securities$36,884,625,00013
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$1,001,262,00018
Revaluation gains on off-balance sheet contracts$782,890,00016
Revaluation losses on off-balance sheet contracts$809,520,00014
2012-06-30Rank
Total securities$37,267,021,00012
U.S. Government securities$32,695,618,00011
U.S. Treasury securities$138,374,00049
U.S. Government agency obligations$32,557,244,00010
Securities issued by states & political subdivisions$2,304,773,0009
Other domestic debt securities$2,266,487,00024
Privately issued residential mortgage-backed securities$1,554,947,00012
Commercial mortgage-backed securities - Total$0125
Asset backed securities$710,661,00024
Structured financial products - Total$0339
Other domestic debt securities - All other$879,0001,641
Foreign debt securities$0295
Equity securities$143,000927
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,230,948,00012
Mortgage-backed securities$33,548,366,00011
Certificates of participation in pools of residential mortgages$14,304,732,00011
Issued or guaranteed by U.S.$14,304,732,00011
Privately issued$094
Collaterized mortgage obligations$19,243,634,0008
CMOs issued by government agencies or sponsored agencies$17,688,687,0005
Privately issued$1,554,947,00011
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$12,490,267,0004
Available-for-sale securities (fair market value)$24,776,754,00016
Total debt securities$37,266,878,00012
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$971,207,00019
Revaluation gains on off-balance sheet contracts$764,853,00017
Revaluation losses on off-balance sheet contracts$799,940,00016
2012-03-31Rank
Total securities$37,480,345,00012
U.S. Government securities$33,090,158,00011
U.S. Treasury securities$137,266,00047
U.S. Government agency obligations$32,952,892,00010
Securities issued by states & political subdivisions$2,271,746,0009
Other domestic debt securities$2,117,647,00026
Privately issued residential mortgage-backed securities$1,602,288,00012
Commercial mortgage-backed securities - Total$0130
Asset backed securities$514,480,00027
Structured financial products - Total$0346
Other domestic debt securities - All other$879,0001,633
Foreign debt securities$0227
Equity securities$794,000645
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,490,002,00010
Mortgage-backed securities$33,988,290,00010
Certificates of participation in pools of residential mortgages$13,701,090,00011
Issued or guaranteed by U.S.$13,701,090,00011
Privately issued$094
Collaterized mortgage obligations$20,287,200,0007
CMOs issued by government agencies or sponsored agencies$18,684,912,0005
Privately issued$1,602,288,00011
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$13,395,729,0004
Available-for-sale securities (fair market value)$24,084,616,00017
Total debt securities$37,479,551,00012
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$897,988,00019
Revaluation gains on off-balance sheet contracts$684,726,00016
Revaluation losses on off-balance sheet contracts$719,047,00015
2011-12-31Rank
Total securities$36,025,901,00013
U.S. Government securities$31,631,477,00011
U.S. Treasury securities$114,341,00049
U.S. Government agency obligations$31,517,136,0008
Securities issued by states & political subdivisions$2,247,923,00010
Other domestic debt securities$2,146,265,00023
Privately issued residential mortgage-backed securities$1,619,439,00012
Commercial mortgage-backed securities - Total$0110
Asset backed securities$525,947,00021
Structured financial products - Total$0321
Other domestic debt securities - All other$879,0001,548
Foreign debt securities$0182
Equity securities$236,000836
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,462,542,00010
Mortgage-backed securities$32,567,307,00010
Certificates of participation in pools of residential mortgages$11,780,981,00014
Issued or guaranteed by U.S.$11,780,981,00014
Privately issued$0121
Collaterized mortgage obligations$20,786,326,0007
CMOs issued by government agencies or sponsored agencies$19,166,887,0005
Privately issued$1,619,439,00012
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$14,003,471,0003
Available-for-sale securities (fair market value)$22,022,430,00019
Total debt securities$36,025,665,00013
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$939,220,00019
Revaluation gains on off-balance sheet contracts$747,234,00017
Revaluation losses on off-balance sheet contracts$784,054,00016
2011-09-30Rank
Total securities$32,465,887,00013
U.S. Government securities$27,936,731,00011
U.S. Treasury securities$116,228,00051
U.S. Government agency obligations$27,820,503,0009
Securities issued by states & political subdivisions$2,216,112,0008
Other domestic debt securities$2,312,633,00022
Privately issued residential mortgage-backed securities$1,769,521,00012
Commercial mortgage-backed securities - Total$092
Asset backed securities$542,187,00021
Structured financial products - Total$0323
Other domestic debt securities - All other$925,0001,495
Foreign debt securities$0176
Equity securities$411,000794
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,947,790,00011
Mortgage-backed securities$29,516,495,00010
Certificates of participation in pools of residential mortgages$7,316,605,00017
Issued or guaranteed by U.S.$7,316,605,00017
Privately issued$0132
Collaterized mortgage obligations$22,199,890,0007
CMOs issued by government agencies or sponsored agencies$20,430,369,0005
Privately issued$1,769,521,00012
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$8,095,586,0007
Available-for-sale securities (fair market value)$24,370,301,00017
Total debt securities$32,465,476,00013
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$944,581,00019
Revaluation gains on off-balance sheet contracts$760,653,00016
Revaluation losses on off-balance sheet contracts$804,188,00015
2011-06-30Rank
Total securities$27,663,300,00014
U.S. Government securities$23,034,611,00013
U.S. Treasury securities$01,225
U.S. Government agency obligations$23,034,611,00011
Securities issued by states & political subdivisions$2,131,217,0009
Other domestic debt securities$2,339,827,00024
Privately issued residential mortgage-backed securities$1,770,490,00012
Commercial mortgage-backed securities - Total$087
Asset backed securities$568,381,00021
Structured financial products - Total$0330
Other domestic debt securities - All other$956,0001,408
Foreign debt securities$0168
Equity securities$157,645,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,715,530,00011
Mortgage-backed securities$24,765,361,00010
Certificates of participation in pools of residential mortgages$2,250,153,00038
Issued or guaranteed by U.S.$2,250,153,00038
Privately issued$0125
Collaterized mortgage obligations$22,515,208,0007
CMOs issued by government agencies or sponsored agencies$20,744,718,0005
Privately issued$1,770,490,00012
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$8,512,502,0008
Available-for-sale securities (fair market value)$19,150,798,00018
Total debt securities$27,505,655,00014
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$744,655,00019
Revaluation gains on off-balance sheet contracts$543,342,00019
Revaluation losses on off-balance sheet contracts$576,466,00017
2011-03-31Rank
Total securities$25,853,955,00015
U.S. Government securities$21,196,675,00016
U.S. Treasury securities$01,272
U.S. Government agency obligations$21,196,675,00014
Securities issued by states & political subdivisions$2,122,099,0009
Other domestic debt securities$2,388,104,00024
Privately issued residential mortgage-backed securities$1,802,204,00012
Commercial mortgage-backed securities - Total$12,365,00033
Asset backed securities$572,548,00022
Structured financial products - Total$0337
Other domestic debt securities - All other$987,0001,424
Foreign debt securities$0165
Equity securities$147,077,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,607,141,0008
Mortgage-backed securities$22,968,652,00012
Certificates of participation in pools of residential mortgages$1,917,942,00047
Issued or guaranteed by U.S.$1,917,942,00046
Privately issued$0136
Collaterized mortgage obligations$21,038,345,0006
CMOs issued by government agencies or sponsored agencies$19,236,141,0005
Privately issued$1,802,204,00012
Commercial mortgage-backed securities$12,365,00077
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$12,365,00044
Held to maturity securities (book value)$8,269,453,0007
Available-for-sale securities (fair market value)$17,584,502,00020
Total debt securities$25,706,878,00015
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$698,821,00021
Revaluation gains on off-balance sheet contracts$469,242,00020
Revaluation losses on off-balance sheet contracts$500,433,00019
2010-12-31Rank
Total securities$22,809,657,00016
U.S. Government securities$18,194,541,00018
U.S. Treasury securities$3,190,000612
U.S. Government agency obligations$18,191,351,00017
Securities issued by states & political subdivisions$2,142,860,0007
Other domestic debt securities$2,348,733,00024
Privately issued residential mortgage-backed securities$1,739,458,00013
Commercial mortgage-backed securities - Total$11,817,00069
Asset backed securities$582,501,00024
Structured financial products - Total$0343
Other domestic debt securities - All other$14,957,000291
Foreign debt securities$0158
Equity securities$123,523,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,339,834,00010
Mortgage-backed securities$19,896,620,00015
Certificates of participation in pools of residential mortgages$1,514,038,00056
Issued or guaranteed by U.S.$1,514,038,00054
Privately issued$0141
Collaterized mortgage obligations$18,370,765,0009
CMOs issued by government agencies or sponsored agencies$16,631,307,0006
Privately issued$1,739,458,00013
Commercial mortgage-backed securities$11,817,00069
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$11,817,00038
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$22,809,657,00015
Total debt securities$22,686,134,00016
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$825,696,00023
Revaluation gains on off-balance sheet contracts$545,812,00020
Revaluation losses on off-balance sheet contracts$575,943,00016
2010-09-30Rank
Total securities$24,154,134,00015
U.S. Government securities$19,177,075,00018
U.S. Treasury securities$01,180
U.S. Government agency obligations$19,177,075,00016
Securities issued by states & political subdivisions$2,323,110,0007
Other domestic debt securities$2,500,411,00023
Privately issued residential mortgage-backed securities$2,087,836,00013
Commercial mortgage-backed securities - Total$33,531,00034
Asset backed securities$376,965,00026
Structured financial products - Total$0351
Other domestic debt securities - All other$2,079,0001,009
Foreign debt securities$0158
Equity securities$153,538,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,470,789,00010
Mortgage-backed securities$21,248,383,00014
Certificates of participation in pools of residential mortgages$5,036,858,00019
Issued or guaranteed by U.S.$5,036,858,00019
Privately issued$0141
Collaterized mortgage obligations$16,177,994,00010
CMOs issued by government agencies or sponsored agencies$14,090,158,0007
Privately issued$2,087,836,00013
Commercial mortgage-backed securities$33,531,00034
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$33,531,00025
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$24,154,134,00014
Total debt securities$24,000,596,00015
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,019,930,00023
Revaluation gains on off-balance sheet contracts$773,170,00019
Revaluation losses on off-balance sheet contracts$795,899,00017
2010-06-30Rank
Total securities$23,382,156,00015
U.S. Government securities$18,971,567,00017
U.S. Treasury securities$01,121
U.S. Government agency obligations$18,971,567,00017
Securities issued by states & political subdivisions$2,253,286,0008
Other domestic debt securities$2,016,903,00028
Privately issued residential mortgage-backed securities$1,985,098,00013
Commercial mortgage-backed securities - Total$29,464,00035
Asset backed securities$93,000198
Structured financial products - Total$0352
Other domestic debt securities - All other$2,248,000932
Foreign debt securities$0158
Equity securities$140,400,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,906,657,0009
Mortgage-backed securities$20,930,740,00013
Certificates of participation in pools of residential mortgages$14,891,708,00010
Issued or guaranteed by U.S.$14,891,708,00010
Privately issued$0148
Collaterized mortgage obligations$6,009,568,00017
CMOs issued by government agencies or sponsored agencies$4,024,470,00016
Privately issued$1,985,098,00013
Commercial mortgage-backed securities$29,464,00035
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$29,464,00027
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$23,382,156,00014
Total debt securities$23,241,756,00015
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$894,764,00021
Revaluation gains on off-balance sheet contracts$644,569,00018
Revaluation losses on off-balance sheet contracts$662,486,00016
2010-03-31Rank
Total securities$32,316,319,00012
U.S. Government securities$27,943,226,0007
U.S. Treasury securities$1,176,954,00013
U.S. Government agency obligations$26,766,272,0007
Securities issued by states & political subdivisions$2,248,834,0007
Other domestic debt securities$1,935,431,00030
Privately issued residential mortgage-backed securities$1,902,750,00015
Commercial mortgage-backed securities - Total$30,068,00036
Asset backed securities$98,000199
Structured financial products - Total$0358
Other domestic debt securities - All other$2,515,000913
Foreign debt securities$0171
Equity securities$188,828,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,395,719,0009
Mortgage-backed securities$28,638,396,0008
Certificates of participation in pools of residential mortgages$20,745,266,0004
Issued or guaranteed by U.S.$20,745,266,0004
Privately issued$0145
Collaterized mortgage obligations$7,863,062,00014
CMOs issued by government agencies or sponsored agencies$5,960,312,00011
Privately issued$1,902,750,00014
Commercial mortgage-backed securities$30,068,00036
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$30,068,00028
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$32,316,319,00011
Total debt securities$32,127,491,00012
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$735,117,00026
Revaluation gains on off-balance sheet contracts$488,072,00019
Revaluation losses on off-balance sheet contracts$475,700,00017
2009-12-31Rank
Total securities$32,904,711,00012
U.S. Government securities$28,540,216,0008
U.S. Treasury securities$1,882,127,0009
U.S. Government agency obligations$26,658,089,0008
Securities issued by states & political subdivisions$2,275,570,0007
Other domestic debt securities$1,920,795,00032
Privately issued residential mortgage-backed securities$1,862,378,00019
Commercial mortgage-backed securities - Total$55,787,00028
Asset backed securities$92,000223
Structured financial products - Total$0366
Other domestic debt securities - All other$2,538,000927
Foreign debt securities$0171
Equity securities$168,130,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,733,028,00010
Mortgage-backed securities$28,437,505,0009
Certificates of participation in pools of residential mortgages$20,054,579,0005
Issued or guaranteed by U.S.$20,054,579,0005
Privately issued$0157
Collaterized mortgage obligations$8,327,139,00015
CMOs issued by government agencies or sponsored agencies$6,464,761,0009
Privately issued$1,862,378,00017
Commercial mortgage-backed securities$55,787,00028
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$55,787,00022
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$32,904,711,00011
Total debt securities$32,736,581,00012
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$727,261,00026
Revaluation gains on off-balance sheet contracts$462,164,00019
Revaluation losses on off-balance sheet contracts$438,504,00016
2009-09-30Rank
Total securities$33,111,666,00011
U.S. Government securities$28,646,369,0007
U.S. Treasury securities$1,959,897,00012
U.S. Government agency obligations$26,686,472,0007
Securities issued by states & political subdivisions$2,378,324,0007
Other domestic debt securities$1,924,059,00034
Privately issued residential mortgage-backed securities$1,869,466,00020
Commercial mortgage-backed securities - Total$51,842,00032
Asset backed securities$107,000230
Structured financial products - Total$0375
Other domestic debt securities - All other$2,644,000962
Foreign debt securities$0175
Equity securities$162,914,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,222,714,00010
Mortgage-backed securities$27,914,990,0009
Certificates of participation in pools of residential mortgages$19,439,201,0006
Issued or guaranteed by U.S.$19,439,201,0006
Privately issued$0171
Collaterized mortgage obligations$8,423,947,00015
CMOs issued by government agencies or sponsored agencies$6,554,481,0007
Privately issued$1,869,466,00018
Commercial mortgage-backed securities$51,842,00032
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$51,842,00025
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$33,111,666,00010
Total debt securities$32,948,752,00011
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$808,675,00029
Revaluation gains on off-balance sheet contracts$567,801,00019
Revaluation losses on off-balance sheet contracts$527,372,00017
2009-06-30Rank
Total securities$30,175,320,00012
U.S. Government securities$26,907,686,0007
U.S. Treasury securities$1,008,937,00010
U.S. Government agency obligations$25,898,749,0007
Securities issued by states & political subdivisions$1,978,089,0007
Other domestic debt securities$1,143,166,00048
Privately issued residential mortgage-backed securities$1,006,486,00026
Commercial mortgage-backed securities - Total$41,264,00037
Asset backed securities$116,000253
Structured financial products - Total$0397
Other domestic debt securities - All other$95,300,00072
Foreign debt securities$0183
Equity securities$146,379,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,043,546,00010
Mortgage-backed securities$26,600,170,0009
Certificates of participation in pools of residential mortgages$19,076,667,0006
Issued or guaranteed by U.S.$19,076,667,0006
Privately issued$0181
Collaterized mortgage obligations$7,482,239,00017
CMOs issued by government agencies or sponsored agencies$6,475,753,0007
Privately issued$1,006,486,00021
Commercial mortgage-backed securities$41,264,00037
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$41,264,00030
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$30,175,320,00011
Total debt securities$30,028,941,00012
Structured notes
Amortized cost$69,807,00016
Fair value$70,128,00015
Trading account assets$742,343,00030
Revaluation gains on off-balance sheet contracts$518,366,00021
Revaluation losses on off-balance sheet contracts$465,621,00018
2009-03-31Rank
Total securities$18,172,900,00018
U.S. Government securities$14,785,646,00013
U.S. Treasury securities$41,970,00082
U.S. Government agency obligations$14,743,676,00012
Securities issued by states & political subdivisions$2,014,469,0006
Other domestic debt securities$1,237,974,00041
Privately issued residential mortgage-backed securities$1,033,366,00030
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$125,000314
Structured financial products - TotalNANA
Other domestic debt securities - All other$204,483,00041
Foreign debt securities$0181
Equity securities$134,811,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,321,300,0009
Mortgage-backed securities$14,884,409,00016
Certificates of participation in pools of residential mortgages$9,086,447,00013
Issued or guaranteed by U.S.$9,086,447,00013
Privately issued$0191
Collaterized mortgage obligations$5,797,962,00018
CMOs issued by government agencies or sponsored agencies$4,764,596,0009
Privately issued$1,033,366,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$18,172,900,00016
Total debt securities$18,038,089,00018
Structured notes
Amortized cost$193,232,0006
Fair value$191,079,0006
Trading account assets$955,561,00028
Revaluation gains on off-balance sheet contracts$755,107,00020
Revaluation losses on off-balance sheet contracts$689,007,00019
2008-12-31Rank
Total securities$32,018,286,00010
U.S. Government securities$28,617,592,0004
U.S. Treasury securities$47,338,00063
U.S. Government agency obligations$28,570,254,0004
Securities issued by states & political subdivisions$1,950,712,0006
Other domestic debt securities$1,310,495,00036
Privately issued residential mortgage-backed securities$1,097,827,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$156,000292
Structured financial products - TotalNANA
Other domestic debt securities - All other$212,512,00030
Foreign debt securities$0172
Equity securities$139,487,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,065,154,00011
Mortgage-backed securities$28,426,445,0009
Certificates of participation in pools of residential mortgages$20,433,492,0004
Issued or guaranteed by U.S.$20,433,492,0004
Privately issued$0188
Collaterized mortgage obligations$7,992,953,00017
CMOs issued by government agencies or sponsored agencies$6,895,126,0006
Privately issued$1,097,827,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$32,018,286,00010
Total debt securities$31,878,799,00010
Structured notes
Amortized cost$204,818,0005
Fair value$205,509,0005
Trading account assets$1,025,932,00028
Revaluation gains on off-balance sheet contracts$811,460,00021
Revaluation losses on off-balance sheet contracts$739,394,00019
2008-09-30Rank
Total securities$19,910,438,00017
U.S. Government securities$16,192,274,00011
U.S. Treasury securities$46,661,00059
U.S. Government agency obligations$16,145,613,00010
Securities issued by states & political subdivisions$1,937,104,0008
Other domestic debt securities$1,642,502,00033
Privately issued residential mortgage-backed securities$1,379,120,00029
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$169,000278
Structured financial products - TotalNANA
Other domestic debt securities - All other$263,213,00022
Foreign debt securities$0181
Equity securities$138,558,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,091,702,00012
Mortgage-backed securities$16,117,518,00015
Certificates of participation in pools of residential mortgages$7,987,748,00014
Issued or guaranteed by U.S.$7,987,748,00013
Privately issued$0192
Collaterized mortgage obligations$8,129,770,00017
CMOs issued by government agencies or sponsored agencies$6,750,650,0005
Privately issued$1,379,120,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$19,910,438,00015
Total debt securities$19,771,880,00017
Structured notes
Amortized cost$258,068,0003
Fair value$237,938,0003
Trading account assets$514,641,00033
Revaluation gains on off-balance sheet contracts$238,472,00025
Revaluation losses on off-balance sheet contracts$180,451,00022
2008-06-30Rank
Total securities$21,976,831,00015
U.S. Government securities$18,064,746,0009
U.S. Treasury securities$46,283,00055
U.S. Government agency obligations$18,018,463,0009
Securities issued by states & political subdivisions$1,962,397,0008
Other domestic debt securities$1,777,314,00038
Privately issued residential mortgage-backed securities$1,512,972,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$180,000264
Structured financial products - TotalNANA
Other domestic debt securities - All other$264,162,00032
Foreign debt securities$0189
Equity securities$172,374,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,682,812,00011
Mortgage-backed securities$15,274,127,00017
Certificates of participation in pools of residential mortgages$5,872,838,00018
Issued or guaranteed by U.S.$5,872,838,00018
Privately issued$0202
Collaterized mortgage obligations$9,401,289,00019
CMOs issued by government agencies or sponsored agencies$7,888,317,0003
Privately issued$1,512,972,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$21,976,831,00013
Total debt securities$21,804,457,00015
Structured notes
Amortized cost$1,152,598,0002
Fair value$1,144,144,0002
Trading account assets$443,295,00037
Revaluation gains on off-balance sheet contracts$207,611,00028
Revaluation losses on off-balance sheet contracts$152,173,00026
2008-03-31Rank
Total securities$22,752,996,00014
U.S. Government securities$19,059,368,00010
U.S. Treasury securities$51,956,00052
U.S. Government agency obligations$19,007,412,0008
Securities issued by states & political subdivisions$1,415,259,00010
Other domestic debt securities$2,069,836,00037
Privately issued residential mortgage-backed securities$1,598,047,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$245,000254
Structured financial products - TotalNANA
Other domestic debt securities - All other$471,544,00018
Foreign debt securities$0199
Equity securities$208,533,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,585,695,00010
Mortgage-backed securities$16,035,521,00015
Certificates of participation in pools of residential mortgages$6,287,703,00017
Issued or guaranteed by U.S.$6,287,703,00014
Privately issued$0205
Collaterized mortgage obligations$9,747,818,00016
CMOs issued by government agencies or sponsored agencies$8,149,771,0002
Privately issued$1,598,047,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$22,752,996,00013
Total debt securities$22,544,463,00014
Structured notes
Amortized cost$1,393,795,0002
Fair value$1,404,462,0002
Trading account assets$548,302,00035
Revaluation gains on off-balance sheet contracts$315,554,00028
Revaluation losses on off-balance sheet contracts$271,713,00025
2007-12-31Rank
Total securities$21,832,910,00016
U.S. Government securities$17,953,917,0009
U.S. Treasury securities$56,446,00057
U.S. Government agency obligations$17,897,471,0008
Securities issued by states & political subdivisions$1,391,710,00011
Other domestic debt securities$2,252,107,00032
Privately issued residential mortgage-backed securities$1,719,957,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$261,000231
Structured financial products - TotalNANA
Other domestic debt securities - All other$531,889,00017
Foreign debt securities$0202
Equity securities$235,176,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,916,479,00011
Mortgage-backed securities$9,939,460,00023
Certificates of participation in pools of residential mortgages$4,230,232,00021
Issued or guaranteed by U.S.$4,230,232,00020
Privately issued$0191
Collaterized mortgage obligations$5,709,228,00024
CMOs issued by government agencies or sponsored agencies$3,989,271,00011
Privately issued$1,719,957,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$21,832,910,00014
Total debt securities$21,597,734,00016
Structured notes
Amortized cost$1,917,241,0001
Fair value$1,912,714,0001
Trading account assets$427,144,00036
Revaluation gains on off-balance sheet contracts$174,341,00027
Revaluation losses on off-balance sheet contracts$149,897,00024
2007-09-30Rank
Total securities$22,572,005,00015
U.S. Government securities$18,765,438,0008
U.S. Treasury securities$57,034,00058
U.S. Government agency obligations$18,708,404,0007
Securities issued by states & political subdivisions$1,320,348,00011
Other domestic debt securities$2,230,214,00034
Privately issued residential mortgage-backed securities$1,697,542,00033
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$281,000226
Structured financial products - TotalNANA
Other domestic debt securities - All other$532,391,00020
Foreign debt securities$0200
Equity securities$256,005,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,686,675,00013
Mortgage-backed securities$10,108,784,00023
Certificates of participation in pools of residential mortgages$4,308,688,00022
Issued or guaranteed by U.S.$4,308,688,00021
Privately issued$0194
Collaterized mortgage obligations$5,800,096,00022
CMOs issued by government agencies or sponsored agencies$4,102,554,00011
Privately issued$1,697,542,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$22,572,005,00014
Total debt securities$22,316,000,00015
Structured notes
Amortized cost$1,954,510,0001
Fair value$1,946,206,0001
Trading account assets$849,185,00026
Revaluation gains on off-balance sheet contracts$81,800,00029
Revaluation losses on off-balance sheet contracts$67,972,00027
2007-06-30Rank
Total securities$21,783,630,00015
U.S. Government securities$18,512,855,0007
U.S. Treasury securities$56,381,00061
U.S. Government agency obligations$18,456,474,0007
Securities issued by states & political subdivisions$792,785,00018
Other domestic debt securities$2,273,735,00032
Privately issued residential mortgage-backed securities$1,741,792,00031
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$313,000215
Structured financial products - TotalNANA
Other domestic debt securities - All other$531,630,00017
Foreign debt securities$0201
Equity securities$204,255,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,313,649,00011
Mortgage-backed securities$10,055,180,00021
Certificates of participation in pools of residential mortgages$4,370,815,00020
Issued or guaranteed by U.S.$4,370,815,00018
Privately issued$0207
Collaterized mortgage obligations$5,684,365,00017
CMOs issued by government agencies or sponsored agencies$3,942,573,00010
Privately issued$1,741,792,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$21,783,630,00013
Total debt securities$21,579,375,00015
Structured notes
Amortized cost$2,004,191,0001
Fair value$1,967,416,0001
Trading account assets$295,992,00038
Revaluation gains on off-balance sheet contracts$60,246,00029
Revaluation losses on off-balance sheet contracts$38,505,00031
2007-03-31Rank
Total securities$20,474,254,00014
U.S. Government securities$17,507,065,0007
U.S. Treasury securities$56,612,00061
U.S. Government agency obligations$17,450,453,0007
Securities issued by states & political subdivisions$552,993,00030
Other domestic debt securities$2,150,147,00032
Privately issued residential mortgage-backed securities$1,579,258,00030
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$348,000223
Structured financial products - TotalNANA
Other domestic debt securities - All other$570,541,00017
Foreign debt securities$0207
Equity securities$264,049,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,400,052,00013
Mortgage-backed securities$9,949,183,00021
Certificates of participation in pools of residential mortgages$4,422,948,00020
Issued or guaranteed by U.S.$4,422,948,00018
Privately issued$0218
Collaterized mortgage obligations$5,526,235,00016
CMOs issued by government agencies or sponsored agencies$3,946,977,00010
Privately issued$1,579,258,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$20,474,254,00012
Total debt securities$20,210,205,00015
Structured notes
Amortized cost$1,905,484,0001
Fair value$1,907,651,0001
Trading account assets$295,047,00033
Revaluation gains on off-balance sheet contracts$53,634,00030
Revaluation losses on off-balance sheet contracts$48,097,00027
2006-12-31Rank
Total securities$20,251,740,00017
U.S. Government securities$17,364,195,0008
U.S. Treasury securities$56,451,00071
U.S. Government agency obligations$17,307,744,0007
Securities issued by states & political subdivisions$569,903,00029
Other domestic debt securities$2,137,243,00032
Privately issued residential mortgage-backed securities$1,570,739,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$379,000213
Structured financial products - TotalNANA
Other domestic debt securities - All other$566,125,00015
Foreign debt securities$0210
Equity securities$180,399,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,640,877,00011
Mortgage-backed securities$9,867,966,00021
Certificates of participation in pools of residential mortgages$4,562,251,00020
Issued or guaranteed by U.S.$4,562,251,00018
Privately issued$0208
Collaterized mortgage obligations$5,305,715,00015
CMOs issued by government agencies or sponsored agencies$3,734,976,00010
Privately issued$1,570,739,00029
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$20,251,740,00015
Total debt securities$20,071,341,00017
Structured notes
Amortized cost$1,935,179,0001
Fair value$1,931,418,0001
Trading account assets$1,503,205,00019
Revaluation gains on off-balance sheet contracts$48,434,00031
Revaluation losses on off-balance sheet contracts$46,210,00026
2006-09-30Rank
Total securities$13,017,145,00023
U.S. Government securities$11,924,480,00015
U.S. Treasury securities$52,714,00078
U.S. Government agency obligations$11,871,766,00014
Securities issued by states & political subdivisions$506,019,00028
Other domestic debt securities$377,467,00092
Privately issued residential mortgage-backed securities$164,058,000104
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$413,000221
Structured financial products - TotalNANA
Other domestic debt securities - All other$212,996,00040
Foreign debt securities$0214
Equity securities$209,179,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,399,208,00014
Mortgage-backed securities$3,268,297,00053
Certificates of participation in pools of residential mortgages$2,001,447,00045
Issued or guaranteed by U.S.$2,001,447,00042
Privately issued$0214
Collaterized mortgage obligations$1,266,850,00067
CMOs issued by government agencies or sponsored agencies$1,102,792,00039
Privately issued$164,058,00094
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$13,017,145,00019
Total debt securities$12,807,966,00023
Structured notes
Amortized cost$1,297,650,0001
Fair value$1,288,676,0001
Trading account assets$267,533,00033
Revaluation gains on off-balance sheet contracts$45,788,00031
Revaluation losses on off-balance sheet contracts$49,234,00027
2006-06-30Rank
Total securities$12,289,040,00021
U.S. Government securities$11,441,212,00015
U.S. Treasury securities$69,240,00068
U.S. Government agency obligations$11,371,972,00015
Securities issued by states & political subdivisions$511,926,00027
Other domestic debt securities$180,276,000150
Privately issued residential mortgage-backed securities$168,683,000106
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$692,000195
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,901,000384
Foreign debt securities$0223
Equity securities$155,626,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,837,218,00015
Mortgage-backed securities$2,870,060,00056
Certificates of participation in pools of residential mortgages$1,970,190,00042
Issued or guaranteed by U.S.$1,970,190,00039
Privately issued$0211
Collaterized mortgage obligations$899,870,00079
CMOs issued by government agencies or sponsored agencies$731,187,00057
Privately issued$168,683,00096
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$12,289,040,00019
Total debt securities$12,133,414,00021
Structured notes
Amortized cost$1,138,064,0001
Fair value$1,110,995,0001
Trading account assets$265,757,00034
Revaluation gains on off-balance sheet contracts$49,929,00034
Revaluation losses on off-balance sheet contracts$41,352,00035
2006-03-31Rank
Total securities$11,348,588,00022
U.S. Government securities$10,548,921,00016
U.S. Treasury securities$69,030,00080
U.S. Government agency obligations$10,479,891,00016
Securities issued by states & political subdivisions$522,279,00028
Other domestic debt securities$69,287,000243
Privately issued residential mortgage-backed securities$52,770,000174
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,152,000166
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,365,000317
Foreign debt securities$0226
Equity securities$208,101,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,570,254,00017
Mortgage-backed securities$1,909,970,00081
Certificates of participation in pools of residential mortgages$1,558,002,00048
Issued or guaranteed by U.S.$1,558,002,00046
Privately issued$0205
Collaterized mortgage obligations$351,968,000124
CMOs issued by government agencies or sponsored agencies$299,198,000106
Privately issued$52,770,000163
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$11,348,588,00019
Total debt securities$11,140,487,00021
Structured notes
Amortized cost$1,108,828,0002
Fair value$1,091,048,0001
Trading account assets$222,833,00033
Revaluation gains on off-balance sheet contracts$30,354,00034
Revaluation losses on off-balance sheet contracts$26,264,00033
2005-12-31Rank
Total securities$11,445,986,00023
U.S. Government securities$10,709,408,00016
U.S. Treasury securities$63,983,00084
U.S. Government agency obligations$10,645,425,00016
Securities issued by states & political subdivisions$542,746,00023
Other domestic debt securities$73,396,000237
Privately issued residential mortgage-backed securities$56,286,000169
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,580,000151
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,530,000322
Foreign debt securities$0223
Equity securities$120,436,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,332,398,00016
Mortgage-backed securities$2,018,343,00079
Certificates of participation in pools of residential mortgages$1,647,147,00047
Issued or guaranteed by U.S.$1,647,147,00046
Privately issued$0216
Collaterized mortgage obligations$371,196,000120
CMOs issued by government agencies or sponsored agencies$314,910,000100
Privately issued$56,286,000160
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$11,445,986,00019
Total debt securities$11,325,550,00022
Structured notes
Amortized cost$1,053,029,0001
Fair value$1,051,657,0001
Trading account assets$239,219,00035
Revaluation gains on off-balance sheet contracts$19,563,00034
Revaluation losses on off-balance sheet contracts$23,171,00030
2005-09-30Rank
Total securities$11,023,268,00027
U.S. Government securities$10,272,059,00016
U.S. Treasury securities$63,934,00082
U.S. Government agency obligations$10,208,125,00016
Securities issued by states & political subdivisions$559,342,00020
Other domestic debt securities$49,697,000295
Privately issued residential mortgage-backed securities$32,004,000218
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,996,000143
Structured financial products - TotalNANA
Other domestic debt securities - All other$15,697,000337
Foreign debt securities$0234
Equity securities$142,170,00022
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,739,164,00017
Mortgage-backed securities$1,903,217,00084
Certificates of participation in pools of residential mortgages$1,537,320,00053
Issued or guaranteed by U.S.$1,537,320,00049
Privately issued$0225
Collaterized mortgage obligations$365,897,000122
CMOs issued by government agencies or sponsored agencies$333,893,00099
Privately issued$32,004,000206
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$11,023,268,00022
Total debt securities$10,881,098,00026
Structured notes
Amortized cost$336,752,0005
Fair value$334,165,0005
Trading account assets$233,289,00034
Revaluation gains on off-balance sheet contracts$18,970,00032
Revaluation losses on off-balance sheet contracts$18,677,00030
2005-06-30Rank
Total securities$11,672,569,00023
U.S. Government securities$10,932,726,00016
U.S. Treasury securities$64,200,00082
U.S. Government agency obligations$10,868,526,00016
Securities issued by states & political subdivisions$572,860,00019
Other domestic debt securities$57,435,000270
Privately issued residential mortgage-backed securities$34,116,000214
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,087,000111
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,232,000315
Foreign debt securities$0234
Equity securities$109,548,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,764,607,00017
Mortgage-backed securities$2,058,162,00082
Certificates of participation in pools of residential mortgages$1,667,959,00051
Issued or guaranteed by U.S.$1,667,959,00046
Privately issued$0223
Collaterized mortgage obligations$390,203,000119
CMOs issued by government agencies or sponsored agencies$356,087,00094
Privately issued$34,116,000203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$11,672,569,00019
Total debt securities$11,563,021,00023
Structured notes
Amortized cost$226,511,0009
Fair value$225,655,0009
Trading account assets$204,074,00034
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$11,958,573,00022
U.S. Government securities$11,181,915,00016
U.S. Treasury securities$65,821,00089
U.S. Government agency obligations$11,116,094,00016
Securities issued by states & political subdivisions$581,408,00020
Other domestic debt securities$59,883,000261
Privately issued residential mortgage-backed securities$34,837,000206
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,014,00097
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,032,000323
Foreign debt securities$0247
Equity securities$135,367,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,868,622,00016
Mortgage-backed securities$2,097,271,00082
Certificates of participation in pools of residential mortgages$1,693,498,00052
Issued or guaranteed by U.S.$1,693,498,00048
Privately issued$0207
Collaterized mortgage obligations$403,773,000114
CMOs issued by government agencies or sponsored agencies$368,936,00091
Privately issued$34,837,000192
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$11,958,573,00020
Total debt securities$11,823,206,00022
Structured notes
Amortized cost$234,435,0006
Fair value$231,374,0006
Trading account assets$197,892,00034
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$12,365,295,00020
U.S. Government securities$11,561,945,00016
U.S. Treasury securities$66,828,00090
U.S. Government agency obligations$11,495,117,00016
Securities issued by states & political subdivisions$610,749,00018
Other domestic debt securities$27,249,000447
Privately issued residential mortgage-backed securities$1,447,000692
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,037,000101
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,765,000325
Foreign debt securities$0244
Equity securities$165,352,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,645,121,00016
Mortgage-backed securities$2,024,999,00087
Certificates of participation in pools of residential mortgages$1,829,176,00050
Issued or guaranteed by U.S.$1,829,176,00046
Privately issued$0203
Collaterized mortgage obligations$195,823,000193
CMOs issued by government agencies or sponsored agencies$194,376,000144
Privately issued$1,447,000646
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$12,365,295,00020
Total debt securities$12,199,943,00021
Structured notes
Amortized cost$149,836,00016
Fair value$147,844,00016
Trading account assets$189,721,00037
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$13,360,345,00019
U.S. Government securities$12,510,813,00016
U.S. Treasury securities$72,409,00084
U.S. Government agency obligations$12,438,404,00016
Securities issued by states & political subdivisions$650,467,00019
Other domestic debt securities$34,149,000379
Privately issued residential mortgage-backed securities$1,600,000622
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,140,000112
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,409,000263
Foreign debt securities$0248
Equity securities$164,916,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,197,163,00016
Mortgage-backed securities$2,117,667,00082
Certificates of participation in pools of residential mortgages$1,946,229,00050
Issued or guaranteed by U.S.$1,946,229,00045
Privately issued$0225
Collaterized mortgage obligations$171,438,000207
CMOs issued by government agencies or sponsored agencies$169,838,000164
Privately issued$1,600,000576
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$13,360,345,00019
Total debt securities$13,195,429,00020
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$173,614,00040
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$13,120,084,00021
U.S. Government securities$12,279,972,00017
U.S. Treasury securities$70,364,00091
U.S. Government agency obligations$12,209,608,00017
Securities issued by states & political subdivisions$646,055,00016
Other domestic debt securities$26,971,000446
Privately issued residential mortgage-backed securities$1,682,000614
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,014,000107
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,275,000358
Foreign debt securities$0251
Equity securities$167,086,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,141,996,00017
Mortgage-backed securities$2,034,400,00085
Certificates of participation in pools of residential mortgages$1,860,040,00050
Issued or guaranteed by U.S.$1,860,040,00045
Privately issued$0225
Collaterized mortgage obligations$174,360,000202
CMOs issued by government agencies or sponsored agencies$172,678,000157
Privately issued$1,682,000574
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$13,120,084,00020
Total debt securities$12,952,998,00020
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$126,067,00038
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$12,975,050,00022
U.S. Government securities$12,168,378,00018
U.S. Treasury securities$72,930,00084
U.S. Government agency obligations$12,095,448,00018
Securities issued by states & political subdivisions$671,990,00018
Other domestic debt securities$4,943,0001,295
Privately issued residential mortgage-backed securities$9,0001,244
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,934,000980
Foreign debt securities$0264
Equity securities$129,739,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,102,526,00019
Mortgage-backed securities$1,327,409,000108
Certificates of participation in pools of residential mortgages$1,279,795,00067
Issued or guaranteed by U.S.$1,279,795,00062
Privately issued$0230
Collaterized mortgage obligations$47,614,000449
CMOs issued by government agencies or sponsored agencies$47,605,000366
Privately issued$9,0001,130
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$12,975,050,00020
Total debt securities$12,845,311,00021
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$108,719,00045
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$11,153,009,00023
U.S. Government securities$10,250,321,00020
U.S. Treasury securities$136,570,00052
U.S. Government agency obligations$10,113,751,00019
Securities issued by states & political subdivisions$691,346,00018
Other domestic debt securities$22,829,000504
Privately issued residential mortgage-backed securities$11,0001,099
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,818,000346
Foreign debt securities$0283
Equity securities$188,513,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,062,084,00013
Mortgage-backed securities$1,373,768,000106
Certificates of participation in pools of residential mortgages$1,320,920,00065
Issued or guaranteed by U.S.$1,320,920,00060
Privately issued$0248
Collaterized mortgage obligations$52,848,000425
CMOs issued by government agencies or sponsored agencies$52,837,000377
Privately issued$11,000948
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,997,000367
Available-for-sale securities (fair market value)$11,093,012,00021
Total debt securities$10,964,496,00023
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$528,205,00023
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$11,413,898,00021
U.S. Government securities$10,237,848,00018
U.S. Treasury securities$133,973,00056
U.S. Government agency obligations$10,103,875,00019
Securities issued by states & political subdivisions$719,158,00014
Other domestic debt securities$22,532,000527
Privately issued residential mortgage-backed securities$11,0001,182
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$22,521,000375
Foreign debt securities$0291
Equity securities$434,360,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,999,931,00014
Mortgage-backed securities$1,466,412,00097
Certificates of participation in pools of residential mortgages$1,411,306,00063
Issued or guaranteed by U.S.$1,411,306,00057
Privately issued$0253
Collaterized mortgage obligations$55,106,000417
CMOs issued by government agencies or sponsored agencies$55,095,000379
Privately issued$11,0001,027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,951,000384
Available-for-sale securities (fair market value)$11,356,947,00020
Total debt securities$10,979,538,00021
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$527,495,00022
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$14,457,187,00017
U.S. Government securities$13,363,840,00014
U.S. Treasury securities$121,010,00056
U.S. Government agency obligations$13,242,830,00013
Securities issued by states & political subdivisions$759,308,00012
Other domestic debt securities$14,170,000737
Privately issued residential mortgage-backed securities$13,0001,226
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$14,157,000553
Foreign debt securities$0294
Equity securities$319,869,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,565,493,00015
Mortgage-backed securities$1,688,046,00092
Certificates of participation in pools of residential mortgages$1,629,592,00055
Issued or guaranteed by U.S.$1,629,592,00051
Privately issued$0256
Collaterized mortgage obligations$58,454,000429
CMOs issued by government agencies or sponsored agencies$58,441,000385
Privately issued$13,0001,078
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$54,974,000380
Available-for-sale securities (fair market value)$14,402,213,00016
Total debt securities$14,137,318,00017
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$22,373,00070
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$10,532,044,00023
U.S. Government securities$9,206,213,00019
U.S. Treasury securities$121,459,00059
U.S. Government agency obligations$9,084,754,00019
Securities issued by states & political subdivisions$776,931,00011
Other domestic debt securities$13,969,000757
Privately issued residential mortgage-backed securities$14,0001,250
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$13,955,000555
Foreign debt securities$0294
Equity securities$534,931,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,619,430,00019
Mortgage-backed securities$1,586,523,000103
Certificates of participation in pools of residential mortgages$1,522,827,00060
Issued or guaranteed by U.S.$1,522,827,00057
Privately issued$0257
Collaterized mortgage obligations$63,696,000404
CMOs issued by government agencies or sponsored agencies$63,682,000358
Privately issued$14,0001,103
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$52,917,000407
Available-for-sale securities (fair market value)$10,479,127,00022
Total debt securities$9,997,113,00024
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$18,782,00071
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$13,679,859,00016
U.S. Government securities$12,208,463,00014
U.S. Treasury securities$120,111,00063
U.S. Government agency obligations$12,088,352,00013
Securities issued by states & political subdivisions$800,701,0009
Other domestic debt securities$19,615,000603
Privately issued residential mortgage-backed securities$1,134,000674
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$18,481,000459
Foreign debt securities$0302
Equity securities$651,080,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,415,900,00015
Mortgage-backed securities$1,008,809,000124
Certificates of participation in pools of residential mortgages$946,074,00082
Issued or guaranteed by U.S.$946,074,00080
Privately issued$0252
Collaterized mortgage obligations$62,735,000399
CMOs issued by government agencies or sponsored agencies$61,601,000359
Privately issued$1,134,000597
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,963,000411
Available-for-sale securities (fair market value)$13,628,896,00016
Total debt securities$13,028,779,00016
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$14,924,00078
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$13,125,442,00015
U.S. Government securities$11,521,058,00010
U.S. Treasury securities$164,446,00045
U.S. Government agency obligations$11,356,612,00010
Securities issued by states & political subdivisions$852,897,00010
Other domestic debt securities$73,796,000234
Privately issued residential mortgage-backed securities$38,619,000158
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$49,000496
Structured financial products - TotalNANA
Other domestic debt securities - All other$35,128,000277
Foreign debt securities$0319
Equity securities$677,691,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,538,972,00013
Mortgage-backed securities$1,218,039,000107
Certificates of participation in pools of residential mortgages$912,452,00077
Issued or guaranteed by U.S.$912,452,00076
Privately issued$0260
Collaterized mortgage obligations$305,587,000131
CMOs issued by government agencies or sponsored agencies$266,968,000123
Privately issued$38,619,000140
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$35,981,000568
Available-for-sale securities (fair market value)$13,089,461,00014
Total debt securities$12,447,751,00015
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$17,596,00080
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$12,557,947,00015
U.S. Government securities$10,457,092,0009
U.S. Treasury securities$256,537,00033
U.S. Government agency obligations$10,200,555,0008
Securities issued by states & political subdivisions$775,027,00011
Other domestic debt securities$103,880,000164
Privately issued residential mortgage-backed securities$92,479,00087
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$11,401,000613
Foreign debt securities$0313
Equity securities$1,221,948,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,476,894,00015
Mortgage-backed securities$1,997,979,00067
Certificates of participation in pools of residential mortgages$1,504,934,00041
Issued or guaranteed by U.S.$1,504,934,00040
Privately issued$0308
Collaterized mortgage obligations$493,045,00084
CMOs issued by government agencies or sponsored agencies$400,566,00074
Privately issued$92,479,00077
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$50,099,000511
Available-for-sale securities (fair market value)$12,507,848,00012
Total debt securities$11,335,999,00017
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$12,898,00070
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$7,740,265,00022
U.S. Government securities$6,204,159,00019
U.S. Treasury securities$997,662,00018
U.S. Government agency obligations$5,206,497,00021
Securities issued by states & political subdivisions$422,905,00025
Other domestic debt securities$106,334,000178
Privately issued residential mortgage-backed securities$106,179,00096
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$155,0002,911
Foreign debt securities$0343
Equity securities$1,006,867,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,759,067,00023
Mortgage-backed securities$2,435,852,00049
Certificates of participation in pools of residential mortgages$1,222,391,00061
Issued or guaranteed by U.S.$1,222,391,00058
Privately issued$0307
Collaterized mortgage obligations$1,213,461,00038
CMOs issued by government agencies or sponsored agencies$1,107,282,00025
Privately issued$106,179,00086
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$67,104,000416
Available-for-sale securities (fair market value)$7,673,161,00016
Total debt securities$6,733,398,00025
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$10,678,00080
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$6,531,178,00027
U.S. Government securities$5,391,650,00021
U.S. Treasury securities$972,290,00014
U.S. Government agency obligations$4,419,360,00027
Securities issued by states & political subdivisions$182,507,00051
Other domestic debt securities$99,067,000162
Privately issued residential mortgage-backed securities$98,882,00096
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$185,0002,741
Foreign debt securities$0363
Equity securities$857,954,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,507,484,00021
Mortgage-backed securities$2,474,874,00046
Certificates of participation in pools of residential mortgages$1,368,426,00055
Issued or guaranteed by U.S.$1,368,426,00051
Privately issued$0349
Collaterized mortgage obligations$1,106,448,00043
CMOs issued by government agencies or sponsored agencies$1,007,566,00033
Privately issued$98,882,00078
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$90,332,000310
Available-for-sale securities (fair market value)$6,440,846,00021
Total debt securities$5,673,224,00031
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$682,000156
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$5,392,894,00026
U.S. Government securities$4,913,197,00023
U.S. Treasury securities$1,258,596,00014
U.S. Government agency obligations$3,654,601,00025
Securities issued by states & political subdivisions$117,624,00079
Other domestic debt securities$546,0002,243
Privately issued residential mortgage-backed securities$258,000974
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$288,0002,171
Foreign debt securities$0390
Equity securities$361,527,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,538,266,00031
Mortgage-backed securities$1,700,638,00063
Certificates of participation in pools of residential mortgages$1,429,381,00050
Issued or guaranteed by U.S.$1,429,381,00045
Privately issued$0394
Collaterized mortgage obligations$271,257,000121
CMOs issued by government agencies or sponsored agencies$270,999,000106
Privately issued$258,000784
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$103,178,000345
Available-for-sale securities (fair market value)$5,289,716,00021
Total debt securities$5,031,367,00027
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 contracts$057
1996-12-31Rank
Total securities$4,164,538,00032
U.S. Government securities$3,835,263,00023
U.S. Treasury securities$1,612,868,00014
U.S. Government agency obligations$2,222,395,00038
Securities issued by states & political subdivisions$98,890,00092
Other domestic debt securities$434,0002,828
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$434,0002,180
Foreign debt securities$0466
Equity securities$229,951,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,414,506,00023
Mortgage-backed securities$1,528,288,00071
Certificates of participation in pools of residential mortgages$1,427,232,00045
Issued or guaranteed by U.S.$1,427,232,00039
Privately issued$0472
Collaterized mortgage obligations$101,056,000250
CMOs issued by government agencies or sponsored agencies$101,056,000224
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)$87,202,000450
Available-for-sale securities (fair market value)$4,077,336,00021
Total debt securities$3,934,587,00033
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 contracts$072
1995-12-31Rank
Total securities$4,236,682,00034
U.S. Government securities$4,020,394,00023
U.S. Treasury securities$2,805,376,0006
U.S. Government agency obligations$1,215,018,00096
Securities issued by states & political subdivisions$116,429,00076
Other domestic debt securities$534,0003,067
Privately issued residential mortgage-backed securities$58,0002,088
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$476,0002,590
Foreign debt securities$0553
Equity securities$99,320,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,993,007,00030
Mortgage-backed securities$722,164,000151
Certificates of participation in pools of residential mortgages$706,964,000101
Issued or guaranteed by U.S.$706,964,00091
Privately issued$0558
Collaterized mortgage obligations$15,200,0001,025
CMOs issued by government agencies or sponsored agencies$15,142,000968
Privately issued$58,0001,767
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$105,648,000388
Available-for-sale securities (fair market value)$4,131,034,00026
Total debt securities$4,137,357,00036
Structured notes
Amortized cost$7,000,000455
Fair value$6,452,000494
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$2,176,022,00077
U.S. Government securities$2,072,770,00068
U.S. Treasury securities$1,984,248,00016
U.S. Government agency obligations$88,522,000854
Securities issued by states & political subdivisions$72,436,000132
Other domestic debt securities$68,0005,266
Privately issued residential mortgage-backed securities$68,0002,325
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$30,748,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$660,680,000116
Mortgage-backed securities$22,063,0001,913
Certificates of participation in pools of residential mortgages$14,829,0001,721
Issued or guaranteed by U.S.$14,829,0001,703
Privately issued$0564
Collaterized mortgage obligations$7,234,0001,807
CMOs issued by government agencies or sponsored agencies$7,166,0001,735
Privately issued$68,0002,009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,594,0001,247
Available-for-sale securities (fair market value)$2,116,428,00027
Total debt securities$2,145,274,00077
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$1,959,510,00089
U.S. Government securities$1,862,387,00077
U.S. Treasury securities$1,799,503,00021
U.S. Government agency obligations$62,884,0001,175
Securities issued by states & political subdivisions$96,708,00097
Other domestic debt securities$280,0004,922
Privately issued residential mortgage-backed securities$253,0002,171
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$27,0004,917
Foreign debt securities$0649
Equity securities$135,0005,173
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$751,185,00092
Mortgage-backed securities$33,430,0001,528
Certificates of participation in pools of residential mortgages$33,177,0001,014
Issued or guaranteed by U.S.$33,177,000979
Privately issued$0731
Collaterized mortgage obligations$253,0006,215
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$253,0001,803
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$1,959,375,00085
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$1,648,012,00089
U.S. Government securities$1,531,211,00080
U.S. Treasury securities$1,447,401,00023
U.S. Government agency obligations$83,810,000863
Securities issued by states & political subdivisions$113,784,00081
Other domestic debt securities$2,902,0002,395
Privately issued residential mortgage-backed securities$2,542,0001,035
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$360,0004,213
Foreign debt securities$0699
Equity securities$115,0004,876
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$358,298,000150
Mortgage-backed securities$2,542,0007,136
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$2,542,0003,713
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$2,542,000773
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$1,647,897,00091
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$25,000336
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA