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Wells Fargo Bank, Securities

2020-12-31Rank
Total securities$417,233,000,0003
U.S. Government securities$319,792,000,0003
U.S. Treasury securities$67,940,000,0004
U.S. Government agency obligations$251,852,000,0002
Securities issued by states & political subdivisions$40,129,000,0001
Other domestic debt securities$40,299,000,0002
Privately issued residential mortgage-backed securities$433,000,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,581,000,0008
Structured financial products - Total$23,498,000,0002
Other domestic debt securities - All other$8,774,000,0002
Foreign debt securities$17,044,000,0007
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,314,000,0006
Mortgage-backed securities$256,298,000,0002
Certificates of participation in pools of residential mortgages$243,283,000,0002
Issued or guaranteed by U.S.$243,283,000,0002
Privately issued$0245
Collaterized mortgage obligations$7,188,000,00020
CMOs issued by government agencies or sponsored agencies$6,755,000,00018
Privately issued$433,000,00015
Commercial mortgage-backed securities$5,827,000,00017
Commercial mortgage pass-through securities$493,000,00038
Other commercial mortgage-backed securities$5,334,000,00015
Held to maturity securities (book value)$205,710,000,0002
Available-for-sale securities (fair market value)$211,554,000,0005
Total debt securities$417,213,000,0003
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$69,659,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$12,870,000,0004
2020-09-30Rank
Total securities$395,315,000,0004
U.S. Government securities$305,600,000,0003
U.S. Treasury securities$54,545,000,0005
U.S. Government agency obligations$251,055,000,0002
Securities issued by states & political subdivisions$40,043,000,0001
Other domestic debt securities$40,589,000,0003
Privately issued residential mortgage-backed securities$555,000,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,424,000,0008
Structured financial products - Total$23,173,000,0002
Other domestic debt securities - All other$9,433,000,0002
Foreign debt securities$9,099,000,0008
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,895,000,0006
Mortgage-backed securities$255,614,000,0002
Certificates of participation in pools of residential mortgages$242,825,000,0002
Issued or guaranteed by U.S.$242,825,000,0002
Privately issued$0251
Collaterized mortgage obligations$7,570,000,00019
CMOs issued by government agencies or sponsored agencies$7,015,000,00019
Privately issued$555,000,00014
Commercial mortgage-backed securities$5,219,000,00019
Commercial mortgage pass-through securities$513,000,00036
Other commercial mortgage-backed securities$4,706,000,00018
Held to maturity securities (book value)$182,570,000,0002
Available-for-sale securities (fair market value)$212,761,000,0005
Total debt securities$395,264,000,0004
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$58,158,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$11,453,000,0004
2020-06-30Rank
Total securities$389,437,000,0004
U.S. Government securities$303,118,000,0003
U.S. Treasury securities$56,544,000,0004
U.S. Government agency obligations$246,574,000,0002
Securities issued by states & political subdivisions$41,164,000,0001
Other domestic debt securities$40,105,000,0003
Privately issued residential mortgage-backed securities$541,000,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,543,000,0008
Structured financial products - Total$23,129,000,0002
Other domestic debt securities - All other$8,674,000,0002
Foreign debt securities$4,775,000,0008
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,452,000,0006
Mortgage-backed securities$251,333,000,0002
Certificates of participation in pools of residential mortgages$237,758,000,0002
Issued or guaranteed by U.S.$237,758,000,0002
Privately issued$0251
Collaterized mortgage obligations$8,078,000,00019
CMOs issued by government agencies or sponsored agencies$7,537,000,00018
Privately issued$541,000,00015
Commercial mortgage-backed securities$5,497,000,00017
Commercial mortgage pass-through securities$576,000,00032
Other commercial mortgage-backed securities$4,921,000,00015
Held to maturity securities (book value)$168,972,000,0002
Available-for-sale securities (fair market value)$220,190,000,0004
Total debt securities$389,064,000,0004
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$54,369,000,0005
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$9,584,000,0004
2020-03-31Rank
Total securities$412,081,000,0003
U.S. Government securities$322,048,000,0003
U.S. Treasury securities$59,587,000,0004
U.S. Government agency obligations$262,461,000,0002
Securities issued by states & political subdivisions$46,313,000,0001
Other domestic debt securities$41,268,000,0003
Privately issued residential mortgage-backed securities$776,000,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,004,000,0007
Structured financial products - Total$22,726,000,0002
Other domestic debt securities - All other$9,446,000,0002
Foreign debt securities$2,341,000,0009
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,829,000,0005
Mortgage-backed securities$267,553,000,0002
Certificates of participation in pools of residential mortgages$252,653,000,0002
Issued or guaranteed by U.S.$252,653,000,0002
Privately issued$0267
Collaterized mortgage obligations$8,558,000,00018
CMOs issued by government agencies or sponsored agencies$7,782,000,00018
Privately issued$776,000,00010
Commercial mortgage-backed securities$6,342,000,00014
Commercial mortgage pass-through securities$601,000,00031
Other commercial mortgage-backed securities$5,741,000,00010
Held to maturity securities (book value)$169,859,000,0002
Available-for-sale securities (fair market value)$242,111,000,0003
Total debt securities$411,699,000,0003
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$58,848,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$12,614,000,0004
2019-12-31Rank
Total securities$405,807,000,0002
U.S. Government securities$311,521,000,0002
U.S. Treasury securities$58,985,000,0004
U.S. Government agency obligations$252,536,000,0002
Securities issued by states & political subdivisions$47,672,000,0001
Other domestic debt securities$46,042,000,0003
Privately issued residential mortgage-backed securities$827,000,00011
Commercial mortgage-backed securities - Total$4,511,000,0003
Asset backed securities$4,319,000,0006
Structured financial products - Total$26,594,000,0002
Other domestic debt securities - All other$9,791,000,0002
Foreign debt securities$476,000,00014
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,810,000,0004
Mortgage-backed securities$257,874,000,0002
Certificates of participation in pools of residential mortgages$246,692,000,0002
Issued or guaranteed by U.S.$246,692,000,0002
Privately issued$0249
Collaterized mortgage obligations$3,785,000,00029
CMOs issued by government agencies or sponsored agencies$2,958,000,00030
Privately issued$827,000,00011
Commercial mortgage-backed securities$7,397,000,00011
Commercial mortgage pass-through securities$626,000,00027
Other commercial mortgage-backed securities$6,771,000,0006
Held to maturity securities (book value)$153,873,000,0002
Available-for-sale securities (fair market value)$251,838,000,0002
Total debt securities$405,711,000,0002
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$61,182,000,0005
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$7,354,000,0004
2019-09-30Rank
Total securities$410,167,000,0002
U.S. Government securities$315,966,000,0002
U.S. Treasury securities$58,277,000,0003
U.S. Government agency obligations$257,689,000,0002
Securities issued by states & political subdivisions$47,040,000,0001
Other domestic debt securities$46,562,000,0003
Privately issued residential mortgage-backed securities$852,000,00013
Commercial mortgage-backed securities - Total$4,598,000,0003
Asset backed securities$4,294,000,0007
Structured financial products - Total$27,803,000,0002
Other domestic debt securities - All other$9,015,000,0001
Foreign debt securities$511,000,00014
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,528,000,0005
Mortgage-backed securities$263,139,000,0002
Certificates of participation in pools of residential mortgages$251,414,000,0002
Issued or guaranteed by U.S.$251,414,000,0002
Privately issued$0287
Collaterized mortgage obligations$4,072,000,00029
CMOs issued by government agencies or sponsored agencies$3,220,000,00030
Privately issued$852,000,00012
Commercial mortgage-backed securities$7,653,000,00010
Commercial mortgage pass-through securities$648,000,00027
Other commercial mortgage-backed securities$7,005,000,0005
Held to maturity securities (book value)$153,090,000,0002
Available-for-sale securities (fair market value)$256,989,000,0002
Total debt securities$410,079,000,0002
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$56,501,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$8,274,000,0004
2019-06-30Rank
Total securities$397,285,000,0002
U.S. Government securities$300,367,000,0002
U.S. Treasury securities$57,043,000,0003
U.S. Government agency obligations$243,324,000,0002
Securities issued by states & political subdivisions$46,864,000,0001
Other domestic debt securities$49,353,000,0002
Privately issued residential mortgage-backed securities$1,263,000,0008
Commercial mortgage-backed securities - Total$4,492,000,0003
Asset backed securities$4,836,000,0006
Structured financial products - Total$29,616,000,0001
Other domestic debt securities - All other$9,146,000,0002
Foreign debt securities$632,000,00012
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,031,000,0004
Mortgage-backed securities$249,079,000,0002
Certificates of participation in pools of residential mortgages$236,750,000,0002
Issued or guaranteed by U.S.$236,750,000,0002
Privately issued$0244
Collaterized mortgage obligations$4,700,000,00025
CMOs issued by government agencies or sponsored agencies$3,437,000,00030
Privately issued$1,263,000,0008
Commercial mortgage-backed securities$7,629,000,00011
Commercial mortgage pass-through securities$672,000,00025
Other commercial mortgage-backed securities$6,957,000,0005
Held to maturity securities (book value)$145,787,000,0002
Available-for-sale securities (fair market value)$251,429,000,0002
Total debt securities$397,216,000,0002
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$48,804,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$6,516,000,0004
2019-03-31Rank
Total securities$398,337,000,0002
U.S. Government securities$295,792,000,0002
U.S. Treasury securities$56,855,000,0004
U.S. Government agency obligations$238,937,000,0002
Securities issued by states & political subdivisions$49,930,000,0001
Other domestic debt securities$51,895,000,0001
Privately issued residential mortgage-backed securities$1,456,000,0007
Commercial mortgage-backed securities - Total$4,651,000,0003
Asset backed securities$4,920,000,0006
Structured financial products - Total$31,822,000,0001
Other domestic debt securities - All other$9,046,000,0002
Foreign debt securities$618,000,00012
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,684,000,0004
Mortgage-backed securities$245,044,000,0002
Certificates of participation in pools of residential mortgages$232,167,000,0002
Issued or guaranteed by U.S.$232,167,000,0002
Privately issued$0248
Collaterized mortgage obligations$5,068,000,00025
CMOs issued by government agencies or sponsored agencies$3,612,000,00028
Privately issued$1,456,000,0007
Commercial mortgage-backed securities$7,809,000,00010
Commercial mortgage pass-through securities$699,000,00022
Other commercial mortgage-backed securities$7,110,000,0005
Held to maturity securities (book value)$144,901,000,0002
Available-for-sale securities (fair market value)$253,334,000,0001
Total debt securities$398,236,000,0002
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$42,814,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$5,482,000,0004
2018-12-31Rank
Total securities$399,795,000,0002
U.S. Government securities$296,214,000,0002
U.S. Treasury securities$55,105,000,0003
U.S. Government agency obligations$241,109,000,0002
Securities issued by states & political subdivisions$48,835,000,0001
Other domestic debt securities$53,995,000,0001
Privately issued residential mortgage-backed securities$2,760,000,0002
Commercial mortgage-backed securities - Total$4,491,000,0003
Asset backed securities$5,256,000,0006
Structured financial products - Total$31,814,000,0001
Other domestic debt securities - All other$9,674,000,0002
Foreign debt securities$672,000,00013
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$55,803,000,0004
Mortgage-backed securities$248,351,000,0002
Certificates of participation in pools of residential mortgages$234,060,000,0002
Issued or guaranteed by U.S.$234,060,000,0002
Privately issued$0211
Collaterized mortgage obligations$6,541,000,00021
CMOs issued by government agencies or sponsored agencies$3,781,000,00027
Privately issued$2,760,000,0002
Commercial mortgage-backed securities$7,750,000,0009
Commercial mortgage pass-through securities$719,000,00023
Other commercial mortgage-backed securities$7,031,000,0003
Held to maturity securities (book value)$144,679,000,0002
Available-for-sale securities (fair market value)$255,037,000,0002
Total debt securities$399,716,000,0002
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$40,722,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$6,685,000,0005
2018-09-30Rank
Total securities$391,574,000,0002
U.S. Government securities$288,628,000,0002
U.S. Treasury securities$47,965,000,0003
U.S. Government agency obligations$240,663,000,0002
Securities issued by states & political subdivisions$47,954,000,0001
Other domestic debt securities$54,152,000,0001
Privately issued residential mortgage-backed securities$2,925,000,0003
Commercial mortgage-backed securities - Total$4,206,000,0003
Asset backed securities$5,050,000,0006
Structured financial products - Total$32,474,000,0001
Other domestic debt securities - All other$9,497,000,0002
Foreign debt securities$742,000,00012
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,443,000,0004
Mortgage-backed securities$247,785,000,0002
Certificates of participation in pools of residential mortgages$233,372,000,0002
Issued or guaranteed by U.S.$233,372,000,0002
Privately issued$0145
Collaterized mortgage obligations$6,885,000,00021
CMOs issued by government agencies or sponsored agencies$3,960,000,00026
Privately issued$2,925,000,0003
Commercial mortgage-backed securities$7,528,000,0008
Commercial mortgage pass-through securities$737,000,00019
Other commercial mortgage-backed securities$6,791,000,0005
Held to maturity securities (book value)$144,023,000,0002
Available-for-sale securities (fair market value)$247,453,000,0002
Total debt securities$391,471,000,0002
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$47,028,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$7,040,000,0004
2018-06-30Rank
Total securities$394,199,000,0002
U.S. Government securities$289,558,000,0002
U.S. Treasury securities$48,039,000,0003
U.S. Government agency obligations$241,519,000,0002
Securities issued by states & political subdivisions$53,470,000,0001
Other domestic debt securities$50,289,000,0001
Privately issued residential mortgage-backed securities$3,996,000,0002
Commercial mortgage-backed securities - Total$4,357,000,0003
Asset backed securities$5,305,000,0006
Structured financial products - Total$33,045,000,0001
Other domestic debt securities - All other$3,586,000,0002
Foreign debt securities$788,000,00012
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$52,562,000,0004
Mortgage-backed securities$249,863,000,0002
Certificates of participation in pools of residential mortgages$233,860,000,0002
Issued or guaranteed by U.S.$233,860,000,0002
Privately issued$0453
Collaterized mortgage obligations$8,229,000,00015
CMOs issued by government agencies or sponsored agencies$4,233,000,00026
Privately issued$3,996,000,0002
Commercial mortgage-backed securities$7,774,000,0008
Commercial mortgage pass-through securities$761,000,00021
Other commercial mortgage-backed securities$7,013,000,0006
Held to maturity securities (book value)$144,098,000,0002
Available-for-sale securities (fair market value)$250,007,000,0003
Total debt securities$394,100,000,0002
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$44,974,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$6,959,000,0004
2018-03-31Rank
Total securities$397,168,000,0002
U.S. Government securities$288,126,000,0002
U.S. Treasury securities$48,043,000,0003
U.S. Government agency obligations$240,083,000,0002
Securities issued by states & political subdivisions$55,507,000,0001
Other domestic debt securities$52,583,000,0001
Privately issued residential mortgage-backed securities$4,269,000,0002
Commercial mortgage-backed securities - Total$4,924,000,0003
Asset backed securities$5,523,000,0006
Structured financial products - Total$34,080,000,0001
Other domestic debt securities - All other$3,787,000,0002
Foreign debt securities$861,000,00011
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,170,000,0004
Mortgage-backed securities$249,267,000,0002
Certificates of participation in pools of residential mortgages$232,031,000,0002
Issued or guaranteed by U.S.$232,031,000,0002
Privately issued$067
Collaterized mortgage obligations$8,785,000,00012
CMOs issued by government agencies or sponsored agencies$4,516,000,00026
Privately issued$4,269,000,0002
Commercial mortgage-backed securities$8,451,000,0008
Commercial mortgage pass-through securities$786,000,00020
Other commercial mortgage-backed securities$7,665,000,0005
Held to maturity securities (book value)$141,338,000,0001
Available-for-sale securities (fair market value)$255,739,000,0003
Total debt securities$397,073,000,0002
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$47,470,000,0004
Revaluation gains on off-balance sheet contracts$10,813,000,0004
Revaluation losses on off-balance sheet contracts$6,568,000,0004
2017-12-31Rank
Total securities$399,326,000,0002
U.S. Government securities$289,043,000,0002
U.S. Treasury securities$48,063,000,0003
U.S. Government agency obligations$240,980,000,0002
Securities issued by states & political subdivisions$57,220,000,0001
Other domestic debt securities$52,103,000,0001
Privately issued residential mortgage-backed securities$4,401,000,0004
Commercial mortgage-backed securities - Total$4,675,000,0003
Asset backed securities$5,580,000,0006
Structured financial products - Total$33,342,000,0001
Other domestic debt securities - All other$4,105,000,0002
Foreign debt securities$878,000,00011
Equity securities$82,000,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,244,000,0004
Mortgage-backed securities$250,047,000,0002
Certificates of participation in pools of residential mortgages$232,971,000,0002
Issued or guaranteed by U.S.$232,971,000,0002
Privately issued$064
Collaterized mortgage obligations$8,738,000,00012
CMOs issued by government agencies or sponsored agencies$4,337,000,00026
Privately issued$4,401,000,0003
Commercial mortgage-backed securities$8,338,000,0008
Commercial mortgage pass-through securities$817,000,00019
Other commercial mortgage-backed securities$7,521,000,0004
Held to maturity securities (book value)$139,228,000,0001
Available-for-sale securities (fair market value)$260,098,000,0003
Total debt securities$399,228,000,0002
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$51,667,000,0004
Revaluation gains on off-balance sheet contracts$11,339,000,0004
Revaluation losses on off-balance sheet contracts$7,734,000,0004
2017-09-30Rank
Total securities$397,205,000,0002
U.S. Government securities$282,098,000,0002
U.S. Treasury securities$48,066,000,0002
U.S. Government agency obligations$234,032,000,0002
Securities issued by states & political subdivisions$58,648,000,0001
Other domestic debt securities$55,049,000,0002
Privately issued residential mortgage-backed securities$6,184,000,0003
Commercial mortgage-backed securities - Total$4,773,000,0003
Asset backed securities$6,259,000,0006
Structured financial products - Total$33,063,000,0001
Other domestic debt securities - All other$4,770,000,0002
Foreign debt securities$1,316,000,0009
Equity securities$94,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$60,883,000,0004
Mortgage-backed securities$244,980,000,0002
Certificates of participation in pools of residential mortgages$225,568,000,0002
Issued or guaranteed by U.S.$225,568,000,0002
Privately issued$069
Collaterized mortgage obligations$10,864,000,00011
CMOs issued by government agencies or sponsored agencies$4,680,000,00026
Privately issued$6,184,000,0003
Commercial mortgage-backed securities$8,548,000,0008
Commercial mortgage pass-through securities$862,000,00017
Other commercial mortgage-backed securities$7,686,000,0004
Held to maturity securities (book value)$142,316,000,0001
Available-for-sale securities (fair market value)$254,889,000,0003
Total debt securities$397,095,000,0002
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$45,303,000,0004
Revaluation gains on off-balance sheet contracts$11,606,000,0004
Revaluation losses on off-balance sheet contracts$8,100,000,0004
2017-06-30Rank
Total securities$381,190,000,0002
U.S. Government securities$265,762,000,0002
U.S. Treasury securities$48,628,000,0003
U.S. Government agency obligations$217,134,000,0002
Securities issued by states & political subdivisions$57,891,000,0001
Other domestic debt securities$56,218,000,0001
Privately issued residential mortgage-backed securities$7,139,000,0003
Commercial mortgage-backed securities - Total$5,421,000,0003
Asset backed securities$6,955,000,0005
Structured financial products - Total$31,745,000,0001
Other domestic debt securities - All other$4,958,000,0002
Foreign debt securities$1,287,000,0009
Equity securities$32,000,00054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,100,000,0004
Mortgage-backed securities$229,679,000,0002
Certificates of participation in pools of residential mortgages$208,183,000,0002
Issued or guaranteed by U.S.$208,183,000,0002
Privately issued$067
Collaterized mortgage obligations$12,170,000,00011
CMOs issued by government agencies or sponsored agencies$5,031,000,00025
Privately issued$7,139,000,0003
Commercial mortgage-backed securities$9,326,000,0008
Commercial mortgage pass-through securities$884,000,00016
Other commercial mortgage-backed securities$8,442,000,0004
Held to maturity securities (book value)$140,286,000,0001
Available-for-sale securities (fair market value)$240,904,000,0003
Total debt securities$381,141,000,0002
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$44,239,000,0004
Revaluation gains on off-balance sheet contracts$11,969,000,0004
Revaluation losses on off-balance sheet contracts$9,636,000,0004
2017-03-31Rank
Total securities$386,174,000,0002
U.S. Government securities$270,504,000,0002
U.S. Treasury securities$66,175,000,0002
U.S. Government agency obligations$204,329,000,0002
Securities issued by states & political subdivisions$54,370,000,0001
Other domestic debt securities$59,635,000,0001
Privately issued residential mortgage-backed securities$7,360,000,0003
Commercial mortgage-backed securities - Total$6,522,000,0003
Asset backed securities$7,894,000,0005
Structured financial products - Total$32,476,000,0001
Other domestic debt securities - All other$5,383,000,0002
Foreign debt securities$1,635,000,0009
Equity securities$30,000,00056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$71,980,000,0004
Mortgage-backed securities$218,191,000,0002
Certificates of participation in pools of residential mortgages$194,920,000,0002
Issued or guaranteed by U.S.$194,920,000,0002
Privately issued$066
Collaterized mortgage obligations$12,733,000,00011
CMOs issued by government agencies or sponsored agencies$5,373,000,00023
Privately issued$7,360,000,0003
Commercial mortgage-backed securities$10,538,000,0007
Commercial mortgage pass-through securities$900,000,00015
Other commercial mortgage-backed securities$9,638,000,0004
Held to maturity securities (book value)$107,924,000,0002
Available-for-sale securities (fair market value)$278,250,000,0002
Total debt securities$386,131,000,0002
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$45,041,000,0004
Revaluation gains on off-balance sheet contracts$11,071,000,0004
Revaluation losses on off-balance sheet contracts$10,595,000,0004
2016-12-31Rank
Total securities$385,956,000,0002
U.S. Government securities$267,281,000,0002
U.S. Treasury securities$67,366,000,0002
U.S. Government agency obligations$199,915,000,0002
Securities issued by states & political subdivisions$53,121,000,0001
Other domestic debt securities$63,105,000,0001
Privately issued residential mortgage-backed securities$7,581,000,0003
Commercial mortgage-backed securities - Total$8,195,000,0002
Asset backed securities$8,110,000,0005
Structured financial products - Total$33,724,000,0001
Other domestic debt securities - All other$5,495,000,0002
Foreign debt securities$2,415,000,0008
Equity securities$34,000,00049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,718,000,0003
Mortgage-backed securities$215,670,000,0002
Certificates of participation in pools of residential mortgages$190,002,000,0002
Issued or guaranteed by U.S.$190,002,000,0002
Privately issued$071
Collaterized mortgage obligations$13,337,000,00010
CMOs issued by government agencies or sponsored agencies$5,756,000,00019
Privately issued$7,581,000,0003
Commercial mortgage-backed securities$12,331,000,0005
Commercial mortgage pass-through securities$941,000,00013
Other commercial mortgage-backed securities$11,390,000,0004
Held to maturity securities (book value)$99,478,000,0002
Available-for-sale securities (fair market value)$286,478,000,0002
Total debt securities$385,908,000,0002
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$36,745,000,0004
Revaluation gains on off-balance sheet contracts$11,771,000,0004
Revaluation losses on off-balance sheet contracts$12,266,000,0004
2016-09-30Rank
Total securities$372,261,000,0002
U.S. Government securities$249,075,000,0002
U.S. Treasury securities$67,793,000,0002
U.S. Government agency obligations$181,282,000,0002
Securities issued by states & political subdivisions$53,335,000,0001
Other domestic debt securities$66,677,000,0002
Privately issued residential mortgage-backed securities$8,288,000,0003
Commercial mortgage-backed securities - Total$9,485,000,0002
Asset backed securities$8,342,000,0004
Structured financial products - Total$34,803,000,0001
Other domestic debt securities - All other$5,759,000,0002
Foreign debt securities$3,142,000,0008
Equity securities$32,000,00054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$95,999,000,0003
Mortgage-backed securities$199,034,000,0002
Certificates of participation in pools of residential mortgages$170,501,000,0002
Issued or guaranteed by U.S.$170,501,000,0002
Privately issued$067
Collaterized mortgage obligations$14,574,000,0009
CMOs issued by government agencies or sponsored agencies$6,286,000,00019
Privately issued$8,288,000,0003
Commercial mortgage-backed securities$13,959,000,0005
Commercial mortgage pass-through securities$988,000,00013
Other commercial mortgage-backed securities$12,971,000,0004
Held to maturity securities (book value)$99,241,000,0002
Available-for-sale securities (fair market value)$273,020,000,0003
Total debt securities$372,188,000,0002
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$46,588,000,0004
Revaluation gains on off-balance sheet contracts$16,008,000,0004
Revaluation losses on off-balance sheet contracts$23,082,000,0003
2016-06-30Rank
Total securities$335,866,000,0002
U.S. Government securities$212,320,000,0002
U.S. Treasury securities$69,111,000,0002
U.S. Government agency obligations$143,209,000,0002
Securities issued by states & political subdivisions$50,915,000,0001
Other domestic debt securities$69,038,000,0002
Privately issued residential mortgage-backed securities$8,051,000,0003
Commercial mortgage-backed securities - Total$11,248,000,0002
Asset backed securities$8,631,000,0004
Structured financial products - Total$35,064,000,0001
Other domestic debt securities - All other$6,044,000,0002
Foreign debt securities$3,563,000,0008
Equity securities$30,000,00058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,654,000,0003
Mortgage-backed securities$162,487,000,0002
Certificates of participation in pools of residential mortgages$131,417,000,0002
Issued or guaranteed by U.S.$131,417,000,0002
Privately issued$071
Collaterized mortgage obligations$15,198,000,00010
CMOs issued by government agencies or sponsored agencies$7,147,000,00015
Privately issued$8,051,000,0003
Commercial mortgage-backed securities$15,872,000,0004
Commercial mortgage pass-through securities$963,000,00013
Other commercial mortgage-backed securities$14,909,000,0004
Held to maturity securities (book value)$100,420,000,0002
Available-for-sale securities (fair market value)$235,446,000,0003
Total debt securities$335,819,000,0002
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$39,853,000,0004
Revaluation gains on off-balance sheet contracts$19,811,000,0004
Revaluation losses on off-balance sheet contracts$24,995,000,0003
2016-03-31Rank
Total securities$315,384,000,0003
U.S. Government securities$193,599,000,0002
U.S. Treasury securities$72,489,000,0002
U.S. Government agency obligations$121,110,000,0002
Securities issued by states & political subdivisions$48,150,000,0001
Other domestic debt securities$69,901,000,0002
Privately issued residential mortgage-backed securities$8,154,000,0003
Commercial mortgage-backed securities - Total$12,180,000,0002
Asset backed securities$8,906,000,0004
Structured financial products - Total$33,457,000,0001
Other domestic debt securities - All other$7,204,000,0002
Foreign debt securities$3,685,000,0008
Equity securities$49,000,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,579,000,0003
Mortgage-backed securities$141,423,000,0002
Certificates of participation in pools of residential mortgages$108,527,000,0002
Issued or guaranteed by U.S.$108,527,000,0002
Privately issued$066
Collaterized mortgage obligations$15,981,000,00010
CMOs issued by government agencies or sponsored agencies$7,827,000,00012
Privately issued$8,154,000,0003
Commercial mortgage-backed securities$16,915,000,0004
Commercial mortgage pass-through securities$983,000,00013
Other commercial mortgage-backed securities$15,932,000,0004
Held to maturity securities (book value)$79,348,000,0002
Available-for-sale securities (fair market value)$236,036,000,0003
Total debt securities$315,290,000,0003
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$37,241,000,0004
Revaluation gains on off-balance sheet contracts$19,614,000,0004
Revaluation losses on off-balance sheet contracts$22,696,000,0003
2015-12-31Rank
Total securities$322,990,000,0002
U.S. Government securities$202,243,000,0002
U.S. Treasury securities$74,764,000,0002
U.S. Government agency obligations$127,479,000,0002
Securities issued by states & political subdivisions$46,469,000,0001
Other domestic debt securities$70,554,000,0002
Privately issued residential mortgage-backed securities$8,504,000,0004
Commercial mortgage-backed securities - Total$14,085,000,0002
Asset backed securities$9,011,000,0005
Structured financial products - Total$32,276,000,0001
Other domestic debt securities - All other$6,678,000,0002
Foreign debt securities$3,673,000,0008
Equity securities$51,000,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,597,000,0003
Mortgage-backed securities$150,047,000,0002
Certificates of participation in pools of residential mortgages$114,487,000,0002
Issued or guaranteed by U.S.$114,487,000,0002
Privately issued$066
Collaterized mortgage obligations$16,720,000,0008
CMOs issued by government agencies or sponsored agencies$8,216,000,00012
Privately issued$8,504,000,0003
Commercial mortgage-backed securities$18,840,000,0004
Commercial mortgage pass-through securities$1,006,000,00012
Other commercial mortgage-backed securities$17,834,000,0004
Held to maturity securities (book value)$80,197,000,0002
Available-for-sale securities (fair market value)$242,793,000,0003
Total debt securities$322,917,000,0002
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$36,666,000,0004
Revaluation gains on off-balance sheet contracts$18,422,000,0004
Revaluation losses on off-balance sheet contracts$18,827,000,0003
2015-09-30Rank
Total securities$319,618,000,0002
U.S. Government securities$199,165,000,0002
U.S. Treasury securities$74,023,000,0002
U.S. Government agency obligations$125,142,000,0002
Securities issued by states & political subdivisions$45,692,000,0001
Other domestic debt securities$70,785,000,0002
Privately issued residential mortgage-backed securities$8,073,000,0004
Commercial mortgage-backed securities - Total$14,703,000,0002
Asset backed securities$9,600,000,0005
Structured financial products - Total$31,350,000,0001
Other domestic debt securities - All other$7,059,000,0002
Foreign debt securities$3,918,000,0008
Equity securities$58,000,00034
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,500,000,0003
Mortgage-backed securities$147,895,000,0002
Certificates of participation in pools of residential mortgages$111,380,000,0002
Issued or guaranteed by U.S.$111,380,000,0002
Privately issued$065
Collaterized mortgage obligations$16,891,000,0008
CMOs issued by government agencies or sponsored agencies$8,818,000,00010
Privately issued$8,073,000,0003
Commercial mortgage-backed securities$19,624,000,0004
Commercial mortgage pass-through securities$1,050,000,00012
Other commercial mortgage-backed securities$18,574,000,0003
Held to maturity securities (book value)$78,668,000,0001
Available-for-sale securities (fair market value)$240,950,000,0004
Total debt securities$319,531,000,0002
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$34,624,000,0004
Revaluation gains on off-balance sheet contracts$20,677,000,0004
Revaluation losses on off-balance sheet contracts$19,449,000,0003
2015-06-30Rank
Total securities$313,819,000,0002
U.S. Government securities$194,293,000,0002
U.S. Treasury securities$74,563,000,0002
U.S. Government agency obligations$119,730,000,0002
Securities issued by states & political subdivisions$44,346,000,0001
Other domestic debt securities$71,098,000,0002
Privately issued residential mortgage-backed securities$8,404,000,0004
Commercial mortgage-backed securities - Total$15,293,000,0002
Asset backed securities$9,922,000,0005
Structured financial products - Total$30,581,000,0002
Other domestic debt securities - All other$6,898,000,0001
Foreign debt securities$4,041,000,0008
Equity securities$41,000,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,454,000,0003
Mortgage-backed securities$143,404,000,0003
Certificates of participation in pools of residential mortgages$105,261,000,0002
Issued or guaranteed by U.S.$105,261,000,0002
Privately issued$067
Collaterized mortgage obligations$17,814,000,0007
CMOs issued by government agencies or sponsored agencies$9,410,000,0009
Privately issued$8,404,000,0003
Commercial mortgage-backed securities$20,329,000,0004
Commercial mortgage pass-through securities$1,060,000,00012
Other commercial mortgage-backed securities$19,269,000,0003
Held to maturity securities (book value)$80,102,000,0001
Available-for-sale securities (fair market value)$233,717,000,0004
Total debt securities$313,749,000,0002
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$39,221,000,0004
Revaluation gains on off-balance sheet contracts$20,011,000,0004
Revaluation losses on off-balance sheet contracts$16,472,000,0004
2015-03-31Rank
Total securities$294,222,000,0003
U.S. Government securities$175,947,000,0002
U.S. Treasury securities$68,198,000,0002
U.S. Government agency obligations$107,749,000,0002
Securities issued by states & political subdivisions$42,624,000,0001
Other domestic debt securities$71,586,000,0002
Privately issued residential mortgage-backed securities$8,664,000,0004
Commercial mortgage-backed securities - Total$15,975,000,0002
Asset backed securities$10,813,000,0005
Structured financial products - Total$28,972,000,0002
Other domestic debt securities - All other$7,162,000,0001
Foreign debt securities$4,016,000,0009
Equity securities$49,000,00041
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,667,000,0004
Mortgage-backed securities$132,365,000,0003
Certificates of participation in pools of residential mortgages$92,302,000,0003
Issued or guaranteed by U.S.$92,302,000,0003
Privately issued$070
Collaterized mortgage obligations$18,752,000,0007
CMOs issued by government agencies or sponsored agencies$10,088,000,00010
Privately issued$8,664,000,0003
Commercial mortgage-backed securities$21,311,000,0003
Commercial mortgage pass-through securities$1,072,000,00012
Other commercial mortgage-backed securities$20,239,000,0002
Held to maturity securities (book value)$67,133,000,0001
Available-for-sale securities (fair market value)$227,089,000,0004
Total debt securities$294,139,000,0003
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$41,469,000,0004
Revaluation gains on off-balance sheet contracts$23,365,000,0004
Revaluation losses on off-balance sheet contracts$21,807,000,0004
2014-12-31Rank
Total securities$281,953,000,0004
U.S. Government securities$166,077,000,0003
U.S. Treasury securities$60,723,000,0003
U.S. Government agency obligations$105,354,000,0002
Securities issued by states & political subdivisions$39,719,000,0001
Other domestic debt securities$71,824,000,0002
Privately issued residential mortgage-backed securities$9,205,000,0004
Commercial mortgage-backed securities - Total$16,980,000,0002
Asset backed securities$12,084,000,0005
Structured financial products - Total$26,608,000,0002
Other domestic debt securities - All other$6,947,000,0001
Foreign debt securities$4,264,000,0007
Equity securities$69,000,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$94,104,000,0003
Mortgage-backed securities$131,515,000,0003
Certificates of participation in pools of residential mortgages$89,232,000,0003
Issued or guaranteed by U.S.$89,232,000,0003
Privately issued$075
Collaterized mortgage obligations$19,788,000,0007
CMOs issued by government agencies or sponsored agencies$10,583,000,00010
Privately issued$9,205,000,0003
Commercial mortgage-backed securities$22,495,000,0002
Commercial mortgage pass-through securities$1,225,000,00012
Other commercial mortgage-backed securities$21,270,000,0001
Held to maturity securities (book value)$55,483,000,0002
Available-for-sale securities (fair market value)$226,470,000,0004
Total debt securities$281,841,000,0004
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$46,228,000,0004
Revaluation gains on off-balance sheet contracts$23,339,000,0004
Revaluation losses on off-balance sheet contracts$22,688,000,0003
2014-09-30Rank
Total securities$258,845,000,0004
U.S. Government securities$145,766,000,0003
U.S. Treasury securities$37,804,000,0003
U.S. Government agency obligations$107,962,000,0002
Securities issued by states & political subdivisions$38,542,000,0001
Other domestic debt securities$68,675,000,0002
Privately issued residential mortgage-backed securities$10,010,000,0005
Commercial mortgage-backed securities - Total$17,399,000,0002
Asset backed securities$11,142,000,0005
Structured financial products - Total$23,143,000,0002
Other domestic debt securities - All other$6,981,000,0001
Foreign debt securities$5,767,000,0007
Equity securities$95,000,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,642,000,0002
Mortgage-backed securities$135,347,000,0003
Certificates of participation in pools of residential mortgages$91,234,000,0003
Issued or guaranteed by U.S.$91,234,000,0003
Privately issued$073
Collaterized mortgage obligations$21,131,000,0006
CMOs issued by government agencies or sponsored agencies$11,121,000,00010
Privately issued$10,010,000,0004
Commercial mortgage-backed securities$22,982,000,0001
Commercial mortgage pass-through securities$1,256,000,00011
Other commercial mortgage-backed securities$21,726,000,0001
Held to maturity securities (book value)$40,758,000,0004
Available-for-sale securities (fair market value)$218,087,000,0004
Total debt securities$258,698,000,0004
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$31,892,000,0004
Revaluation gains on off-balance sheet contracts$15,534,000,0004
Revaluation losses on off-balance sheet contracts$15,373,000,0004
2014-06-30Rank
Total securities$242,807,000,0004
U.S. Government securities$125,544,000,0003
U.S. Treasury securities$18,252,000,0005
U.S. Government agency obligations$107,292,000,0002
Securities issued by states & political subdivisions$37,448,000,0001
Other domestic debt securities$71,123,000,0002
Privately issued residential mortgage-backed securities$11,150,000,0004
Commercial mortgage-backed securities - Total$18,186,000,0001
Asset backed securities$12,778,000,0005
Structured financial products - Total$21,805,000,0002
Other domestic debt securities - All other$7,204,000,0001
Foreign debt securities$8,639,000,0005
Equity securities$53,000,00040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$82,705,000,0003
Mortgage-backed securities$136,601,000,0003
Certificates of participation in pools of residential mortgages$90,195,000,0003
Issued or guaranteed by U.S.$90,195,000,0003
Privately issued$075
Collaterized mortgage obligations$22,781,000,0005
CMOs issued by government agencies or sponsored agencies$11,631,000,00010
Privately issued$11,150,000,0003
Commercial mortgage-backed securities$23,625,000,0001
Commercial mortgage pass-through securities$1,296,000,00012
Other commercial mortgage-backed securities$22,329,000,0001
Held to maturity securities (book value)$30,108,000,0006
Available-for-sale securities (fair market value)$212,699,000,0004
Total debt securities$242,642,000,0004
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$35,111,000,0004
Revaluation gains on off-balance sheet contracts$17,091,000,0004
Revaluation losses on off-balance sheet contracts$11,904,000,0004
2014-03-31Rank
Total securities$233,820,000,0004
U.S. Government securities$114,854,000,0003
U.S. Treasury securities$6,334,000,0006
U.S. Government agency obligations$108,520,000,0002
Securities issued by states & political subdivisions$36,858,000,0001
Other domestic debt securities$73,369,000,0002
Privately issued residential mortgage-backed securities$11,720,000,0003
Commercial mortgage-backed securities - Total$18,528,000,0001
Asset backed securities$13,669,000,0004
Structured financial products - Total$21,148,000,0002
Other domestic debt securities - All other$8,304,000,0001
Foreign debt securities$8,670,000,0005
Equity securities$69,000,00033
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$77,915,000,0003
Mortgage-backed securities$138,741,000,0003
Certificates of participation in pools of residential mortgages$91,435,000,0003
Issued or guaranteed by U.S.$91,435,000,0003
Privately issued$076
Collaterized mortgage obligations$23,860,000,0003
CMOs issued by government agencies or sponsored agencies$12,140,000,0009
Privately issued$11,720,000,0002
Commercial mortgage-backed securities$23,446,000,0001
Commercial mortgage pass-through securities$1,300,000,00010
Other commercial mortgage-backed securities$22,146,000,0001
Held to maturity securities (book value)$17,662,000,0009
Available-for-sale securities (fair market value)$216,158,000,0004
Total debt securities$233,641,000,0004
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$31,189,000,0004
Revaluation gains on off-balance sheet contracts$16,920,000,0004
Revaluation losses on off-balance sheet contracts$11,032,000,0003
2013-12-31Rank
Total securities$228,183,000,0004
U.S. Government securities$108,415,000,0004
U.S. Treasury securities$474,000,00025
U.S. Government agency obligations$107,941,000,0002
Securities issued by states & political subdivisions$35,573,000,0001
Other domestic debt securities$75,393,000,0002
Privately issued residential mortgage-backed securities$12,378,000,0003
Commercial mortgage-backed securities - Total$18,698,000,0001
Asset backed securities$15,434,000,0003
Structured financial products - Total$19,927,000,0002
Other domestic debt securities - All other$8,956,000,0001
Foreign debt securities$8,703,000,0006
Equity securities$99,000,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,662,000,0002
Mortgage-backed securities$138,988,000,0003
Certificates of participation in pools of residential mortgages$92,689,000,0003
Issued or guaranteed by U.S.$92,689,000,0003
Privately issued$081
Collaterized mortgage obligations$22,945,000,0005
CMOs issued by government agencies or sponsored agencies$10,567,000,0009
Privately issued$12,378,000,0002
Commercial mortgage-backed securities$23,354,000,0001
Commercial mortgage pass-through securities$1,349,000,00010
Other commercial mortgage-backed securities$22,005,000,0001
Held to maturity securities (book value)$12,346,000,00010
Available-for-sale securities (fair market value)$215,837,000,0004
Total debt securities$227,958,000,0004
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$32,465,000,0004
Revaluation gains on off-balance sheet contracts$17,231,000,0004
Revaluation losses on off-balance sheet contracts$11,409,000,0004
2013-09-30Rank
Total securities$223,064,000,0004
U.S. Government securities$103,978,000,0004
U.S. Treasury securities$477,000,00021
U.S. Government agency obligations$103,501,000,0002
Securities issued by states & political subdivisions$35,278,000,0001
Other domestic debt securities$74,294,000,0002
Privately issued residential mortgage-backed securities$13,107,000,0003
Commercial mortgage-backed securities - Total$18,715,000,0001
Asset backed securities$15,902,000,0003
Structured financial products - Total$17,548,000,0002
Other domestic debt securities - All other$9,022,000,0001
Foreign debt securities$9,398,000,0006
Equity securities$116,000,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$90,818,000,0003
Mortgage-backed securities$135,293,000,0003
Certificates of participation in pools of residential mortgages$89,243,000,0003
Issued or guaranteed by U.S.$89,243,000,0003
Privately issued$080
Collaterized mortgage obligations$22,996,000,0005
CMOs issued by government agencies or sponsored agencies$9,889,000,0009
Privately issued$13,107,000,0002
Commercial mortgage-backed securities$23,054,000,0001
Commercial mortgage pass-through securities$1,420,000,0008
Other commercial mortgage-backed securities$21,634,000,0001
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$223,064,000,0004
Total debt securities$222,834,000,0004
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$31,965,000,0005
Revaluation gains on off-balance sheet contracts$18,955,000,0004
Revaluation losses on off-balance sheet contracts$14,215,000,0004
2013-06-30Rank
Total securities$217,652,000,0004
U.S. Government securities$99,073,000,0004
U.S. Treasury securities$476,000,00022
U.S. Government agency obligations$98,597,000,0003
Securities issued by states & political subdivisions$33,758,000,0001
Other domestic debt securities$75,405,000,0002
Privately issued residential mortgage-backed securities$14,026,000,0003
Commercial mortgage-backed securities - Total$19,204,000,0001
Asset backed securities$16,205,000,0003
Structured financial products - Total$16,973,000,0002
Other domestic debt securities - All other$8,997,000,0001
Foreign debt securities$9,307,000,0006
Equity securities$109,000,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,934,000,0003
Mortgage-backed securities$131,794,000,0003
Certificates of participation in pools of residential mortgages$84,764,000,0003
Issued or guaranteed by U.S.$84,764,000,0003
Privately issued$083
Collaterized mortgage obligations$23,933,000,0005
CMOs issued by government agencies or sponsored agencies$9,907,000,00010
Privately issued$14,026,000,0002
Commercial mortgage-backed securities$23,097,000,0001
Commercial mortgage pass-through securities$3,893,000,0003
Other commercial mortgage-backed securities$19,204,000,0001
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$217,652,000,0004
Total debt securities$217,443,000,0004
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$32,173,000,0005
Revaluation gains on off-balance sheet contracts$20,230,000,0004
Revaluation losses on off-balance sheet contracts$15,259,000,0004
2013-03-31Rank
Total securities$216,301,000,0004
U.S. Government securities$95,010,000,0004
U.S. Treasury securities$411,000,00028
U.S. Government agency obligations$94,599,000,0003
Securities issued by states & political subdivisions$32,834,000,0001
Other domestic debt securities$78,841,000,0002
Privately issued residential mortgage-backed securities$15,162,000,0002
Commercial mortgage-backed securities - Total$19,768,000,0001
Asset backed securities$18,178,000,0003
Structured financial products - Total$16,405,000,0002
Other domestic debt securities - All other$9,328,000,0001
Foreign debt securities$9,520,000,0006
Equity securities$96,000,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,648,000,0003
Mortgage-backed securities$129,494,000,0003
Certificates of participation in pools of residential mortgages$81,585,000,0003
Issued or guaranteed by U.S.$81,585,000,0003
Privately issued$083
Collaterized mortgage obligations$26,006,000,0004
CMOs issued by government agencies or sponsored agencies$10,844,000,0009
Privately issued$15,162,000,0002
Commercial mortgage-backed securities$21,903,000,0001
Commercial mortgage pass-through securities$2,135,000,0005
Other commercial mortgage-backed securities$19,768,000,0001
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$216,301,000,0004
Total debt securities$216,076,000,0004
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$34,744,000,0005
Revaluation gains on off-balance sheet contracts$21,480,000,0005
Revaluation losses on off-balance sheet contracts$16,046,000,0004
2012-12-31Rank
Total securities$203,661,000,0004
U.S. Government securities$87,236,000,0004
U.S. Treasury securities$413,000,00027
U.S. Government agency obligations$86,823,000,0003
Securities issued by states & political subdivisions$30,983,000,0001
Other domestic debt securities$75,343,000,0002
Privately issued residential mortgage-backed securities$15,834,000,0002
Commercial mortgage-backed securities - Total$19,812,000,0001
Asset backed securities$17,408,000,0003
Structured financial products - Total$12,930,000,0002
Other domestic debt securities - All other$9,359,000,0001
Foreign debt securities$9,986,000,0006
Equity securities$113,000,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,759,000,0003
Mortgage-backed securities$122,433,000,0003
Certificates of participation in pools of residential mortgages$73,462,000,0003
Issued or guaranteed by U.S.$73,462,000,0003
Privately issued$085
Collaterized mortgage obligations$27,476,000,0004
CMOs issued by government agencies or sponsored agencies$11,642,000,0009
Privately issued$15,834,000,0002
Commercial mortgage-backed securities$21,495,000,0001
Commercial mortgage pass-through securities$1,683,000,0007
Other commercial mortgage-backed securities$19,812,000,0001
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$203,661,000,0004
Total debt securities$203,429,000,0004
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$34,637,000,0005
Revaluation gains on off-balance sheet contracts$25,096,000,0004
Revaluation losses on off-balance sheet contracts$17,760,000,0004
2012-09-30Rank
Total securities$204,296,000,0004
U.S. Government securities$95,205,000,0004
U.S. Treasury securities$419,000,00025
U.S. Government agency obligations$94,786,000,0003
Securities issued by states & political subdivisions$28,221,000,0001
Other domestic debt securities$70,571,000,0002
Privately issued residential mortgage-backed securities$16,450,000,0002
Commercial mortgage-backed securities - Total$19,397,000,0001
Asset backed securities$15,294,000,0003
Structured financial products - Total$9,980,000,0002
Other domestic debt securities - All other$9,450,000,0001
Foreign debt securities$10,204,000,0005
Equity securities$95,000,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$66,383,000,0004
Mortgage-backed securities$130,596,000,0003
Certificates of participation in pools of residential mortgages$81,578,000,0003
Issued or guaranteed by U.S.$81,578,000,0003
Privately issued$088
Collaterized mortgage obligations$29,025,000,0004
CMOs issued by government agencies or sponsored agencies$12,575,000,0008
Privately issued$16,450,000,0002
Commercial mortgage-backed securities$19,993,000,0001
Commercial mortgage pass-through securities$596,000,00010
Other commercial mortgage-backed securities$19,397,000,0001
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$204,296,000,0004
Total debt securities$204,116,000,0004
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$40,930,000,0004
Revaluation gains on off-balance sheet contracts$28,140,000,0003
Revaluation losses on off-balance sheet contracts$22,134,000,0004
2012-06-30Rank
Total securities$204,424,000,0004
U.S. Government securities$96,152,000,0004
U.S. Treasury securities$521,000,00023
U.S. Government agency obligations$95,631,000,0003
Securities issued by states & political subdivisions$27,673,000,0001
Other domestic debt securities$71,262,000,0002
Privately issued residential mortgage-backed securities$16,631,000,0002
Commercial mortgage-backed securities - Total$18,843,000,0001
Asset backed securities$17,227,000,0003
Structured financial products - Total$8,916,000,0002
Other domestic debt securities - All other$9,645,000,0001
Foreign debt securities$9,206,000,0006
Equity securities$131,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,005,000,0005
Mortgage-backed securities$131,066,000,0003
Certificates of participation in pools of residential mortgages$85,801,000,0003
Issued or guaranteed by U.S.$85,801,000,0003
Privately issued$094
Collaterized mortgage obligations$25,737,000,0005
CMOs issued by government agencies or sponsored agencies$9,106,000,00010
Privately issued$16,631,000,0002
Commercial mortgage-backed securities$19,528,000,0001
Commercial mortgage pass-through securities$685,000,0009
Other commercial mortgage-backed securities$18,843,000,0001
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$204,424,000,0004
Total debt securities$204,204,000,0004
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$42,549,000,0004
Revaluation gains on off-balance sheet contracts$29,773,000,0003
Revaluation losses on off-balance sheet contracts$22,034,000,0004
2012-03-31Rank
Total securities$204,705,000,0004
U.S. Government securities$97,829,000,0003
U.S. Treasury securities$554,000,00024
U.S. Government agency obligations$97,275,000,0003
Securities issued by states & political subdivisions$24,507,000,0001
Other domestic debt securities$72,978,000,0002
Privately issued residential mortgage-backed securities$17,733,000,0002
Commercial mortgage-backed securities - Total$18,582,000,0001
Asset backed securities$18,151,000,0003
Structured financial products - Total$8,740,000,0002
Other domestic debt securities - All other$9,772,000,0002
Foreign debt securities$9,260,000,0005
Equity securities$131,000,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,523,000,0005
Mortgage-backed securities$133,544,000,0003
Certificates of participation in pools of residential mortgages$91,739,000,0002
Issued or guaranteed by U.S.$91,739,000,0002
Privately issued$094
Collaterized mortgage obligations$23,177,000,0005
CMOs issued by government agencies or sponsored agencies$5,444,000,00021
Privately issued$17,733,000,0002
Commercial mortgage-backed securities$18,628,000,0001
Commercial mortgage pass-through securities$46,000,00026
Other commercial mortgage-backed securities$18,582,000,0001
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$204,705,000,0003
Total debt securities$204,478,000,0004
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$50,280,000,0004
Revaluation gains on off-balance sheet contracts$25,628,000,0003
Revaluation losses on off-balance sheet contracts$18,914,000,0004
2011-12-31Rank
Total securities$195,800,000,0004
U.S. Government securities$92,399,000,0004
U.S. Treasury securities$421,000,00026
U.S. Government agency obligations$91,978,000,0003
Securities issued by states & political subdivisions$23,058,000,0001
Other domestic debt securities$70,202,000,0002
Privately issued residential mortgage-backed securities$16,886,000,0002
Commercial mortgage-backed securities - Total$18,091,000,0001
Asset backed securities$17,339,000,0003
Structured financial products - Total$8,193,000,0002
Other domestic debt securities - All other$9,693,000,0003
Foreign debt securities$9,415,000,0007
Equity securities$726,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,070,000,0004
Mortgage-backed securities$126,501,000,0003
Certificates of participation in pools of residential mortgages$85,597,000,0003
Issued or guaranteed by U.S.$85,597,000,0003
Privately issued$0121
Collaterized mortgage obligations$22,764,000,0006
CMOs issued by government agencies or sponsored agencies$5,878,000,00018
Privately issued$16,886,000,0002
Commercial mortgage-backed securities$18,140,000,0001
Commercial mortgage pass-through securities$49,000,00017
Other commercial mortgage-backed securities$18,091,000,0001
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$195,800,000,0004
Total debt securities$194,968,000,0004
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$56,692,000,0004
Revaluation gains on off-balance sheet contracts$27,807,000,0005
Revaluation losses on off-balance sheet contracts$21,107,000,0004
2011-09-30Rank
Total securities$172,686,000,0004
U.S. Government securities$80,007,000,0004
U.S. Treasury securities$246,000,00035
U.S. Government agency obligations$79,761,000,0003
Securities issued by states & political subdivisions$17,325,000,0001
Other domestic debt securities$67,376,000,0002
Privately issued residential mortgage-backed securities$16,479,000,0003
Commercial mortgage-backed securities - Total$16,862,000,0001
Asset backed securities$17,193,000,0003
Structured financial products - Total$7,949,000,0002
Other domestic debt securities - All other$8,893,000,0004
Foreign debt securities$6,621,000,0008
Equity securities$1,357,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,678,000,0004
Mortgage-backed securities$112,694,000,0003
Certificates of participation in pools of residential mortgages$73,371,000,0003
Issued or guaranteed by U.S.$73,371,000,0003
Privately issued$0132
Collaterized mortgage obligations$22,452,000,0006
CMOs issued by government agencies or sponsored agencies$5,973,000,00016
Privately issued$16,479,000,0003
Commercial mortgage-backed securities$16,871,000,0001
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$16,871,000,0001
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$172,686,000,0004
Total debt securities$171,218,000,0004
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$38,062,000,0006
Revaluation gains on off-balance sheet contracts$28,918,000,0005
Revaluation losses on off-balance sheet contracts$21,148,000,0004
2011-06-30Rank
Total securities$154,068,000,0004
U.S. Government securities$73,391,000,0004
U.S. Treasury securities$248,000,00039
U.S. Government agency obligations$73,143,000,0003
Securities issued by states & political subdivisions$15,205,000,0001
Other domestic debt securities$61,361,000,0002
Privately issued residential mortgage-backed securities$18,249,000,0003
Commercial mortgage-backed securities - Total$14,646,000,0001
Asset backed securities$14,391,000,0004
Structured financial products - Total$6,853,000,0002
Other domestic debt securities - All other$7,222,000,0004
Foreign debt securities$2,346,000,00010
Equity securities$1,765,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,469,000,0003
Mortgage-backed securities$105,993,000,0003
Certificates of participation in pools of residential mortgages$67,666,000,0003
Issued or guaranteed by U.S.$67,666,000,0003
Privately issued$0125
Collaterized mortgage obligations$23,671,000,0006
CMOs issued by government agencies or sponsored agencies$5,422,000,00017
Privately issued$18,249,000,0003
Commercial mortgage-backed securities$14,656,000,0001
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$14,656,000,0001
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$154,068,000,0004
Total debt securities$152,160,000,0004
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$33,481,000,0006
Revaluation gains on off-balance sheet contracts$24,447,000,0003
Revaluation losses on off-balance sheet contracts$16,662,000,0004
2011-03-31Rank
Total securities$145,551,000,0004
U.S. Government securities$71,325,000,0004
U.S. Treasury securities$250,000,00035
U.S. Government agency obligations$71,075,000,0004
Securities issued by states & political subdivisions$12,308,000,0002
Other domestic debt securities$57,941,000,0002
Privately issued residential mortgage-backed securities$18,825,000,0003
Commercial mortgage-backed securities - Total$13,695,000,0001
Asset backed securities$13,853,000,0004
Structured financial products - Total$5,274,000,0002
Other domestic debt securities - All other$6,294,000,0004
Foreign debt securities$1,825,000,00010
Equity securities$2,152,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,033,000,0004
Mortgage-backed securities$103,539,000,0003
Certificates of participation in pools of residential mortgages$69,638,000,0003
Issued or guaranteed by U.S.$69,638,000,0003
Privately issued$0136
Collaterized mortgage obligations$20,195,000,0007
CMOs issued by government agencies or sponsored agencies$1,370,000,00047
Privately issued$18,825,000,0003
Commercial mortgage-backed securities$13,706,000,0001
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$13,706,000,0001
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$145,551,000,0004
Total debt securities$143,328,000,0004
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$34,595,000,0004
Revaluation gains on off-balance sheet contracts$23,903,000,0003
Revaluation losses on off-balance sheet contracts$17,252,000,0004
2010-12-31Rank
Total securities$150,439,000,0004
U.S. Government securities$77,861,000,0004
U.S. Treasury securities$256,000,00037
U.S. Government agency obligations$77,605,000,0003
Securities issued by states & political subdivisions$9,732,000,0002
Other domestic debt securities$58,482,000,0002
Privately issued residential mortgage-backed securities$19,380,000,0003
Commercial mortgage-backed securities - Total$13,479,000,0001
Asset backed securities$14,956,000,0004
Structured financial products - Total$4,511,000,0003
Other domestic debt securities - All other$6,156,000,0004
Foreign debt securities$1,855,000,00010
Equity securities$2,509,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,842,000,0004
Mortgage-backed securities$110,391,000,0003
Certificates of participation in pools of residential mortgages$77,148,000,0003
Issued or guaranteed by U.S.$77,148,000,0003
Privately issued$0141
Collaterized mortgage obligations$19,764,000,0008
CMOs issued by government agencies or sponsored agencies$384,000,00096
Privately issued$19,380,000,0003
Commercial mortgage-backed securities$13,479,000,0001
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$13,479,000,0001
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$150,439,000,0004
Total debt securities$147,873,000,0004
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$30,824,000,0006
Revaluation gains on off-balance sheet contracts$21,541,000,0005
Revaluation losses on off-balance sheet contracts$13,565,000,0004
2010-09-30Rank
Total securities$154,552,000,0004
U.S. Government securities$79,571,000,0004
U.S. Treasury securities$277,000,00033
U.S. Government agency obligations$79,294,000,0003
Securities issued by states & political subdivisions$9,229,000,0002
Other domestic debt securities$61,122,000,0002
Privately issued residential mortgage-backed securities$20,686,000,0003
Commercial mortgage-backed securities - Total$12,862,000,0001
Asset backed securities$17,282,000,0004
Structured financial products - Total$4,282,000,0003
Other domestic debt securities - All other$6,010,000,0004
Foreign debt securities$2,033,000,00010
Equity securities$2,597,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,717,000,0004
Mortgage-backed securities$112,738,000,0003
Certificates of participation in pools of residential mortgages$79,013,000,0003
Issued or guaranteed by U.S.$79,013,000,0003
Privately issued$0141
Collaterized mortgage obligations$20,863,000,0006
CMOs issued by government agencies or sponsored agencies$177,000,000176
Privately issued$20,686,000,0003
Commercial mortgage-backed securities$12,862,000,0001
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$12,862,000,0001
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$154,552,000,0004
Total debt securities$151,912,000,0004
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$32,145,000,0005
Revaluation gains on off-balance sheet contracts$22,802,000,0005
Revaluation losses on off-balance sheet contracts$12,818,000,0004
2010-06-30Rank
Total securities$136,426,000,0004
U.S. Government securities$67,309,000,0004
U.S. Treasury securities$278,000,00032
U.S. Government agency obligations$67,031,000,0003
Securities issued by states & political subdivisions$7,800,000,0002
Other domestic debt securities$56,680,000,0002
Privately issued residential mortgage-backed securities$21,025,000,0004
Commercial mortgage-backed securities - Total$12,317,000,0001
Asset backed securities$13,749,000,0004
Structured financial products - Total$3,817,000,0003
Other domestic debt securities - All other$5,772,000,0004
Foreign debt securities$1,831,000,0009
Equity securities$2,806,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,711,000,0004
Mortgage-backed securities$100,264,000,0003
Certificates of participation in pools of residential mortgages$66,884,000,0003
Issued or guaranteed by U.S.$66,884,000,0003
Privately issued$0148
Collaterized mortgage obligations$21,063,000,0005
CMOs issued by government agencies or sponsored agencies$38,000,000528
Privately issued$21,025,000,0004
Commercial mortgage-backed securities$12,317,000,0001
Commercial mortgage pass-through securities$30,000,00014
Other commercial mortgage-backed securities$12,287,000,0001
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$136,426,000,0004
Total debt securities$133,573,000,0004
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$32,627,000,0005
Revaluation gains on off-balance sheet contracts$25,113,000,0005
Revaluation losses on off-balance sheet contracts$13,998,000,0004
2010-03-31Rank
Total securities$140,265,000,0004
U.S. Government securities$75,019,000,0004
U.S. Treasury securities$576,000,00019
U.S. Government agency obligations$74,443,000,0003
Securities issued by states & political subdivisions$7,404,000,0003
Other domestic debt securities$53,428,000,0003
Privately issued residential mortgage-backed securities$21,184,000,0004
Commercial mortgage-backed securities - Total$11,784,000,0001
Asset backed securities$11,670,000,0005
Structured financial products - Total$3,387,000,0003
Other domestic debt securities - All other$5,403,000,0004
Foreign debt securities$2,236,000,0009
Equity securities$2,178,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,334,000,0004
Mortgage-backed securities$106,818,000,0003
Certificates of participation in pools of residential mortgages$73,809,000,0003
Issued or guaranteed by U.S.$73,809,000,0003
Privately issued$0145
Collaterized mortgage obligations$21,225,000,0004
CMOs issued by government agencies or sponsored agencies$41,000,000494
Privately issued$21,184,000,0003
Commercial mortgage-backed securities$11,784,000,0001
Commercial mortgage pass-through securities$30,000,00015
Other commercial mortgage-backed securities$11,754,000,0001
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$140,265,000,0004
Total debt securities$138,046,000,0004
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$29,567,000,0005
Revaluation gains on off-balance sheet contracts$21,103,000,0005
Revaluation losses on off-balance sheet contracts$9,148,000,0005
2009-12-31Rank
Total securities$81,918,000,0005
U.S. Government securities$40,730,000,0004
U.S. Treasury securities$177,000,00043
U.S. Government agency obligations$40,553,000,0003
Securities issued by states & political subdivisions$1,671,000,00010
Other domestic debt securities$39,435,000,0005
Privately issued residential mortgage-backed securities$14,890,000,0004
Commercial mortgage-backed securities - Total$9,024,000,0001
Asset backed securities$9,429,000,0005
Structured financial products - Total$1,199,000,0006
Other domestic debt securities - All other$4,893,000,0004
Foreign debt securities$19,000,00030
Equity securities$63,000,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,248,000,0006
Mortgage-backed securities$64,437,000,0003
Certificates of participation in pools of residential mortgages$40,521,000,0003
Issued or guaranteed by U.S.$40,521,000,0003
Privately issued$0157
Collaterized mortgage obligations$14,892,000,00010
CMOs issued by government agencies or sponsored agencies$2,000,0002,166
Privately issued$14,890,000,0004
Commercial mortgage-backed securities$9,024,000,0001
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$9,024,000,0001
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$81,918,000,0004
Total debt securities$81,825,000,0005
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$7,574,000,0009
Revaluation gains on off-balance sheet contracts$7,023,000,0007
Revaluation losses on off-balance sheet contracts$4,350,000,0009
2009-09-30Rank
Total securities$83,255,000,0005
U.S. Government securities$40,689,000,0004
U.S. Treasury securities$225,000,00032
U.S. Government agency obligations$40,464,000,0004
Securities issued by states & political subdivisions$1,527,000,00012
Other domestic debt securities$40,979,000,0005
Privately issued residential mortgage-backed securities$16,032,000,0004
Commercial mortgage-backed securities - Total$9,207,000,0001
Asset backed securities$10,225,000,0004
Structured financial products - Total$812,000,0008
Other domestic debt securities - All other$4,703,000,0005
Foreign debt securities$14,000,00032
Equity securities$46,000,00060
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,993,000,0005
Mortgage-backed securities$65,674,000,0003
Certificates of participation in pools of residential mortgages$40,433,000,0003
Issued or guaranteed by U.S.$40,433,000,0003
Privately issued$0171
Collaterized mortgage obligations$16,034,000,0007
CMOs issued by government agencies or sponsored agencies$2,000,0002,141
Privately issued$16,032,000,0004
Commercial mortgage-backed securities$9,207,000,0001
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$9,207,000,0001
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$83,255,000,0004
Total debt securities$83,179,000,0005
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$9,540,000,00010
Revaluation gains on off-balance sheet contracts$8,982,000,0007
Revaluation losses on off-balance sheet contracts$5,963,000,0007
2009-06-30Rank
Total securities$104,426,000,0004
U.S. Government securities$64,693,000,0003
U.S. Treasury securities$250,000,00026
U.S. Government agency obligations$64,443,000,0003
Securities issued by states & political subdivisions$1,490,000,00011
Other domestic debt securities$38,166,000,0005
Privately issued residential mortgage-backed securities$15,057,000,0004
Commercial mortgage-backed securities - Total$8,252,000,0001
Asset backed securities$10,342,000,0004
Structured financial products - Total$544,000,0008
Other domestic debt securities - All other$3,971,000,0005
Foreign debt securities$40,000,00026
Equity securities$37,000,00081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,996,000,0004
Mortgage-backed securities$87,699,000,0003
Certificates of participation in pools of residential mortgages$64,387,000,0003
Issued or guaranteed by U.S.$64,387,000,0003
Privately issued$0181
Collaterized mortgage obligations$15,060,000,0006
CMOs issued by government agencies or sponsored agencies$3,000,0001,860
Privately issued$15,057,000,0004
Commercial mortgage-backed securities$8,252,000,0001
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$8,252,000,0001
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$104,426,000,0004
Total debt securities$104,381,000,0004
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$9,021,000,00010
Revaluation gains on off-balance sheet contracts$7,995,000,0007
Revaluation losses on off-balance sheet contracts$5,272,000,0007
2009-03-31Rank
Total securities$102,802,000,0004
U.S. Government securities$69,246,000,0003
U.S. Treasury securities$237,000,00023
U.S. Government agency obligations$69,009,000,0003
Securities issued by states & political subdivisions$1,463,000,00010
Other domestic debt securities$32,021,000,0006
Privately issued residential mortgage-backed securities$19,676,000,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,662,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,683,000,0006
Foreign debt securities$39,000,00023
Equity securities$33,000,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$67,041,000,0004
Mortgage-backed securities$88,633,000,0003
Certificates of participation in pools of residential mortgages$68,946,000,0003
Issued or guaranteed by U.S.$68,946,000,0003
Privately issued$0191
Collaterized mortgage obligations$19,687,000,0004
CMOs issued by government agencies or sponsored agencies$11,000,0001,022
Privately issued$19,676,000,0002
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)$102,802,000,0004
Total debt securities$102,752,000,0004
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$11,401,000,0009
Revaluation gains on off-balance sheet contracts$10,613,000,0007
Revaluation losses on off-balance sheet contracts$6,835,000,0007
2008-12-31Rank
Total securities$73,363,000,0004
U.S. Government securities$43,089,000,0003
U.S. Treasury securities$217,000,00023
U.S. Government agency obligations$42,872,000,0003
Securities issued by states & political subdivisions$1,644,000,0009
Other domestic debt securities$28,559,000,0005
Privately issued residential mortgage-backed securities$17,344,000,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,906,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,309,000,0006
Foreign debt securities$39,000,00018
Equity securities$32,000,00084
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,376,000,0004
Mortgage-backed securities$60,149,000,0003
Certificates of participation in pools of residential mortgages$42,787,000,0003
Issued or guaranteed by U.S.$42,787,000,0003
Privately issued$0188
Collaterized mortgage obligations$17,362,000,0005
CMOs issued by government agencies or sponsored agencies$18,000,000712
Privately issued$17,344,000,0004
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)$73,363,000,0004
Total debt securities$73,327,000,0004
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$11,366,000,0009
Revaluation gains on off-balance sheet contracts$10,813,000,0008
Revaluation losses on off-balance sheet contracts$6,647,000,0009
2008-09-30Rank
Total securities$76,317,000,0006
U.S. Government securities$43,778,000,0004
U.S. Treasury securities$239,000,00019
U.S. Government agency obligations$43,539,000,0004
Securities issued by states & political subdivisions$1,938,000,0007
Other domestic debt securities$30,502,000,0007
Privately issued residential mortgage-backed securities$20,899,000,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,951,000,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,652,000,0004
Foreign debt securities$40,000,00019
Equity securities$59,000,00050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$63,659,000,0003
Mortgage-backed securities$64,368,000,0004
Certificates of participation in pools of residential mortgages$42,935,000,0004
Issued or guaranteed by U.S.$42,935,000,0004
Privately issued$0192
Collaterized mortgage obligations$21,433,000,0004
CMOs issued by government agencies or sponsored agencies$534,000,00051
Privately issued$20,899,000,0004
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)$76,317,000,0005
Total debt securities$76,234,000,0006
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$6,980,000,00010
Revaluation gains on off-balance sheet contracts$5,778,000,0008
Revaluation losses on off-balance sheet contracts$4,253,000,0008
2008-06-30Rank
Total securities$79,851,000,0005
U.S. Government securities$46,071,000,0004
U.S. Treasury securities$236,000,00021
U.S. Government agency obligations$45,835,000,0004
Securities issued by states & political subdivisions$1,917,000,0009
Other domestic debt securities$31,563,000,0005
Privately issued residential mortgage-backed securities$21,884,000,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,114,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,565,000,0007
Foreign debt securities$41,000,00017
Equity securities$259,000,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,097,000,0003
Mortgage-backed securities$67,672,000,0004
Certificates of participation in pools of residential mortgages$45,289,000,0004
Issued or guaranteed by U.S.$45,289,000,0004
Privately issued$0202
Collaterized mortgage obligations$22,383,000,0004
CMOs issued by government agencies or sponsored agencies$499,000,00058
Privately issued$21,884,000,0004
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)$79,851,000,0005
Total debt securities$79,578,000,0005
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$7,940,000,0009
Revaluation gains on off-balance sheet contracts$7,164,000,0006
Revaluation losses on off-balance sheet contracts$5,623,000,0006
2008-03-31Rank
Total securities$71,525,000,0006
U.S. Government securities$38,449,000,0004
U.S. Treasury securities$284,000,00019
U.S. Government agency obligations$38,165,000,0004
Securities issued by states & political subdivisions$2,587,000,0007
Other domestic debt securities$30,422,000,0005
Privately issued residential mortgage-backed securities$22,446,000,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,544,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,432,000,0008
Foreign debt securities$41,000,00020
Equity securities$26,000,000140
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,650,000,0005
Mortgage-backed securities$60,560,000,0004
Certificates of participation in pools of residential mortgages$38,088,000,0004
Issued or guaranteed by U.S.$38,088,000,0004
Privately issued$0205
Collaterized mortgage obligations$22,472,000,0004
CMOs issued by government agencies or sponsored agencies$26,000,000490
Privately issued$22,446,000,0004
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)$71,525,000,0005
Total debt securities$71,482,000,0006
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$8,299,000,00010
Revaluation gains on off-balance sheet contracts$7,274,000,0007
Revaluation losses on off-balance sheet contracts$4,685,000,0008
2007-12-31Rank
Total securities$62,907,000,0006
U.S. Government securities$34,825,000,0004
U.S. Treasury securities$255,000,00021
U.S. Government agency obligations$34,570,000,0004
Securities issued by states & political subdivisions$1,466,000,00010
Other domestic debt securities$26,567,000,0005
Privately issued residential mortgage-backed securities$19,827,000,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,397,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,343,000,0009
Foreign debt securities$41,000,00020
Equity securities$8,000,000346
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,399,000,0005
Mortgage-backed securities$54,344,000,0005
Certificates of participation in pools of residential mortgages$34,491,000,0004
Issued or guaranteed by U.S.$34,491,000,0004
Privately issued$0191
Collaterized mortgage obligations$19,853,000,0005
CMOs issued by government agencies or sponsored agencies$26,000,000469
Privately issued$19,827,000,0005
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)$62,907,000,0006
Total debt securities$62,899,000,0006
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$6,244,000,00011
Revaluation gains on off-balance sheet contracts$5,255,000,0006
Revaluation losses on off-balance sheet contracts$3,567,000,0008
2007-09-30Rank
Total securities$48,254,000,0007
U.S. Government securities$29,632,000,0005
U.S. Treasury securities$185,000,00025
U.S. Government agency obligations$29,447,000,0005
Securities issued by states & political subdivisions$1,571,000,0009
Other domestic debt securities$17,006,000,00010
Privately issued residential mortgage-backed securities$11,927,000,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,723,000,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,356,000,00011
Foreign debt securities$41,000,00018
Equity securities$4,000,000534
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,538,000,0005
Mortgage-backed securities$41,339,000,0006
Certificates of participation in pools of residential mortgages$29,385,000,0004
Issued or guaranteed by U.S.$29,385,000,0004
Privately issued$0194
Collaterized mortgage obligations$11,954,000,00011
CMOs issued by government agencies or sponsored agencies$27,000,000444
Privately issued$11,927,000,0008
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)$48,254,000,0007
Total debt securities$48,250,000,0007
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$5,557,000,00012
Revaluation gains on off-balance sheet contracts$3,767,000,0007
Revaluation losses on off-balance sheet contracts$2,688,000,0008
2007-06-30Rank
Total securities$65,310,000,0006
U.S. Government securities$56,665,000,0005
U.S. Treasury securities$184,000,00024
U.S. Government agency obligations$56,481,000,0004
Securities issued by states & political subdivisions$1,524,000,00010
Other domestic debt securities$7,081,000,00014
Privately issued residential mortgage-backed securities$3,609,000,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,215,000,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,257,000,00010
Foreign debt securities$40,000,00020
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,959,000,0005
Mortgage-backed securities$60,056,000,0005
Certificates of participation in pools of residential mortgages$56,423,000,0004
Issued or guaranteed by U.S.$56,423,000,0004
Privately issued$0207
Collaterized mortgage obligations$3,633,000,00029
CMOs issued by government agencies or sponsored agencies$24,000,000477
Privately issued$3,609,000,00017
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)$65,310,000,0005
Total debt securities$65,310,000,0006
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$4,809,000,00011
Revaluation gains on off-balance sheet contracts$3,295,000,0006
Revaluation losses on off-balance sheet contracts$2,499,000,0007
2007-03-31Rank
Total securities$40,238,000,0007
U.S. Government securities$30,607,000,0005
U.S. Treasury securities$180,000,00026
U.S. Government agency obligations$30,427,000,0005
Securities issued by states & political subdivisions$1,544,000,0008
Other domestic debt securities$8,020,000,00013
Privately issued residential mortgage-backed securities$3,796,000,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,966,000,0006
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,258,000,0009
Foreign debt securities$67,000,00020
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,549,000,0006
Mortgage-backed securities$34,188,000,0006
Certificates of participation in pools of residential mortgages$30,368,000,0005
Issued or guaranteed by U.S.$30,368,000,0005
Privately issued$0218
Collaterized mortgage obligations$3,820,000,00027
CMOs issued by government agencies or sponsored agencies$24,000,000484
Privately issued$3,796,000,00017
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)$40,238,000,0007
Total debt securities$40,238,000,0007
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$3,665,000,00012
Revaluation gains on off-balance sheet contracts$2,750,000,0006
Revaluation losses on off-balance sheet contracts$2,028,000,0008
2006-12-31Rank
Total securities$37,720,000,0008
U.S. Government securities$27,308,000,0006
U.S. Treasury securities$219,000,00026
U.S. Government agency obligations$27,089,000,0006
Securities issued by states & political subdivisions$1,604,000,0008
Other domestic debt securities$8,726,000,00012
Privately issued residential mortgage-backed securities$3,923,000,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,604,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,199,000,0009
Foreign debt securities$82,000,00018
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,538,000,0006
Mortgage-backed securities$30,981,000,0007
Certificates of participation in pools of residential mortgages$27,033,000,0005
Issued or guaranteed by U.S.$27,033,000,0005
Privately issued$0208
Collaterized mortgage obligations$3,948,000,00026
CMOs issued by government agencies or sponsored agencies$25,000,000481
Privately issued$3,923,000,00015
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)$37,720,000,0008
Total debt securities$37,715,000,0008
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$3,060,000,00012
Revaluation gains on off-balance sheet contracts$2,519,000,0007
Revaluation losses on off-balance sheet contracts$2,027,000,0008
2006-09-30Rank
Total securities$47,734,000,0006
U.S. Government securities$35,902,000,0005
U.S. Treasury securities$265,000,00022
U.S. Government agency obligations$35,637,000,0004
Securities issued by states & political subdivisions$1,619,000,0008
Other domestic debt securities$10,116,000,00011
Privately issued residential mortgage-backed securities$4,787,000,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,135,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,194,000,0008
Foreign debt securities$97,000,00015
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,105,000,0007
Mortgage-backed securities$40,394,000,0005
Certificates of participation in pools of residential mortgages$35,287,000,0004
Issued or guaranteed by U.S.$35,287,000,0004
Privately issued$0214
Collaterized mortgage obligations$5,107,000,00017
CMOs issued by government agencies or sponsored agencies$320,000,00099
Privately issued$4,787,000,0009
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)$47,734,000,0006
Total debt securities$47,730,000,0006
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$3,850,000,0009
Revaluation gains on off-balance sheet contracts$3,195,000,0006
Revaluation losses on off-balance sheet contracts$2,833,000,0006
2006-06-30Rank
Total securities$66,952,000,0004
U.S. Government securities$51,392,000,0004
U.S. Treasury securities$249,000,00026
U.S. Government agency obligations$51,143,000,0004
Securities issued by states & political subdivisions$1,590,000,0008
Other domestic debt securities$13,852,000,0007
Privately issued residential mortgage-backed securities$7,969,000,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,727,000,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,156,000,0006
Foreign debt securities$118,000,00015
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,416,000,0007
Mortgage-backed securities$59,075,000,0003
Certificates of participation in pools of residential mortgages$50,779,000,0004
Issued or guaranteed by U.S.$50,779,000,0004
Privately issued$0211
Collaterized mortgage obligations$8,296,000,0009
CMOs issued by government agencies or sponsored agencies$327,000,00096
Privately issued$7,969,000,0007
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)$66,952,000,0004
Total debt securities$66,944,000,0004
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$5,267,000,00010
Revaluation gains on off-balance sheet contracts$4,590,000,0006
Revaluation losses on off-balance sheet contracts$4,219,000,0006
2006-03-31Rank
Total securities$46,749,000,0006
U.S. Government securities$34,222,000,0004
U.S. Treasury securities$257,000,00027
U.S. Government agency obligations$33,965,000,0004
Securities issued by states & political subdivisions$1,684,000,0008
Other domestic debt securities$10,724,000,0009
Privately issued residential mortgage-backed securities$5,594,000,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,896,000,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,234,000,0006
Foreign debt securities$119,000,00013
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,293,000,0006
Mortgage-backed securities$39,516,000,0005
Certificates of participation in pools of residential mortgages$33,580,000,0004
Issued or guaranteed by U.S.$33,580,000,0004
Privately issued$0205
Collaterized mortgage obligations$5,936,000,00014
CMOs issued by government agencies or sponsored agencies$342,000,00088
Privately issued$5,594,000,0008
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)$46,749,000,0006
Total debt securities$46,739,000,0006
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$7,021,000,0009
Revaluation gains on off-balance sheet contracts$3,986,000,0006
Revaluation losses on off-balance sheet contracts$3,637,000,0006
2005-12-31Rank
Total securities$37,327,000,0007
U.S. Government securities$25,552,000,0004
U.S. Treasury securities$245,000,00031
U.S. Government agency obligations$25,307,000,0004
Securities issued by states & political subdivisions$1,771,000,0007
Other domestic debt securities$9,884,000,00010
Privately issued residential mortgage-backed securities$6,637,000,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,022,000,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,225,000,0005
Foreign debt securities$120,000,00012
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,622,000,0006
Mortgage-backed securities$31,892,000,0005
Certificates of participation in pools of residential mortgages$24,879,000,0003
Issued or guaranteed by U.S.$24,879,000,0003
Privately issued$0216
Collaterized mortgage obligations$7,013,000,00010
CMOs issued by government agencies or sponsored agencies$376,000,00086
Privately issued$6,637,000,0007
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)$37,327,000,0007
Total debt securities$37,321,000,0007
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$6,375,000,0008
Revaluation gains on off-balance sheet contracts$3,799,000,0006
Revaluation losses on off-balance sheet contracts$3,703,000,0006
2005-09-30Rank
Total securities$28,826,000,0008
U.S. Government securities$18,059,000,0008
U.S. Treasury securities$259,000,00027
U.S. Government agency obligations$17,800,000,0006
Securities issued by states & political subdivisions$1,818,000,0006
Other domestic debt securities$8,810,000,00010
Privately issued residential mortgage-backed securities$5,324,000,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,281,000,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,205,000,0005
Foreign debt securities$125,000,00013
Equity securities$14,000,000230
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,053,000,0006
Mortgage-backed securities$23,057,000,0007
Certificates of participation in pools of residential mortgages$17,332,000,0005
Issued or guaranteed by U.S.$17,332,000,0005
Privately issued$0225
Collaterized mortgage obligations$5,725,000,00016
CMOs issued by government agencies or sponsored agencies$401,000,00083
Privately issued$5,324,000,0008
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)$28,826,000,0008
Total debt securities$28,802,000,0008
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$6,821,000,0008
Revaluation gains on off-balance sheet contracts$5,239,000,0006
Revaluation losses on off-balance sheet contracts$5,117,000,0006
2005-06-30Rank
Total securities$24,158,000,00010
U.S. Government securities$16,296,000,00011
U.S. Treasury securities$277,000,00028
U.S. Government agency obligations$16,019,000,00010
Securities issued by states & political subdivisions$1,865,000,0005
Other domestic debt securities$5,854,000,00011
Privately issued residential mortgage-backed securities$4,333,000,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$293,000,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,228,000,0005
Foreign debt securities$127,000,00013
Equity securities$16,000,000201
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,290,000,0007
Mortgage-backed securities$20,279,000,0007
Certificates of participation in pools of residential mortgages$15,520,000,0005
Issued or guaranteed by U.S.$15,520,000,0005
Privately issued$0223
Collaterized mortgage obligations$4,759,000,00022
CMOs issued by government agencies or sponsored agencies$426,000,00080
Privately issued$4,333,000,00010
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)$24,158,000,00010
Total debt securities$24,131,000,00010
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$6,313,000,0008
Revaluation gains on off-balance sheet contracts$4,646,000,0006
Revaluation losses on off-balance sheet contracts$4,327,000,0006
2005-03-31Rank
Total securities$25,486,000,0008
U.S. Government securities$18,139,000,0009
U.S. Treasury securities$347,000,00027
U.S. Government agency obligations$17,792,000,0007
Securities issued by states & political subdivisions$1,852,000,0006
Other domestic debt securities$5,329,000,00014
Privately issued residential mortgage-backed securities$3,817,000,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$254,000,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,258,000,0006
Foreign debt securities$127,000,00014
Equity securities$39,000,00090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,844,000,0006
Mortgage-backed securities$21,518,000,0006
Certificates of participation in pools of residential mortgages$17,280,000,0005
Issued or guaranteed by U.S.$17,280,000,0005
Privately issued$0207
Collaterized mortgage obligations$4,238,000,00022
CMOs issued by government agencies or sponsored agencies$421,000,00081
Privately issued$3,817,000,00012
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)$25,486,000,0008
Total debt securities$25,439,000,0008
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$6,010,000,0007
Revaluation gains on off-balance sheet contracts$3,622,000,0006
Revaluation losses on off-balance sheet contracts$3,490,000,0006
2004-12-31Rank
Total securities$28,571,000,0007
U.S. Government securities$20,821,000,0006
U.S. Treasury securities$315,000,00030
U.S. Government agency obligations$20,506,000,0005
Securities issued by states & political subdivisions$1,919,000,0005
Other domestic debt securities$5,624,000,00011
Privately issued residential mortgage-backed securities$4,077,000,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$248,000,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,299,000,0006
Foreign debt securities$170,000,00014
Equity securities$37,000,000102
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,570,000,0007
Mortgage-backed securities$24,455,000,0005
Certificates of participation in pools of residential mortgages$19,933,000,0005
Issued or guaranteed by U.S.$19,933,000,0005
Privately issued$0203
Collaterized mortgage obligations$4,522,000,00022
CMOs issued by government agencies or sponsored agencies$445,000,00079
Privately issued$4,077,000,0009
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)$28,571,000,0007
Total debt securities$28,523,000,0007
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$7,177,000,0007
Revaluation gains on off-balance sheet contracts$3,987,000,0006
Revaluation losses on off-balance sheet contracts$3,829,000,0006
2004-09-30Rank
Total securities$30,191,000,0007
U.S. Government securities$22,909,000,0006
U.S. Treasury securities$306,000,00028
U.S. Government agency obligations$22,603,000,0005
Securities issued by states & political subdivisions$1,957,000,0006
Other domestic debt securities$5,108,000,00012
Privately issued residential mortgage-backed securities$3,597,000,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$236,000,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,275,000,0006
Foreign debt securities$182,000,00016
Equity securities$35,000,000111
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,829,000,0007
Mortgage-backed securities$26,052,000,0005
Certificates of participation in pools of residential mortgages$21,993,000,0005
Issued or guaranteed by U.S.$21,993,000,0005
Privately issued$0225
Collaterized mortgage obligations$4,059,000,00023
CMOs issued by government agencies or sponsored agencies$462,000,00072
Privately issued$3,597,000,0008
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)$30,191,000,0007
Total debt securities$30,146,000,0007
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$5,989,000,0009
Revaluation gains on off-balance sheet contracts$4,153,000,0007
Revaluation losses on off-balance sheet contracts$3,862,000,0007
2004-06-30Rank
Total securities$31,813,000,0008
U.S. Government securities$24,291,000,0006
U.S. Treasury securities$327,000,00029
U.S. Government agency obligations$23,964,000,0005
Securities issued by states & political subdivisions$1,923,000,0006
Other domestic debt securities$5,435,000,00013
Privately issued residential mortgage-backed securities$3,755,000,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$243,000,00028
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,437,000,0006
Foreign debt securities$131,000,00015
Equity securities$33,000,000118
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,374,000,0006
Mortgage-backed securities$27,503,000,0005
Certificates of participation in pools of residential mortgages$23,213,000,0005
Issued or guaranteed by U.S.$23,213,000,0005
Privately issued$0225
Collaterized mortgage obligations$4,290,000,00022
CMOs issued by government agencies or sponsored agencies$535,000,00069
Privately issued$3,755,000,0008
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)$31,813,000,0008
Total debt securities$31,762,000,0008
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$4,575,000,0009
Revaluation gains on off-balance sheet contracts$3,325,000,0007
Revaluation losses on off-balance sheet contracts$3,134,000,0007
2004-03-31Rank
Total securities$27,661,000,00010
U.S. Government securities$20,258,000,0009
U.S. Treasury securities$384,000,00023
U.S. Government agency obligations$19,874,000,00010
Securities issued by states & political subdivisions$1,642,000,0007
Other domestic debt securities$5,600,000,00013
Privately issued residential mortgage-backed securities$3,728,000,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$247,000,00027
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,625,000,0006
Foreign debt securities$130,000,00016
Equity securities$31,000,000136
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,961,000,0006
Mortgage-backed securities$23,364,000,0007
Certificates of participation in pools of residential mortgages$18,801,000,0006
Issued or guaranteed by U.S.$18,801,000,0006
Privately issued$0230
Collaterized mortgage obligations$4,563,000,00022
CMOs issued by government agencies or sponsored agencies$835,000,00058
Privately issued$3,728,000,0007
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)$27,661,000,00010
Total debt securities$27,614,000,00010
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$8,314,000,0008
Revaluation gains on off-balance sheet contracts$4,455,000,0007
Revaluation losses on off-balance sheet contracts$4,287,000,0007
2003-12-31Rank
Total securities$17,052,000,00016
U.S. Government securities$12,246,000,00016
U.S. Treasury securities$73,000,00088
U.S. Government agency obligations$12,173,000,00016
Securities issued by states & political subdivisions$735,000,00016
Other domestic debt securities$4,048,000,00013
Privately issued residential mortgage-backed securities$2,234,000,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$215,000,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,599,000,0006
Foreign debt securities$18,000,00030
Equity securities$5,000,000636
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,087,000,00017
Mortgage-backed securities$14,311,000,00010
Certificates of participation in pools of residential mortgages$11,408,000,00011
Issued or guaranteed by U.S.$11,408,000,00011
Privately issued$0248
Collaterized mortgage obligations$2,903,000,00031
CMOs issued by government agencies or sponsored agencies$669,000,00068
Privately issued$2,234,000,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$17,052,000,00015
Total debt securities$17,042,000,00016
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$6,255,000,0009
Revaluation gains on off-balance sheet contracts$3,879,000,0007
Revaluation losses on off-balance sheet contracts$3,795,000,0007
2003-09-30Rank
Total securities$13,007,000,00018
U.S. Government securities$10,270,000,00017
U.S. Treasury securities$1,000,0001,559
U.S. Government agency obligations$10,269,000,00017
Securities issued by states & political subdivisions$338,000,00038
Other domestic debt securities$2,393,000,00020
Privately issued residential mortgage-backed securities$1,140,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$111,000,00041
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,142,000,0006
Foreign debt securities$4,000,00059
Equity securities$2,000,0001,078
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,262,000,00039
Mortgage-backed securities$11,306,000,00017
Certificates of participation in pools of residential mortgages$10,124,000,00012
Issued or guaranteed by U.S.$10,124,000,00012
Privately issued$0253
Collaterized mortgage obligations$1,182,000,00058
CMOs issued by government agencies or sponsored agencies$42,000,000440
Privately issued$1,140,000,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$13,007,000,00017
Total debt securities$13,002,000,00018
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$6,839,000,0008
Revaluation gains on off-balance sheet contracts$4,104,000,0007
Revaluation losses on off-balance sheet contracts$4,075,000,0007
2003-06-30Rank
Total securities$4,842,000,00055
U.S. Government securities$2,149,000,00088
U.S. Treasury securities$2,000,0001,185
U.S. Government agency obligations$2,147,000,00084
Securities issued by states & political subdivisions$358,000,00034
Other domestic debt securities$2,330,000,00020
Privately issued residential mortgage-backed securities$1,179,000,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$78,000,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,073,000,0006
Foreign debt securities$4,000,00055
Equity securities$1,000,0001,383
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,718,000,00041
Mortgage-backed securities$3,220,000,00056
Certificates of participation in pools of residential mortgages$1,964,000,00046
Issued or guaranteed by U.S.$1,964,000,00042
Privately issued$0256
Collaterized mortgage obligations$1,256,000,00059
CMOs issued by government agencies or sponsored agencies$77,000,000322
Privately issued$1,179,000,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$4,842,000,00047
Total debt securities$4,835,000,00055
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$8,514,000,0007
Revaluation gains on off-balance sheet contracts$5,221,000,0006
Revaluation losses on off-balance sheet contracts$5,482,000,0005
2003-03-31Rank
Total securities$5,189,000,00051
U.S. Government securities$2,485,000,00072
U.S. Treasury securities$7,000,000529
U.S. Government agency obligations$2,478,000,00066
Securities issued by states & political subdivisions$368,000,00034
Other domestic debt securities$2,330,000,00022
Privately issued residential mortgage-backed securities$1,217,000,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$38,000,00061
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,075,000,0006
Foreign debt securities$4,000,00054
Equity securities$2,000,0001,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,651,000,00042
Mortgage-backed securities$3,585,000,00053
Certificates of participation in pools of residential mortgages$2,295,000,00040
Issued or guaranteed by U.S.$2,295,000,00036
Privately issued$0257
Collaterized mortgage obligations$1,290,000,00057
CMOs issued by government agencies or sponsored agencies$73,000,000334
Privately issued$1,217,000,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$5,189,000,00042
Total debt securities$5,174,000,00051
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$6,069,000,0008
Revaluation gains on off-balance sheet contracts$4,620,000,0006
Revaluation losses on off-balance sheet contracts$4,619,000,0005
2002-12-31Rank
Total securities$5,171,000,00048
U.S. Government securities$2,808,000,00065
U.S. Treasury securities$11,000,000413
U.S. Government agency obligations$2,797,000,00062
Securities issued by states & political subdivisions$369,000,00036
Other domestic debt securities$1,986,000,00022
Privately issued residential mortgage-backed securities$819,000,00028
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$34,000,00070
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,133,000,0006
Foreign debt securities$4,000,00055
Equity securities$4,000,000792
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,573,000,00045
Mortgage-backed securities$3,495,000,00048
Certificates of participation in pools of residential mortgages$2,661,000,00030
Issued or guaranteed by U.S.$2,661,000,00027
Privately issued$0252
Collaterized mortgage obligations$834,000,00074
CMOs issued by government agencies or sponsored agencies$15,000,000921
Privately issued$819,000,00024
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$5,171,000,00039
Total debt securities$5,161,000,00048
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$6,945,000,0008
Revaluation gains on off-balance sheet contracts$4,724,000,0006
Revaluation losses on off-balance sheet contracts$4,770,000,0006
2001-12-31Rank
Total securities$6,395,000,00036
U.S. Government securities$4,545,000,00035
U.S. Treasury securities$72,000,000103
U.S. Government agency obligations$4,473,000,00033
Securities issued by states & political subdivisions$365,000,00031
Other domestic debt securities$1,473,000,00031
Privately issued residential mortgage-backed securities$847,000,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,000,000304
Structured financial products - TotalNANA
Other domestic debt securities - All other$625,000,00014
Foreign debt securities$4,000,00059
Equity securities$8,000,000498
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$387,000,000152
Mortgage-backed securities$5,160,000,00030
Certificates of participation in pools of residential mortgages$4,287,000,00020
Issued or guaranteed by U.S.$4,279,000,00019
Privately issued$8,000,00064
Collaterized mortgage obligations$873,000,00069
CMOs issued by government agencies or sponsored agencies$34,000,000532
Privately issued$839,000,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$6,395,000,00032
Total debt securities$6,377,000,00036
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$4,283,000,0009
Revaluation gains on off-balance sheet contracts$2,554,000,0008
Revaluation losses on off-balance sheet contracts$2,555,000,0007
2000-12-31Rank
Total securities$9,892,000,00022
U.S. Government securities$8,068,000,00017
U.S. Treasury securities$243,000,00037
U.S. Government agency obligations$7,825,000,00017
Securities issued by states & political subdivisions$359,000,00030
Other domestic debt securities$840,000,00039
Privately issued residential mortgage-backed securities$348,000,00045
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$492,000,00028
Foreign debt securities$0313
Equity securities$625,000,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$627,000,000108
Mortgage-backed securities$8,023,000,00015
Certificates of participation in pools of residential mortgages$6,470,000,00010
Issued or guaranteed by U.S.$6,470,000,00010
Privately issued$0308
Collaterized mortgage obligations$1,553,000,00036
CMOs issued by government agencies or sponsored agencies$1,205,000,00026
Privately issued$348,000,00038
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$9,892,000,00018
Total debt securities$9,262,000,00024
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$3,226,000,00010
Revaluation gains on off-balance sheet contracts$1,399,000,00012
Revaluation losses on off-balance sheet contracts$1,389,000,00012
1999-12-31Rank
Total securities$9,224,000,00017
U.S. Government securities$6,366,000,00017
U.S. Treasury securities$1,327,000,00014
U.S. Government agency obligations$5,039,000,00023
Securities issued by states & political subdivisions$311,000,00030
Other domestic debt securities$1,845,000,00021
Privately issued residential mortgage-backed securities$1,282,000,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$563,000,00029
Foreign debt securities$167,000,00016
Equity securities$535,000,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,572,000,00062
Mortgage-backed securities$6,221,000,00014
Certificates of participation in pools of residential mortgages$4,760,000,00011
Issued or guaranteed by U.S.$4,760,000,00010
Privately issued$0307
Collaterized mortgage obligations$1,461,000,00032
CMOs issued by government agencies or sponsored agencies$179,000,000163
Privately issued$1,282,000,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$9,224,000,00012
Total debt securities$8,686,000,00017
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$2,144,000,00011
Revaluation gains on off-balance sheet contracts$364,000,00014
Revaluation losses on off-balance sheet contracts$380,000,00014
1998-12-31Rank
Total securities$7,575,000,00019
U.S. Government securities$3,551,000,00043
U.S. Treasury securities$691,000,00019
U.S. Government agency obligations$2,860,000,00048
Securities issued by states & political subdivisions$235,000,00038
Other domestic debt securities$3,125,000,0006
Privately issued residential mortgage-backed securities$2,485,000,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$640,000,00016
Foreign debt securities$183,000,00015
Equity securities$481,000,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,224,000,00044
Mortgage-backed securities$5,345,000,00016
Certificates of participation in pools of residential mortgages$2,357,000,00028
Issued or guaranteed by U.S.$2,357,000,00025
Privately issued$0349
Collaterized mortgage obligations$2,988,000,00013
CMOs issued by government agencies or sponsored agencies$503,000,00069
Privately issued$2,485,000,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$7,575,000,00017
Total debt securities$7,094,000,00021
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$343,000,00020
Revaluation gains on off-balance sheet contracts$166,000,00018
Revaluation losses on off-balance sheet contracts$150,000,00018
1997-12-31Rank
Total securities$9,235,734,00011
U.S. Government securities$6,040,201,00015
U.S. Treasury securities$1,792,261,00012
U.S. Government agency obligations$4,247,940,00020
Securities issued by states & political subdivisions$221,213,00029
Other domestic debt securities$2,380,903,0004
Privately issued residential mortgage-backed securities$2,331,695,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$49,208,000126
Foreign debt securities$144,506,00017
Equity securities$448,911,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,091,014,0004
Mortgage-backed securities$6,579,635,00013
Certificates of participation in pools of residential mortgages$2,870,224,00019
Issued or guaranteed by U.S.$2,869,739,00018
Privately issued$485,000248
Collaterized mortgage obligations$3,709,411,0006
CMOs issued by government agencies or sponsored agencies$1,378,201,00018
Privately issued$2,331,210,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$9,235,734,0009
Total debt securities$8,786,823,00011
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$765,577,00015
Revaluation gains on off-balance sheet contracts$67,599,00019
Revaluation losses on off-balance sheet contracts$59,794,00019
1996-12-31Rank
Total securities$12,709,498,0006
U.S. Government securities$8,792,368,0005
U.S. Treasury securities$2,040,192,00010
U.S. Government agency obligations$6,752,176,0006
Securities issued by states & political subdivisions$10,901,0001,333
Other domestic debt securities$3,354,225,0003
Privately issued residential mortgage-backed securities$3,167,444,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$186,781,00037
Foreign debt securities$137,395,00017
Equity securities$414,609,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,187,944,0003
Mortgage-backed securities$9,919,620,0005
Certificates of participation in pools of residential mortgages$3,983,072,0009
Issued or guaranteed by U.S.$3,982,512,0006
Privately issued$560,000294
Collaterized mortgage obligations$5,936,548,0001
CMOs issued by government agencies or sponsored agencies$2,769,664,0004
Privately issued$3,166,884,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$12,709,498,0004
Total debt securities$12,294,889,0006
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$393,829,00019
Revaluation gains on off-balance sheet contracts$38,910,00024
Revaluation losses on off-balance sheet contracts$36,693,00023
1995-12-31Rank
Total securities$8,563,780,00011
U.S. Government securities$6,181,737,0008
U.S. Treasury securities$1,029,281,00025
U.S. Government agency obligations$5,152,456,0008
Securities issued by states & political subdivisions$12,630,0001,111
Other domestic debt securities$2,150,114,0007
Privately issued residential mortgage-backed securities$2,117,169,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$32,945,000175
Foreign debt securities$135,915,00019
Equity securities$83,384,00037
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,697,732,0007
Mortgage-backed securities$7,269,625,0006
Certificates of participation in pools of residential mortgages$2,350,247,00024
Issued or guaranteed by U.S.$2,349,602,00019
Privately issued$645,000332
Collaterized mortgage obligations$4,919,378,0002
CMOs issued by government agencies or sponsored agencies$2,802,854,0004
Privately issued$2,116,524,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$8,563,780,0009
Total debt securities$8,478,436,00011
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$23,499,00073
Revaluation gains on off-balance sheet contracts$23,499,00027
Revaluation losses on off-balance sheet contracts$20,886,00029
1994-12-31Rank
Total securities$11,237,210,0006
U.S. Government securities$8,510,988,0005
U.S. Treasury securities$1,813,876,00017
U.S. Government agency obligations$6,697,112,0006
Securities issued by states & political subdivisions$15,555,000852
Other domestic debt securities$2,541,340,0003
Privately issued residential mortgage-backed securities$2,476,568,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$64,772,000112
Foreign debt securities$104,427,00016
Equity securities$64,900,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,992,077,00018
Mortgage-backed securities$9,173,680,0006
Certificates of participation in pools of residential mortgages$2,681,672,00016
Issued or guaranteed by U.S.$2,680,900,00012
Privately issued$772,000293
Collaterized mortgage obligations$6,492,008,0002
CMOs issued by government agencies or sponsored agencies$4,016,212,0003
Privately issued$2,475,796,0001
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,416,432,0003
Available-for-sale securities (fair market value)$2,820,778,00016
Total debt securities$11,172,310,0006
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$18,165,00080
Revaluation gains on off-balance sheet contracts$18,165,00027
Revaluation losses on off-balance sheet contracts$16,991,00027
1993-12-31Rank
Total securities$12,702,879,0004
U.S. Government securities$10,316,390,0003
U.S. Treasury securities$2,057,119,00014
U.S. Government agency obligations$8,259,271,0003
Securities issued by states & political subdivisions$18,195,000689
Other domestic debt securities$2,213,535,0004
Privately issued residential mortgage-backed securities$2,165,368,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$48,167,000179
Foreign debt securities$89,687,00018
Equity securities$65,072,00049
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,136,853,00026
Mortgage-backed securities$10,424,639,0003
Certificates of participation in pools of residential mortgages$2,611,302,00014
Issued or guaranteed by U.S.$2,610,191,00010
Privately issued$1,111,000359
Collaterized mortgage obligations$7,813,337,0002
CMOs issued by government agencies or sponsored agencies$5,649,080,0002
Privately issued$2,164,257,0001
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$12,637,807,0004
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$9,568,633,0006
U.S. Government securities$9,397,371,0003
U.S. Treasury securities$1,646,966,00021
U.S. Government agency obligations$7,750,405,0002
Securities issued by states & political subdivisions$23,866,000438
Other domestic debt securities$4,113,0001,918
Privately issued residential mortgage-backed securities$4,113,000753
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$92,577,00022
Equity securities$50,706,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,830,980,00026
Mortgage-backed securities$7,754,465,0003
Certificates of participation in pools of residential mortgages$3,465,313,0009
Issued or guaranteed by U.S.$3,463,946,0008
Privately issued$1,367,000387
Collaterized mortgage obligations$4,289,152,0003
CMOs issued by government agencies or sponsored agencies$4,286,406,0003
Privately issued$2,746,000728
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$9,517,927,0005
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA