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Bank Forward, Securities

2023-12-31Rank
Total securities$51,758,0002,562
U.S. Government securities$7,018,0003,813
U.S. Treasury securities$02,754
U.S. Government agency obligations$7,018,0003,481
Securities issued by states & political subdivisions$24,345,0001,588
Other domestic debt securities$20,196,000712
Privately issued residential mortgage-backed securities$20,196,000190
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,638,0001,518
Mortgage-backed securities$20,946,0001,992
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,0003,665
Privately issued$20,196,00036
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$749,0002,242
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$51,559,0002,347
Total debt securities$51,559,0002,555
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$49,535,0002,594
U.S. Government securities$6,787,0003,852
U.S. Treasury securities$02,809
U.S. Government agency obligations$6,787,0003,513
Securities issued by states & political subdivisions$23,257,0001,618
Other domestic debt securities$19,374,000719
Privately issued residential mortgage-backed securities$19,374,000184
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,275,0001,561
Mortgage-backed securities$20,135,0001,990
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$2,0003,673
Privately issued$19,374,00036
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$759,0002,218
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$49,418,0002,367
Total debt securities$49,417,0002,584
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$52,304,0002,580
U.S. Government securities$6,889,0003,895
U.S. Treasury securities$02,832
U.S. Government agency obligations$6,889,0003,538
Securities issued by states & political subdivisions$24,134,0001,639
Other domestic debt securities$21,164,000687
Privately issued residential mortgage-backed securities$21,164,000183
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,281,0001,505
Mortgage-backed securities$21,988,0001,950
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,0003,683
Privately issued$21,164,00038
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$821,0002,199
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$52,187,0002,351
Total debt securities$52,187,0002,566
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$54,337,0002,617
U.S. Government securities$7,011,0003,956
U.S. Treasury securities$02,901
U.S. Government agency obligations$7,011,0003,536
Securities issued by states & political subdivisions$25,028,0001,643
Other domestic debt securities$22,181,000700
Privately issued residential mortgage-backed securities$22,181,000191
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,503,0001,460
Mortgage-backed securities$23,065,0001,969
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$6,0003,710
Privately issued$22,181,00046
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$878,0002,212
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$54,220,0002,377
Total debt securities$54,220,0002,598
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$54,556,0002,647
U.S. Government securities$29,717,0002,620
U.S. Treasury securities$02,941
U.S. Government agency obligations$29,717,0002,187
Securities issued by states & political subdivisions$24,722,0001,711
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,577,0001,577
Mortgage-backed securities$23,638,0001,966
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$22,704,0001,481
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$934,0002,210
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$54,439,0002,412
Total debt securities$54,439,0002,635
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$50,927,0002,738
U.S. Government securities$29,210,0002,669
U.S. Treasury securities$02,957
U.S. Government agency obligations$29,210,0002,236
Securities issued by states & political subdivisions$21,583,0001,866
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,304,0001,514
Mortgage-backed securities$23,161,0002,001
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$22,162,0001,504
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$999,0002,203
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$50,793,0002,509
Total debt securities$50,794,0002,721
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$48,022,0002,858
U.S. Government securities$26,475,0002,840
U.S. Treasury securities$02,920
U.S. Government agency obligations$26,475,0002,392
Securities issued by states & political subdivisions$21,413,0001,908
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,503,0001,376
Mortgage-backed securities$21,160,0002,126
Certificates of participation in pools of residential mortgages$20,053,0001,658
Issued or guaranteed by U.S.$20,053,0001,623
Privately issued$0231
Collaterized mortgage obligations$1,107,0002,267
CMOs issued by government agencies or sponsored agencies$1,107,0002,191
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$47,888,0002,638
Total debt securities$47,889,0002,848
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$50,517,0002,756
U.S. Government securities$28,588,0002,684
U.S. Treasury securities$02,666
U.S. Government agency obligations$28,588,0002,311
Securities issued by states & political subdivisions$21,795,0001,914
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,647,0001,311
Mortgage-backed securities$23,088,0002,075
Certificates of participation in pools of residential mortgages$21,827,0001,616
Issued or guaranteed by U.S.$21,827,0001,589
Privately issued$0238
Collaterized mortgage obligations$1,261,0002,217
CMOs issued by government agencies or sponsored agencies$1,261,0002,149
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$50,383,0002,571
Total debt securities$50,382,0002,742
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$55,334,0002,558
U.S. Government securities$31,221,0002,429
U.S. Treasury securities$02,212
U.S. Government agency obligations$31,221,0002,203
Securities issued by states & political subdivisions$23,979,0001,855
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,256,0001,503
Mortgage-backed securities$25,361,0001,997
Certificates of participation in pools of residential mortgages$23,907,0001,553
Issued or guaranteed by U.S.$23,907,0001,521
Privately issued$0246
Collaterized mortgage obligations$1,454,0002,165
CMOs issued by government agencies or sponsored agencies$1,454,0002,109
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$55,200,0002,403
Total debt securities$55,200,0002,545
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$51,865,0002,565
U.S. Government securities$31,777,0002,324
U.S. Treasury securities$02,008
U.S. Government agency obligations$31,777,0002,148
Securities issued by states & political subdivisions$20,010,0002,009
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,941,0001,765
Mortgage-backed securities$26,828,0001,948
Certificates of participation in pools of residential mortgages$25,191,0001,483
Issued or guaranteed by U.S.$25,191,0001,449
Privately issued$0234
Collaterized mortgage obligations$1,637,0002,146
CMOs issued by government agencies or sponsored agencies$1,637,0002,097
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$51,787,0002,412
Total debt securities$51,787,0002,548
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$47,839,0002,635
U.S. Government securities$28,828,0002,371
U.S. Treasury securities$01,913
U.S. Government agency obligations$28,828,0002,198
Securities issued by states & political subdivisions$18,933,0002,037
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,381,0001,812
Mortgage-backed securities$24,866,0001,981
Certificates of participation in pools of residential mortgages$23,037,0001,516
Issued or guaranteed by U.S.$23,037,0001,480
Privately issued$0247
Collaterized mortgage obligations$1,829,0002,080
CMOs issued by government agencies or sponsored agencies$1,829,0002,026
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$47,761,0002,482
Total debt securities$47,761,0002,620
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$36,691,0002,847
U.S. Government securities$19,709,0002,688
U.S. Treasury securities$01,631
U.S. Government agency obligations$19,709,0002,520
Securities issued by states & political subdivisions$16,904,0002,109
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,513,0001,804
Mortgage-backed securities$17,758,0002,182
Certificates of participation in pools of residential mortgages$15,711,0001,787
Issued or guaranteed by U.S.$15,711,0001,731
Privately issued$0261
Collaterized mortgage obligations$2,047,0001,984
CMOs issued by government agencies or sponsored agencies$2,047,0001,935
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$36,613,0002,673
Total debt securities$36,613,0002,830
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$38,758,0002,679
U.S. Government securities$20,588,0002,492
U.S. Treasury securities$9,999,000430
U.S. Government agency obligations$10,589,0003,077
Securities issued by states & political subdivisions$18,092,0002,005
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,563,0001,465
Mortgage-backed securities$10,589,0002,597
Certificates of participation in pools of residential mortgages$8,237,0002,258
Issued or guaranteed by U.S.$8,237,0002,198
Privately issued$0245
Collaterized mortgage obligations$2,352,0001,953
CMOs issued by government agencies or sponsored agencies$2,352,0001,902
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$38,680,0002,515
Total debt securities$38,680,0002,663
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$26,282,0003,065
U.S. Government securities$8,367,0003,429
U.S. Treasury securities$01,216
U.S. Government agency obligations$8,367,0003,274
Securities issued by states & political subdivisions$17,847,0001,908
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,942,0001,778
Mortgage-backed securities$8,367,0002,788
Certificates of participation in pools of residential mortgages$5,756,0002,561
Issued or guaranteed by U.S.$5,756,0002,484
Privately issued$0251
Collaterized mortgage obligations$2,611,0001,921
CMOs issued by government agencies or sponsored agencies$2,611,0001,869
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$26,214,0002,876
Total debt securities$26,214,0003,045
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$27,217,0002,985
U.S. Government securities$9,227,0003,338
U.S. Treasury securities$01,251
U.S. Government agency obligations$9,227,0003,190
Securities issued by states & political subdivisions$17,922,0001,819
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,517,0001,777
Mortgage-backed securities$9,227,0002,704
Certificates of participation in pools of residential mortgages$6,228,0002,474
Issued or guaranteed by U.S.$6,228,0002,400
Privately issued$0251
Collaterized mortgage obligations$2,999,0001,876
CMOs issued by government agencies or sponsored agencies$2,999,0001,832
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$27,149,0002,792
Total debt securities$27,150,0002,965
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$28,868,0002,880
U.S. Government securities$10,106,0003,299
U.S. Treasury securities$01,297
U.S. Government agency obligations$10,106,0003,156
Securities issued by states & political subdivisions$18,704,0001,630
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$58,000159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,410,0001,519
Mortgage-backed securities$10,106,0002,639
Certificates of participation in pools of residential mortgages$6,714,0002,417
Issued or guaranteed by U.S.$6,714,0002,337
Privately issued$0267
Collaterized mortgage obligations$3,392,0001,826
CMOs issued by government agencies or sponsored agencies$3,392,0001,782
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$28,868,0002,709
Total debt securities$28,810,0002,863
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$40,483,0002,441
U.S. Government securities$20,460,0002,548
U.S. Treasury securities$9,989,000462
U.S. Government agency obligations$10,471,0003,181
Securities issued by states & political subdivisions$19,935,0001,532
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$88,000186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,606,0001,233
Mortgage-backed securities$10,471,0002,567
Certificates of participation in pools of residential mortgages$6,857,0002,336
Issued or guaranteed by U.S.$6,857,0002,276
Privately issued$0249
Collaterized mortgage obligations$3,614,0001,793
CMOs issued by government agencies or sponsored agencies$3,614,0001,746
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$40,483,0002,270
Total debt securities$40,395,0002,426
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$29,651,0002,887
U.S. Government securities$11,070,0003,330
U.S. Treasury securities$01,429
U.S. Government agency obligations$11,070,0003,174
Securities issued by states & political subdivisions$18,494,0001,611
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$87,000253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,074,0001,487
Mortgage-backed securities$10,070,0002,591
Certificates of participation in pools of residential mortgages$6,117,0002,433
Issued or guaranteed by U.S.$6,117,0002,359
Privately issued$0287
Collaterized mortgage obligations$3,953,0001,745
CMOs issued by government agencies or sponsored agencies$3,953,0001,702
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$29,651,0002,691
Total debt securities$29,564,0002,871
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$30,312,0002,899
U.S. Government securities$11,542,0003,341
U.S. Treasury securities$01,467
U.S. Government agency obligations$11,542,0003,184
Securities issued by states & political subdivisions$18,693,0001,631
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$77,000280
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,867,0001,504
Mortgage-backed securities$10,545,0002,570
Certificates of participation in pools of residential mortgages$6,359,0002,386
Issued or guaranteed by U.S.$6,359,0002,333
Privately issued$0244
Collaterized mortgage obligations$4,186,0001,694
CMOs issued by government agencies or sponsored agencies$4,186,0001,645
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$30,312,0002,693
Total debt securities$30,234,0002,889
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$33,949,0002,789
U.S. Government securities$14,917,0003,048
U.S. Treasury securities$2,999,000850
U.S. Government agency obligations$11,918,0003,162
Securities issued by states & political subdivisions$18,954,0001,676
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$78,000290
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,913,0001,391
Mortgage-backed securities$10,924,0002,525
Certificates of participation in pools of residential mortgages$6,605,0002,374
Issued or guaranteed by U.S.$6,605,0002,320
Privately issued$0248
Collaterized mortgage obligations$4,319,0001,680
CMOs issued by government agencies or sponsored agencies$4,319,0001,631
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$33,949,0002,583
Total debt securities$33,872,0002,777
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$35,335,0002,752
U.S. Government securities$15,928,0002,990
U.S. Treasury securities$4,993,000667
U.S. Government agency obligations$10,935,0003,307
Securities issued by states & political subdivisions$19,342,0001,687
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$65,000430
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,276,0001,359
Mortgage-backed securities$8,946,0002,708
Certificates of participation in pools of residential mortgages$4,543,0002,711
Issued or guaranteed by U.S.$4,543,0002,666
Privately issued$0211
Collaterized mortgage obligations$4,403,0001,669
CMOs issued by government agencies or sponsored agencies$4,403,0001,617
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$35,335,0002,555
Total debt securities$35,270,0002,737
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$30,367,0002,989
U.S. Government securities$11,186,0003,496
U.S. Treasury securities$01,500
U.S. Government agency obligations$11,186,0003,340
Securities issued by states & political subdivisions$19,104,0001,715
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$77,000448
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,522,0001,644
Mortgage-backed securities$9,204,0002,692
Certificates of participation in pools of residential mortgages$4,631,0002,737
Issued or guaranteed by U.S.$4,631,0002,720
Privately issued$0145
Collaterized mortgage obligations$4,573,0001,613
CMOs issued by government agencies or sponsored agencies$4,573,0001,562
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$30,367,0002,766
Total debt securities$30,291,0002,973
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$31,067,0002,996
U.S. Government securities$11,773,0003,442
U.S. Treasury securities$01,475
U.S. Government agency obligations$11,773,0003,292
Securities issued by states & political subdivisions$19,199,0001,760
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$95,000466
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,121,0001,662
Mortgage-backed securities$9,794,0002,673
Certificates of participation in pools of residential mortgages$4,899,0002,738
Issued or guaranteed by U.S.$4,899,0002,608
Privately issued$0453
Collaterized mortgage obligations$4,895,0001,584
CMOs issued by government agencies or sponsored agencies$4,895,0001,535
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$31,067,0002,771
Total debt securities$30,971,0002,980
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$31,455,0003,022
U.S. Government securities$12,324,0003,434
U.S. Treasury securities$01,426
U.S. Government agency obligations$12,324,0003,293
Securities issued by states & political subdivisions$19,038,0001,820
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$93,000509
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,515,0001,654
Mortgage-backed securities$10,346,0002,630
Certificates of participation in pools of residential mortgages$5,124,0002,753
Issued or guaranteed by U.S.$5,124,0002,751
Privately issued$067
Collaterized mortgage obligations$5,222,0001,545
CMOs issued by government agencies or sponsored agencies$5,222,0001,490
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$31,455,0002,785
Total debt securities$31,362,0003,004
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$32,710,0002,986
U.S. Government securities$12,952,0003,393
U.S. Treasury securities$01,328
U.S. Government agency obligations$12,952,0003,254
Securities issued by states & political subdivisions$19,674,0001,840
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$84,000769
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,433,0001,691
Mortgage-backed securities$10,971,0002,609
Certificates of participation in pools of residential mortgages$5,466,0002,727
Issued or guaranteed by U.S.$5,466,0002,725
Privately issued$064
Collaterized mortgage obligations$5,505,0001,497
CMOs issued by government agencies or sponsored agencies$5,505,0001,446
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$32,710,0002,756
Total debt securities$32,625,0002,972
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$34,716,0002,926
U.S. Government securities$13,593,0003,364
U.S. Treasury securities$01,313
U.S. Government agency obligations$13,593,0003,237
Securities issued by states & political subdivisions$21,043,0001,782
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$80,000804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,780,0001,624
Mortgage-backed securities$11,601,0002,575
Certificates of participation in pools of residential mortgages$5,722,0002,715
Issued or guaranteed by U.S.$5,722,0002,714
Privately issued$069
Collaterized mortgage obligations$5,879,0001,449
CMOs issued by government agencies or sponsored agencies$5,879,0001,400
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$34,716,0002,691
Total debt securities$34,635,0002,909
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$35,737,0002,919
U.S. Government securities$14,781,0003,310
U.S. Treasury securities$01,351
U.S. Government agency obligations$14,781,0003,185
Securities issued by states & political subdivisions$20,884,0001,797
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$72,000821
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,170,0001,632
Mortgage-backed securities$12,788,0002,518
Certificates of participation in pools of residential mortgages$6,012,0002,708
Issued or guaranteed by U.S.$6,012,0002,707
Privately issued$067
Collaterized mortgage obligations$6,776,0001,364
CMOs issued by government agencies or sponsored agencies$6,776,0001,314
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$35,737,0002,684
Total debt securities$35,666,0002,900
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$35,073,0002,980
U.S. Government securities$14,170,0003,399
U.S. Treasury securities$01,390
U.S. Government agency obligations$14,170,0003,276
Securities issued by states & political subdivisions$20,841,0001,813
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$62,000844
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,091,0001,639
Mortgage-backed securities$12,179,0002,591
Certificates of participation in pools of residential mortgages$5,102,0002,930
Issued or guaranteed by U.S.$5,102,0002,927
Privately issued$066
Collaterized mortgage obligations$7,077,0001,356
CMOs issued by government agencies or sponsored agencies$7,077,0001,295
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$35,073,0002,730
Total debt securities$35,011,0002,967
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$31,482,0003,129
U.S. Government securities$12,024,0003,604
U.S. Treasury securities$01,367
U.S. Government agency obligations$12,024,0003,471
Securities issued by states & political subdivisions$19,394,0001,918
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$64,000850
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,349,0001,738
Mortgage-backed securities$10,040,0002,780
Certificates of participation in pools of residential mortgages$2,556,0003,481
Issued or guaranteed by U.S.$2,556,0003,475
Privately issued$071
Collaterized mortgage obligations$7,484,0001,296
CMOs issued by government agencies or sponsored agencies$7,484,0001,236
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$31,482,0002,877
Total debt securities$31,418,0003,117
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$30,640,0003,175
U.S. Government securities$13,023,0003,499
U.S. Treasury securities$01,214
U.S. Government agency obligations$13,023,0003,374
Securities issued by states & political subdivisions$17,571,0002,064
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$46,000860
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,156,0001,723
Mortgage-backed securities$11,014,0002,691
Certificates of participation in pools of residential mortgages$2,784,0003,466
Issued or guaranteed by U.S.$2,784,0003,464
Privately issued$067
Collaterized mortgage obligations$8,230,0001,259
CMOs issued by government agencies or sponsored agencies$8,230,0001,200
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$30,640,0002,912
Total debt securities$30,594,0003,157
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$31,959,0003,180
U.S. Government securities$15,315,0003,371
U.S. Treasury securities$01,253
U.S. Government agency obligations$15,315,0003,253
Securities issued by states & political subdivisions$16,606,0002,144
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$38,000888
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,767,0001,687
Mortgage-backed securities$11,805,0002,665
Certificates of participation in pools of residential mortgages$2,980,0003,459
Issued or guaranteed by U.S.$2,980,0003,455
Privately issued$071
Collaterized mortgage obligations$8,825,0001,245
CMOs issued by government agencies or sponsored agencies$8,825,0001,185
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$31,959,0002,914
Total debt securities$31,921,0003,155
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$34,684,0003,075
U.S. Government securities$18,066,0003,198
U.S. Treasury securities$01,296
U.S. Government agency obligations$18,066,0003,088
Securities issued by states & political subdivisions$16,577,0002,111
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$41,000884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,196,0001,599
Mortgage-backed securities$12,571,0002,600
Certificates of participation in pools of residential mortgages$3,088,0003,457
Issued or guaranteed by U.S.$3,088,0003,454
Privately issued$066
Collaterized mortgage obligations$9,483,0001,206
CMOs issued by government agencies or sponsored agencies$9,483,0001,146
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$34,684,0002,799
Total debt securities$34,642,0003,059
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$31,457,0003,289
U.S. Government securities$18,366,0003,205
U.S. Treasury securities$01,367
U.S. Government agency obligations$18,366,0003,098
Securities issued by states & political subdivisions$13,058,0002,472
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$33,000915
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,902,0001,618
Mortgage-backed securities$12,944,0002,566
Certificates of participation in pools of residential mortgages$3,163,0003,457
Issued or guaranteed by U.S.$3,163,0003,453
Privately issued$066
Collaterized mortgage obligations$9,781,0001,185
CMOs issued by government agencies or sponsored agencies$9,781,0001,127
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$31,457,0003,005
Total debt securities$31,424,0003,263
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$35,726,0003,085
U.S. Government securities$22,334,0002,951
U.S. Treasury securities$01,303
U.S. Government agency obligations$22,334,0002,862
Securities issued by states & political subdivisions$13,363,0002,443
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$29,000946
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,582,0001,487
Mortgage-backed securities$15,946,0002,357
Certificates of participation in pools of residential mortgages$3,397,0003,436
Issued or guaranteed by U.S.$3,397,0003,432
Privately issued$065
Collaterized mortgage obligations$12,549,0001,059
CMOs issued by government agencies or sponsored agencies$12,549,0001,007
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$35,726,0002,816
Total debt securities$35,699,0003,060
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$39,518,0002,934
U.S. Government securities$25,674,0002,807
U.S. Treasury securities$01,348
U.S. Government agency obligations$25,674,0002,718
Securities issued by states & political subdivisions$13,813,0002,402
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$31,000952
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,972,0001,453
Mortgage-backed securities$17,340,0002,333
Certificates of participation in pools of residential mortgages$3,612,0003,475
Issued or guaranteed by U.S.$3,612,0003,472
Privately issued$067
Collaterized mortgage obligations$13,728,0001,042
CMOs issued by government agencies or sponsored agencies$13,728,000993
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$39,518,0002,682
Total debt securities$39,487,0002,914
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$40,495,0002,926
U.S. Government securities$29,010,0002,650
U.S. Treasury securities$01,327
U.S. Government agency obligations$29,010,0002,568
Securities issued by states & political subdivisions$11,454,0002,641
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$31,000969
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,478,0001,427
Mortgage-backed securities$18,676,0002,290
Certificates of participation in pools of residential mortgages$3,818,0003,501
Issued or guaranteed by U.S.$3,818,0003,499
Privately issued$070
Collaterized mortgage obligations$14,858,0001,027
CMOs issued by government agencies or sponsored agencies$14,858,000976
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$40,495,0002,676
Total debt securities$40,465,0002,905
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$40,693,0002,956
U.S. Government securities$29,310,0002,657
U.S. Treasury securities$01,361
U.S. Government agency obligations$29,310,0002,575
Securities issued by states & political subdivisions$11,352,0002,661
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$31,000973
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,534,0001,379
Mortgage-backed securities$21,044,0002,179
Certificates of participation in pools of residential mortgages$3,848,0003,553
Issued or guaranteed by U.S.$3,848,0003,547
Privately issued$075
Collaterized mortgage obligations$17,196,000961
CMOs issued by government agencies or sponsored agencies$17,196,000913
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$40,693,0002,701
Total debt securities$40,663,0002,938
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$41,375,0002,987
U.S. Government securities$30,004,0002,696
U.S. Treasury securities$01,381
U.S. Government agency obligations$30,004,0002,612
Securities issued by states & political subdivisions$11,338,0002,695
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$33,0001,003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,884,0001,355
Mortgage-backed securities$21,789,0002,190
Certificates of participation in pools of residential mortgages$3,978,0003,606
Issued or guaranteed by U.S.$3,978,0003,604
Privately issued$073
Collaterized mortgage obligations$17,811,000953
CMOs issued by government agencies or sponsored agencies$17,811,000907
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$41,375,0002,719
Total debt securities$41,342,0002,968
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$42,595,0002,969
U.S. Government securities$31,232,0002,672
U.S. Treasury securities$01,342
U.S. Government agency obligations$31,232,0002,589
Securities issued by states & political subdivisions$11,331,0002,694
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$32,0001,025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,896,0001,333
Mortgage-backed securities$23,001,0002,154
Certificates of participation in pools of residential mortgages$4,139,0003,618
Issued or guaranteed by U.S.$4,139,0003,617
Privately issued$075
Collaterized mortgage obligations$18,862,000934
CMOs issued by government agencies or sponsored agencies$18,862,000886
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$42,595,0002,706
Total debt securities$42,563,0002,946
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$50,445,0002,665
U.S. Government securities$37,778,0002,370
U.S. Treasury securities$01,198
U.S. Government agency obligations$37,778,0002,306
Securities issued by states & political subdivisions$12,633,0002,544
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$34,0001,040
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,353,0001,184
Mortgage-backed securities$29,599,0001,880
Certificates of participation in pools of residential mortgages$4,827,0003,504
Issued or guaranteed by U.S.$4,827,0003,504
Privately issued$076
Collaterized mortgage obligations$24,772,000789
CMOs issued by government agencies or sponsored agencies$24,772,000752
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$50,445,0002,429
Total debt securities$50,412,0002,640
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$51,311,0002,622
U.S. Government securities$38,812,0002,302
U.S. Treasury securities$01,131
U.S. Government agency obligations$38,812,0002,233
Securities issued by states & political subdivisions$12,463,0002,561
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$36,0001,054
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,885,0001,174
Mortgage-backed securities$30,703,0001,834
Certificates of participation in pools of residential mortgages$4,922,0003,488
Issued or guaranteed by U.S.$4,922,0003,485
Privately issued$081
Collaterized mortgage obligations$25,781,000771
CMOs issued by government agencies or sponsored agencies$25,781,000730
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$51,311,0002,384
Total debt securities$51,274,0002,598
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$52,863,0002,589
U.S. Government securities$40,332,0002,245
U.S. Treasury securities$01,131
U.S. Government agency obligations$40,332,0002,188
Securities issued by states & political subdivisions$12,496,0002,541
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$35,0001,059
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,862,0001,161
Mortgage-backed securities$32,198,0001,780
Certificates of participation in pools of residential mortgages$5,085,0003,479
Issued or guaranteed by U.S.$5,085,0003,475
Privately issued$080
Collaterized mortgage obligations$27,113,000761
CMOs issued by government agencies or sponsored agencies$27,113,000717
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$52,863,0002,346
Total debt securities$52,829,0002,568
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$60,621,0002,299
U.S. Government securities$48,076,0001,940
U.S. Treasury securities$01,152
U.S. Government agency obligations$48,076,0001,884
Securities issued by states & political subdivisions$12,515,0002,530
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$30,0001,071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,450,0001,197
Mortgage-backed securities$39,957,0001,505
Certificates of participation in pools of residential mortgages$5,381,0003,395
Issued or guaranteed by U.S.$5,381,0003,391
Privately issued$083
Collaterized mortgage obligations$34,576,000652
CMOs issued by government agencies or sponsored agencies$34,576,000607
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$60,621,0002,100
Total debt securities$60,589,0002,278
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$87,856,0001,716
U.S. Government securities$73,888,0001,373
U.S. Treasury securities$01,161
U.S. Government agency obligations$73,888,0001,328
Securities issued by states & political subdivisions$13,933,0002,378
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$35,0001,072
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,526,0001,281
Mortgage-backed securities$51,501,0001,271
Certificates of participation in pools of residential mortgages$12,898,0002,334
Issued or guaranteed by U.S.$12,898,0002,334
Privately issued$083
Collaterized mortgage obligations$38,603,000619
CMOs issued by government agencies or sponsored agencies$38,603,000574
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$87,856,0001,560
Total debt securities$87,822,0001,691
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$42,010,0003,008
U.S. Government securities$29,523,0002,767
U.S. Treasury securities$01,135
U.S. Government agency obligations$29,523,0002,701
Securities issued by states & political subdivisions$12,450,0002,504
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$37,0001,056
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,128,0001,366
Mortgage-backed securities$29,523,0001,902
Certificates of participation in pools of residential mortgages$10,522,0002,591
Issued or guaranteed by U.S.$10,522,0002,589
Privately issued$085
Collaterized mortgage obligations$19,001,0001,049
CMOs issued by government agencies or sponsored agencies$19,001,000976
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$42,010,0002,780
Total debt securities$41,972,0002,985
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$45,182,0002,885
U.S. Government securities$32,464,0002,661
U.S. Treasury securities$01,086
U.S. Government agency obligations$32,464,0002,600
Securities issued by states & political subdivisions$12,688,0002,452
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$30,0001,074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,654,0001,274
Mortgage-backed securities$32,464,0001,886
Certificates of participation in pools of residential mortgages$11,306,0002,628
Issued or guaranteed by U.S.$11,306,0002,626
Privately issued$088
Collaterized mortgage obligations$21,158,0001,025
CMOs issued by government agencies or sponsored agencies$21,158,000957
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$45,182,0002,657
Total debt securities$45,151,0002,863
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$50,183,0002,673
U.S. Government securities$37,467,0002,432
U.S. Treasury securities$01,068
U.S. Government agency obligations$37,467,0002,378
Securities issued by states & political subdivisions$12,686,0002,407
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$30,0001,095
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,969,0001,167
Mortgage-backed securities$37,467,0001,729
Certificates of participation in pools of residential mortgages$11,799,0002,621
Issued or guaranteed by U.S.$11,799,0002,620
Privately issued$094
Collaterized mortgage obligations$25,668,000913
CMOs issued by government agencies or sponsored agencies$25,668,000848
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$50,183,0002,457
Total debt securities$50,151,0002,647
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$93,760,0001,587
U.S. Government securities$81,152,0001,313
U.S. Treasury securities$01,157
U.S. Government agency obligations$81,152,0001,271
Securities issued by states & political subdivisions$12,582,0002,350
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$26,0001,081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,559,0001,369
Mortgage-backed securities$64,604,0001,135
Certificates of participation in pools of residential mortgages$27,690,0001,480
Issued or guaranteed by U.S.$27,690,0001,476
Privately issued$094
Collaterized mortgage obligations$36,914,000739
CMOs issued by government agencies or sponsored agencies$36,914,000674
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$93,760,0001,440
Total debt securities$93,735,0001,568
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$62,610,0002,181
U.S. Government securities$52,994,0001,812
U.S. Treasury securities$01,076
U.S. Government agency obligations$52,994,0001,767
Securities issued by states & political subdivisions$9,596,0002,702
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$20,0001,111
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,792,0001,362
Mortgage-backed securities$43,998,0001,454
Certificates of participation in pools of residential mortgages$20,678,0001,741
Issued or guaranteed by U.S.$20,678,0001,740
Privately issued$0121
Collaterized mortgage obligations$23,320,000957
CMOs issued by government agencies or sponsored agencies$23,320,000855
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$62,610,0001,973
Total debt securities$62,590,0002,167
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$40,218,0002,988
U.S. Government securities$30,350,0002,702
U.S. Treasury securities$01,126
U.S. Government agency obligations$30,350,0002,634
Securities issued by states & political subdivisions$9,852,0002,599
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$16,0001,180
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,488,0001,379
Mortgage-backed securities$29,851,0001,871
Certificates of participation in pools of residential mortgages$14,113,0002,193
Issued or guaranteed by U.S.$14,113,0002,186
Privately issued$0132
Collaterized mortgage obligations$15,738,0001,238
CMOs issued by government agencies or sponsored agencies$15,738,0001,095
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$40,218,0002,732
Total debt securities$40,202,0002,959
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$62,966,0002,105
U.S. Government securities$50,804,0001,831
U.S. Treasury securities$01,225
U.S. Government agency obligations$50,804,0001,784
Securities issued by states & political subdivisions$12,144,0002,230
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$18,0001,198
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,510,0001,101
Mortgage-backed securities$48,354,0001,297
Certificates of participation in pools of residential mortgages$24,263,0001,440
Issued or guaranteed by U.S.$24,263,0001,437
Privately issued$0125
Collaterized mortgage obligations$24,091,000923
CMOs issued by government agencies or sponsored agencies$24,091,000787
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$62,966,0001,894
Total debt securities$62,948,0002,080
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$88,631,0001,558
U.S. Government securities$74,653,0001,332
U.S. Treasury securities$01,272
U.S. Government agency obligations$74,653,0001,281
Securities issued by states & political subdivisions$13,961,0001,987
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$17,0001,228
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,404,0001,056
Mortgage-backed securities$66,217,000967
Certificates of participation in pools of residential mortgages$41,751,000915
Issued or guaranteed by U.S.$41,751,000912
Privately issued$0136
Collaterized mortgage obligations$24,466,000902
CMOs issued by government agencies or sponsored agencies$24,466,000766
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$88,631,0001,404
Total debt securities$88,614,0001,536
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$67,684,0001,898
U.S. Government securities$50,254,0001,756
U.S. Treasury securities$01,275
U.S. Government agency obligations$50,254,0001,694
Securities issued by states & political subdivisions$17,430,0001,625
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,079,0001,131
Mortgage-backed securities$49,284,0001,195
Certificates of participation in pools of residential mortgages$29,533,0001,166
Issued or guaranteed by U.S.$29,533,0001,155
Privately issued$0141
Collaterized mortgage obligations$19,751,0001,014
CMOs issued by government agencies or sponsored agencies$19,751,000851
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$67,684,0001,712
Total debt securities$67,684,0001,878
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$53,582,0002,251
U.S. Government securities$40,445,0002,059
U.S. Treasury securities$01,180
U.S. Government agency obligations$40,445,0001,988
Securities issued by states & political subdivisions$13,137,0001,968
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,157,0001,292
Mortgage-backed securities$39,445,0001,382
Certificates of participation in pools of residential mortgages$27,853,0001,202
Issued or guaranteed by U.S.$27,853,0001,192
Privately issued$0141
Collaterized mortgage obligations$11,592,0001,356
CMOs issued by government agencies or sponsored agencies$11,592,0001,175
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$53,582,0002,018
Total debt securities$53,582,0002,223
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$49,977,0002,364
U.S. Government securities$38,213,0002,198
U.S. Treasury securities$01,121
U.S. Government agency obligations$38,213,0002,126
Securities issued by states & political subdivisions$11,764,0002,036
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,897,0001,430
Mortgage-backed securities$37,206,0001,424
Certificates of participation in pools of residential mortgages$26,577,0001,232
Issued or guaranteed by U.S.$26,577,0001,226
Privately issued$0148
Collaterized mortgage obligations$10,629,0001,376
CMOs issued by government agencies or sponsored agencies$10,629,0001,176
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$49,977,0002,121
Total debt securities$49,978,0002,341
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$57,592,0002,133
U.S. Government securities$45,591,0001,943
U.S. Treasury securities$01,130
U.S. Government agency obligations$45,591,0001,883
Securities issued by states & political subdivisions$12,001,0001,988
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,019,0001,425
Mortgage-backed securities$44,089,0001,286
Certificates of participation in pools of residential mortgages$27,105,0001,286
Issued or guaranteed by U.S.$27,105,0001,282
Privately issued$0145
Collaterized mortgage obligations$16,984,0001,056
CMOs issued by government agencies or sponsored agencies$16,984,000876
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$57,592,0001,905
Total debt securities$57,592,0002,109
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$42,863,0002,709
U.S. Government securities$30,712,0002,635
U.S. Treasury securities$01,077
U.S. Government agency obligations$30,712,0002,560
Securities issued by states & political subdivisions$12,151,0001,973
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,939,0001,582
Mortgage-backed securities$29,168,0001,778
Certificates of participation in pools of residential mortgages$14,921,0002,074
Issued or guaranteed by U.S.$14,921,0002,066
Privately issued$0157
Collaterized mortgage obligations$14,247,0001,150
CMOs issued by government agencies or sponsored agencies$14,247,000942
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$42,863,0002,419
Total debt securities$42,863,0002,687
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$60,714,0002,048
U.S. Government securities$50,078,0001,710
U.S. Treasury securities$01,047
U.S. Government agency obligations$50,078,0001,662
Securities issued by states & political subdivisions$10,636,0002,158
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,638,0001,137
Mortgage-backed securities$46,454,0001,290
Certificates of participation in pools of residential mortgages$19,019,0001,797
Issued or guaranteed by U.S.$19,019,0001,792
Privately issued$0171
Collaterized mortgage obligations$27,435,000761
CMOs issued by government agencies or sponsored agencies$27,435,000599
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$60,714,0001,799
Total debt securities$60,714,0002,017
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$55,680,0002,133
U.S. Government securities$45,239,0001,826
U.S. Treasury securities$01,036
U.S. Government agency obligations$45,239,0001,789
Securities issued by states & political subdivisions$10,441,0002,148
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,525,0001,224
Mortgage-backed securities$41,089,0001,415
Certificates of participation in pools of residential mortgages$30,349,0001,283
Issued or guaranteed by U.S.$30,349,0001,273
Privately issued$0181
Collaterized mortgage obligations$10,740,0001,306
CMOs issued by government agencies or sponsored agencies$10,740,0001,049
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$55,680,0001,873
Total debt securities$55,680,0002,109
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$60,405,0001,985
U.S. Government securities$48,982,0001,707
U.S. Treasury securities$0981
U.S. Government agency obligations$48,982,0001,671
Securities issued by states & political subdivisions$11,423,0001,925
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,964,0001,055
Mortgage-backed securities$44,745,0001,339
Certificates of participation in pools of residential mortgages$32,913,0001,236
Issued or guaranteed by U.S.$32,913,0001,225
Privately issued$0191
Collaterized mortgage obligations$11,832,0001,241
CMOs issued by government agencies or sponsored agencies$11,832,000987
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$60,405,0001,737
Total debt securities$60,405,0001,969
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$65,164,0001,829
U.S. Government securities$53,850,0001,588
U.S. Treasury securities$0973
U.S. Government agency obligations$53,850,0001,565
Securities issued by states & political subdivisions$11,314,0001,893
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,484,0001,079
Mortgage-backed securities$46,956,0001,255
Certificates of participation in pools of residential mortgages$39,668,0001,013
Issued or guaranteed by U.S.$39,668,0001,003
Privately issued$0188
Collaterized mortgage obligations$7,288,0001,531
CMOs issued by government agencies or sponsored agencies$7,288,0001,235
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$65,164,0001,596
Total debt securities$65,164,0001,810
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$59,614,0001,949
U.S. Government securities$48,553,0001,688
U.S. Treasury securities$01,019
U.S. Government agency obligations$48,553,0001,664
Securities issued by states & political subdivisions$11,061,0001,894
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,341,0001,023
Mortgage-backed securities$37,602,0001,403
Certificates of participation in pools of residential mortgages$31,424,0001,186
Issued or guaranteed by U.S.$31,424,0001,172
Privately issued$0192
Collaterized mortgage obligations$6,178,0001,576
CMOs issued by government agencies or sponsored agencies$6,178,0001,272
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$59,614,0001,710
Total debt securities$59,614,0001,922
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$61,994,0001,912
U.S. Government securities$51,456,0001,625
U.S. Treasury securities$01,021
U.S. Government agency obligations$51,456,0001,600
Securities issued by states & political subdivisions$10,538,0001,980
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,653,000918
Mortgage-backed securities$35,587,0001,445
Certificates of participation in pools of residential mortgages$29,592,0001,240
Issued or guaranteed by U.S.$29,592,0001,226
Privately issued$0202
Collaterized mortgage obligations$5,995,0001,597
CMOs issued by government agencies or sponsored agencies$5,995,0001,303
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$61,994,0001,674
Total debt securities$61,994,0001,882
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$62,650,0001,883
U.S. Government securities$51,449,0001,619
U.S. Treasury securities$01,044
U.S. Government agency obligations$51,449,0001,585
Securities issued by states & political subdivisions$11,201,0001,891
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,211,000908
Mortgage-backed securities$35,542,0001,414
Certificates of participation in pools of residential mortgages$30,007,0001,167
Issued or guaranteed by U.S.$30,007,0001,155
Privately issued$0205
Collaterized mortgage obligations$5,535,0001,620
CMOs issued by government agencies or sponsored agencies$5,535,0001,340
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$62,650,0001,652
Total debt securities$62,651,0001,841
Structured notes
Amortized cost$500,0001,489
Fair value$501,0001,548
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$54,197,0002,140
U.S. Government securities$42,932,0001,915
U.S. Treasury securities$01,146
U.S. Government agency obligations$42,932,0001,876
Securities issued by states & political subdivisions$11,265,0001,863
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,162,0001,000
Mortgage-backed securities$23,354,0001,724
Certificates of participation in pools of residential mortgages$17,604,0001,545
Issued or guaranteed by U.S.$17,604,0001,537
Privately issued$0191
Collaterized mortgage obligations$5,750,0001,533
CMOs issued by government agencies or sponsored agencies$5,750,0001,275
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$54,197,0001,876
Total debt securities$54,197,0002,099
Structured notes
Amortized cost$751,0001,797
Fair value$758,0001,793
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$53,187,0002,175
U.S. Government securities$41,928,0001,986
U.S. Treasury securities$01,235
U.S. Government agency obligations$41,928,0001,943
Securities issued by states & political subdivisions$11,259,0001,834
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,656,000969
Mortgage-backed securities$21,574,0001,708
Certificates of participation in pools of residential mortgages$15,648,0001,579
Issued or guaranteed by U.S.$15,648,0001,570
Privately issued$0194
Collaterized mortgage obligations$5,926,0001,467
CMOs issued by government agencies or sponsored agencies$5,926,0001,220
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$53,187,0001,879
Total debt securities$53,187,0002,126
Structured notes
Amortized cost$751,0002,019
Fair value$753,0002,022
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$52,511,0002,200
U.S. Government securities$42,349,0001,985
U.S. Treasury securities$01,362
U.S. Government agency obligations$42,349,0001,926
Securities issued by states & political subdivisions$10,162,0001,972
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,520,000990
Mortgage-backed securities$21,382,0001,681
Certificates of participation in pools of residential mortgages$15,276,0001,562
Issued or guaranteed by U.S.$15,276,0001,556
Privately issued$0207
Collaterized mortgage obligations$6,106,0001,410
CMOs issued by government agencies or sponsored agencies$6,106,0001,169
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$52,511,0001,890
Total debt securities$52,512,0002,154
Structured notes
Amortized cost$751,0002,115
Fair value$747,0002,115
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$52,569,0002,208
U.S. Government securities$42,096,0002,017
U.S. Treasury securities$01,448
U.S. Government agency obligations$42,096,0001,960
Securities issued by states & political subdivisions$10,473,0001,917
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,425,000977
Mortgage-backed securities$20,489,0001,711
Certificates of participation in pools of residential mortgages$14,849,0001,611
Issued or guaranteed by U.S.$14,849,0001,605
Privately issued$0218
Collaterized mortgage obligations$5,640,0001,436
CMOs issued by government agencies or sponsored agencies$5,640,0001,196
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$52,569,0001,899
Total debt securities$52,569,0002,175
Structured notes
Amortized cost$751,0002,184
Fair value$751,0002,181
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$53,664,0002,186
U.S. Government securities$43,364,0001,985
U.S. Treasury securities$01,498
U.S. Government agency obligations$43,364,0001,922
Securities issued by states & political subdivisions$10,300,0001,950
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,302,0001,076
Mortgage-backed securities$21,380,0001,658
Certificates of participation in pools of residential mortgages$15,581,0001,567
Issued or guaranteed by U.S.$15,581,0001,559
Privately issued$0208
Collaterized mortgage obligations$5,799,0001,418
CMOs issued by government agencies or sponsored agencies$5,799,0001,191
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$53,664,0001,886
Total debt securities$53,664,0002,141
Structured notes
Amortized cost$751,0002,282
Fair value$749,0002,280
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$52,283,0002,259
U.S. Government securities$41,972,0002,068
U.S. Treasury securities$01,574
U.S. Government agency obligations$41,972,0002,012
Securities issued by states & political subdivisions$10,311,0001,956
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,893,000997
Mortgage-backed securities$21,006,0001,689
Certificates of participation in pools of residential mortgages$15,712,0001,568
Issued or guaranteed by U.S.$15,712,0001,557
Privately issued$0214
Collaterized mortgage obligations$5,294,0001,443
CMOs issued by government agencies or sponsored agencies$5,294,0001,226
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$52,283,0001,937
Total debt securities$52,283,0002,214
Structured notes
Amortized cost$747,0002,429
Fair value$749,0002,399
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$50,776,0002,310
U.S. Government securities$41,441,0002,098
U.S. Treasury securities$01,634
U.S. Government agency obligations$41,441,0002,032
Securities issued by states & political subdivisions$9,335,0002,076
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,593,0001,091
Mortgage-backed securities$20,520,0001,725
Certificates of participation in pools of residential mortgages$15,137,0001,623
Issued or guaranteed by U.S.$15,137,0001,615
Privately issued$0211
Collaterized mortgage obligations$5,383,0001,428
CMOs issued by government agencies or sponsored agencies$5,383,0001,212
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$50,776,0001,978
Total debt securities$50,776,0002,265
Structured notes
Amortized cost$500,0002,594
Fair value$495,0002,616
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$43,635,0002,652
U.S. Government securities$34,878,0002,484
U.S. Treasury securities$01,715
U.S. Government agency obligations$34,878,0002,413
Securities issued by states & political subdivisions$8,757,0002,186
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,088,0001,267
Mortgage-backed securities$18,659,0001,884
Certificates of participation in pools of residential mortgages$13,437,0001,782
Issued or guaranteed by U.S.$13,437,0001,771
Privately issued$0205
Collaterized mortgage obligations$5,222,0001,445
CMOs issued by government agencies or sponsored agencies$5,222,0001,231
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$43,635,0002,278
Total debt securities$43,635,0002,609
Structured notes
Amortized cost$500,0002,585
Fair value$500,0002,584
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$42,995,0002,696
U.S. Government securities$34,270,0002,479
U.S. Treasury securities$01,737
U.S. Government agency obligations$34,270,0002,403
Securities issued by states & political subdivisions$8,725,0002,181
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,304,0001,273
Mortgage-backed securities$18,786,0001,886
Certificates of participation in pools of residential mortgages$14,240,0001,728
Issued or guaranteed by U.S.$14,240,0001,716
Privately issued$0216
Collaterized mortgage obligations$4,546,0001,536
CMOs issued by government agencies or sponsored agencies$4,546,0001,327
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$42,995,0002,322
Total debt securities$42,995,0002,653
Structured notes
Amortized cost$1,195,0002,033
Fair value$1,197,0002,025
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$40,514,0002,792
U.S. Government securities$32,213,0002,595
U.S. Treasury securities$01,786
U.S. Government agency obligations$32,213,0002,511
Securities issued by states & political subdivisions$8,301,0002,241
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,449,0001,205
Mortgage-backed securities$18,228,0001,919
Certificates of participation in pools of residential mortgages$13,811,0001,786
Issued or guaranteed by U.S.$13,811,0001,774
Privately issued$0225
Collaterized mortgage obligations$4,417,0001,557
CMOs issued by government agencies or sponsored agencies$4,417,0001,345
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$40,514,0002,400
Total debt securities$40,514,0002,750
Structured notes
Amortized cost$500,0002,532
Fair value$499,0002,543
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$40,109,0002,832
U.S. Government securities$31,725,0002,676
U.S. Treasury securities$01,839
U.S. Government agency obligations$31,725,0002,580
Securities issued by states & political subdivisions$8,384,0002,189
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,961,0001,320
Mortgage-backed securities$17,613,0001,997
Certificates of participation in pools of residential mortgages$12,987,0001,934
Issued or guaranteed by U.S.$12,987,0001,922
Privately issued$0223
Collaterized mortgage obligations$4,626,0001,567
CMOs issued by government agencies or sponsored agencies$4,626,0001,366
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$40,109,0002,428
Total debt securities$40,109,0002,787
Structured notes
Amortized cost$500,0002,519
Fair value$501,0002,518
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$37,717,0003,035
U.S. Government securities$29,818,0002,864
U.S. Treasury securities$01,963
U.S. Government agency obligations$29,818,0002,748
Securities issued by states & political subdivisions$7,899,0002,301
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,395,0001,329
Mortgage-backed securities$16,855,0002,124
Certificates of participation in pools of residential mortgages$11,915,0002,088
Issued or guaranteed by U.S.$11,915,0002,078
Privately issued$0207
Collaterized mortgage obligations$4,940,0001,546
CMOs issued by government agencies or sponsored agencies$4,940,0001,352
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$37,717,0002,591
Total debt securities$37,717,0002,986
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$35,811,0003,172
U.S. Government securities$27,817,0003,016
U.S. Treasury securities$01,963
U.S. Government agency obligations$27,817,0002,907
Securities issued by states & political subdivisions$7,994,0002,313
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,904,0001,395
Mortgage-backed securities$16,162,0002,237
Certificates of participation in pools of residential mortgages$11,698,0002,163
Issued or guaranteed by U.S.$11,698,0002,153
Privately issued$0203
Collaterized mortgage obligations$4,464,0001,631
CMOs issued by government agencies or sponsored agencies$4,464,0001,439
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$35,811,0002,727
Total debt securities$35,811,0003,124
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$37,065,0003,087
U.S. Government securities$28,609,0002,953
U.S. Treasury securities$01,990
U.S. Government agency obligations$28,609,0002,836
Securities issued by states & political subdivisions$8,456,0002,215
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,663,0001,287
Mortgage-backed securities$16,867,0002,174
Certificates of participation in pools of residential mortgages$12,658,0002,061
Issued or guaranteed by U.S.$12,658,0002,053
Privately issued$0225
Collaterized mortgage obligations$4,209,0001,649
CMOs issued by government agencies or sponsored agencies$4,209,0001,462
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$37,065,0002,635
Total debt securities$37,065,0003,024
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$36,588,0003,160
U.S. Government securities$29,137,0002,928
U.S. Treasury securities$02,098
U.S. Government agency obligations$29,137,0002,817
Securities issued by states & political subdivisions$7,451,0002,423
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,297,0001,276
Mortgage-backed securities$17,100,0002,172
Certificates of participation in pools of residential mortgages$12,753,0002,077
Issued or guaranteed by U.S.$12,753,0002,069
Privately issued$0225
Collaterized mortgage obligations$4,347,0001,653
CMOs issued by government agencies or sponsored agencies$4,347,0001,461
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$36,588,0002,719
Total debt securities$36,588,0003,090
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$35,175,0003,240
U.S. Government securities$27,440,0003,046
U.S. Treasury securities$02,082
U.S. Government agency obligations$27,440,0002,936
Securities issued by states & political subdivisions$7,735,0002,378
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,819,0001,431
Mortgage-backed securities$17,048,0002,236
Certificates of participation in pools of residential mortgages$12,798,0002,085
Issued or guaranteed by U.S.$12,798,0002,077
Privately issued$0230
Collaterized mortgage obligations$4,250,0001,735
CMOs issued by government agencies or sponsored agencies$4,250,0001,527
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$35,175,0002,799
Total debt securities$35,175,0003,179
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$32,711,0003,480
U.S. Government securities$25,356,0003,302
U.S. Treasury securities$02,227
U.S. Government agency obligations$25,356,0003,186
Securities issued by states & political subdivisions$7,355,0002,468
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,815,0001,398
Mortgage-backed securities$16,048,0002,301
Certificates of participation in pools of residential mortgages$12,256,0002,169
Issued or guaranteed by U.S.$12,256,0002,153
Privately issued$0248
Collaterized mortgage obligations$3,792,0001,817
CMOs issued by government agencies or sponsored agencies$3,792,0001,706
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$32,711,0003,001
Total debt securities$32,711,0003,422
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$30,092,0003,633
U.S. Government securities$23,329,0003,425
U.S. Treasury securities$02,287
U.S. Government agency obligations$23,329,0003,294
Securities issued by states & political subdivisions$6,763,0002,598
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,002,0001,373
Mortgage-backed securities$15,271,0002,379
Certificates of participation in pools of residential mortgages$12,476,0002,110
Issued or guaranteed by U.S.$12,476,0002,100
Privately issued$0253
Collaterized mortgage obligations$2,795,0002,082
CMOs issued by government agencies or sponsored agencies$2,795,0001,953
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$30,092,0003,140
Total debt securities$30,092,0003,558
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$31,252,0003,441
U.S. Government securities$24,287,0003,224
U.S. Treasury securities$02,322
U.S. Government agency obligations$24,287,0003,089
Securities issued by states & political subdivisions$6,965,0002,507
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,633,0001,371
Mortgage-backed securities$16,401,0002,302
Certificates of participation in pools of residential mortgages$12,910,0002,043
Issued or guaranteed by U.S.$12,910,0002,033
Privately issued$0256
Collaterized mortgage obligations$3,491,0002,029
CMOs issued by government agencies or sponsored agencies$3,491,0001,912
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$31,252,0002,988
Total debt securities$31,252,0003,369
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$31,283,0003,419
U.S. Government securities$25,300,0003,095
U.S. Treasury securities$02,382
U.S. Government agency obligations$25,300,0002,958
Securities issued by states & political subdivisions$5,983,0002,662
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,962,0001,512
Mortgage-backed securities$17,962,0002,164
Certificates of participation in pools of residential mortgages$13,605,0001,962
Issued or guaranteed by U.S.$13,605,0001,956
Privately issued$0257
Collaterized mortgage obligations$4,357,0001,904
CMOs issued by government agencies or sponsored agencies$4,357,0001,793
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$31,283,0002,957
Total debt securities$31,283,0003,338
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$30,576,0003,485
U.S. Government securities$24,991,0003,112
U.S. Treasury securities$02,544
U.S. Government agency obligations$24,991,0002,961
Securities issued by states & political subdivisions$5,585,0002,740
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,723,0001,475
Mortgage-backed securities$19,632,0002,010
Certificates of participation in pools of residential mortgages$14,764,0001,814
Issued or guaranteed by U.S.$14,764,0001,804
Privately issued$0252
Collaterized mortgage obligations$4,868,0001,846
CMOs issued by government agencies or sponsored agencies$4,868,0001,743
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$30,576,0002,980
Total debt securities$30,576,0003,405
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$28,961,0003,433
U.S. Government securities$24,928,0002,957
U.S. Treasury securities$03,182
U.S. Government agency obligations$24,928,0002,801
Securities issued by states & political subdivisions$3,573,0003,447
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$460,0001,642
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,876,0001,733
Mortgage-backed securities$17,201,0002,061
Certificates of participation in pools of residential mortgages$12,074,0001,856
Issued or guaranteed by U.S.$12,074,0001,845
Privately issued$0260
Collaterized mortgage obligations$5,127,0001,839
CMOs issued by government agencies or sponsored agencies$5,127,0001,713
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$28,961,0002,886
Total debt securities$28,501,0003,401
Structured notes
Amortized cost$500,000530
Fair value$490,000633
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$31,686,0003,297
U.S. Government securities$26,096,0002,966
U.S. Treasury securities$04,186
U.S. Government agency obligations$26,096,0002,749
Securities issued by states & political subdivisions$1,869,0004,496
Other domestic debt securities$2,439,0001,762
Privately issued residential mortgage-backed securities$1,940,000584
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$499,0002,610
Foreign debt securities$0313
Equity securities$1,282,0002,137
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,774,0001,414
Mortgage-backed securities$9,772,0002,365
Certificates of participation in pools of residential mortgages$4,477,0002,812
Issued or guaranteed by U.S.$4,477,0002,793
Privately issued$0308
Collaterized mortgage obligations$5,295,0001,461
CMOs issued by government agencies or sponsored agencies$3,355,0001,717
Privately issued$1,940,000515
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)$31,686,0002,649
Total debt securities$30,404,0003,302
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$31,586,0003,427
U.S. Government securities$26,380,0003,092
U.S. Treasury securities$1,009,0003,511
U.S. Government agency obligations$25,371,0002,854
Securities issued by states & political subdivisions$1,359,0005,193
Other domestic debt securities$2,426,0001,692
Privately issued residential mortgage-backed securities$951,000789
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,475,0001,745
Foreign debt securities$0343
Equity securities$1,421,0001,904
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,435,0001,415
Mortgage-backed securities$10,264,0002,479
Certificates of participation in pools of residential mortgages$5,021,0002,789
Issued or guaranteed by U.S.$5,021,0002,777
Privately issued$0307
Collaterized mortgage obligations$5,243,0001,577
CMOs issued by government agencies or sponsored agencies$4,292,0001,625
Privately issued$951,000698
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)$31,586,0002,693
Total debt securities$30,165,0003,461
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$29,652,0003,681
U.S. Government securities$26,650,0003,141
U.S. Treasury securities$06,820
U.S. Government agency obligations$26,650,0002,632
Securities issued by states & political subdivisions$1,572,0005,109
Other domestic debt securities$1,009,0002,193
Privately issued residential mortgage-backed securities$1,009,000710
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securities$0363
Equity securities$421,0003,936
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,848,0001,219
Mortgage-backed securities$14,773,0002,090
Certificates of participation in pools of residential mortgages$6,253,0002,625
Issued or guaranteed by U.S.$6,253,0002,612
Privately issued$0349
Collaterized mortgage obligations$8,520,0001,329
CMOs issued by government agencies or sponsored agencies$7,511,0001,319
Privately issued$1,009,000600
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)$29,652,0002,826
Total debt securities$29,231,0003,620
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$27,834,0003,861
U.S. Government securities$27,043,0003,211
U.S. Treasury securities$5,502,0002,981
U.S. Government agency obligations$21,541,0003,024
Securities issued by states & political subdivisions$764,0006,236
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securities$0390
Equity securities$27,0007,456
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,975,0002,350
Mortgage-backed securities$7,894,0003,027
Certificates of participation in pools of residential mortgages$5,895,0002,667
Issued or guaranteed by U.S.$5,895,0002,654
Privately issued$0394
Collaterized mortgage obligations$1,999,0002,716
CMOs issued by government agencies or sponsored agencies$1,999,0002,601
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$27,834,0002,780
Total debt securities$27,807,0003,758
Structured notes
Amortized cost$1,572,000887
Fair value$1,571,000886
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$24,056,0004,626
U.S. Government securities$22,237,0004,113
U.S. Treasury securities$11,204,0002,008
U.S. Government agency obligations$11,033,0005,188
Securities issued by states & political subdivisions$1,272,0005,678
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$547,0003,328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,312,0002,481
Mortgage-backed securities$5,640,0003,966
Certificates of participation in pools of residential mortgages$4,649,0003,334
Issued or guaranteed by U.S.$4,649,0003,312
Privately issued$0472
Collaterized mortgage obligations$991,0003,838
CMOs issued by government agencies or sponsored agencies$991,0003,688
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$24,056,0003,286
Total debt securities$23,509,0004,620
Structured notes
Amortized cost$2,059,000974
Fair value$2,059,000974
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$22,056,0005,188
U.S. Government securities$19,575,0004,740
U.S. Treasury securities$10,959,0002,489
U.S. Government agency obligations$8,616,0006,007
Securities issued by states & political subdivisions$1,819,0005,111
Other domestic debt securities$102,0004,378
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$102,0003,416
Foreign debt securitiesNANA
Equity securities$560,0003,074
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,752,0003,252
Mortgage-backed securities$1,640,0006,588
Certificates of participation in pools of residential mortgages$1,599,0005,336
Issued or guaranteed by U.S.$1,599,0005,306
Privately issued$0558
Collaterized mortgage obligations$41,0005,940
CMOs issued by government agencies or sponsored agencies$41,0005,600
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$22,056,0003,657
Total debt securities$21,496,0005,196
Structured notes
Amortized cost$1,500,0002,027
Fair value$1,503,0002,018
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$17,431,0006,478
U.S. Government securities$14,817,0006,111
U.S. Treasury securities$8,244,0003,937
U.S. Government agency obligations$6,573,0006,858
Securities issued by states & political subdivisions$1,993,0005,210
Other domestic debt securities$111,0004,967
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$111,0003,926
Foreign debt securitiesNANA
Equity securities$510,0003,036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,131,0003,798
Mortgage-backed securities$2,224,0006,439
Certificates of participation in pools of residential mortgages$2,067,0005,127
Issued or guaranteed by U.S.$2,067,0005,103
Privately issued$0564
Collaterized mortgage obligations$157,0006,019
CMOs issued by government agencies or sponsored agencies$157,0005,743
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,993,00010,040
Available-for-sale securities (fair market value)$15,438,0003,491
Total debt securities$16,921,0006,483
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$19,631,0006,223
U.S. Government securities$15,591,0006,120
U.S. Treasury securities$6,776,0004,692
U.S. Government agency obligations$8,815,0006,027
Securities issued by states & political subdivisions$2,430,0004,820
Other domestic debt securities$1,610,0002,662
Privately issued residential mortgage-backed securities$33,0003,136
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,577,0002,048
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,099,0003,614
Mortgage-backed securities$5,665,0004,950
Certificates of participation in pools of residential mortgages$5,120,0003,715
Issued or guaranteed by U.S.$5,120,0003,681
Privately issued$0731
Collaterized mortgage obligations$545,0005,588
CMOs issued by government agencies or sponsored agencies$512,0005,376
Privately issued$33,0002,683
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$19,631,0006,082
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$10,923,0008,773
U.S. Government securities$8,925,0008,534
U.S. Treasury securities$4,778,0005,983
U.S. Government agency obligations$4,147,0008,592
Securities issued by states & political subdivisions$311,0008,290
Other domestic debt securities$1,687,0003,217
Privately issued residential mortgage-backed securities$94,0003,538
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,593,0002,322
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,026,0003,961
Mortgage-backed securities$2,791,0006,926
Certificates of participation in pools of residential mortgages$2,697,0005,417
Issued or guaranteed by U.S.$2,697,0005,360
Privately issued$0831
Collaterized mortgage obligations$94,0006,988
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$94,0003,034
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$10,923,0008,651
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