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Bank of America, Securities

2022-03-31Rank
Total securities$929,895,000,0001
U.S. Government securities$894,863,000,0001
U.S. Treasury securities$285,897,000,0002
U.S. Government agency obligations$608,966,000,0001
Securities issued by states & political subdivisions$10,683,000,0005
Other domestic debt securities$12,419,000,0009
Privately issued residential mortgage-backed securities$157,000,00057
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,642,000,0007
Structured financial products - Total$7,000,00095
Other domestic debt securities - All other$5,309,000,0003
Foreign debt securities$11,930,000,0007
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,982,000,0003
Mortgage-backed securities$610,329,000,0001
Certificates of participation in pools of residential mortgages$579,154,000,0001
Issued or guaranteed by U.S.$579,154,000,0001
Privately issued$0238
Collaterized mortgage obligations$9,023,000,00014
CMOs issued by government agencies or sponsored agencies$8,866,000,00012
Privately issued$157,000,00054
Commercial mortgage-backed securities$22,152,000,0005
Commercial mortgage pass-through securities$19,969,000,0004
Other commercial mortgage-backed securities$2,183,000,00031
Held to maturity securities (book value)$672,135,000,0001
Available-for-sale securities (fair market value)$257,760,000,0002
Total debt securities$929,895,000,0001
Structured notes
Amortized cost$2,885,000,0002
Fair value$2,886,000,0002
Trading account assets$143,553,000,0002
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$23,136,000,0003
2021-12-31Rank
Total securities$941,778,000,0001
U.S. Government securities$911,102,000,0001
U.S. Treasury securities$283,449,000,0002
U.S. Government agency obligations$627,653,000,0001
Securities issued by states & political subdivisions$10,850,000,0005
Other domestic debt securities$11,242,000,0009
Privately issued residential mortgage-backed securities$166,000,00048
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,560,000,0008
Structured financial products - Total$9,000,00088
Other domestic debt securities - All other$5,286,000,0003
Foreign debt securities$8,551,000,0007
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,740,000,0003
Mortgage-backed securities$628,929,000,0001
Certificates of participation in pools of residential mortgages$596,583,000,0001
Issued or guaranteed by U.S.$596,583,000,0001
Privately issued$0246
Collaterized mortgage obligations$9,886,000,00014
CMOs issued by government agencies or sponsored agencies$9,720,000,00011
Privately issued$166,000,00044
Commercial mortgage-backed securities$22,460,000,0005
Commercial mortgage pass-through securities$20,571,000,0003
Other commercial mortgage-backed securities$1,889,000,00033
Held to maturity securities (book value)$674,513,000,0001
Available-for-sale securities (fair market value)$267,232,000,0003
Total debt securities$941,745,000,0001
Structured notes
Amortized cost$1,522,000,0002
Fair value$1,524,000,0002
Trading account assets$85,703,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$21,591,000,0003
2021-09-30Rank
Total securities$931,077,000,0001
U.S. Government securities$900,233,000,0001
U.S. Treasury securities$259,060,000,0002
U.S. Government agency obligations$641,173,000,0001
Securities issued by states & political subdivisions$11,584,000,0004
Other domestic debt securities$10,445,000,0009
Privately issued residential mortgage-backed securities$218,000,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,304,000,0007
Structured financial products - Total$19,000,00074
Other domestic debt securities - All other$4,757,000,0003
Foreign debt securities$8,783,000,0007
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$86,471,000,0003
Mortgage-backed securities$642,419,000,0001
Certificates of participation in pools of residential mortgages$609,991,000,0001
Issued or guaranteed by U.S.$609,991,000,0001
Privately issued$0234
Collaterized mortgage obligations$10,828,000,00012
CMOs issued by government agencies or sponsored agencies$10,610,000,00010
Privately issued$218,000,00029
Commercial mortgage-backed securities$21,600,000,0006
Commercial mortgage pass-through securities$19,796,000,0003
Other commercial mortgage-backed securities$1,804,000,00033
Held to maturity securities (book value)$683,054,000,0001
Available-for-sale securities (fair market value)$247,991,000,0004
Total debt securities$931,045,000,0001
Structured notes
Amortized cost$1,121,000,0003
Fair value$1,122,000,0002
Trading account assets$106,167,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$20,619,000,0003
2021-06-30Rank
Total securities$902,998,000,0001
U.S. Government securities$865,453,000,0001
U.S. Treasury securities$233,471,000,0002
U.S. Government agency obligations$631,982,000,0001
Securities issued by states & political subdivisions$12,311,000,0004
Other domestic debt securities$10,753,000,0009
Privately issued residential mortgage-backed securities$232,000,00025
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,604,000,0007
Structured financial products - Total$76,000,00044
Other domestic debt securities - All other$4,758,000,0003
Foreign debt securities$13,435,000,0007
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$87,485,000,0003
Mortgage-backed securities$633,167,000,0001
Certificates of participation in pools of residential mortgages$600,034,000,0001
Issued or guaranteed by U.S.$600,034,000,0001
Privately issued$0247
Collaterized mortgage obligations$11,651,000,00012
CMOs issued by government agencies or sponsored agencies$11,419,000,00010
Privately issued$232,000,00021
Commercial mortgage-backed securities$21,482,000,0005
Commercial mortgage pass-through securities$19,778,000,0003
Other commercial mortgage-backed securities$1,704,000,00034
Held to maturity securities (book value)$651,394,000,0001
Available-for-sale securities (fair market value)$250,558,000,0003
Total debt securities$901,952,000,0001
Structured notes
Amortized cost$1,196,000,0003
Fair value$1,198,000,0003
Trading account assets$112,612,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$21,708,000,0003
2021-03-31Rank
Total securities$820,888,000,0001
U.S. Government securities$785,332,000,0001
U.S. Treasury securities$201,669,000,0002
U.S. Government agency obligations$583,663,000,0001
Securities issued by states & political subdivisions$12,943,000,0004
Other domestic debt securities$10,529,000,0009
Privately issued residential mortgage-backed securities$252,000,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,342,000,0007
Structured financial products - Total$78,000,00037
Other domestic debt securities - All other$4,810,000,0003
Foreign debt securities$10,779,000,0008
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,069,000,0004
Mortgage-backed securities$584,828,000,0001
Certificates of participation in pools of residential mortgages$553,492,000,0001
Issued or guaranteed by U.S.$553,492,000,0001
Privately issued$0261
Collaterized mortgage obligations$12,223,000,00012
CMOs issued by government agencies or sponsored agencies$11,971,000,00010
Privately issued$252,000,00023
Commercial mortgage-backed securities$19,113,000,0005
Commercial mortgage pass-through securities$17,706,000,0004
Other commercial mortgage-backed securities$1,407,000,00037
Held to maturity securities (book value)$575,995,000,0001
Available-for-sale securities (fair market value)$243,588,000,0004
Total debt securities$819,583,000,0001
Structured notes
Amortized cost$695,000,0003
Fair value$697,000,0003
Trading account assets$121,644,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$22,381,000,0003
2020-12-31Rank
Total securities$663,158,000,0001
U.S. Government securities$627,809,000,0001
U.S. Treasury securities$130,614,000,0003
U.S. Government agency obligations$497,195,000,0001
Securities issued by states & political subdivisions$13,355,000,0003
Other domestic debt securities$10,873,000,0009
Privately issued residential mortgage-backed securities$263,000,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,538,000,0006
Structured financial products - Total$79,000,00035
Other domestic debt securities - All other$4,999,000,0003
Foreign debt securities$9,798,000,0008
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$76,474,000,0004
Mortgage-backed securities$498,306,000,0001
Certificates of participation in pools of residential mortgages$468,206,000,0001
Issued or guaranteed by U.S.$468,206,000,0001
Privately issued$0245
Collaterized mortgage obligations$11,335,000,00012
CMOs issued by government agencies or sponsored agencies$11,072,000,00011
Privately issued$263,000,00020
Commercial mortgage-backed securities$18,765,000,0005
Commercial mortgage pass-through securities$17,453,000,0004
Other commercial mortgage-backed securities$1,312,000,00038
Held to maturity securities (book value)$438,278,000,0001
Available-for-sale securities (fair market value)$223,557,000,0004
Total debt securities$661,835,000,0001
Structured notes
Amortized cost$790,000,0002
Fair value$789,000,0002
Trading account assets$69,139,000,0004
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$21,243,000,0003
2020-09-30Rank
Total securities$559,396,000,0001
U.S. Government securities$521,171,000,0001
U.S. Treasury securities$117,093,000,0003
U.S. Government agency obligations$404,078,000,0001
Securities issued by states & political subdivisions$14,475,000,0003
Other domestic debt securities$11,232,000,0009
Privately issued residential mortgage-backed securities$284,000,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,631,000,0005
Structured financial products - Total$79,000,00034
Other domestic debt securities - All other$5,285,000,0003
Foreign debt securities$12,413,000,0007
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$70,473,000,0004
Mortgage-backed securities$405,157,000,0001
Certificates of participation in pools of residential mortgages$374,365,000,0001
Issued or guaranteed by U.S.$374,365,000,0001
Privately issued$0251
Collaterized mortgage obligations$12,352,000,00011
CMOs issued by government agencies or sponsored agencies$12,068,000,00011
Privately issued$284,000,00019
Commercial mortgage-backed securities$18,440,000,0005
Commercial mortgage pass-through securities$17,117,000,0004
Other commercial mortgage-backed securities$1,323,000,00038
Held to maturity securities (book value)$338,365,000,0001
Available-for-sale securities (fair market value)$220,926,000,0004
Total debt securities$559,291,000,0001
Structured notes
Amortized cost$785,000,0002
Fair value$783,000,0002
Trading account assets$110,007,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$16,706,000,0003
2020-06-30Rank
Total securities$445,417,000,0002
U.S. Government securities$408,814,000,0002
U.S. Treasury securities$67,037,000,0003
U.S. Government agency obligations$341,777,000,0001
Securities issued by states & political subdivisions$14,853,000,0003
Other domestic debt securities$11,676,000,0009
Privately issued residential mortgage-backed securities$299,000,00022
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,071,000,0005
Structured financial products - Total$80,000,00033
Other domestic debt securities - All other$5,288,000,0004
Foreign debt securities$9,528,000,0007
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$68,826,000,0004
Mortgage-backed securities$342,846,000,0001
Certificates of participation in pools of residential mortgages$311,507,000,0001
Issued or guaranteed by U.S.$311,507,000,0001
Privately issued$0251
Collaterized mortgage obligations$13,194,000,0009
CMOs issued by government agencies or sponsored agencies$12,895,000,0009
Privately issued$299,000,00018
Commercial mortgage-backed securities$18,145,000,0005
Commercial mortgage pass-through securities$16,785,000,0004
Other commercial mortgage-backed securities$1,360,000,00034
Held to maturity securities (book value)$268,678,000,0001
Available-for-sale securities (fair market value)$176,193,000,0005
Total debt securities$444,871,000,0002
Structured notes
Amortized cost$1,388,000,0002
Fair value$1,364,000,0002
Trading account assets$88,618,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$18,844,000,0003
2020-03-31Rank
Total securities$445,338,000,0002
U.S. Government securities$407,711,000,0001
U.S. Treasury securities$67,124,000,0003
U.S. Government agency obligations$340,587,000,0001
Securities issued by states & political subdivisions$15,918,000,0003
Other domestic debt securities$13,411,000,0007
Privately issued residential mortgage-backed securities$331,000,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,950,000,0005
Structured financial products - Total$807,000,00011
Other domestic debt securities - All other$5,394,000,0004
Foreign debt securities$8,170,000,0007
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,780,000,0003
Mortgage-backed securities$341,666,000,0001
Certificates of participation in pools of residential mortgages$313,886,000,0001
Issued or guaranteed by U.S.$313,886,000,0001
Privately issued$0267
Collaterized mortgage obligations$10,088,000,00012
CMOs issued by government agencies or sponsored agencies$9,757,000,00011
Privately issued$331,000,00017
Commercial mortgage-backed securities$17,692,000,0005
Commercial mortgage pass-through securities$16,320,000,0004
Other commercial mortgage-backed securities$1,372,000,00035
Held to maturity securities (book value)$254,190,000,0001
Available-for-sale securities (fair market value)$191,020,000,0005
Total debt securities$445,210,000,0002
Structured notes
Amortized cost$2,092,000,0002
Fair value$1,920,000,0002
Trading account assets$80,071,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$28,610,000,0003
2019-12-31Rank
Total securities$444,447,000,0001
U.S. Government securities$409,907,000,0001
U.S. Treasury securities$66,633,000,0003
U.S. Government agency obligations$343,274,000,0001
Securities issued by states & political subdivisions$14,581,000,0003
Other domestic debt securities$12,105,000,0007
Privately issued residential mortgage-backed securities$88,000,00046
Commercial mortgage-backed securities - Total$872,000,00010
Asset backed securities$5,697,000,0003
Structured financial products - Total$56,000,00038
Other domestic debt securities - All other$5,392,000,0003
Foreign debt securities$7,666,000,0007
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,646,000,0003
Mortgage-backed securities$344,056,000,0001
Certificates of participation in pools of residential mortgages$316,850,000,0001
Issued or guaranteed by U.S.$316,850,000,0001
Privately issued$0249
Collaterized mortgage obligations$10,144,000,00011
CMOs issued by government agencies or sponsored agencies$10,056,000,00010
Privately issued$88,000,00034
Commercial mortgage-backed securities$17,062,000,0005
Commercial mortgage pass-through securities$15,632,000,0004
Other commercial mortgage-backed securities$1,430,000,00031
Held to maturity securities (book value)$214,725,000,0001
Available-for-sale securities (fair market value)$229,534,000,0004
Total debt securities$444,259,000,0001
Structured notes
Amortized cost$1,543,000,0002
Fair value$1,544,000,0002
Trading account assets$77,464,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,363,000,0003
2019-09-30Rank
Total securities$420,862,000,0001
U.S. Government securities$388,954,000,0001
U.S. Treasury securities$54,989,000,0004
U.S. Government agency obligations$333,965,000,0001
Securities issued by states & political subdivisions$13,963,000,0003
Other domestic debt securities$10,948,000,0008
Privately issued residential mortgage-backed securities$95,000,00047
Commercial mortgage-backed securities - Total$716,000,00012
Asset backed securities$5,494,000,0004
Structured financial products - Total$56,000,00034
Other domestic debt securities - All other$4,587,000,0003
Foreign debt securities$6,835,000,0007
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$54,316,000,0004
Mortgage-backed securities$334,578,000,0001
Certificates of participation in pools of residential mortgages$307,235,000,0001
Issued or guaranteed by U.S.$307,235,000,0001
Privately issued$0287
Collaterized mortgage obligations$10,720,000,0009
CMOs issued by government agencies or sponsored agencies$10,625,000,0008
Privately issued$95,000,00033
Commercial mortgage-backed securities$16,623,000,0005
Commercial mortgage pass-through securities$15,109,000,0003
Other commercial mortgage-backed securities$1,514,000,00031
Held to maturity securities (book value)$189,918,000,0001
Available-for-sale securities (fair market value)$230,782,000,0004
Total debt securities$420,699,000,0001
Structured notes
Amortized cost$1,430,000,0002
Fair value$1,431,000,0002
Trading account assets$85,408,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,436,000,0003
2019-06-30Rank
Total securities$421,439,000,0001
U.S. Government securities$389,195,000,0001
U.S. Treasury securities$54,464,000,0004
U.S. Government agency obligations$334,731,000,0001
Securities issued by states & political subdivisions$13,971,000,0003
Other domestic debt securities$11,157,000,0008
Privately issued residential mortgage-backed securities$101,000,00035
Commercial mortgage-backed securities - Total$674,000,00015
Asset backed securities$5,740,000,0004
Structured financial products - Total$56,000,00034
Other domestic debt securities - All other$4,586,000,0003
Foreign debt securities$7,006,000,0007
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,798,000,0005
Mortgage-backed securities$335,295,000,0001
Certificates of participation in pools of residential mortgages$307,650,000,0001
Issued or guaranteed by U.S.$307,650,000,0001
Privately issued$0244
Collaterized mortgage obligations$11,211,000,0008
CMOs issued by government agencies or sponsored agencies$11,110,000,0007
Privately issued$101,000,00032
Commercial mortgage-backed securities$16,434,000,0005
Commercial mortgage pass-through securities$14,286,000,0003
Other commercial mortgage-backed securities$2,148,000,00025
Held to maturity securities (book value)$199,877,000,0001
Available-for-sale securities (fair market value)$221,452,000,0004
Total debt securities$421,327,000,0001
Structured notes
Amortized cost$1,753,000,0002
Fair value$1,754,000,0002
Trading account assets$83,871,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$22,053,000,0003
2019-03-31Rank
Total securities$415,833,000,0001
U.S. Government securities$383,795,000,0001
U.S. Treasury securities$58,946,000,0002
U.S. Government agency obligations$324,849,000,0001
Securities issued by states & political subdivisions$14,565,000,0003
Other domestic debt securities$10,754,000,0008
Privately issued residential mortgage-backed securities$108,000,00031
Commercial mortgage-backed securities - Total$650,000,00017
Asset backed securities$5,601,000,0004
Structured financial products - Total$56,000,00034
Other domestic debt securities - All other$4,339,000,0003
Foreign debt securities$6,640,000,0007
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,772,000,0005
Mortgage-backed securities$325,383,000,0001
Certificates of participation in pools of residential mortgages$297,578,000,0001
Issued or guaranteed by U.S.$297,578,000,0001
Privately issued$0248
Collaterized mortgage obligations$11,598,000,0007
CMOs issued by government agencies or sponsored agencies$11,490,000,0007
Privately issued$108,000,00030
Commercial mortgage-backed securities$16,207,000,0005
Commercial mortgage pass-through securities$14,113,000,0002
Other commercial mortgage-backed securities$2,094,000,00025
Held to maturity securities (book value)$198,351,000,0001
Available-for-sale securities (fair market value)$217,403,000,0004
Total debt securities$415,752,000,0001
Structured notes
Amortized cost$1,678,000,0002
Fair value$1,680,000,0002
Trading account assets$83,339,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$21,503,000,0003
2018-12-31Rank
Total securities$418,582,000,0001
U.S. Government securities$387,192,000,0001
U.S. Treasury securities$52,842,000,0004
U.S. Government agency obligations$334,350,000,0001
Securities issued by states & political subdivisions$14,859,000,0003
Other domestic debt securities$11,234,000,0008
Privately issued residential mortgage-backed securities$116,000,00033
Commercial mortgage-backed securities - Total$594,000,00017
Asset backed securities$6,529,000,0004
Structured financial products - Total$57,000,00032
Other domestic debt securities - All other$3,938,000,0003
Foreign debt securities$5,183,000,0007
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,053,000,0005
Mortgage-backed securities$334,818,000,0001
Certificates of participation in pools of residential mortgages$307,007,000,0001
Issued or guaranteed by U.S.$307,007,000,0001
Privately issued$0211
Collaterized mortgage obligations$11,928,000,0007
CMOs issued by government agencies or sponsored agencies$11,812,000,0007
Privately issued$116,000,00028
Commercial mortgage-backed securities$15,883,000,0005
Commercial mortgage pass-through securities$13,830,000,0002
Other commercial mortgage-backed securities$2,053,000,00024
Held to maturity securities (book value)$203,157,000,0001
Available-for-sale securities (fair market value)$215,311,000,0004
Total debt securities$418,466,000,0001
Structured notes
Amortized cost$2,617,000,0002
Fair value$2,618,000,0002
Trading account assets$77,357,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,040,000,0003
2018-09-30Rank
Total securities$419,301,000,0001
U.S. Government securities$389,870,000,0001
U.S. Treasury securities$50,104,000,0002
U.S. Government agency obligations$339,766,000,0001
Securities issued by states & political subdivisions$16,204,000,0003
Other domestic debt securities$9,846,000,0008
Privately issued residential mortgage-backed securities$127,000,00029
Commercial mortgage-backed securities - Total$419,000,00018
Asset backed securities$5,721,000,0005
Structured financial products - Total$128,000,00028
Other domestic debt securities - All other$3,451,000,0004
Foreign debt securities$3,130,000,0007
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,490,000,0005
Mortgage-backed securities$339,989,000,0001
Certificates of participation in pools of residential mortgages$312,555,000,0001
Issued or guaranteed by U.S.$312,555,000,0001
Privately issued$0145
Collaterized mortgage obligations$12,291,000,0007
CMOs issued by government agencies or sponsored agencies$12,164,000,0007
Privately issued$127,000,00024
Commercial mortgage-backed securities$15,143,000,0004
Commercial mortgage pass-through securities$13,265,000,0002
Other commercial mortgage-backed securities$1,878,000,00024
Held to maturity securities (book value)$194,472,000,0001
Available-for-sale securities (fair market value)$224,578,000,0003
Total debt securities$419,016,000,0001
Structured notes
Amortized cost$1,866,000,0002
Fair value$1,867,000,0002
Trading account assets$99,175,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$19,342,000,0003
2018-06-30Rank
Total securities$420,389,000,0001
U.S. Government securities$390,068,000,0001
U.S. Treasury securities$50,390,000,0002
U.S. Government agency obligations$339,678,000,0001
Securities issued by states & political subdivisions$17,167,000,0003
Other domestic debt securities$10,278,000,0008
Privately issued residential mortgage-backed securities$273,000,00022
Commercial mortgage-backed securities - Total$419,000,00018
Asset backed securities$6,214,000,0005
Structured financial products - Total$72,000,00032
Other domestic debt securities - All other$3,300,000,0004
Foreign debt securities$2,704,000,0007
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,077,000,0005
Mortgage-backed securities$339,945,000,0001
Certificates of participation in pools of residential mortgages$311,697,000,0001
Issued or guaranteed by U.S.$311,697,000,0001
Privately issued$0453
Collaterized mortgage obligations$13,062,000,0007
CMOs issued by government agencies or sponsored agencies$12,789,000,0007
Privately issued$273,000,00020
Commercial mortgage-backed securities$15,186,000,0004
Commercial mortgage pass-through securities$13,255,000,0002
Other commercial mortgage-backed securities$1,931,000,00022
Held to maturity securities (book value)$163,013,000,0001
Available-for-sale securities (fair market value)$257,204,000,0002
Total debt securities$420,182,000,0001
Structured notes
Amortized cost$2,432,000,0002
Fair value$2,434,000,0002
Trading account assets$94,076,000,0003
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$17,497,000,0003
2018-03-31Rank
Total securities$409,118,000,0001
U.S. Government securities$378,347,000,0001
U.S. Treasury securities$50,643,000,0002
U.S. Government agency obligations$327,704,000,0001
Securities issued by states & political subdivisions$17,203,000,0003
Other domestic debt securities$10,428,000,0008
Privately issued residential mortgage-backed securities$292,000,00021
Commercial mortgage-backed securities - Total$346,000,00019
Asset backed securities$6,406,000,0005
Structured financial products - Total$84,000,00030
Other domestic debt securities - All other$3,300,000,0004
Foreign debt securities$2,959,000,0007
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,020,000,0006
Mortgage-backed securities$327,912,000,0001
Certificates of participation in pools of residential mortgages$299,163,000,0001
Issued or guaranteed by U.S.$299,163,000,0001
Privately issued$067
Collaterized mortgage obligations$13,696,000,0007
CMOs issued by government agencies or sponsored agencies$13,404,000,0007
Privately issued$292,000,00019
Commercial mortgage-backed securities$15,053,000,0004
Commercial mortgage pass-through securities$13,166,000,0002
Other commercial mortgage-backed securities$1,887,000,00021
Held to maturity securities (book value)$123,539,000,0002
Available-for-sale securities (fair market value)$285,398,000,0001
Total debt securities$408,862,000,0001
Structured notes
Amortized cost$2,586,000,0002
Fair value$2,587,000,0002
Trading account assets$83,475,000,0003
Revaluation gains on off-balance sheet contracts$29,119,000,0003
Revaluation losses on off-balance sheet contracts$17,192,000,0003
2017-12-31Rank
Total securities$423,242,000,0001
U.S. Government securities$389,771,000,0001
U.S. Treasury securities$51,178,000,0002
U.S. Government agency obligations$338,593,000,0001
Securities issued by states & political subdivisions$18,446,000,0003
Other domestic debt securities$10,465,000,0008
Privately issued residential mortgage-backed securities$311,000,00023
Commercial mortgage-backed securities - Total$322,000,00019
Asset backed securities$6,504,000,0005
Structured financial products - Total$174,000,00023
Other domestic debt securities - All other$3,154,000,0004
Foreign debt securities$3,039,000,0007
Equity securities$1,521,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,324,000,0006
Mortgage-backed securities$338,749,000,0001
Certificates of participation in pools of residential mortgages$309,303,000,0001
Issued or guaranteed by U.S.$309,303,000,0001
Privately issued$064
Collaterized mortgage obligations$14,291,000,0008
CMOs issued by government agencies or sponsored agencies$13,980,000,0007
Privately issued$311,000,00021
Commercial mortgage-backed securities$15,155,000,0004
Commercial mortgage pass-through securities$13,491,000,0002
Other commercial mortgage-backed securities$1,664,000,00026
Held to maturity securities (book value)$125,013,000,0002
Available-for-sale securities (fair market value)$298,229,000,0001
Total debt securities$421,677,000,0001
Structured notes
Amortized cost$3,056,000,0002
Fair value$3,057,000,0002
Trading account assets$87,316,000,0003
Revaluation gains on off-balance sheet contracts$20,360,000,0003
Revaluation losses on off-balance sheet contracts$18,613,000,0003
2017-09-30Rank
Total securities$417,360,000,0001
U.S. Government securities$386,108,000,0001
U.S. Treasury securities$47,848,000,0003
U.S. Government agency obligations$338,260,000,0001
Securities issued by states & political subdivisions$17,170,000,0003
Other domestic debt securities$10,711,000,0008
Privately issued residential mortgage-backed securities$548,000,00016
Commercial mortgage-backed securities - Total$209,000,00023
Asset backed securities$6,423,000,0005
Structured financial products - Total$340,000,00015
Other domestic debt securities - All other$3,191,000,0004
Foreign debt securities$2,955,000,0007
Equity securities$416,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,344,000,0006
Mortgage-backed securities$338,527,000,0001
Certificates of participation in pools of residential mortgages$311,086,000,0001
Issued or guaranteed by U.S.$311,086,000,0001
Privately issued$069
Collaterized mortgage obligations$13,882,000,0008
CMOs issued by government agencies or sponsored agencies$13,334,000,0007
Privately issued$548,000,00014
Commercial mortgage-backed securities$13,559,000,0005
Commercial mortgage pass-through securities$12,048,000,0002
Other commercial mortgage-backed securities$1,511,000,00026
Held to maturity securities (book value)$122,345,000,0002
Available-for-sale securities (fair market value)$295,015,000,0001
Total debt securities$416,881,000,0001
Structured notes
Amortized cost$3,537,000,0002
Fair value$3,537,000,0002
Trading account assets$76,729,000,0003
Revaluation gains on off-balance sheet contracts$20,720,000,0003
Revaluation losses on off-balance sheet contracts$16,515,000,0003
2017-06-30Rank
Total securities$414,573,000,0001
U.S. Government securities$380,470,000,0001
U.S. Treasury securities$49,059,000,0002
U.S. Government agency obligations$331,411,000,0001
Securities issued by states & political subdivisions$16,515,000,0003
Other domestic debt securities$12,407,000,0008
Privately issued residential mortgage-backed securities$599,000,00016
Commercial mortgage-backed securities - Total$141,000,00026
Asset backed securities$8,053,000,0004
Structured financial products - Total$506,000,00011
Other domestic debt securities - All other$3,108,000,0004
Foreign debt securities$4,342,000,0007
Equity securities$839,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,009,000,0006
Mortgage-backed securities$331,629,000,0001
Certificates of participation in pools of residential mortgages$303,731,000,0001
Issued or guaranteed by U.S.$303,731,000,0001
Privately issued$067
Collaterized mortgage obligations$14,429,000,0008
CMOs issued by government agencies or sponsored agencies$13,830,000,0007
Privately issued$599,000,00014
Commercial mortgage-backed securities$13,469,000,0004
Commercial mortgage pass-through securities$12,020,000,0002
Other commercial mortgage-backed securities$1,449,000,00026
Held to maturity securities (book value)$119,008,000,0002
Available-for-sale securities (fair market value)$295,565,000,0001
Total debt securities$413,669,000,0001
Structured notes
Amortized cost$5,339,000,0001
Fair value$5,340,000,0001
Trading account assets$88,220,000,0003
Revaluation gains on off-balance sheet contracts$19,885,000,0003
Revaluation losses on off-balance sheet contracts$16,918,000,0003
2017-03-31Rank
Total securities$408,311,000,0001
U.S. Government securities$374,138,000,0001
U.S. Treasury securities$48,285,000,0003
U.S. Government agency obligations$325,853,000,0001
Securities issued by states & political subdivisions$15,423,000,0004
Other domestic debt securities$12,848,000,0008
Privately issued residential mortgage-backed securities$648,000,00013
Commercial mortgage-backed securities - Total$101,000,00030
Asset backed securities$8,209,000,0004
Structured financial products - Total$782,000,00010
Other domestic debt securities - All other$3,108,000,0004
Foreign debt securities$4,132,000,0007
Equity securities$1,770,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,168,000,0006
Mortgage-backed securities$326,072,000,0001
Certificates of participation in pools of residential mortgages$297,425,000,0001
Issued or guaranteed by U.S.$297,425,000,0001
Privately issued$066
Collaterized mortgage obligations$15,119,000,0008
CMOs issued by government agencies or sponsored agencies$14,471,000,0007
Privately issued$648,000,00011
Commercial mortgage-backed securities$13,528,000,0004
Commercial mortgage pass-through securities$12,523,000,0002
Other commercial mortgage-backed securities$1,005,000,00030
Held to maturity securities (book value)$116,033,000,0001
Available-for-sale securities (fair market value)$292,278,000,0001
Total debt securities$406,476,000,0001
Structured notes
Amortized cost$5,696,000,0001
Fair value$5,696,000,0001
Trading account assets$76,708,000,0003
Revaluation gains on off-balance sheet contracts$15,647,000,0003
Revaluation losses on off-balance sheet contracts$16,143,000,0003
2016-12-31Rank
Total securities$407,744,000,0001
U.S. Government securities$373,531,000,0001
U.S. Treasury securities$46,077,000,0003
U.S. Government agency obligations$327,454,000,0001
Securities issued by states & political subdivisions$15,146,000,0004
Other domestic debt securities$13,645,000,0008
Privately issued residential mortgage-backed securities$708,000,00013
Commercial mortgage-backed securities - Total$290,000,00021
Asset backed securities$8,412,000,0004
Structured financial products - Total$1,127,000,0009
Other domestic debt securities - All other$3,108,000,0004
Foreign debt securities$4,012,000,0007
Equity securities$1,410,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$48,674,000,0005
Mortgage-backed securities$327,965,000,0001
Certificates of participation in pools of residential mortgages$298,631,000,0001
Issued or guaranteed by U.S.$298,631,000,0001
Privately issued$071
Collaterized mortgage obligations$15,866,000,0007
CMOs issued by government agencies or sponsored agencies$15,158,000,0005
Privately issued$708,000,00011
Commercial mortgage-backed securities$13,468,000,0004
Commercial mortgage pass-through securities$12,274,000,0002
Other commercial mortgage-backed securities$1,194,000,00027
Held to maturity securities (book value)$117,071,000,0001
Available-for-sale securities (fair market value)$290,673,000,0001
Total debt securities$406,286,000,0001
Structured notes
Amortized cost$6,225,000,0001
Fair value$6,219,000,0001
Trading account assets$73,139,000,0003
Revaluation gains on off-balance sheet contracts$21,288,000,0003
Revaluation losses on off-balance sheet contracts$19,667,000,0003
2016-09-30Rank
Total securities$410,013,000,0001
U.S. Government securities$378,797,000,0001
U.S. Treasury securities$43,013,000,0003
U.S. Government agency obligations$335,784,000,0001
Securities issued by states & political subdivisions$14,005,000,0004
Other domestic debt securities$12,201,000,0008
Privately issued residential mortgage-backed securities$841,000,00013
Commercial mortgage-backed securities - Total$237,000,00021
Asset backed securities$7,103,000,0006
Structured financial products - Total$1,135,000,00010
Other domestic debt securities - All other$2,885,000,0004
Foreign debt securities$4,439,000,0007
Equity securities$571,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,328,000,0005
Mortgage-backed securities$336,315,000,0001
Certificates of participation in pools of residential mortgages$305,271,000,0001
Issued or guaranteed by U.S.$305,271,000,0001
Privately issued$067
Collaterized mortgage obligations$17,014,000,0007
CMOs issued by government agencies or sponsored agencies$16,173,000,0004
Privately issued$841,000,00011
Commercial mortgage-backed securities$14,030,000,0004
Commercial mortgage pass-through securities$12,889,000,0002
Other commercial mortgage-backed securities$1,141,000,00025
Held to maturity securities (book value)$112,409,000,0001
Available-for-sale securities (fair market value)$297,604,000,0001
Total debt securities$409,392,000,0001
Structured notes
Amortized cost$5,080,000,0001
Fair value$5,072,000,0001
Trading account assets$75,886,000,0003
Revaluation gains on off-balance sheet contracts$22,692,000,0003
Revaluation losses on off-balance sheet contracts$18,236,000,0004
2016-06-30Rank
Total securities$387,928,000,0001
U.S. Government securities$356,386,000,0001
U.S. Treasury securities$23,887,000,0003
U.S. Government agency obligations$332,499,000,0001
Securities issued by states & political subdivisions$13,727,000,0004
Other domestic debt securities$10,451,000,00010
Privately issued residential mortgage-backed securities$988,000,00013
Commercial mortgage-backed securities - Total$471,000,00017
Asset backed securities$7,822,000,0006
Structured financial products - Total$1,058,000,00011
Other domestic debt securities - All other$112,000,00069
Foreign debt securities$4,085,000,0007
Equity securities$3,279,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$46,114,000,0005
Mortgage-backed securities$333,352,000,0001
Certificates of participation in pools of residential mortgages$302,678,000,0001
Issued or guaranteed by U.S.$302,678,000,0001
Privately issued$071
Collaterized mortgage obligations$18,041,000,0005
CMOs issued by government agencies or sponsored agencies$17,053,000,0003
Privately issued$988,000,00011
Commercial mortgage-backed securities$12,633,000,0005
Commercial mortgage pass-through securities$11,349,000,0002
Other commercial mortgage-backed securities$1,284,000,00023
Held to maturity securities (book value)$102,279,000,0001
Available-for-sale securities (fair market value)$285,649,000,0002
Total debt securities$384,598,000,0001
Structured notes
Amortized cost$5,774,000,0001
Fair value$5,753,000,0001
Trading account assets$75,765,000,0003
Revaluation gains on off-balance sheet contracts$24,583,000,0003
Revaluation losses on off-balance sheet contracts$24,170,000,0004
2016-03-31Rank
Total securities$378,367,000,0001
U.S. Government securities$346,809,000,0001
U.S. Treasury securities$19,894,000,0005
U.S. Government agency obligations$326,915,000,0001
Securities issued by states & political subdivisions$13,115,000,0004
Other domestic debt securities$10,990,000,0009
Privately issued residential mortgage-backed securities$1,346,000,00011
Commercial mortgage-backed securities - Total$499,000,00017
Asset backed securities$8,097,000,0006
Structured financial products - Total$933,000,00011
Other domestic debt securities - All other$115,000,00064
Foreign debt securities$4,384,000,0007
Equity securities$3,069,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,268,000,0005
Mortgage-backed securities$328,104,000,0001
Certificates of participation in pools of residential mortgages$298,029,000,0001
Issued or guaranteed by U.S.$298,029,000,0001
Privately issued$066
Collaterized mortgage obligations$19,411,000,0005
CMOs issued by government agencies or sponsored agencies$18,065,000,0003
Privately issued$1,346,000,00010
Commercial mortgage-backed securities$10,664,000,0006
Commercial mortgage pass-through securities$10,185,000,0002
Other commercial mortgage-backed securities$479,000,00040
Held to maturity securities (book value)$97,978,000,0001
Available-for-sale securities (fair market value)$280,389,000,0002
Total debt securities$375,247,000,0001
Structured notes
Amortized cost$6,055,000,0001
Fair value$6,021,000,0001
Trading account assets$75,057,000,0003
Revaluation gains on off-balance sheet contracts$25,901,000,0003
Revaluation losses on off-balance sheet contracts$18,106,000,0004
2015-12-31Rank
Total securities$386,707,000,0001
U.S. Government securities$355,111,000,0001
U.S. Treasury securities$22,944,000,0003
U.S. Government agency obligations$332,167,000,0001
Securities issued by states & political subdivisions$12,530,000,0004
Other domestic debt securities$11,832,000,0009
Privately issued residential mortgage-backed securities$2,283,000,00010
Commercial mortgage-backed securities - Total$481,000,00018
Asset backed securities$7,908,000,0006
Structured financial products - Total$1,047,000,00010
Other domestic debt securities - All other$113,000,00069
Foreign debt securities$4,100,000,0007
Equity securities$3,134,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,396,000,0005
Mortgage-backed securities$334,228,000,0001
Certificates of participation in pools of residential mortgages$305,734,000,0001
Issued or guaranteed by U.S.$305,734,000,0001
Privately issued$066
Collaterized mortgage obligations$20,936,000,0004
CMOs issued by government agencies or sponsored agencies$18,653,000,0003
Privately issued$2,283,000,0008
Commercial mortgage-backed securities$7,558,000,0007
Commercial mortgage pass-through securities$7,098,000,0003
Other commercial mortgage-backed securities$460,000,00035
Held to maturity securities (book value)$84,625,000,0001
Available-for-sale securities (fair market value)$302,082,000,0001
Total debt securities$383,520,000,0001
Structured notes
Amortized cost$5,964,000,0001
Fair value$5,946,000,0001
Trading account assets$67,757,000,0003
Revaluation gains on off-balance sheet contracts$22,937,000,0003
Revaluation losses on off-balance sheet contracts$16,558,000,0004
2015-09-30Rank
Total securities$360,454,000,0001
U.S. Government securities$330,630,000,0001
U.S. Treasury securities$37,634,000,0003
U.S. Government agency obligations$292,996,000,0001
Securities issued by states & political subdivisions$10,231,000,0004
Other domestic debt securities$11,904,000,0009
Privately issued residential mortgage-backed securities$2,649,000,0009
Commercial mortgage-backed securities - Total$497,000,00018
Asset backed securities$7,592,000,0006
Structured financial products - Total$1,049,000,0009
Other domestic debt securities - All other$117,000,00069
Foreign debt securities$4,488,000,0007
Equity securities$3,201,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$69,695,000,0005
Mortgage-backed securities$295,373,000,0001
Certificates of participation in pools of residential mortgages$270,846,000,0001
Issued or guaranteed by U.S.$270,846,000,0001
Privately issued$065
Collaterized mortgage obligations$18,593,000,0007
CMOs issued by government agencies or sponsored agencies$15,944,000,0004
Privately issued$2,649,000,0007
Commercial mortgage-backed securities$5,934,000,0008
Commercial mortgage pass-through securities$5,462,000,0003
Other commercial mortgage-backed securities$472,000,00037
Held to maturity securities (book value)$66,573,000,0002
Available-for-sale securities (fair market value)$293,881,000,0001
Total debt securities$357,197,000,0001
Structured notes
Amortized cost$5,548,000,0001
Fair value$5,536,000,0001
Trading account assets$76,199,000,0003
Revaluation gains on off-balance sheet contracts$25,544,000,0003
Revaluation losses on off-balance sheet contracts$17,262,000,0004
2015-06-30Rank
Total securities$353,372,000,0001
U.S. Government securities$322,832,000,0001
U.S. Treasury securities$55,925,000,0003
U.S. Government agency obligations$266,907,000,0001
Securities issued by states & political subdivisions$9,398,000,0005
Other domestic debt securities$12,691,000,0009
Privately issued residential mortgage-backed securities$2,877,000,0009
Commercial mortgage-backed securities - Total$509,000,00016
Asset backed securities$8,179,000,0006
Structured financial products - Total$950,000,0009
Other domestic debt securities - All other$176,000,00050
Foreign debt securities$4,324,000,0007
Equity securities$4,127,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$56,347,000,0005
Mortgage-backed securities$269,464,000,0001
Certificates of participation in pools of residential mortgages$247,099,000,0001
Issued or guaranteed by U.S.$247,099,000,0001
Privately issued$067
Collaterized mortgage obligations$16,855,000,0008
CMOs issued by government agencies or sponsored agencies$13,978,000,0006
Privately issued$2,877,000,0007
Commercial mortgage-backed securities$5,510,000,0009
Commercial mortgage pass-through securities$5,033,000,0003
Other commercial mortgage-backed securities$477,000,00033
Held to maturity securities (book value)$60,072,000,0002
Available-for-sale securities (fair market value)$293,300,000,0001
Total debt securities$349,171,000,0001
Structured notes
Amortized cost$6,021,000,0001
Fair value$6,018,000,0001
Trading account assets$80,218,000,0003
Revaluation gains on off-balance sheet contracts$23,642,000,0003
Revaluation losses on off-balance sheet contracts$16,564,000,0003
2015-03-31Rank
Total securities$344,659,000,0001
U.S. Government securities$317,162,000,0001
U.S. Treasury securities$57,045,000,0003
U.S. Government agency obligations$260,117,000,0001
Securities issued by states & political subdivisions$7,679,000,0005
Other domestic debt securities$12,645,000,0009
Privately issued residential mortgage-backed securities$3,040,000,0009
Commercial mortgage-backed securities - Total$530,000,00016
Asset backed securities$7,914,000,0006
Structured financial products - Total$980,000,0009
Other domestic debt securities - All other$181,000,00050
Foreign debt securities$4,175,000,0007
Equity securities$2,998,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$58,839,000,0005
Mortgage-backed securities$262,787,000,0001
Certificates of participation in pools of residential mortgages$240,477,000,0001
Issued or guaranteed by U.S.$240,477,000,0001
Privately issued$070
Collaterized mortgage obligations$17,909,000,0008
CMOs issued by government agencies or sponsored agencies$14,869,000,0005
Privately issued$3,040,000,0007
Commercial mortgage-backed securities$4,401,000,00011
Commercial mortgage pass-through securities$3,929,000,0005
Other commercial mortgage-backed securities$472,000,00033
Held to maturity securities (book value)$59,815,000,0002
Available-for-sale securities (fair market value)$284,844,000,0001
Total debt securities$341,600,000,0001
Structured notes
Amortized cost$5,771,000,0001
Fair value$5,767,000,0001
Trading account assets$87,040,000,0003
Revaluation gains on off-balance sheet contracts$28,042,000,0003
Revaluation losses on off-balance sheet contracts$22,227,000,0003
2014-12-31Rank
Total securities$340,462,000,0002
U.S. Government securities$310,555,000,0001
U.S. Treasury securities$67,035,000,0002
U.S. Government agency obligations$243,520,000,0001
Securities issued by states & political subdivisions$7,451,000,0005
Other domestic debt securities$14,628,000,0008
Privately issued residential mortgage-backed securities$3,462,000,0009
Commercial mortgage-backed securities - Total$683,000,00016
Asset backed securities$9,229,000,0006
Structured financial products - Total$1,080,000,0008
Other domestic debt securities - All other$174,000,00052
Foreign debt securities$4,213,000,0008
Equity securities$3,615,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,440,000,0005
Mortgage-backed securities$246,691,000,0001
Certificates of participation in pools of residential mortgages$223,600,000,0001
Issued or guaranteed by U.S.$223,600,000,0001
Privately issued$075
Collaterized mortgage obligations$18,627,000,0008
CMOs issued by government agencies or sponsored agencies$15,165,000,0006
Privately issued$3,462,000,0007
Commercial mortgage-backed securities$4,464,000,00010
Commercial mortgage pass-through securities$3,937,000,0004
Other commercial mortgage-backed securities$527,000,00028
Held to maturity securities (book value)$59,766,000,0001
Available-for-sale securities (fair market value)$280,696,000,0002
Total debt securities$336,784,000,0002
Structured notes
Amortized cost$6,894,000,0001
Fair value$6,890,000,0001
Trading account assets$83,922,000,0003
Revaluation gains on off-balance sheet contracts$25,691,000,0003
Revaluation losses on off-balance sheet contracts$19,628,000,0004
2014-09-30Rank
Total securities$320,614,000,0002
U.S. Government securities$291,428,000,0001
U.S. Treasury securities$54,843,000,0002
U.S. Government agency obligations$236,585,000,0001
Securities issued by states & political subdivisions$6,980,000,0005
Other domestic debt securities$16,514,000,0008
Privately issued residential mortgage-backed securities$3,746,000,0009
Commercial mortgage-backed securities - Total$824,000,00015
Asset backed securities$10,553,000,0006
Structured financial products - Total$984,000,0009
Other domestic debt securities - All other$407,000,00029
Foreign debt securities$2,809,000,00010
Equity securities$2,883,000,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,982,000,0005
Mortgage-backed securities$240,125,000,0001
Certificates of participation in pools of residential mortgages$217,992,000,0001
Issued or guaranteed by U.S.$217,992,000,0001
Privately issued$073
Collaterized mortgage obligations$18,924,000,0008
CMOs issued by government agencies or sponsored agencies$15,178,000,0004
Privately issued$3,746,000,0007
Commercial mortgage-backed securities$3,209,000,00016
Commercial mortgage pass-through securities$2,655,000,0006
Other commercial mortgage-backed securities$554,000,00028
Held to maturity securities (book value)$60,175,000,0001
Available-for-sale securities (fair market value)$260,439,000,0003
Total debt securities$317,667,000,0002
Structured notes
Amortized cost$8,041,000,0001
Fair value$8,040,000,0001
Trading account assets$84,584,000,0003
Revaluation gains on off-balance sheet contracts$22,056,000,0003
Revaluation losses on off-balance sheet contracts$17,827,000,0003
2014-06-30Rank
Total securities$303,479,000,0002
U.S. Government securities$272,497,000,0001
U.S. Treasury securities$36,093,000,0002
U.S. Government agency obligations$236,404,000,0001
Securities issued by states & political subdivisions$6,497,000,0005
Other domestic debt securities$18,703,000,0007
Privately issued residential mortgage-backed securities$4,101,000,0009
Commercial mortgage-backed securities - Total$1,103,000,00013
Asset backed securities$11,843,000,0006
Structured financial products - Total$1,146,000,0009
Other domestic debt securities - All other$510,000,00023
Foreign debt securities$2,843,000,00010
Equity securities$2,939,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,634,000,0005
Mortgage-backed securities$240,486,000,0001
Certificates of participation in pools of residential mortgages$220,198,000,0001
Issued or guaranteed by U.S.$220,198,000,0001
Privately issued$075
Collaterized mortgage obligations$17,488,000,0008
CMOs issued by government agencies or sponsored agencies$13,387,000,0005
Privately issued$4,101,000,0007
Commercial mortgage-backed securities$2,800,000,00017
Commercial mortgage pass-through securities$2,199,000,0007
Other commercial mortgage-backed securities$601,000,00027
Held to maturity securities (book value)$60,022,000,0001
Available-for-sale securities (fair market value)$243,457,000,0003
Total debt securities$300,162,000,0002
Structured notes
Amortized cost$9,272,000,0001
Fair value$9,273,000,0001
Trading account assets$86,274,000,0003
Revaluation gains on off-balance sheet contracts$22,086,000,0003
Revaluation losses on off-balance sheet contracts$12,756,000,0003
2014-03-31Rank
Total securities$298,400,000,0002
U.S. Government securities$268,043,000,0001
U.S. Treasury securities$26,894,000,0003
U.S. Government agency obligations$241,149,000,0001
Securities issued by states & political subdivisions$5,814,000,0006
Other domestic debt securities$19,406,000,0007
Privately issued residential mortgage-backed securities$4,409,000,0008
Commercial mortgage-backed securities - Total$751,000,00015
Asset backed securities$12,535,000,0005
Structured financial products - Total$1,200,000,0008
Other domestic debt securities - All other$511,000,00023
Foreign debt securities$3,610,000,00010
Equity securities$1,527,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$62,885,000,0005
Mortgage-backed securities$245,119,000,0001
Certificates of participation in pools of residential mortgages$220,225,000,0001
Issued or guaranteed by U.S.$220,225,000,0001
Privately issued$076
Collaterized mortgage obligations$23,188,000,0004
CMOs issued by government agencies or sponsored agencies$18,779,000,0003
Privately issued$4,409,000,0006
Commercial mortgage-backed securities$1,706,000,00023
Commercial mortgage pass-through securities$1,654,000,0009
Other commercial mortgage-backed securities$52,000,00083
Held to maturity securities (book value)$55,120,000,0001
Available-for-sale securities (fair market value)$243,280,000,0003
Total debt securities$296,605,000,0002
Structured notes
Amortized cost$9,978,000,0001
Fair value$9,978,000,0001
Trading account assets$84,233,000,0003
Revaluation gains on off-balance sheet contracts$21,077,000,0003
Revaluation losses on off-balance sheet contracts$10,771,000,0004
2013-12-31Rank
Total securities$284,353,000,0002
U.S. Government securities$249,904,000,0001
U.S. Treasury securities$6,189,000,0006
U.S. Government agency obligations$243,715,000,0001
Securities issued by states & political subdivisions$5,405,000,0007
Other domestic debt securities$23,925,000,0006
Privately issued residential mortgage-backed securities$5,476,000,0008
Commercial mortgage-backed securities - Total$2,149,000,0006
Asset backed securities$14,484,000,0005
Structured financial products - Total$1,299,000,0007
Other domestic debt securities - All other$517,000,00023
Foreign debt securities$3,685,000,00010
Equity securities$1,434,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$72,272,000,0004
Mortgage-backed securities$250,057,000,0001
Certificates of participation in pools of residential mortgages$219,425,000,0001
Issued or guaranteed by U.S.$219,425,000,0001
Privately issued$081
Collaterized mortgage obligations$28,180,000,0003
CMOs issued by government agencies or sponsored agencies$22,704,000,0002
Privately issued$5,476,000,0006
Commercial mortgage-backed securities$2,452,000,00015
Commercial mortgage pass-through securities$2,399,000,0004
Other commercial mortgage-backed securities$53,000,00078
Held to maturity securities (book value)$55,150,000,0001
Available-for-sale securities (fair market value)$229,203,000,0003
Total debt securities$282,644,000,0002
Structured notes
Amortized cost$11,850,000,0001
Fair value$11,849,000,0001
Trading account assets$89,265,000,0003
Revaluation gains on off-balance sheet contracts$23,769,000,0003
Revaluation losses on off-balance sheet contracts$15,430,000,0003
2013-09-30Rank
Total securities$282,624,000,0002
U.S. Government securities$252,270,000,0001
U.S. Treasury securities$74,000,00069
U.S. Government agency obligations$252,196,000,0001
Securities issued by states & political subdivisions$4,622,000,0007
Other domestic debt securities$21,724,000,0006
Privately issued residential mortgage-backed securities$6,808,000,0007
Commercial mortgage-backed securities - Total$2,430,000,0006
Asset backed securities$10,777,000,0006
Structured financial products - Total$1,378,000,0007
Other domestic debt securities - All other$331,000,00034
Foreign debt securities$2,910,000,00010
Equity securities$1,098,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,203,000,0005
Mortgage-backed securities$260,054,000,0001
Certificates of participation in pools of residential mortgages$222,949,000,0001
Issued or guaranteed by U.S.$222,949,000,0001
Privately issued$080
Collaterized mortgage obligations$34,380,000,0003
CMOs issued by government agencies or sponsored agencies$27,572,000,0002
Privately issued$6,808,000,0005
Commercial mortgage-backed securities$2,725,000,00014
Commercial mortgage pass-through securities$2,725,000,0004
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$54,649,000,0001
Available-for-sale securities (fair market value)$227,975,000,0003
Total debt securities$281,237,000,0002
Structured notes
Amortized cost$8,272,000,0001
Fair value$8,273,000,0001
Trading account assets$85,671,000,0003
Revaluation gains on off-balance sheet contracts$22,903,000,0003
Revaluation losses on off-balance sheet contracts$16,085,000,0003
2013-06-30Rank
Total securities$287,978,000,0002
U.S. Government securities$257,151,000,0001
U.S. Treasury securities$74,000,00066
U.S. Government agency obligations$257,077,000,0001
Securities issued by states & political subdivisions$4,306,000,0007
Other domestic debt securities$22,786,000,0006
Privately issued residential mortgage-backed securities$8,374,000,0005
Commercial mortgage-backed securities - Total$3,623,000,0005
Asset backed securities$9,138,000,0007
Structured financial products - Total$1,307,000,0007
Other domestic debt securities - All other$344,000,00032
Foreign debt securities$2,779,000,00010
Equity securities$956,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$79,862,000,0005
Mortgage-backed securities$267,577,000,0001
Certificates of participation in pools of residential mortgages$223,296,000,0001
Issued or guaranteed by U.S.$223,296,000,0001
Privately issued$083
Collaterized mortgage obligations$40,354,000,0003
CMOs issued by government agencies or sponsored agencies$31,980,000,0002
Privately issued$8,374,000,0004
Commercial mortgage-backed securities$3,927,000,0008
Commercial mortgage pass-through securities$3,927,000,0002
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$54,922,000,0001
Available-for-sale securities (fair market value)$233,056,000,0003
Total debt securities$286,727,000,0002
Structured notes
Amortized cost$6,759,000,0001
Fair value$6,758,000,0001
Trading account assets$106,805,000,0003
Revaluation gains on off-balance sheet contracts$24,805,000,0003
Revaluation losses on off-balance sheet contracts$20,004,000,0003
2013-03-31Rank
Total securities$304,327,000,0002
U.S. Government securities$273,933,000,0001
U.S. Treasury securities$14,188,000,0004
U.S. Government agency obligations$259,745,000,0001
Securities issued by states & political subdivisions$3,910,000,0007
Other domestic debt securities$23,081,000,0006
Privately issued residential mortgage-backed securities$9,260,000,0005
Commercial mortgage-backed securities - Total$3,718,000,0005
Asset backed securities$8,648,000,0007
Structured financial products - Total$1,078,000,0007
Other domestic debt securities - All other$377,000,00031
Foreign debt securities$2,225,000,00011
Equity securities$1,178,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,777,000,0005
Mortgage-backed securities$271,086,000,0001
Certificates of participation in pools of residential mortgages$223,087,000,0001
Issued or guaranteed by U.S.$223,087,000,0001
Privately issued$083
Collaterized mortgage obligations$44,281,000,0002
CMOs issued by government agencies or sponsored agencies$35,021,000,0002
Privately issued$9,260,000,0004
Commercial mortgage-backed securities$3,718,000,0008
Commercial mortgage pass-through securities$3,718,000,0002
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$49,577,000,0001
Available-for-sale securities (fair market value)$254,750,000,0002
Total debt securities$302,833,000,0002
Structured notes
Amortized cost$6,276,000,0001
Fair value$6,277,000,0001
Trading account assets$120,390,000,0003
Revaluation gains on off-balance sheet contracts$23,145,000,0003
Revaluation losses on off-balance sheet contracts$23,253,000,0003
2012-12-31Rank
Total securities$329,538,402,0002
U.S. Government securities$297,471,909,0001
U.S. Treasury securities$21,060,183,0003
U.S. Government agency obligations$276,411,726,0001
Securities issued by states & political subdivisions$3,492,775,0007
Other domestic debt securities$25,444,301,0005
Privately issued residential mortgage-backed securities$9,961,023,0004
Commercial mortgage-backed securities - Total$3,803,639,0005
Asset backed securities$10,346,847,0005
Structured financial products - Total$890,334,0008
Other domestic debt securities - All other$442,458,00022
Foreign debt securities$1,795,881,00013
Equity securities$1,333,536,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$85,938,970,0004
Mortgage-backed securities$288,407,416,0001
Certificates of participation in pools of residential mortgages$236,835,578,0001
Issued or guaranteed by U.S.$236,835,578,0001
Privately issued$085
Collaterized mortgage obligations$47,768,199,0002
CMOs issued by government agencies or sponsored agencies$37,807,176,0001
Privately issued$9,961,023,0003
Commercial mortgage-backed securities$3,803,639,0009
Commercial mortgage pass-through securities$3,802,737,0003
Other commercial mortgage-backed securities$902,000260
Held to maturity securities (book value)$49,480,678,0001
Available-for-sale securities (fair market value)$280,057,724,0002
Total debt securities$327,873,115,0002
Structured notes
Amortized cost$7,926,265,0001
Fair value$7,943,822,0001
Trading account assets$87,319,703,0003
Revaluation gains on off-balance sheet contracts$25,184,079,0003
Revaluation losses on off-balance sheet contracts$23,791,833,0003
2012-09-30Rank
Total securities$338,861,381,0002
U.S. Government securities$306,823,182,0001
U.S. Treasury securities$21,429,515,0003
U.S. Government agency obligations$285,393,667,0001
Securities issued by states & political subdivisions$2,178,976,00011
Other domestic debt securities$26,031,772,0005
Privately issued residential mortgage-backed securities$10,653,521,0003
Commercial mortgage-backed securities - Total$3,914,631,0005
Asset backed securities$10,339,052,0005
Structured financial products - Total$478,908,0009
Other domestic debt securities - All other$645,660,00019
Foreign debt securities$3,040,592,00011
Equity securities$786,859,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,760,767,0005
Mortgage-backed securities$298,089,853,0001
Certificates of participation in pools of residential mortgages$243,105,760,0001
Issued or guaranteed by U.S.$243,105,760,0001
Privately issued$088
Collaterized mortgage obligations$51,069,462,0002
CMOs issued by government agencies or sponsored agencies$40,415,941,0001
Privately issued$10,653,521,0003
Commercial mortgage-backed securities$3,914,631,0008
Commercial mortgage pass-through securities$3,913,420,0003
Other commercial mortgage-backed securities$1,211,000221
Held to maturity securities (book value)$39,897,926,0001
Available-for-sale securities (fair market value)$298,963,455,0002
Total debt securities$337,723,367,0002
Structured notes
Amortized cost$7,526,310,0001
Fair value$7,566,905,0001
Trading account assets$81,879,113,0003
Revaluation gains on off-balance sheet contracts$26,781,656,0005
Revaluation losses on off-balance sheet contracts$25,819,424,0003
2012-06-30Rank
Total securities$328,771,279,0002
U.S. Government securities$296,395,927,0001
U.S. Treasury securities$26,468,810,0003
U.S. Government agency obligations$269,927,117,0001
Securities issued by states & political subdivisions$2,264,803,00011
Other domestic debt securities$26,227,269,0005
Privately issued residential mortgage-backed securities$11,275,597,0003
Commercial mortgage-backed securities - Total$3,901,465,0005
Asset backed securities$9,912,937,0005
Structured financial products - Total$477,041,0009
Other domestic debt securities - All other$660,229,00017
Foreign debt securities$3,106,146,0009
Equity securities$777,134,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$74,911,163,0004
Mortgage-backed securities$283,090,844,0001
Certificates of participation in pools of residential mortgages$228,496,313,0001
Issued or guaranteed by U.S.$228,496,313,0001
Privately issued$094
Collaterized mortgage obligations$50,693,066,0002
CMOs issued by government agencies or sponsored agencies$39,417,469,0001
Privately issued$11,275,597,0003
Commercial mortgage-backed securities$3,901,465,0007
Commercial mortgage pass-through securities$3,900,274,0002
Other commercial mortgage-backed securities$1,191,000212
Held to maturity securities (book value)$35,167,513,0001
Available-for-sale securities (fair market value)$293,603,766,0002
Total debt securities$327,625,959,0002
Structured notes
Amortized cost$7,297,226,0001
Fair value$7,321,627,0001
Trading account assets$77,954,029,0003
Revaluation gains on off-balance sheet contracts$25,247,195,0005
Revaluation losses on off-balance sheet contracts$25,781,465,0003
2012-03-31Rank
Total securities$324,118,960,0002
U.S. Government securities$289,093,636,0001
U.S. Treasury securities$36,053,705,0001
U.S. Government agency obligations$253,039,931,0001
Securities issued by states & political subdivisions$2,443,687,0008
Other domestic debt securities$26,414,700,0005
Privately issued residential mortgage-backed securities$12,265,243,0003
Commercial mortgage-backed securities - Total$4,571,244,0005
Asset backed securities$8,429,554,0005
Structured financial products - Total$453,734,0008
Other domestic debt securities - All other$694,925,00016
Foreign debt securities$4,342,856,0008
Equity securities$1,824,081,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,524,033,0003
Mortgage-backed securities$267,771,856,0001
Certificates of participation in pools of residential mortgages$208,355,591,0001
Issued or guaranteed by U.S.$208,355,591,0001
Privately issued$094
Collaterized mortgage obligations$54,845,021,0002
CMOs issued by government agencies or sponsored agencies$42,579,778,0001
Privately issued$12,265,243,0003
Commercial mortgage-backed securities$4,571,244,0007
Commercial mortgage pass-through securities$4,570,003,0002
Other commercial mortgage-backed securities$1,241,000190
Held to maturity securities (book value)$34,205,133,0001
Available-for-sale securities (fair market value)$289,913,827,0002
Total debt securities$321,909,381,0002
Structured notes
Amortized cost$6,404,318,0001
Fair value$6,425,848,0001
Trading account assets$67,029,809,0003
Revaluation gains on off-balance sheet contracts$23,235,831,0005
Revaluation losses on off-balance sheet contracts$22,295,415,0003
2011-12-31Rank
Total securities$310,396,483,0002
U.S. Government securities$263,198,282,0001
U.S. Treasury securities$38,909,309,0001
U.S. Government agency obligations$224,288,973,0001
Securities issued by states & political subdivisions$2,823,246,0006
Other domestic debt securities$32,817,270,0004
Privately issued residential mortgage-backed securities$15,480,653,0003
Commercial mortgage-backed securities - Total$5,163,216,0004
Asset backed securities$10,837,099,0005
Structured financial products - Total$154,103,00011
Other domestic debt securities - All other$1,182,199,00011
Foreign debt securities$9,045,261,0008
Equity securities$2,512,424,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,949,336,0003
Mortgage-backed securities$242,703,655,0001
Certificates of participation in pools of residential mortgages$176,846,731,0001
Issued or guaranteed by U.S.$176,846,731,0001
Privately issued$0121
Collaterized mortgage obligations$60,693,708,0002
CMOs issued by government agencies or sponsored agencies$45,213,055,0001
Privately issued$15,480,653,0003
Commercial mortgage-backed securities$5,163,216,0005
Commercial mortgage pass-through securities$5,162,013,0001
Other commercial mortgage-backed securities$1,203,000151
Held to maturity securities (book value)$35,265,406,0001
Available-for-sale securities (fair market value)$275,131,077,0002
Total debt securities$307,170,533,0002
Structured notes
Amortized cost$9,002,655,0001
Fair value$9,002,207,0001
Trading account assets$63,373,297,0003
Revaluation gains on off-balance sheet contracts$30,186,045,0004
Revaluation losses on off-balance sheet contracts$31,732,697,0003
2011-09-30Rank
Total securities$341,264,222,0001
U.S. Government securities$297,144,518,0001
U.S. Treasury securities$56,093,682,0001
U.S. Government agency obligations$241,050,836,0001
Securities issued by states & political subdivisions$3,251,651,0006
Other domestic debt securities$36,416,526,0004
Privately issued residential mortgage-backed securities$18,116,468,0002
Commercial mortgage-backed securities - Total$6,172,035,0004
Asset backed securities$10,397,301,0005
Structured financial products - Total$0323
Other domestic debt securities - All other$1,730,722,00010
Foreign debt securities$3,046,124,0009
Equity securities$1,405,403,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$93,445,721,0003
Mortgage-backed securities$263,045,432,0001
Certificates of participation in pools of residential mortgages$185,330,527,0001
Issued or guaranteed by U.S.$185,330,527,0001
Privately issued$0132
Collaterized mortgage obligations$71,531,293,0002
CMOs issued by government agencies or sponsored agencies$53,414,825,0001
Privately issued$18,116,468,0002
Commercial mortgage-backed securities$6,183,612,0004
Commercial mortgage pass-through securities$6,091,661,0001
Other commercial mortgage-backed securities$91,951,00027
Held to maturity securities (book value)$26,458,178,0001
Available-for-sale securities (fair market value)$314,806,044,0002
Total debt securities$339,190,941,0001
Structured notes
Amortized cost$8,262,434,0001
Fair value$8,254,442,0001
Trading account assets$66,501,071,0003
Revaluation gains on off-balance sheet contracts$30,675,115,0004
Revaluation losses on off-balance sheet contracts$28,597,475,0003
2011-06-30Rank
Total securities$320,929,836,0001
U.S. Government securities$277,842,489,0001
U.S. Treasury securities$45,852,131,0001
U.S. Government agency obligations$231,990,358,0001
Securities issued by states & political subdivisions$3,514,075,0006
Other domestic debt securities$35,320,783,0004
Privately issued residential mortgage-backed securities$19,547,102,0002
Commercial mortgage-backed securities - Total$6,272,429,0003
Asset backed securities$7,529,110,0005
Structured financial products - Total$0330
Other domestic debt securities - All other$1,972,142,00010
Foreign debt securities$3,011,859,0008
Equity securities$1,240,630,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$80,194,091,0004
Mortgage-backed securities$255,445,199,0001
Certificates of participation in pools of residential mortgages$180,672,275,0001
Issued or guaranteed by U.S.$180,672,275,0001
Privately issued$0125
Collaterized mortgage obligations$68,488,674,0002
CMOs issued by government agencies or sponsored agencies$48,941,572,0001
Privately issued$19,547,102,0002
Commercial mortgage-backed securities$6,284,250,0003
Commercial mortgage pass-through securities$6,203,294,0001
Other commercial mortgage-backed securities$80,956,00025
Held to maturity securities (book value)$180,695,000122
Available-for-sale securities (fair market value)$320,749,141,0001
Total debt securities$318,977,804,0001
Structured notes
Amortized cost$6,458,585,0001
Fair value$6,489,688,0001
Trading account assets$54,485,747,0003
Revaluation gains on off-balance sheet contracts$17,647,469,0005
Revaluation losses on off-balance sheet contracts$17,829,151,0003
2011-03-31Rank
Total securities$318,291,799,0002
U.S. Government securities$271,844,338,0001
U.S. Treasury securities$45,565,862,0002
U.S. Government agency obligations$226,278,476,0001
Securities issued by states & political subdivisions$4,957,023,0006
Other domestic debt securities$36,994,914,0004
Privately issued residential mortgage-backed securities$21,162,278,0002
Commercial mortgage-backed securities - Total$6,319,468,0002
Asset backed securities$7,623,162,0005
Structured financial products - Total$0337
Other domestic debt securities - All other$1,890,006,00010
Foreign debt securities$3,063,032,0007
Equity securities$1,432,492,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,800,841,0003
Mortgage-backed securities$251,316,151,0001
Certificates of participation in pools of residential mortgages$188,966,988,0001
Issued or guaranteed by U.S.$188,966,988,0001
Privately issued$0136
Collaterized mortgage obligations$56,023,206,0002
CMOs issued by government agencies or sponsored agencies$34,860,928,0001
Privately issued$21,162,278,0002
Commercial mortgage-backed securities$6,325,957,0003
Commercial mortgage pass-through securities$6,260,330,0001
Other commercial mortgage-backed securities$65,627,00024
Held to maturity securities (book value)$181,291,000120
Available-for-sale securities (fair market value)$318,110,508,0002
Total debt securities$316,122,240,0002
Structured notes
Amortized cost$6,135,315,0001
Fair value$6,156,865,0001
Trading account assets$61,115,026,0003
Revaluation gains on off-balance sheet contracts$18,104,149,0005
Revaluation losses on off-balance sheet contracts$17,587,500,0003
2010-12-31Rank
Total securities$324,292,140,0001
U.S. Government securities$271,703,743,0001
U.S. Treasury securities$45,836,644,0002
U.S. Government agency obligations$225,867,099,0001
Securities issued by states & political subdivisions$5,171,508,0006
Other domestic debt securities$42,326,537,0003
Privately issued residential mortgage-backed securities$23,272,589,0002
Commercial mortgage-backed securities - Total$6,568,036,0003
Asset backed securities$10,372,611,0005
Structured financial products - Total$0343
Other domestic debt securities - All other$2,113,301,00010
Foreign debt securities$3,729,926,0007
Equity securities$1,360,426,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,444,292,0003
Mortgage-backed securities$253,103,543,0001
Certificates of participation in pools of residential mortgages$186,866,039,0001
Issued or guaranteed by U.S.$186,866,039,0001
Privately issued$0141
Collaterized mortgage obligations$59,669,468,0002
CMOs issued by government agencies or sponsored agencies$36,396,879,0001
Privately issued$23,272,589,0002
Commercial mortgage-backed securities$6,568,036,0003
Commercial mortgage pass-through securities$6,308,184,0001
Other commercial mortgage-backed securities$259,852,00012
Held to maturity securities (book value)$181,305,000114
Available-for-sale securities (fair market value)$324,110,835,0001
Total debt securities$322,899,676,0001
Structured notes
Amortized cost$7,700,870,0001
Fair value$7,671,296,0001
Trading account assets$66,969,589,0003
Revaluation gains on off-balance sheet contracts$24,421,913,0003
Revaluation losses on off-balance sheet contracts$23,632,329,0003
2010-09-30Rank
Total securities$311,747,776,0002
U.S. Government securities$255,227,457,0001
U.S. Treasury securities$48,643,564,0002
U.S. Government agency obligations$206,583,893,0001
Securities issued by states & political subdivisions$5,467,294,0006
Other domestic debt securities$46,336,807,0004
Privately issued residential mortgage-backed securities$25,637,829,0002
Commercial mortgage-backed securities - Total$7,192,126,0003
Asset backed securities$10,525,848,0005
Structured financial products - Total$18,484,00035
Other domestic debt securities - All other$2,962,520,0008
Foreign debt securities$3,359,313,0007
Equity securities$1,356,905,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$114,519,084,0003
Mortgage-backed securities$236,509,849,0001
Certificates of participation in pools of residential mortgages$165,311,026,0001
Issued or guaranteed by U.S.$165,311,026,0001
Privately issued$0141
Collaterized mortgage obligations$64,006,697,0001
CMOs issued by government agencies or sponsored agencies$38,368,868,0001
Privately issued$25,637,829,0002
Commercial mortgage-backed securities$7,192,126,0003
Commercial mortgage pass-through securities$6,823,085,0001
Other commercial mortgage-backed securities$369,041,00010
Held to maturity securities (book value)$181,306,000106
Available-for-sale securities (fair market value)$311,566,470,0002
Total debt securities$310,353,286,0002
Structured notes
Amortized cost$7,580,770,0001
Fair value$7,519,792,0001
Trading account assets$68,382,218,0003
Revaluation gains on off-balance sheet contracts$29,765,706,0003
Revaluation losses on off-balance sheet contracts$22,352,206,0003
2010-06-30Rank
Total securities$304,431,272,0002
U.S. Government securities$242,577,186,0001
U.S. Treasury securities$46,751,335,0001
U.S. Government agency obligations$195,825,851,0001
Securities issued by states & political subdivisions$6,936,587,0003
Other domestic debt securities$51,827,352,0003
Privately issued residential mortgage-backed securities$28,448,158,0002
Commercial mortgage-backed securities - Total$7,421,044,0002
Asset backed securities$10,587,507,0005
Structured financial products - Total$626,144,0007
Other domestic debt securities - All other$4,744,499,0005
Foreign debt securities$1,819,338,00010
Equity securities$1,270,809,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,817,856,0002
Mortgage-backed securities$228,745,087,0001
Certificates of participation in pools of residential mortgages$152,984,715,0001
Issued or guaranteed by U.S.$152,983,717,0001
Privately issued$998,00082
Collaterized mortgage obligations$68,339,328,0001
CMOs issued by government agencies or sponsored agencies$39,892,168,0001
Privately issued$28,447,160,0002
Commercial mortgage-backed securities$7,421,044,0002
Commercial mortgage pass-through securities$6,988,079,0001
Other commercial mortgage-backed securities$432,965,0009
Held to maturity securities (book value)$182,689,000108
Available-for-sale securities (fair market value)$304,248,583,0002
Total debt securities$303,117,128,0002
Structured notes
Amortized cost$8,577,256,0001
Fair value$8,047,075,0001
Trading account assets$64,856,404,0003
Revaluation gains on off-balance sheet contracts$31,527,619,0003
Revaluation losses on off-balance sheet contracts$23,573,652,0003
2010-03-31Rank
Total securities$294,527,597,0002
U.S. Government securities$224,882,808,0001
U.S. Treasury securities$37,128,527,0001
U.S. Government agency obligations$187,754,281,0001
Securities issued by states & political subdivisions$8,479,417,0002
Other domestic debt securities$58,184,261,0002
Privately issued residential mortgage-backed securities$31,383,183,0001
Commercial mortgage-backed securities - Total$7,997,386,0002
Asset backed securities$13,991,239,0004
Structured financial products - Total$281,994,0008
Other domestic debt securities - All other$4,530,459,0005
Foreign debt securities$1,646,432,00010
Equity securities$1,334,679,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$132,094,282,0003
Mortgage-backed securities$224,094,934,0001
Certificates of participation in pools of residential mortgages$151,995,295,0001
Issued or guaranteed by U.S.$151,987,146,0001
Privately issued$8,149,00040
Collaterized mortgage obligations$64,102,253,0001
CMOs issued by government agencies or sponsored agencies$32,727,219,0001
Privately issued$31,375,034,0001
Commercial mortgage-backed securities$7,997,386,0002
Commercial mortgage pass-through securities$7,686,263,0001
Other commercial mortgage-backed securities$311,123,00010
Held to maturity securities (book value)$90,161,000208
Available-for-sale securities (fair market value)$294,437,436,0002
Total debt securities$293,149,670,0002
Structured notes
Amortized cost$11,017,109,0001
Fair value$10,858,767,0001
Trading account assets$62,654,028,0003
Revaluation gains on off-balance sheet contracts$27,297,582,0003
Revaluation losses on off-balance sheet contracts$15,189,041,0003
2009-12-31Rank
Total securities$275,874,539,0002
U.S. Government securities$198,394,151,0001
U.S. Treasury securities$19,376,844,0002
U.S. Government agency obligations$179,017,307,0002
Securities issued by states & political subdivisions$9,303,542,0002
Other domestic debt securities$64,500,778,0002
Privately issued residential mortgage-backed securities$32,085,792,0001
Commercial mortgage-backed securities - Total$8,015,015,0002
Asset backed securities$20,352,169,0003
Structured financial products - Total$1,043,967,0007
Other domestic debt securities - All other$3,003,835,0007
Foreign debt securities$1,425,182,00010
Equity securities$2,250,886,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,660,554,0002
Mortgage-backed securities$216,093,614,0001
Certificates of participation in pools of residential mortgages$165,668,311,0001
Issued or guaranteed by U.S.$165,659,420,0001
Privately issued$8,891,00039
Collaterized mortgage obligations$42,410,288,0001
CMOs issued by government agencies or sponsored agencies$10,333,387,0006
Privately issued$32,076,901,0001
Commercial mortgage-backed securities$8,015,015,0002
Commercial mortgage pass-through securities$6,886,211,0001
Other commercial mortgage-backed securities$1,128,804,0009
Held to maturity securities (book value)$3,018,788,00012
Available-for-sale securities (fair market value)$272,855,751,0002
Total debt securities$273,577,228,0002
Structured notes
Amortized cost$8,525,097,0001
Fair value$8,413,458,0001
Trading account assets$61,191,062,0003
Revaluation gains on off-balance sheet contracts$29,452,150,0003
Revaluation losses on off-balance sheet contracts$12,961,211,0003
2009-09-30Rank
Total securities$222,696,833,0002
U.S. Government securities$149,187,860,0002
U.S. Treasury securities$23,107,666,0001
U.S. Government agency obligations$126,080,194,0002
Securities issued by states & political subdivisions$9,929,256,0002
Other domestic debt securities$58,784,296,0003
Privately issued residential mortgage-backed securities$29,971,934,0001
Commercial mortgage-backed securities - Total$7,877,542,0002
Asset backed securities$17,776,480,0003
Structured financial products - Total$1,671,022,0005
Other domestic debt securities - All other$1,487,318,00013
Foreign debt securities$1,808,865,0009
Equity securities$2,986,556,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$92,621,182,0002
Mortgage-backed securities$160,730,349,0002
Certificates of participation in pools of residential mortgages$122,880,805,0002
Issued or guaranteed by U.S.$122,874,656,0002
Privately issued$6,149,00049
Collaterized mortgage obligations$29,972,002,0002
CMOs issued by government agencies or sponsored agencies$6,217,0001,401
Privately issued$29,965,785,0001
Commercial mortgage-backed securities$7,877,542,0002
Commercial mortgage pass-through securities$6,797,923,0001
Other commercial mortgage-backed securities$1,079,619,0009
Held to maturity securities (book value)$2,367,332,00020
Available-for-sale securities (fair market value)$220,329,501,0002
Total debt securities$219,705,750,0002
Structured notes
Amortized cost$10,427,157,0001
Fair value$10,299,173,0001
Trading account assets$77,887,004,0003
Revaluation gains on off-balance sheet contracts$34,632,194,0003
Revaluation losses on off-balance sheet contracts$10,654,472,0004
2009-06-30Rank
Total securities$226,247,065,0002
U.S. Government securities$151,121,255,0002
U.S. Treasury securities$10,690,730,0001
U.S. Government agency obligations$140,430,525,0002
Securities issued by states & political subdivisions$11,211,137,0002
Other domestic debt securities$58,776,331,0002
Privately issued residential mortgage-backed securities$28,652,714,0002
Commercial mortgage-backed securities - Total$4,937,946,0004
Asset backed securities$21,075,111,0002
Structured financial products - Total$2,078,156,0003
Other domestic debt securities - All other$2,032,404,00010
Foreign debt securities$1,614,212,0009
Equity securities$3,524,130,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,825,275,0002
Mortgage-backed securities$170,418,355,0002
Certificates of participation in pools of residential mortgages$136,820,953,0002
Issued or guaranteed by U.S.$136,820,953,0002
Privately issued$0181
Collaterized mortgage obligations$28,659,456,0002
CMOs issued by government agencies or sponsored agencies$6,742,0001,333
Privately issued$28,652,714,0002
Commercial mortgage-backed securities$4,937,946,0004
Commercial mortgage pass-through securities$4,647,057,0001
Other commercial mortgage-backed securities$290,889,00014
Held to maturity securities (book value)$2,066,635,00019
Available-for-sale securities (fair market value)$224,180,430,0002
Total debt securities$222,682,592,0002
Structured notes
Amortized cost$11,110,379,0001
Fair value$10,985,832,0001
Trading account assets$67,785,888,0003
Revaluation gains on off-balance sheet contracts$36,279,301,0003
Revaluation losses on off-balance sheet contracts$10,768,027,0004
2009-03-31Rank
Total securities$206,105,574,0002
U.S. Government securities$142,054,609,0002
U.S. Treasury securities$368,241,00013
U.S. Government agency obligations$141,686,368,0002
Securities issued by states & political subdivisions$11,108,637,0002
Other domestic debt securities$48,369,979,0003
Privately issued residential mortgage-backed securities$22,842,039,0002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,808,077,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,719,863,0009
Foreign debt securities$1,594,573,0007
Equity securities$2,977,776,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$110,256,921,0002
Mortgage-backed securities$160,784,376,0002
Certificates of participation in pools of residential mortgages$142,044,092,0002
Issued or guaranteed by U.S.$137,933,253,0002
Privately issued$4,110,839,0001
Collaterized mortgage obligations$18,740,284,0005
CMOs issued by government agencies or sponsored agencies$9,084,0001,138
Privately issued$18,731,200,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$415,408,00055
Available-for-sale securities (fair market value)$205,690,166,0002
Total debt securities$203,043,580,0002
Structured notes
Amortized cost$7,075,023,0001
Fair value$6,890,750,0001
Trading account assets$94,902,251,0003
Revaluation gains on off-balance sheet contracts$48,761,687,0003
Revaluation losses on off-balance sheet contracts$23,809,697,0004
2008-12-31Rank
Total securities$259,106,055,0001
U.S. Government securities$198,474,714,0001
U.S. Treasury securities$318,427,00018
U.S. Government agency obligations$198,156,287,0001
Securities issued by states & political subdivisions$9,577,331,0002
Other domestic debt securities$44,111,211,0002
Privately issued residential mortgage-backed securities$18,304,596,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$24,033,062,0001
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,773,553,0008
Foreign debt securities$3,933,490,0006
Equity securities$3,009,309,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$140,366,697,0001
Mortgage-backed securities$212,678,849,0001
Certificates of participation in pools of residential mortgages$197,044,398,0001
Issued or guaranteed by U.S.$194,364,466,0001
Privately issued$2,679,932,0001
Collaterized mortgage obligations$15,634,451,0008
CMOs issued by government agencies or sponsored agencies$9,787,0001,055
Privately issued$15,624,664,0007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$681,984,00040
Available-for-sale securities (fair market value)$258,424,071,0001
Total debt securities$256,007,016,0001
Structured notes
Amortized cost$8,865,903,0001
Fair value$8,363,058,0001
Trading account assets$130,519,836,0003
Revaluation gains on off-balance sheet contracts$57,065,103,0003
Revaluation losses on off-balance sheet contracts$36,277,426,0004
2008-09-30Rank
Total securities$236,547,165,0001
U.S. Government securities$173,010,068,0001
U.S. Treasury securities$313,608,00016
U.S. Government agency obligations$172,696,460,0001
Securities issued by states & political subdivisions$4,899,393,0004
Other domestic debt securities$49,357,396,0002
Privately issued residential mortgage-backed securities$21,765,941,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$26,318,241,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,273,214,0008
Foreign debt securities$5,420,545,0006
Equity securities$3,859,763,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,353,300,0001
Mortgage-backed securities$194,446,429,0001
Certificates of participation in pools of residential mortgages$175,572,856,0001
Issued or guaranteed by U.S.$172,670,058,0001
Privately issued$2,902,798,0001
Collaterized mortgage obligations$18,873,573,0006
CMOs issued by government agencies or sponsored agencies$10,430,000965
Privately issued$18,863,143,0005
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,246,557,00018
Available-for-sale securities (fair market value)$235,300,608,0001
Total debt securities$232,173,078,0001
Structured notes
Amortized cost$10,602,371,0001
Fair value$10,587,371,0001
Trading account assets$130,646,697,0003
Revaluation gains on off-balance sheet contracts$43,907,177,0003
Revaluation losses on off-balance sheet contracts$30,524,969,0003
2008-06-30Rank
Total securities$242,286,004,0001
U.S. Government securities$180,589,725,0001
U.S. Treasury securities$312,590,00015
U.S. Government agency obligations$180,277,135,0001
Securities issued by states & political subdivisions$4,918,255,0004
Other domestic debt securities$50,935,623,0001
Privately issued residential mortgage-backed securities$26,130,318,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,147,029,0001
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,658,276,0006
Foreign debt securities$1,864,151,0006
Equity securities$3,978,250,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,613,428,0001
Mortgage-backed securities$206,387,041,0001
Certificates of participation in pools of residential mortgages$183,282,798,0001
Issued or guaranteed by U.S.$180,245,498,0001
Privately issued$3,037,300,0002
Collaterized mortgage obligations$23,104,243,0003
CMOs issued by government agencies or sponsored agencies$11,225,000923
Privately issued$23,093,018,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,265,327,00021
Available-for-sale securities (fair market value)$241,020,677,0001
Total debt securities$237,617,001,0001
Structured notes
Amortized cost$10,764,632,0001
Fair value$10,764,632,0001
Trading account assets$110,930,638,0003
Revaluation gains on off-balance sheet contracts$40,547,567,0003
Revaluation losses on off-balance sheet contracts$30,256,231,0003
2008-03-31Rank
Total securities$213,519,391,0001
U.S. Government securities$154,754,724,0001
U.S. Treasury securities$301,440,00017
U.S. Government agency obligations$154,453,284,0001
Securities issued by states & political subdivisions$6,813,392,0002
Other domestic debt securities$47,262,845,0001
Privately issued residential mortgage-backed securities$26,495,428,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$18,906,901,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,860,516,0006
Foreign debt securities$1,277,995,0006
Equity securities$3,410,435,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,058,210,0001
Mortgage-backed securities$180,927,812,0001
Certificates of participation in pools of residential mortgages$157,460,958,0001
Issued or guaranteed by U.S.$154,420,265,0001
Privately issued$3,040,693,0002
Collaterized mortgage obligations$23,466,854,0003
CMOs issued by government agencies or sponsored agencies$12,119,000868
Privately issued$23,454,735,0003
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$862,250,00029
Available-for-sale securities (fair market value)$212,657,141,0001
Total debt securities$210,101,138,0001
Structured notes
Amortized cost$9,453,245,0001
Fair value$9,453,245,0001
Trading account assets$139,689,232,0003
Revaluation gains on off-balance sheet contracts$49,157,546,0003
Revaluation losses on off-balance sheet contracts$39,214,011,0003
2007-12-31Rank
Total securities$206,203,230,0001
U.S. Government securities$149,501,983,0001
U.S. Treasury securities$296,877,00018
U.S. Government agency obligations$149,205,106,0001
Securities issued by states & political subdivisions$6,941,351,0004
Other domestic debt securities$43,336,851,0002
Privately issued residential mortgage-backed securities$23,042,511,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$15,154,546,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,139,794,0002
Foreign debt securities$1,429,108,0006
Equity securities$4,993,937,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$107,411,655,0001
Mortgage-backed securities$172,204,849,0001
Certificates of participation in pools of residential mortgages$152,104,646,0001
Issued or guaranteed by U.S.$149,149,688,0001
Privately issued$2,954,958,0002
Collaterized mortgage obligations$20,100,203,0004
CMOs issued by government agencies or sponsored agencies$12,650,000779
Privately issued$20,087,553,0004
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$491,265,00044
Available-for-sale securities (fair market value)$205,711,965,0001
Total debt securities$201,200,824,0001
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$121,808,574,0003
Revaluation gains on off-balance sheet contracts$33,883,952,0003
Revaluation losses on off-balance sheet contracts$29,330,834,0003
2007-09-30Rank
Total securities$176,668,566,0001
U.S. Government securities$141,237,247,0001
U.S. Treasury securities$272,707,00021
U.S. Government agency obligations$140,964,540,0001
Securities issued by states & political subdivisions$6,446,343,0004
Other domestic debt securities$22,928,366,0007
Privately issued residential mortgage-backed securities$10,303,081,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,323,080,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,302,205,0002
Foreign debt securities$1,811,759,0006
Equity securities$4,244,851,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,039,698,0001
Mortgage-backed securities$150,553,289,0001
Certificates of participation in pools of residential mortgages$143,113,665,0001
Issued or guaranteed by U.S.$140,237,998,0001
Privately issued$2,875,667,0004
Collaterized mortgage obligations$7,439,624,00016
CMOs issued by government agencies or sponsored agencies$12,210,000764
Privately issued$7,427,414,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$518,196,00047
Available-for-sale securities (fair market value)$176,150,370,0001
Total debt securities$172,414,831,0001
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$131,006,607,0003
Revaluation gains on off-balance sheet contracts$29,915,958,0003
Revaluation losses on off-balance sheet contracts$22,995,010,0003
2007-06-30Rank
Total securities$174,611,394,0002
U.S. Government securities$140,480,180,0001
U.S. Treasury securities$257,744,00021
U.S. Government agency obligations$140,222,436,0001
Securities issued by states & political subdivisions$6,097,264,0003
Other domestic debt securities$21,508,890,0005
Privately issued residential mortgage-backed securities$7,110,104,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$9,067,962,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,330,824,0001
Foreign debt securities$1,459,280,0006
Equity securities$5,065,780,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,996,458,0001
Mortgage-backed securities$146,611,600,0001
Certificates of participation in pools of residential mortgages$142,942,665,0001
Issued or guaranteed by U.S.$139,488,779,0001
Privately issued$3,453,886,0004
Collaterized mortgage obligations$3,668,935,00028
CMOs issued by government agencies or sponsored agencies$12,717,000718
Privately issued$3,656,218,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$994,687,00031
Available-for-sale securities (fair market value)$173,616,707,0002
Total debt securities$169,535,667,0002
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$133,323,017,0002
Revaluation gains on off-balance sheet contracts$25,951,700,0003
Revaluation losses on off-balance sheet contracts$23,072,821,0003
2007-03-31Rank
Total securities$181,637,901,0002
U.S. Government securities$149,325,078,0001
U.S. Treasury securities$255,674,00023
U.S. Government agency obligations$149,069,404,0001
Securities issued by states & political subdivisions$5,652,548,0003
Other domestic debt securities$21,335,767,0004
Privately issued residential mortgage-backed securities$7,887,505,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,887,493,0002
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,560,769,0001
Foreign debt securities$1,181,675,0006
Equity securities$4,142,833,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$127,052,003,0001
Mortgage-backed securities$155,995,188,0001
Certificates of participation in pools of residential mortgages$151,910,319,0001
Issued or guaranteed by U.S.$148,094,362,0001
Privately issued$3,815,957,0002
Collaterized mortgage obligations$4,084,869,00025
CMOs issued by government agencies or sponsored agencies$13,321,000698
Privately issued$4,071,548,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$925,669,00035
Available-for-sale securities (fair market value)$180,712,232,0002
Total debt securities$177,495,068,0002
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$120,333,363,0002
Revaluation gains on off-balance sheet contracts$22,142,053,0003
Revaluation losses on off-balance sheet contracts$17,103,587,0003
2006-12-31Rank
Total securities$194,155,694,0002
U.S. Government securities$153,815,106,0001
U.S. Treasury securities$251,828,00025
U.S. Government agency obligations$153,563,278,0001
Securities issued by states & political subdivisions$6,303,471,0003
Other domestic debt securities$25,688,278,0004
Privately issued residential mortgage-backed securities$11,118,556,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$10,024,634,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,545,088,0001
Foreign debt securities$1,984,825,0005
Equity securities$6,364,014,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$83,699,393,0001
Mortgage-backed securities$163,181,138,0001
Certificates of participation in pools of residential mortgages$159,017,611,0001
Issued or guaranteed by U.S.$152,048,841,0001
Privately issued$6,968,770,0002
Collaterized mortgage obligations$4,163,527,00024
CMOs issued by government agencies or sponsored agencies$13,741,000702
Privately issued$4,149,786,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$40,579,000480
Available-for-sale securities (fair market value)$194,115,115,0002
Total debt securities$187,791,680,0002
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$105,287,589,0002
Revaluation gains on off-balance sheet contracts$20,617,887,0003
Revaluation losses on off-balance sheet contracts$15,805,014,0003
2006-09-30Rank
Total securities$195,204,378,0001
U.S. Government securities$157,381,418,0001
U.S. Treasury securities$245,368,00023
U.S. Government agency obligations$157,136,050,0001
Securities issued by states & political subdivisions$6,059,596,0003
Other domestic debt securities$21,320,249,0004
Privately issued residential mortgage-backed securities$7,705,355,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,835,408,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,779,486,0001
Foreign debt securities$6,682,819,0005
Equity securities$3,760,296,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$73,539,676,0001
Mortgage-backed securities$162,670,437,0001
Certificates of participation in pools of residential mortgages$158,286,331,0001
Issued or guaranteed by U.S.$154,950,877,0001
Privately issued$3,335,454,0004
Collaterized mortgage obligations$4,384,106,00023
CMOs issued by government agencies or sponsored agencies$14,205,000674
Privately issued$4,369,901,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,483,000382
Available-for-sale securities (fair market value)$195,147,895,0001
Total debt securities$191,444,082,0001
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$102,288,569,0002
Revaluation gains on off-balance sheet contracts$20,904,448,0003
Revaluation losses on off-balance sheet contracts$15,091,516,0003
2006-06-30Rank
Total securities$237,259,093,0001
U.S. Government securities$201,611,143,0001
U.S. Treasury securities$268,226,00024
U.S. Government agency obligations$201,342,917,0001
Securities issued by states & political subdivisions$6,116,515,0003
Other domestic debt securities$22,329,892,0004
Privately issued residential mortgage-backed securities$7,791,156,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,545,978,0003
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,992,758,0001
Foreign debt securities$4,572,117,0005
Equity securities$2,629,426,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,194,364,0001
Mortgage-backed securities$206,993,344,0001
Certificates of participation in pools of residential mortgages$202,476,272,0001
Issued or guaranteed by U.S.$199,179,866,0001
Privately issued$3,296,406,0004
Collaterized mortgage obligations$4,517,072,00022
CMOs issued by government agencies or sponsored agencies$22,322,000495
Privately issued$4,494,750,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$60,675,000359
Available-for-sale securities (fair market value)$237,198,418,0001
Total debt securities$234,629,667,0001
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$97,848,261,0002
Revaluation gains on off-balance sheet contracts$23,585,021,0003
Revaluation losses on off-balance sheet contracts$17,215,039,0003
2006-03-31Rank
Total securities$238,685,878,0001
U.S. Government securities$205,774,201,0001
U.S. Treasury securities$256,018,00028
U.S. Government agency obligations$205,518,183,0001
Securities issued by states & political subdivisions$4,879,591,0003
Other domestic debt securities$21,726,685,0003
Privately issued residential mortgage-backed securities$8,236,204,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,674,941,0005
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,815,540,0001
Foreign debt securities$4,389,627,0005
Equity securities$1,915,774,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$89,717,888,0001
Mortgage-backed securities$211,482,264,0001
Certificates of participation in pools of residential mortgages$206,629,911,0001
Issued or guaranteed by U.S.$203,225,991,0001
Privately issued$3,403,920,0004
Collaterized mortgage obligations$4,852,353,00019
CMOs issued by government agencies or sponsored agencies$20,069,000538
Privately issued$4,832,284,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$74,097,000308
Available-for-sale securities (fair market value)$238,611,781,0001
Total debt securities$236,770,104,0001
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$86,164,011,0003
Revaluation gains on off-balance sheet contracts$21,259,899,0003
Revaluation losses on off-balance sheet contracts$13,571,027,0003
2005-12-31Rank
Total securities$221,531,528,0001
U.S. Government securities$189,575,207,0001
U.S. Treasury securities$271,245,00029
U.S. Government agency obligations$189,303,962,0001
Securities issued by states & political subdivisions$4,679,947,0003
Other domestic debt securities$20,653,209,0004
Privately issued residential mortgage-backed securities$8,949,476,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,254,792,0004
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,448,941,0001
Foreign debt securities$3,676,575,0005
Equity securities$2,946,590,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$112,976,265,0001
Mortgage-backed securities$196,202,705,0001
Certificates of participation in pools of residential mortgages$190,786,302,0001
Issued or guaranteed by U.S.$187,232,743,0001
Privately issued$3,553,559,0002
Collaterized mortgage obligations$5,416,403,00017
CMOs issued by government agencies or sponsored agencies$20,486,000536
Privately issued$5,395,917,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$47,268,000478
Available-for-sale securities (fair market value)$221,484,260,0001
Total debt securities$218,584,937,0001
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$91,479,043,0002
Revaluation gains on off-balance sheet contracts$22,527,277,0003
Revaluation losses on off-balance sheet contracts$14,561,389,0003
2005-09-30Rank
Total securities$227,296,694,0001
U.S. Government securities$197,051,089,0001
U.S. Treasury securities$255,492,00028
U.S. Government agency obligations$196,795,597,0001
Securities issued by states & political subdivisions$4,988,893,0003
Other domestic debt securities$18,960,063,0004
Privately issued residential mortgage-backed securities$9,540,082,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,886,768,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,533,213,0001
Foreign debt securities$4,024,252,0005
Equity securities$2,272,397,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$118,830,671,0001
Mortgage-backed securities$205,804,232,0001
Certificates of participation in pools of residential mortgages$199,919,309,0001
Issued or guaranteed by U.S.$196,243,402,0001
Privately issued$3,675,907,0002
Collaterized mortgage obligations$5,884,923,00015
CMOs issued by government agencies or sponsored agencies$20,748,000538
Privately issued$5,864,175,0007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$132,396,000169
Available-for-sale securities (fair market value)$227,164,298,0001
Total debt securities$225,024,297,0001
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$90,000,853,0003
Revaluation gains on off-balance sheet contracts$22,916,041,0003
Revaluation losses on off-balance sheet contracts$14,538,898,0003
2005-06-30Rank
Total securities$232,915,493,0001
U.S. Government securities$202,241,305,0001
U.S. Treasury securities$276,381,00029
U.S. Government agency obligations$201,964,924,0001
Securities issued by states & political subdivisions$4,880,509,0003
Other domestic debt securities$19,737,229,0005
Privately issued residential mortgage-backed securities$10,465,863,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,220,128,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,051,238,0001
Foreign debt securities$4,066,609,0005
Equity securities$1,989,841,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,239,581,0001
Mortgage-backed securities$211,911,954,0001
Certificates of participation in pools of residential mortgages$205,469,158,0001
Issued or guaranteed by U.S.$201,428,698,0001
Privately issued$4,040,460,0002
Collaterized mortgage obligations$6,442,796,00014
CMOs issued by government agencies or sponsored agencies$17,393,000635
Privately issued$6,425,403,0006
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$169,083,000144
Available-for-sale securities (fair market value)$232,746,410,0001
Total debt securities$230,923,994,0001
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$99,755,158,0002
Revaluation gains on off-balance sheet contracts$26,546,473,0003
Revaluation losses on off-balance sheet contracts$16,957,948,0003
2005-03-31Rank
Total securities$199,816,467,0001
U.S. Government securities$177,652,475,0001
U.S. Treasury securities$249,189,00031
U.S. Government agency obligations$177,403,286,0001
Securities issued by states & political subdivisions$4,663,247,0003
Other domestic debt securities$10,346,845,0008
Privately issued residential mortgage-backed securities$3,854,824,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$234,610,00030
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,257,411,0001
Foreign debt securities$5,563,176,0005
Equity securities$1,590,724,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,109,720,0002
Mortgage-backed securities$179,229,154,0001
Certificates of participation in pools of residential mortgages$178,809,799,0001
Issued or guaranteed by U.S.$175,357,277,0001
Privately issued$3,452,522,0002
Collaterized mortgage obligations$419,355,000112
CMOs issued by government agencies or sponsored agencies$17,053,000651
Privately issued$402,302,00057
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,647,0001,575
Available-for-sale securities (fair market value)$199,807,820,0001
Total debt securities$198,225,743,0001
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$93,971,057,0002
Revaluation gains on off-balance sheet contracts$22,783,072,0003
Revaluation losses on off-balance sheet contracts$15,354,725,0003
2004-12-31Rank
Total securities$175,985,865,0001
U.S. Government securities$155,704,490,0001
U.S. Treasury securities$243,118,00033
U.S. Government agency obligations$155,461,372,0001
Securities issued by states & political subdivisions$2,668,119,0004
Other domestic debt securities$11,885,642,0006
Privately issued residential mortgage-backed securities$6,025,977,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$130,769,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,728,896,0002
Foreign debt securities$2,968,306,0005
Equity securities$2,759,308,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,698,740,0004
Mortgage-backed securities$161,411,535,0001
Certificates of participation in pools of residential mortgages$157,657,522,0001
Issued or guaranteed by U.S.$155,373,759,0001
Privately issued$2,283,763,0003
Collaterized mortgage obligations$3,754,013,00027
CMOs issued by government agencies or sponsored agencies$11,799,000858
Privately issued$3,742,214,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,981,0001,416
Available-for-sale securities (fair market value)$175,974,884,0001
Total debt securities$173,226,557,0001
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$74,530,033,0003
Revaluation gains on off-balance sheet contracts$24,508,515,0003
Revaluation losses on off-balance sheet contracts$19,047,382,0003
2004-09-30Rank
Total securities$143,414,629,0001
U.S. Government securities$128,157,919,0001
U.S. Treasury securities$251,431,00032
U.S. Government agency obligations$127,906,488,0001
Securities issued by states & political subdivisions$2,387,078,0004
Other domestic debt securities$8,533,301,0007
Privately issued residential mortgage-backed securities$2,787,512,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$123,425,00037
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,622,364,0001
Foreign debt securities$2,915,425,0005
Equity securities$1,420,906,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,801,934,0004
Mortgage-backed securities$130,617,573,0001
Certificates of participation in pools of residential mortgages$130,217,890,0001
Issued or guaranteed by U.S.$127,824,646,0001
Privately issued$2,393,244,0002
Collaterized mortgage obligations$399,683,000106
CMOs issued by government agencies or sponsored agencies$5,415,0001,318
Privately issued$394,268,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,572,0001,242
Available-for-sale securities (fair market value)$143,401,057,0001
Total debt securities$141,993,723,0001
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$92,324,718,0002
Revaluation gains on off-balance sheet contracts$31,515,878,0003
Revaluation losses on off-balance sheet contracts$19,123,925,0003
2004-06-30Rank
Total securities$147,675,901,0001
U.S. Government securities$134,647,298,0001
U.S. Treasury securities$230,983,00033
U.S. Government agency obligations$134,416,315,0001
Securities issued by states & political subdivisions$2,330,298,0004
Other domestic debt securities$6,447,786,00012
Privately issued residential mortgage-backed securities$2,073,594,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$102,331,00043
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,271,861,0002
Foreign debt securities$2,388,395,0005
Equity securities$1,862,124,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,877,944,0001
Mortgage-backed securities$136,463,907,0001
Certificates of participation in pools of residential mortgages$136,033,947,0001
Issued or guaranteed by U.S.$134,389,512,0001
Privately issued$1,644,435,0006
Collaterized mortgage obligations$429,960,000104
CMOs issued by government agencies or sponsored agencies$801,0002,618
Privately issued$429,159,00052
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,293,0001,056
Available-for-sale securities (fair market value)$147,658,608,0001
Total debt securities$145,813,777,0001
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$76,552,509,0003
Revaluation gains on off-balance sheet contracts$30,022,340,0003
Revaluation losses on off-balance sheet contracts$19,475,822,0003
2004-03-31Rank
Total securities$140,834,651,0001
U.S. Government securities$126,797,339,0001
U.S. Treasury securities$211,182,00038
U.S. Government agency obligations$126,586,157,0001
Securities issued by states & political subdivisions$2,428,516,0004
Other domestic debt securities$6,763,596,00011
Privately issued residential mortgage-backed securities$2,377,703,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$104,917,00044
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,280,976,0001
Foreign debt securities$2,717,655,0005
Equity securities$2,127,545,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,284,336,0005
Mortgage-backed securities$128,936,002,0001
Certificates of participation in pools of residential mortgages$128,461,598,0001
Issued or guaranteed by U.S.$126,557,326,0001
Privately issued$1,904,272,0003
Collaterized mortgage obligations$474,404,000109
CMOs issued by government agencies or sponsored agencies$973,0002,572
Privately issued$473,431,00054
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$226,328,000104
Available-for-sale securities (fair market value)$140,608,323,0001
Total debt securities$138,707,105,0001
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$76,175,686,0003
Revaluation gains on off-balance sheet contracts$35,772,238,0003
Revaluation losses on off-balance sheet contracts$26,061,751,0003
2003-12-31Rank
Total securities$67,436,286,0003
U.S. Government securities$53,076,591,0001
U.S. Treasury securities$219,292,00033
U.S. Government agency obligations$52,857,299,0001
Securities issued by states & political subdivisions$2,398,254,0004
Other domestic debt securities$6,798,652,00010
Privately issued residential mortgage-backed securities$2,620,671,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$160,133,00035
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,017,848,0001
Foreign debt securities$2,856,250,0005
Equity securities$2,306,539,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,779,109,0005
Mortgage-backed securities$55,441,089,0002
Certificates of participation in pools of residential mortgages$54,920,254,0001
Issued or guaranteed by U.S.$52,819,256,0001
Privately issued$2,100,998,0003
Collaterized mortgage obligations$520,835,00099
CMOs issued by government agencies or sponsored agencies$1,162,0002,541
Privately issued$519,673,00036
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$229,075,000100
Available-for-sale securities (fair market value)$67,207,211,0003
Total debt securities$65,129,747,0003
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$72,307,201,0003
Revaluation gains on off-balance sheet contracts$34,775,601,0003
Revaluation losses on off-balance sheet contracts$26,568,839,0003
2003-09-30Rank
Total securities$63,375,805,0003
U.S. Government securities$52,896,083,0001
U.S. Treasury securities$221,946,00033
U.S. Government agency obligations$52,674,137,0001
Securities issued by states & political subdivisions$2,933,497,0004
Other domestic debt securities$4,070,568,00011
Privately issued residential mortgage-backed securities$3,050,080,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$148,400,00034
Structured financial products - TotalNANA
Other domestic debt securities - All other$872,088,0009
Foreign debt securities$1,936,380,0005
Equity securities$1,539,277,0001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,753,745,0004
Mortgage-backed securities$55,586,662,0001
Certificates of participation in pools of residential mortgages$53,983,546,0001
Issued or guaranteed by U.S.$51,569,905,0001
Privately issued$2,413,641,0002
Collaterized mortgage obligations$1,603,116,00048
CMOs issued by government agencies or sponsored agencies$966,677,00052
Privately issued$636,439,00028
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$504,452,00048
Available-for-sale securities (fair market value)$62,871,353,0003
Total debt securities$61,836,528,0003
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$71,669,787,0002
Revaluation gains on off-balance sheet contracts$34,788,660,0002
Revaluation losses on off-balance sheet contracts$26,664,396,0003
2003-06-30Rank
Total securities$112,926,000,0001
U.S. Government securities$102,525,000,0001
U.S. Treasury securities$238,000,00028
U.S. Government agency obligations$102,287,000,0001
Securities issued by states & political subdivisions$3,035,000,0004
Other domestic debt securities$4,208,000,00011
Privately issued residential mortgage-backed securities$3,516,000,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$209,000,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$483,000,00019
Foreign debt securities$1,879,000,0005
Equity securities$1,279,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$61,079,000,0002
Mortgage-backed securities$105,768,000,0001
Certificates of participation in pools of residential mortgages$103,667,000,0001
Issued or guaranteed by U.S.$100,891,000,0001
Privately issued$2,776,000,0002
Collaterized mortgage obligations$2,101,000,00040
CMOs issued by government agencies or sponsored agencies$1,361,000,00039
Privately issued$740,000,00022
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$262,000,00091
Available-for-sale securities (fair market value)$112,664,000,0001
Total debt securities$111,647,000,0001
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$75,785,000,0002
Revaluation gains on off-balance sheet contracts$37,364,000,0002
Revaluation losses on off-balance sheet contracts$24,958,000,0002
2003-03-31Rank
Total securities$75,129,000,0003
U.S. Government securities$63,628,000,0002
U.S. Treasury securities$248,000,00033
U.S. Government agency obligations$63,380,000,0001
Securities issued by states & political subdivisions$2,534,000,0004
Other domestic debt securities$4,669,000,00011
Privately issued residential mortgage-backed securities$4,008,000,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$218,000,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$443,000,00022
Foreign debt securities$2,795,000,0005
Equity securities$1,503,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,053,000,0004
Mortgage-backed securities$67,373,000,0001
Certificates of participation in pools of residential mortgages$65,118,000,0001
Issued or guaranteed by U.S.$61,972,000,0001
Privately issued$3,146,000,0002
Collaterized mortgage obligations$2,255,000,00037
CMOs issued by government agencies or sponsored agencies$1,393,000,00038
Privately issued$862,000,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$915,000,00027
Available-for-sale securities (fair market value)$74,214,000,0003
Total debt securities$73,626,000,0003
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$69,409,000,0002
Revaluation gains on off-balance sheet contracts$31,463,000,0002
Revaluation losses on off-balance sheet contracts$23,831,000,0003
2002-12-31Rank
Total securities$68,649,000,0004
U.S. Government securities$54,917,000,0002
U.S. Treasury securities$213,000,00034
U.S. Government agency obligations$54,704,000,0001
Securities issued by states & political subdivisions$3,114,000,0003
Other domestic debt securities$5,167,000,00011
Privately issued residential mortgage-backed securities$4,543,000,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$248,000,00025
Structured financial products - TotalNANA
Other domestic debt securities - All other$376,000,00027
Foreign debt securities$2,905,000,0005
Equity securities$2,546,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,825,000,0003
Mortgage-backed securities$59,246,000,0001
Certificates of participation in pools of residential mortgages$56,825,000,0001
Issued or guaranteed by U.S.$53,289,000,0001
Privately issued$3,536,000,0002
Collaterized mortgage obligations$2,421,000,00033
CMOs issued by government agencies or sponsored agencies$1,414,000,00035
Privately issued$1,007,000,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,014,000,00026
Available-for-sale securities (fair market value)$67,635,000,0004
Total debt securities$66,101,000,0004
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$66,439,000,0002
Revaluation gains on off-balance sheet contracts$30,931,000,0002
Revaluation losses on off-balance sheet contracts$24,125,000,0003
2001-12-31Rank
Total securities$83,295,000,0001
U.S. Government securities$54,244,000,0001
U.S. Treasury securities$717,000,0009
U.S. Government agency obligations$53,527,000,0001
Securities issued by states & political subdivisions$2,436,000,0003
Other domestic debt securities$20,705,000,0002
Privately issued residential mortgage-backed securities$19,625,000,0001
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$49,000,00053
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,031,000,0005
Foreign debt securities$3,893,000,0004
Equity securities$2,017,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,397,000,0002
Mortgage-backed securities$72,940,000,0001
Certificates of participation in pools of residential mortgages$40,839,000,0001
Issued or guaranteed by U.S.$23,458,000,0003
Privately issued$17,381,000,0001
Collaterized mortgage obligations$32,101,000,0001
CMOs issued by government agencies or sponsored agencies$29,857,000,0001
Privately issued$2,244,000,0008
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,036,000,00022
Available-for-sale securities (fair market value)$82,259,000,0001
Total debt securities$81,278,000,0001
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$45,149,000,0002
Revaluation gains on off-balance sheet contracts$21,780,000,0003
Revaluation losses on off-balance sheet contracts$15,307,000,0003
2000-12-31Rank
Total securities$63,762,000,0002
U.S. Government securities$50,672,000,0002
U.S. Treasury securities$14,171,000,0001
U.S. Government agency obligations$36,501,000,0003
Securities issued by states & political subdivisions$1,848,000,0004
Other domestic debt securities$3,521,000,00011
Privately issued residential mortgage-backed securities$2,984,000,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$537,000,00027
Foreign debt securities$4,690,000,0003
Equity securities$3,031,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,638,000,0002
Mortgage-backed securities$37,251,000,0003
Certificates of participation in pools of residential mortgages$27,096,000,0002
Issued or guaranteed by U.S.$27,096,000,0002
Privately issued$0308
Collaterized mortgage obligations$10,155,000,0003
CMOs issued by government agencies or sponsored agencies$7,171,000,0003
Privately issued$2,984,000,0005
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,139,000,00032
Available-for-sale securities (fair market value)$62,623,000,0002
Total debt securities$60,731,000,0002
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$40,953,000,0003
Revaluation gains on off-balance sheet contracts$16,206,000,0004
Revaluation losses on off-balance sheet contracts$22,253,000,0004
1999-12-31Rank
Total securities$78,877,000,0001
U.S. Government securities$66,022,000,0001
U.S. Treasury securities$22,247,000,0001
U.S. Government agency obligations$43,775,000,0002
Securities issued by states & political subdivisions$2,441,000,0002
Other domestic debt securities$4,154,000,0006
Privately issued residential mortgage-backed securities$3,696,000,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$458,000,00034
Foreign debt securities$4,999,000,0003
Equity securities$1,261,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$65,830,000,0001
Mortgage-backed securities$41,864,000,0002
Certificates of participation in pools of residential mortgages$29,886,000,0001
Issued or guaranteed by U.S.$29,715,000,0001
Privately issued$171,000,00013
Collaterized mortgage obligations$11,978,000,0002
CMOs issued by government agencies or sponsored agencies$8,453,000,0003
Privately issued$3,525,000,0002
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,326,000,00027
Available-for-sale securities (fair market value)$77,551,000,0001
Total debt securities$77,616,000,0001
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$36,354,000,0003
Revaluation gains on off-balance sheet contracts$17,984,000,0004
Revaluation losses on off-balance sheet contracts$19,929,000,0004
1998-12-31Rank
Total securities$17,190,000,0007
U.S. Government securities$9,450,000,0008
U.S. Treasury securities$223,000,00070
U.S. Government agency obligations$9,227,000,0008
Securities issued by states & political subdivisions$287,000,00030
Other domestic debt securities$1,866,000,00015
Privately issued residential mortgage-backed securities$1,222,000,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$644,000,00015
Foreign debt securities$3,785,000,0003
Equity securities$1,802,000,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,603,000,00010
Mortgage-backed securities$9,718,000,0008
Certificates of participation in pools of residential mortgages$7,411,000,0007
Issued or guaranteed by U.S.$7,404,000,0007
Privately issued$7,000,00079
Collaterized mortgage obligations$2,307,000,00018
CMOs issued by government agencies or sponsored agencies$1,092,000,00027
Privately issued$1,215,000,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,159,000,00035
Available-for-sale securities (fair market value)$16,031,000,0006
Total debt securities$15,388,000,0008
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$18,130,000,0006
Revaluation gains on off-balance sheet contracts$9,333,000,0005
Revaluation losses on off-balance sheet contracts$9,206,000,0005
1997-12-31Rank
Total securities$14,567,000,0008
U.S. Government securities$8,519,000,0007
U.S. Treasury securities$1,138,000,00017
U.S. Government agency obligations$7,381,000,0008
Securities issued by states & political subdivisions$331,000,00020
Other domestic debt securities$612,000,00033
Privately issued residential mortgage-backed securities$13,000,000210
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$599,000,00013
Foreign debt securities$3,777,000,0004
Equity securities$1,328,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,414,000,0006
Mortgage-backed securities$7,386,000,0008
Certificates of participation in pools of residential mortgages$6,238,000,0008
Issued or guaranteed by U.S.$6,231,000,0007
Privately issued$7,000,000102
Collaterized mortgage obligations$1,148,000,00032
CMOs issued by government agencies or sponsored agencies$1,142,000,00021
Privately issued$6,000,000213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,990,000,0007
Available-for-sale securities (fair market value)$11,577,000,0007
Total debt securities$13,237,000,0008
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$20,396,000,0005
Revaluation gains on off-balance sheet contracts$10,928,000,0005
Revaluation losses on off-balance sheet contracts$10,518,000,0005
1996-12-31Rank
Total securities$11,063,000,0007
U.S. Government securities$5,301,000,00011
U.S. Treasury securities$738,000,00030
U.S. Government agency obligations$4,563,000,0009
Securities issued by states & political subdivisions$317,000,00022
Other domestic debt securities$458,000,00041
Privately issued residential mortgage-backed securities$9,000,000265
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$449,000,00016
Foreign debt securities$4,133,000,0003
Equity securities$854,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,729,000,00020
Mortgage-backed securities$4,572,000,00011
Certificates of participation in pools of residential mortgages$3,930,000,00011
Issued or guaranteed by U.S.$3,921,000,0009
Privately issued$9,000,000110
Collaterized mortgage obligations$642,000,00050
CMOs issued by government agencies or sponsored agencies$642,000,00037
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)$2,769,000,00010
Available-for-sale securities (fair market value)$8,294,000,0009
Total debt securities$10,208,000,0007
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$15,431,000,0005
Revaluation gains on off-balance sheet contracts$7,605,000,0005
Revaluation losses on off-balance sheet contracts$7,574,000,0005
1995-12-31Rank
Total securities$8,972,000,00010
U.S. Government securities$4,068,000,00021
U.S. Treasury securities$662,000,00043
U.S. Government agency obligations$3,406,000,00018
Securities issued by states & political subdivisions$317,000,00020
Other domestic debt securities$556,000,00038
Privately issued residential mortgage-backed securities$2,000,000624
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$554,000,00014
Foreign debt securities$3,620,000,0004
Equity securities$411,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,273,000,00011
Mortgage-backed securities$3,408,000,00023
Certificates of participation in pools of residential mortgages$3,070,000,00017
Issued or guaranteed by U.S.$3,068,000,00014
Privately issued$2,000,000231
Collaterized mortgage obligations$338,000,000112
CMOs issued by government agencies or sponsored agencies$338,000,00093
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)$2,998,000,0008
Available-for-sale securities (fair market value)$5,974,000,00012
Total debt securities$8,558,000,00010
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$13,696,000,0005
Revaluation gains on off-balance sheet contracts$7,536,000,0006
Revaluation losses on off-balance sheet contracts$8,062,000,0006
1994-12-31Rank
Total securities$8,348,000,00010
U.S. Government securities$3,687,000,00022
U.S. Treasury securities$337,000,000122
U.S. Government agency obligations$3,350,000,00015
Securities issued by states & political subdivisions$312,000,00023
Other domestic debt securities$239,000,00085
Privately issued residential mortgage-backed securities$2,000,000654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$237,000,00032
Foreign debt securities$3,701,000,0003
Equity securities$409,000,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,978,000,0004
Mortgage-backed securities$3,352,000,00019
Certificates of participation in pools of residential mortgages$3,161,000,00013
Issued or guaranteed by U.S.$3,159,000,00011
Privately issued$2,000,000216
Collaterized mortgage obligations$191,000,000196
CMOs issued by government agencies or sponsored agencies$191,000,000174
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)$4,171,000,00013
Available-for-sale securities (fair market value)$4,177,000,0006
Total debt securities$7,939,000,00010
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$10,690,000,0006
Revaluation gains on off-balance sheet contracts$5,896,000,0006
Revaluation losses on off-balance sheet contracts$6,225,000,0006
1993-12-31Rank
Total securities$8,196,000,0008
U.S. Government securities$5,929,000,0009
U.S. Treasury securities$734,000,00067
U.S. Government agency obligations$5,195,000,0007
Securities issued by states & political subdivisions$318,000,00025
Other domestic debt securities$246,000,00082
Privately issued residential mortgage-backed securities$4,000,000576
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$242,000,00034
Foreign debt securities$1,280,000,0007
Equity securities$423,000,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,811,000,0005
Mortgage-backed securities$5,199,000,0009
Certificates of participation in pools of residential mortgages$4,695,000,0006
Issued or guaranteed by U.S.$4,691,000,0004
Privately issued$4,000,000237
Collaterized mortgage obligations$504,000,00078
CMOs issued by government agencies or sponsored agencies$504,000,00071
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$7,773,000,0008
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$6,208,000,0006
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$6,602,000,00010
U.S. Government securities$4,803,000,00011
U.S. Treasury securities$16,000,0002,337
U.S. Government agency obligations$4,787,000,0007
Securities issued by states & political subdivisions$321,000,00020
Other domestic debt securities$366,000,00053
Privately issued residential mortgage-backed securities$13,000,000359
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$353,000,00020
Foreign debt securities$706,000,0007
Equity securities$406,000,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,598,000,0005
Mortgage-backed securities$4,800,000,00010
Certificates of participation in pools of residential mortgages$4,270,000,0006
Issued or guaranteed by U.S.$4,265,000,0003
Privately issued$5,000,000246
Collaterized mortgage obligations$530,000,00063
CMOs issued by government agencies or sponsored agencies$522,000,00054
Privately issued$8,000,000319
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$6,196,000,00012
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$3,238,000,0005
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA