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Bank of England, Securities

2022-06-30Rank
Total securities$43,623,0002,981
U.S. Government securities$27,963,0002,769
U.S. Treasury securities$02,920
U.S. Government agency obligations$27,963,0002,335
Securities issued by states & political subdivisions$15,660,0002,228
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,706,0001,675
Mortgage-backed securities$648,0003,751
Certificates of participation in pools of residential mortgages$648,0003,556
Issued or guaranteed by U.S.$648,0003,464
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$15,660,000834
Available-for-sale securities (fair market value)$27,963,0003,222
Total debt securities$43,623,0002,962
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$39,012,0003,085
U.S. Government securities$24,700,0002,847
U.S. Treasury securities$02,666
U.S. Government agency obligations$24,700,0002,469
Securities issued by states & political subdivisions$14,312,0002,342
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,189,0001,644
Mortgage-backed securities$675,0003,764
Certificates of participation in pools of residential mortgages$675,0003,568
Issued or guaranteed by U.S.$675,0003,475
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$14,312,000776
Available-for-sale securities (fair market value)$24,700,0003,325
Total debt securities$39,013,0003,070
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$41,678,0002,915
U.S. Government securities$23,420,0002,761
U.S. Treasury securities$02,212
U.S. Government agency obligations$23,420,0002,505
Securities issued by states & political subdivisions$18,258,0002,146
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,882,0001,578
Mortgage-backed securities$731,0003,768
Certificates of participation in pools of residential mortgages$731,0003,572
Issued or guaranteed by U.S.$731,0003,475
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$18,258,000611
Available-for-sale securities (fair market value)$23,420,0003,328
Total debt securities$41,678,0002,898
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$37,767,0002,986
U.S. Government securities$25,812,0002,575
U.S. Treasury securities$02,008
U.S. Government agency obligations$25,812,0002,385
Securities issued by states & political subdivisions$11,955,0002,521
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,401,0001,461
Mortgage-backed securities$956,0003,776
Certificates of participation in pools of residential mortgages$956,0003,539
Issued or guaranteed by U.S.$956,0003,450
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$11,955,000689
Available-for-sale securities (fair market value)$25,812,0003,203
Total debt securities$37,767,0002,965
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$38,963,0002,884
U.S. Government securities$26,809,0002,469
U.S. Treasury securities$01,913
U.S. Government agency obligations$26,809,0002,295
Securities issued by states & political subdivisions$12,154,0002,490
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,523,0001,399
Mortgage-backed securities$957,0003,792
Certificates of participation in pools of residential mortgages$957,0003,553
Issued or guaranteed by U.S.$957,0003,460
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$12,154,000660
Available-for-sale securities (fair market value)$26,809,0003,137
Total debt securities$38,963,0002,867
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$42,054,0002,688
U.S. Government securities$29,897,0002,210
U.S. Treasury securities$01,631
U.S. Government agency obligations$29,897,0002,067
Securities issued by states & political subdivisions$12,157,0002,439
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,125,0001,328
Mortgage-backed securities$967,0003,794
Certificates of participation in pools of residential mortgages$967,0003,563
Issued or guaranteed by U.S.$967,0003,471
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$12,157,000631
Available-for-sale securities (fair market value)$29,897,0002,914
Total debt securities$42,054,0002,673
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$44,730,0002,491
U.S. Government securities$31,485,0002,021
U.S. Treasury securities$01,194
U.S. Government agency obligations$31,485,0001,914
Securities issued by states & political subdivisions$13,245,0002,319
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,741,0001,250
Mortgage-backed securities$982,0003,782
Certificates of participation in pools of residential mortgages$982,0003,529
Issued or guaranteed by U.S.$982,0003,443
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$13,245,000583
Available-for-sale securities (fair market value)$31,485,0002,771
Total debt securities$44,730,0002,467
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$43,240,0002,445
U.S. Government securities$29,532,0002,020
U.S. Treasury securities$01,216
U.S. Government agency obligations$29,532,0001,918
Securities issued by states & political subdivisions$13,708,0002,185
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,044,0001,219
Mortgage-backed securities$985,0003,794
Certificates of participation in pools of residential mortgages$985,0003,536
Issued or guaranteed by U.S.$985,0003,448
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$13,708,000562
Available-for-sale securities (fair market value)$29,532,0002,742
Total debt securities$43,240,0002,418
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$46,041,0002,287
U.S. Government securities$30,556,0001,984
U.S. Treasury securities$01,251
U.S. Government agency obligations$30,556,0001,882
Securities issued by states & political subdivisions$15,485,0001,986
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$42,274,0001,179
Mortgage-backed securities$988,0003,800
Certificates of participation in pools of residential mortgages$988,0003,532
Issued or guaranteed by U.S.$988,0003,438
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$15,485,000538
Available-for-sale securities (fair market value)$30,556,0002,676
Total debt securities$46,040,0002,263
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$43,760,0002,284
U.S. Government securities$27,521,0002,114
U.S. Treasury securities$01,297
U.S. Government agency obligations$27,521,0002,004
Securities issued by states & political subdivisions$16,239,0001,786
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,077,0001,388
Mortgage-backed securities$994,0003,817
Certificates of participation in pools of residential mortgages$994,0003,535
Issued or guaranteed by U.S.$994,0003,434
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$16,239,000543
Available-for-sale securities (fair market value)$27,521,0002,761
Total debt securities$43,760,0002,267
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$44,445,0002,286
U.S. Government securities$27,690,0002,151
U.S. Treasury securities$01,363
U.S. Government agency obligations$27,690,0002,040
Securities issued by states & political subdivisions$16,755,0001,732
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,812,0001,424
Mortgage-backed securities$975,0003,820
Certificates of participation in pools of residential mortgages$975,0003,530
Issued or guaranteed by U.S.$975,0003,438
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$16,755,000572
Available-for-sale securities (fair market value)$27,690,0002,789
Total debt securities$44,445,0002,270
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$36,146,0002,607
U.S. Government securities$23,685,0002,369
U.S. Treasury securities$01,429
U.S. Government agency obligations$23,685,0002,246
Securities issued by states & political subdivisions$12,461,0002,081
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,706,0001,466
Mortgage-backed securities$1,232,0003,785
Certificates of participation in pools of residential mortgages$1,232,0003,461
Issued or guaranteed by U.S.$1,232,0003,371
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$12,461,000685
Available-for-sale securities (fair market value)$23,685,0002,963
Total debt securities$36,053,0002,592
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$33,239,0002,776
U.S. Government securities$22,152,0002,503
U.S. Treasury securities$01,467
U.S. Government agency obligations$22,152,0002,376
Securities issued by states & political subdivisions$11,087,0002,247
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,750,0001,665
Mortgage-backed securities$1,245,0003,779
Certificates of participation in pools of residential mortgages$1,245,0003,466
Issued or guaranteed by U.S.$1,245,0003,384
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$11,087,000747
Available-for-sale securities (fair market value)$22,152,0003,083
Total debt securities$33,146,0002,759
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$29,767,0002,971
U.S. Government securities$18,221,0002,811
U.S. Treasury securities$01,516
U.S. Government agency obligations$18,221,0002,655
Securities issued by states & political subdivisions$11,546,0002,274
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,893,0001,722
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$11,546,000751
Available-for-sale securities (fair market value)$18,221,0003,370
Total debt securities$29,674,0002,960
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$25,727,0003,208
U.S. Government securities$15,203,0003,064
U.S. Treasury securities$01,513
U.S. Government agency obligations$15,203,0002,891
Securities issued by states & political subdivisions$10,524,0002,425
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,354,0001,912
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$10,524,000821
Available-for-sale securities (fair market value)$15,203,0003,610
Total debt securities$25,634,0003,196
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$26,639,0003,175
U.S. Government securities$14,021,0003,219
U.S. Treasury securities$01,500
U.S. Government agency obligations$14,021,0003,054
Securities issued by states & political subdivisions$12,618,0002,246
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,493,0002,417
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$12,618,000779
Available-for-sale securities (fair market value)$14,021,0003,723
Total debt securities$26,546,0003,159
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$19,653,0003,653
U.S. Government securities$7,035,0003,984
U.S. Treasury securities$01,475
U.S. Government agency obligations$7,035,0003,832
Securities issued by states & political subdivisions$12,618,0002,303
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,498,0002,451
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$12,618,000786
Available-for-sale securities (fair market value)$7,035,0004,379
Total debt securities$19,560,0003,635
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$19,693,0003,698
U.S. Government securities$7,034,0004,053
U.S. Treasury securities$01,426
U.S. Government agency obligations$7,034,0003,903
Securities issued by states & political subdivisions$12,659,0002,331
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,651,0002,565
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$12,659,000801
Available-for-sale securities (fair market value)$7,034,0004,426
Total debt securities$19,600,0003,676
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$18,840,0003,805
U.S. Government securities$6,055,0004,252
U.S. Treasury securities$01,328
U.S. Government agency obligations$6,055,0004,114
Securities issued by states & political subdivisions$12,785,0002,390
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,023,0002,655
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$12,785,000816
Available-for-sale securities (fair market value)$6,055,0004,582
Total debt securities$18,747,0003,792
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$19,356,0003,804
U.S. Government securities$7,082,0004,135
U.S. Treasury securities$01,313
U.S. Government agency obligations$7,082,0003,995
Securities issued by states & political subdivisions$12,274,0002,463
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,381,0002,647
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$12,274,000867
Available-for-sale securities (fair market value)$7,082,0004,531
Total debt securities$19,227,0003,785
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$21,194,0003,740
U.S. Government securities$8,045,0004,060
U.S. Treasury securities$01,351
U.S. Government agency obligations$8,045,0003,928
Securities issued by states & political subdivisions$13,149,0002,411
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,052,0002,361
Mortgage-backed securities$459,0004,361
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$459,0001,347
Commercial mortgage pass-through securities$459,000955
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$13,149,000848
Available-for-sale securities (fair market value)$8,045,0004,479
Total debt securities$21,065,0003,729
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$19,895,0003,866
U.S. Government securities$6,457,0004,362
U.S. Treasury securities$01,390
U.S. Government agency obligations$6,457,0004,225
Securities issued by states & political subdivisions$13,438,0002,402
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,639,0002,411
Mortgage-backed securities$471,0004,420
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$471,0001,312
Commercial mortgage pass-through securities$471,000899
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$13,438,000860
Available-for-sale securities (fair market value)$6,457,0004,680
Total debt securities$19,766,0003,853
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$17,480,0004,045
U.S. Government securities$3,477,0004,797
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,477,0004,680
Securities issued by states & political subdivisions$14,003,0002,363
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,008,0002,387
Mortgage-backed securities$482,0004,446
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$482,0001,258
Commercial mortgage pass-through securities$482,000866
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$14,003,000843
Available-for-sale securities (fair market value)$3,477,0005,013
Total debt securities$17,310,0004,031
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$17,066,0004,090
U.S. Government securities$2,513,0005,022
U.S. Treasury securities$01,214
U.S. Government agency obligations$2,513,0004,916
Securities issued by states & political subdivisions$14,553,0002,315
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,788,0002,482
Mortgage-backed securities$505,0004,474
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$505,0001,193
Commercial mortgage pass-through securities$505,000788
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$14,553,000835
Available-for-sale securities (fair market value)$2,513,0005,161
Total debt securities$16,796,0004,083
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$23,339,0003,698
U.S. Government securities$8,407,0004,162
U.S. Treasury securities$01,253
U.S. Government agency obligations$8,407,0004,042
Securities issued by states & political subdivisions$14,932,0002,290
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,517,0002,459
Mortgage-backed securities$6,407,0003,274
Certificates of participation in pools of residential mortgages$4,156,0003,193
Issued or guaranteed by U.S.$4,156,0003,189
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$2,251,000783
Commercial mortgage pass-through securities$2,251,000477
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$14,932,000849
Available-for-sale securities (fair market value)$8,407,0004,581
Total debt securities$23,006,0003,693
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$29,902,0003,335
U.S. Government securities$14,176,0003,565
U.S. Treasury securities$01,296
U.S. Government agency obligations$14,176,0003,439
Securities issued by states & political subdivisions$15,726,0002,202
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,855,0002,450
Mortgage-backed securities$10,172,0002,832
Certificates of participation in pools of residential mortgages$5,527,0002,950
Issued or guaranteed by U.S.$5,527,0002,950
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$4,645,000601
Commercial mortgage pass-through securities$4,645,000345
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$15,726,000857
Available-for-sale securities (fair market value)$14,176,0004,110
Total debt securities$29,569,0003,336
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$29,315,0003,402
U.S. Government securities$14,463,0003,590
U.S. Treasury securities$01,367
U.S. Government agency obligations$14,463,0003,461
Securities issued by states & political subdivisions$14,852,0002,297
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,891,0002,475
Mortgage-backed securities$10,467,0002,790
Certificates of participation in pools of residential mortgages$5,918,0002,889
Issued or guaranteed by U.S.$5,918,0002,887
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$4,549,000563
Commercial mortgage pass-through securities$4,549,000330
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$14,852,000895
Available-for-sale securities (fair market value)$14,463,0004,130
Total debt securities$28,918,0003,402
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$25,321,0003,704
U.S. Government securities$10,375,0004,136
U.S. Treasury securities$01,303
U.S. Government agency obligations$10,375,0004,009
Securities issued by states & political subdivisions$14,946,0002,287
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,874,0002,506
Mortgage-backed securities$7,364,0003,205
Certificates of participation in pools of residential mortgages$5,036,0003,065
Issued or guaranteed by U.S.$5,036,0003,062
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$2,328,000702
Commercial mortgage pass-through securities$2,328,000425
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$14,946,000894
Available-for-sale securities (fair market value)$10,375,0004,588
Total debt securities$24,899,0003,712
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$24,818,0003,813
U.S. Government securities$10,501,0004,233
U.S. Treasury securities$01,348
U.S. Government agency obligations$10,501,0004,118
Securities issued by states & political subdivisions$14,317,0002,348
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,838,0002,527
Mortgage-backed securities$6,707,0003,372
Certificates of participation in pools of residential mortgages$4,448,0003,271
Issued or guaranteed by U.S.$4,448,0003,268
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$2,259,000669
Commercial mortgage pass-through securities$2,259,000406
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$14,317,000924
Available-for-sale securities (fair market value)$10,501,0004,660
Total debt securities$24,396,0003,825
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$25,637,0003,808
U.S. Government securities$10,521,0004,305
U.S. Treasury securities$01,327
U.S. Government agency obligations$10,521,0004,183
Securities issued by states & political subdivisions$15,116,0002,249
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,070,0002,553
Mortgage-backed securities$6,725,0003,411
Certificates of participation in pools of residential mortgages$4,485,0003,342
Issued or guaranteed by U.S.$4,485,0003,340
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$2,240,000646
Commercial mortgage pass-through securities$2,240,000384
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$15,116,000898
Available-for-sale securities (fair market value)$10,521,0004,725
Total debt securities$25,205,0003,820
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$25,781,0003,842
U.S. Government securities$11,053,0004,305
U.S. Treasury securities$01,361
U.S. Government agency obligations$11,053,0004,194
Securities issued by states & political subdivisions$14,728,0002,289
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,705,0002,593
Mortgage-backed securities$7,287,0003,394
Certificates of participation in pools of residential mortgages$5,049,0003,274
Issued or guaranteed by U.S.$5,049,0003,270
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$2,238,000633
Commercial mortgage pass-through securities$2,238,000385
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$14,728,000923
Available-for-sale securities (fair market value)$11,053,0004,719
Total debt securities$25,197,0003,847
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$24,388,0004,043
U.S. Government securities$11,481,0004,357
U.S. Treasury securities$01,381
U.S. Government agency obligations$11,481,0004,248
Securities issued by states & political subdivisions$12,907,0002,498
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,353,0002,721
Mortgage-backed securities$7,738,0003,417
Certificates of participation in pools of residential mortgages$5,460,0003,272
Issued or guaranteed by U.S.$5,460,0003,269
Privately issued$073
Collaterized mortgage obligations$116,0003,335
CMOs issued by government agencies or sponsored agencies$116,0003,220
Privately issued$0821
Commercial mortgage-backed securities$2,162,000620
Commercial mortgage pass-through securities$2,162,000389
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$12,907,000987
Available-for-sale securities (fair market value)$11,481,0004,762
Total debt securities$23,624,0004,068
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$27,176,0003,855
U.S. Government securities$14,269,0004,080
U.S. Treasury securities$01,342
U.S. Government agency obligations$14,269,0003,964
Securities issued by states & political subdivisions$12,907,0002,507
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,755,0002,687
Mortgage-backed securities$8,555,0003,372
Certificates of participation in pools of residential mortgages$5,522,0003,331
Issued or guaranteed by U.S.$5,522,0003,331
Privately issued$075
Collaterized mortgage obligations$925,0002,897
CMOs issued by government agencies or sponsored agencies$925,0002,797
Privately issued$0840
Commercial mortgage-backed securities$2,108,000628
Commercial mortgage pass-through securities$2,108,000403
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$12,907,0001,000
Available-for-sale securities (fair market value)$14,269,0004,546
Total debt securities$26,411,0003,884
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$24,895,0004,066
U.S. Government securities$11,335,0004,474
U.S. Treasury securities$01,198
U.S. Government agency obligations$11,335,0004,374
Securities issued by states & political subdivisions$13,560,0002,453
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,259,0002,659
Mortgage-backed securities$5,680,0003,814
Certificates of participation in pools of residential mortgages$3,836,0003,732
Issued or guaranteed by U.S.$3,836,0003,732
Privately issued$076
Collaterized mortgage obligations$1,004,0002,875
CMOs issued by government agencies or sponsored agencies$1,004,0002,775
Privately issued$0874
Commercial mortgage-backed securities$840,000808
Commercial mortgage pass-through securities$840,000558
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$13,560,000963
Available-for-sale securities (fair market value)$11,335,0004,883
Total debt securities$24,128,0004,095
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$24,331,0004,114
U.S. Government securities$9,990,0004,635
U.S. Treasury securities$01,131
U.S. Government agency obligations$9,990,0004,538
Securities issued by states & political subdivisions$14,341,0002,365
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,033,0002,680
Mortgage-backed securities$4,387,0004,066
Certificates of participation in pools of residential mortgages$2,585,0004,095
Issued or guaranteed by U.S.$2,585,0004,090
Privately issued$081
Collaterized mortgage obligations$1,025,0002,855
CMOs issued by government agencies or sponsored agencies$1,025,0002,751
Privately issued$0906
Commercial mortgage-backed securities$777,000766
Commercial mortgage pass-through securities$777,000522
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$14,341,000926
Available-for-sale securities (fair market value)$9,990,0005,048
Total debt securities$23,555,0004,148
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$19,489,0004,550
U.S. Government securities$6,496,0005,231
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,496,0005,134
Securities issued by states & political subdivisions$12,993,0002,493
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,464,0002,608
Mortgage-backed securities$1,137,0004,906
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$1,137,0002,847
CMOs issued by government agencies or sponsored agencies$1,137,0002,738
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$12,993,000940
Available-for-sale securities (fair market value)$6,496,0005,486
Total debt securities$18,636,0004,604
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$19,494,0004,545
U.S. Government securities$5,630,0005,387
U.S. Treasury securities$01,152
U.S. Government agency obligations$5,630,0005,279
Securities issued by states & political subdivisions$13,864,0002,390
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,875,0002,753
Mortgage-backed securities$1,258,0004,875
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$1,258,0002,824
CMOs issued by government agencies or sponsored agencies$1,258,0002,709
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$13,864,000862
Available-for-sale securities (fair market value)$5,630,0005,623
Total debt securities$18,609,0004,590
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$21,732,0004,353
U.S. Government securities$6,535,0005,272
U.S. Treasury securities$01,161
U.S. Government agency obligations$6,535,0005,157
Securities issued by states & political subdivisions$15,197,0002,242
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,813,0002,803
Mortgage-backed securities$1,525,0004,847
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$1,525,0002,784
CMOs issued by government agencies or sponsored agencies$1,525,0002,670
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$15,197,000780
Available-for-sale securities (fair market value)$6,535,0005,571
Total debt securities$19,949,0004,487
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$22,378,0004,265
U.S. Government securities$6,661,0005,245
U.S. Treasury securities$01,135
U.S. Government agency obligations$6,661,0005,136
Securities issued by states & political subdivisions$15,717,0002,162
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,262,0002,744
Mortgage-backed securities$1,655,0004,848
Certificates of participation in pools of residential mortgages$3,0005,550
Issued or guaranteed by U.S.$3,0005,544
Privately issued$085
Collaterized mortgage obligations$1,652,0002,781
CMOs issued by government agencies or sponsored agencies$1,652,0002,665
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$15,717,000768
Available-for-sale securities (fair market value)$6,661,0005,567
Total debt securities$21,805,0004,288
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$22,862,0004,267
U.S. Government securities$6,934,0005,301
U.S. Treasury securities$01,086
U.S. Government agency obligations$6,934,0005,206
Securities issued by states & political subdivisions$15,928,0002,116
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,639,0002,604
Mortgage-backed securities$1,932,0004,884
Certificates of participation in pools of residential mortgages$3,0005,651
Issued or guaranteed by U.S.$3,0005,640
Privately issued$088
Collaterized mortgage obligations$1,929,0002,773
CMOs issued by government agencies or sponsored agencies$1,929,0002,655
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$15,928,000770
Available-for-sale securities (fair market value)$6,934,0005,625
Total debt securities$22,188,0004,289
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$26,648,0003,962
U.S. Government securities$11,384,0004,684
U.S. Treasury securities$01,068
U.S. Government agency obligations$11,384,0004,591
Securities issued by states & political subdivisions$15,264,0002,116
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,795,0002,372
Mortgage-backed securities$2,864,0004,697
Certificates of participation in pools of residential mortgages$4,0005,678
Issued or guaranteed by U.S.$4,0005,668
Privately issued$094
Collaterized mortgage obligations$2,860,0002,551
CMOs issued by government agencies or sponsored agencies$2,860,0002,434
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$15,264,000785
Available-for-sale securities (fair market value)$11,384,0005,133
Total debt securities$25,888,0003,991
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$23,869,0004,263
U.S. Government securities$10,408,0004,905
U.S. Treasury securities$01,157
U.S. Government agency obligations$10,408,0004,806
Securities issued by states & political subdivisions$13,461,0002,247
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,430,0003,015
Mortgage-backed securities$3,401,0004,616
Certificates of participation in pools of residential mortgages$4,0005,718
Issued or guaranteed by U.S.$4,0005,709
Privately issued$094
Collaterized mortgage obligations$3,397,0002,445
CMOs issued by government agencies or sponsored agencies$3,397,0002,331
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$13,461,000854
Available-for-sale securities (fair market value)$10,408,0005,285
Total debt securities$23,110,0004,300
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$24,747,0004,116
U.S. Government securities$11,353,0004,724
U.S. Treasury securities$01,076
U.S. Government agency obligations$11,353,0004,634
Securities issued by states & political subdivisions$13,394,0002,203
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,422,0002,883
Mortgage-backed securities$4,352,0004,349
Certificates of participation in pools of residential mortgages$4,0005,722
Issued or guaranteed by U.S.$4,0005,711
Privately issued$0121
Collaterized mortgage obligations$4,348,0002,223
CMOs issued by government agencies or sponsored agencies$4,348,0002,046
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$13,394,000866
Available-for-sale securities (fair market value)$11,353,0005,144
Total debt securities$23,662,0004,196
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$31,468,0003,506
U.S. Government securities$18,224,0003,772
U.S. Treasury securities$01,126
U.S. Government agency obligations$18,224,0003,686
Securities issued by states & political subdivisions$13,244,0002,151
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,375,0002,175
Mortgage-backed securities$5,673,0004,073
Certificates of participation in pools of residential mortgages$5,0005,732
Issued or guaranteed by U.S.$5,0005,720
Privately issued$0132
Collaterized mortgage obligations$5,668,0001,995
CMOs issued by government agencies or sponsored agencies$5,668,0001,819
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$13,244,000864
Available-for-sale securities (fair market value)$18,224,0004,305
Total debt securities$30,198,0003,566
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$41,190,0002,940
U.S. Government securities$27,947,0002,941
U.S. Treasury securities$01,225
U.S. Government agency obligations$27,947,0002,855
Securities issued by states & political subdivisions$13,243,0002,106
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,177,0002,486
Mortgage-backed securities$5,861,0003,997
Certificates of participation in pools of residential mortgages$5,0005,754
Issued or guaranteed by U.S.$5,0005,747
Privately issued$0125
Collaterized mortgage obligations$5,856,0001,966
CMOs issued by government agencies or sponsored agencies$5,856,0001,778
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$13,243,000882
Available-for-sale securities (fair market value)$27,947,0003,485
Total debt securities$39,925,0002,989
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$30,332,0003,601
U.S. Government securities$17,490,0003,907
U.S. Treasury securities$01,272
U.S. Government agency obligations$17,490,0003,801
Securities issued by states & political subdivisions$12,842,0002,105
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,831,0002,946
Mortgage-backed securities$6,032,0003,888
Certificates of participation in pools of residential mortgages$5,0005,768
Issued or guaranteed by U.S.$5,0005,756
Privately issued$0136
Collaterized mortgage obligations$6,027,0001,864
CMOs issued by government agencies or sponsored agencies$6,027,0001,683
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$12,842,000909
Available-for-sale securities (fair market value)$17,490,0004,430
Total debt securities$29,427,0003,643
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$26,577,0003,770
U.S. Government securities$13,315,0004,343
U.S. Treasury securities$01,275
U.S. Government agency obligations$13,315,0004,214
Securities issued by states & political subdivisions$13,262,0002,037
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,021,0003,163
Mortgage-backed securities$6,431,0003,730
Certificates of participation in pools of residential mortgages$6,0005,757
Issued or guaranteed by U.S.$6,0005,746
Privately issued$0141
Collaterized mortgage obligations$6,425,0001,814
CMOs issued by government agencies or sponsored agencies$6,425,0001,616
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$13,262,000885
Available-for-sale securities (fair market value)$13,315,0004,821
Total debt securities$26,302,0003,762
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$22,733,0004,072
U.S. Government securities$10,731,0004,700
U.S. Treasury securities$01,180
U.S. Government agency obligations$10,731,0004,576
Securities issued by states & political subdivisions$12,002,0002,110
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,181,0003,028
Mortgage-backed securities$5,718,0003,864
Certificates of participation in pools of residential mortgages$7,0005,789
Issued or guaranteed by U.S.$7,0005,774
Privately issued$0141
Collaterized mortgage obligations$5,711,0001,871
CMOs issued by government agencies or sponsored agencies$5,711,0001,657
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$12,002,000953
Available-for-sale securities (fair market value)$10,731,0005,118
Total debt securities$22,348,0004,066
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$37,329,0003,000
U.S. Government securities$23,538,0003,131
U.S. Treasury securities$01,121
U.S. Government agency obligations$23,538,0003,047
Securities issued by states & political subdivisions$13,791,0001,808
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,126,0003,208
Mortgage-backed securities$5,787,0003,854
Certificates of participation in pools of residential mortgages$7,0005,844
Issued or guaranteed by U.S.$7,0005,832
Privately issued$0148
Collaterized mortgage obligations$5,780,0001,792
CMOs issued by government agencies or sponsored agencies$5,780,0001,560
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$13,791,000901
Available-for-sale securities (fair market value)$23,538,0003,673
Total debt securities$37,329,0002,971
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$34,007,0003,224
U.S. Government securities$20,921,0003,454
U.S. Treasury securities$01,130
U.S. Government agency obligations$20,921,0003,372
Securities issued by states & political subdivisions$13,086,0001,858
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,242,0001,732
Mortgage-backed securities$4,628,0004,185
Certificates of participation in pools of residential mortgages$7,0005,949
Issued or guaranteed by U.S.$7,0005,938
Privately issued$0145
Collaterized mortgage obligations$4,621,0001,917
CMOs issued by government agencies or sponsored agencies$4,621,0001,658
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$13,086,000936
Available-for-sale securities (fair market value)$20,921,0003,938
Total debt securities$34,007,0003,196
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$30,869,0003,422
U.S. Government securities$17,784,0003,765
U.S. Treasury securities$01,077
U.S. Government agency obligations$17,784,0003,690
Securities issued by states & political subdivisions$13,085,0001,861
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,526,0001,787
Mortgage-backed securities$7,0006,278
Certificates of participation in pools of residential mortgages$7,0006,009
Issued or guaranteed by U.S.$7,0005,995
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$13,085,000945
Available-for-sale securities (fair market value)$17,784,0004,236
Total debt securities$30,869,0003,391
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$25,311,0003,876
U.S. Government securities$12,027,0004,614
U.S. Treasury securities$01,047
U.S. Government agency obligations$12,027,0004,517
Securities issued by states & political subdivisions$13,284,0001,848
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,665,0002,101
Mortgage-backed securities$8,0006,354
Certificates of participation in pools of residential mortgages$8,0006,090
Issued or guaranteed by U.S.$8,0006,071
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$13,284,000958
Available-for-sale securities (fair market value)$12,027,0005,018
Total debt securities$24,996,0003,873
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$24,734,0003,899
U.S. Government securities$11,416,0004,729
U.S. Treasury securities$01,036
U.S. Government agency obligations$11,416,0004,635
Securities issued by states & political subdivisions$13,318,0001,793
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,091,0002,321
Mortgage-backed securities$8,0006,413
Certificates of participation in pools of residential mortgages$8,0006,144
Issued or guaranteed by U.S.$8,0006,122
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$13,318,000968
Available-for-sale securities (fair market value)$11,416,0005,102
Total debt securities$24,419,0003,892
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$25,930,0003,810
U.S. Government securities$12,556,0004,605
U.S. Treasury securities$0981
U.S. Government agency obligations$12,556,0004,522
Securities issued by states & political subdivisions$13,374,0001,703
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,686,0002,297
Mortgage-backed securities$8,0006,465
Certificates of participation in pools of residential mortgages$8,0006,206
Issued or guaranteed by U.S.$8,0006,188
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,374,000976
Available-for-sale securities (fair market value)$12,556,0004,973
Total debt securities$25,615,0003,798
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$26,172,0003,776
U.S. Government securities$14,116,0004,383
U.S. Treasury securities$0973
U.S. Government agency obligations$14,116,0004,304
Securities issued by states & political subdivisions$12,056,0001,802
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,376,0002,438
Mortgage-backed securities$9,0006,487
Certificates of participation in pools of residential mortgages$9,0006,229
Issued or guaranteed by U.S.$9,0006,207
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,056,0001,037
Available-for-sale securities (fair market value)$14,116,0004,744
Total debt securities$25,857,0003,767
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$25,207,0003,795
U.S. Government securities$12,923,0004,553
U.S. Treasury securities$01,019
U.S. Government agency obligations$12,923,0004,471
Securities issued by states & political subdivisions$12,284,0001,748
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,570,0002,479
Mortgage-backed securities$9,0006,512
Certificates of participation in pools of residential mortgages$9,0006,265
Issued or guaranteed by U.S.$9,0006,244
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,284,0001,019
Available-for-sale securities (fair market value)$12,923,0004,854
Total debt securities$24,692,0003,814
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$23,238,0004,055
U.S. Government securities$10,956,0004,941
U.S. Treasury securities$01,021
U.S. Government agency obligations$10,956,0004,861
Securities issued by states & political subdivisions$12,282,0001,764
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,895,0002,173
Mortgage-backed securities$9,0006,533
Certificates of participation in pools of residential mortgages$9,0006,286
Issued or guaranteed by U.S.$9,0006,261
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,282,0001,009
Available-for-sale securities (fair market value)$10,956,0005,238
Total debt securities$23,238,0004,009
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$26,754,0003,714
U.S. Government securities$15,037,0004,230
U.S. Treasury securities$01,044
U.S. Government agency obligations$15,037,0004,156
Securities issued by states & political subdivisions$11,717,0001,831
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,987,0002,078
Mortgage-backed securities$12,0006,515
Certificates of participation in pools of residential mortgages$12,0006,255
Issued or guaranteed by U.S.$12,0006,224
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,717,0001,047
Available-for-sale securities (fair market value)$15,037,0004,620
Total debt securities$26,754,0003,665
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$28,212,0003,590
U.S. Government securities$16,196,0004,109
U.S. Treasury securities$01,146
U.S. Government agency obligations$16,196,0004,024
Securities issued by states & political subdivisions$12,016,0001,781
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,438,0002,180
Mortgage-backed securities$712,0005,557
Certificates of participation in pools of residential mortgages$712,0005,135
Issued or guaranteed by U.S.$712,0005,114
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,016,0001,089
Available-for-sale securities (fair market value)$16,196,0004,445
Total debt securities$28,212,0003,544
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$26,367,0003,745
U.S. Government securities$15,102,0004,344
U.S. Treasury securities$01,235
U.S. Government agency obligations$15,102,0004,249
Securities issued by states & political subdivisions$11,265,0001,833
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,056,0002,175
Mortgage-backed securities$702,0005,488
Certificates of participation in pools of residential mortgages$702,0005,034
Issued or guaranteed by U.S.$702,0005,017
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,265,0001,168
Available-for-sale securities (fair market value)$15,102,0004,596
Total debt securities$26,367,0003,693
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$26,370,0003,753
U.S. Government securities$15,945,0004,241
U.S. Treasury securities$01,362
U.S. Government agency obligations$15,945,0004,133
Securities issued by states & political subdivisions$10,425,0001,920
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,035,0002,023
Mortgage-backed securities$691,0005,500
Certificates of participation in pools of residential mortgages$691,0005,061
Issued or guaranteed by U.S.$691,0005,044
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,425,0001,231
Available-for-sale securities (fair market value)$15,945,0004,475
Total debt securities$26,370,0003,705
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$26,420,0003,756
U.S. Government securities$15,998,0004,260
U.S. Treasury securities$01,448
U.S. Government agency obligations$15,998,0004,159
Securities issued by states & political subdivisions$10,422,0001,927
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,876,0001,968
Mortgage-backed securities$708,0005,504
Certificates of participation in pools of residential mortgages$708,0005,066
Issued or guaranteed by U.S.$708,0005,047
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,422,0001,247
Available-for-sale securities (fair market value)$15,998,0004,491
Total debt securities$26,420,0003,708
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$26,105,0003,821
U.S. Government securities$15,929,0004,337
U.S. Treasury securities$01,498
U.S. Government agency obligations$15,929,0004,225
Securities issued by states & political subdivisions$10,176,0001,976
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,653,0001,988
Mortgage-backed securities$701,0005,522
Certificates of participation in pools of residential mortgages$701,0005,075
Issued or guaranteed by U.S.$701,0005,055
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,176,0001,293
Available-for-sale securities (fair market value)$15,929,0004,546
Total debt securities$26,105,0003,770
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$24,116,0004,068
U.S. Government securities$13,931,0004,721
U.S. Treasury securities$01,574
U.S. Government agency obligations$13,931,0004,590
Securities issued by states & political subdivisions$10,185,0001,977
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,649,0002,302
Mortgage-backed securities$698,0005,536
Certificates of participation in pools of residential mortgages$698,0005,093
Issued or guaranteed by U.S.$698,0005,069
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,185,0001,338
Available-for-sale securities (fair market value)$13,931,0004,848
Total debt securities$24,116,0004,010
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$26,382,0003,814
U.S. Government securities$16,689,0004,247
U.S. Treasury securities$01,634
U.S. Government agency obligations$16,689,0004,118
Securities issued by states & political subdivisions$9,693,0002,018
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,295,0001,916
Mortgage-backed securities$696,0005,575
Certificates of participation in pools of residential mortgages$696,0005,127
Issued or guaranteed by U.S.$696,0005,104
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,693,0001,397
Available-for-sale securities (fair market value)$16,689,0004,413
Total debt securities$26,382,0003,756
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$30,974,0003,477
U.S. Government securities$21,282,0003,631
U.S. Treasury securities$01,715
U.S. Government agency obligations$21,282,0003,518
Securities issued by states & political subdivisions$9,692,0002,000
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,092,0001,913
Mortgage-backed securities$720,0005,589
Certificates of participation in pools of residential mortgages$720,0005,137
Issued or guaranteed by U.S.$720,0005,117
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,692,0001,415
Available-for-sale securities (fair market value)$21,282,0003,847
Total debt securities$30,974,0003,423
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$30,532,0003,522
U.S. Government securities$21,356,0003,608
U.S. Treasury securities$01,737
U.S. Government agency obligations$21,356,0003,474
Securities issued by states & political subdivisions$9,176,0002,089
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,424,0002,177
Mortgage-backed securities$723,0005,618
Certificates of participation in pools of residential mortgages$723,0005,167
Issued or guaranteed by U.S.$723,0005,146
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$9,176,0001,491
Available-for-sale securities (fair market value)$21,356,0003,842
Total debt securities$30,532,0003,464
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$17,587,0004,964
U.S. Government securities$9,292,0005,727
U.S. Treasury securities$01,786
U.S. Government agency obligations$9,292,0005,586
Securities issued by states & political subdivisions$8,295,0002,242
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,420,0002,558
Mortgage-backed securities$23,0006,694
Certificates of participation in pools of residential mortgages$23,0006,370
Issued or guaranteed by U.S.$23,0006,353
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,295,0001,576
Available-for-sale securities (fair market value)$9,292,0005,760
Total debt securities$17,587,0004,914
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$17,801,0004,973
U.S. Government securities$9,407,0005,741
U.S. Treasury securities$01,839
U.S. Government agency obligations$9,407,0005,594
Securities issued by states & political subdivisions$8,394,0002,185
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,160,0002,588
Mortgage-backed securities$23,0006,737
Certificates of participation in pools of residential mortgages$23,0006,425
Issued or guaranteed by U.S.$23,0006,406
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,394,0001,583
Available-for-sale securities (fair market value)$9,407,0005,755
Total debt securities$17,801,0004,923
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$22,970,0004,332
U.S. Government securities$14,572,0004,689
U.S. Treasury securities$01,963
U.S. Government agency obligations$14,572,0004,548
Securities issued by states & political subdivisions$8,398,0002,197
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,585,0002,126
Mortgage-backed securities$24,0006,816
Certificates of participation in pools of residential mortgages$24,0006,501
Issued or guaranteed by U.S.$24,0006,483
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,669,0001,231
Available-for-sale securities (fair market value)$9,301,0005,848
Total debt securities$22,970,0004,278
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$23,437,0004,305
U.S. Government securities$14,680,0004,710
U.S. Treasury securities$01,963
U.S. Government agency obligations$14,680,0004,563
Securities issued by states & political subdivisions$8,757,0002,156
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,466,0002,015
Mortgage-backed securities$24,0006,871
Certificates of participation in pools of residential mortgages$24,0006,553
Issued or guaranteed by U.S.$24,0006,541
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,994,0001,210
Available-for-sale securities (fair market value)$9,443,0005,831
Total debt securities$23,437,0004,237
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$18,242,0004,969
U.S. Government securities$10,572,0005,566
U.S. Treasury securities$01,990
U.S. Government agency obligations$10,572,0005,407
Securities issued by states & political subdivisions$7,670,0002,398
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,237,0002,384
Mortgage-backed securities$24,0006,918
Certificates of participation in pools of residential mortgages$24,0006,594
Issued or guaranteed by U.S.$24,0006,580
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,670,0001,705
Available-for-sale securities (fair market value)$10,572,0005,617
Total debt securities$18,242,0004,900
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$16,981,0005,257
U.S. Government securities$9,312,0005,943
U.S. Treasury securities$02,098
U.S. Government agency obligations$9,312,0005,784
Securities issued by states & political subdivisions$7,669,0002,370
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,108,0002,624
Mortgage-backed securities$28,0006,971
Certificates of participation in pools of residential mortgages$28,0006,641
Issued or guaranteed by U.S.$28,0006,629
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,669,0001,719
Available-for-sale securities (fair market value)$9,312,0005,971
Total debt securities$16,981,0005,183
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$17,223,0005,169
U.S. Government securities$9,540,0005,855
U.S. Treasury securities$02,082
U.S. Government agency obligations$9,540,0005,699
Securities issued by states & political subdivisions$7,683,0002,397
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,229,0002,484
Mortgage-backed securities$31,0006,973
Certificates of participation in pools of residential mortgages$31,0006,634
Issued or guaranteed by U.S.$31,0006,619
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,683,0001,690
Available-for-sale securities (fair market value)$9,540,0005,928
Total debt securities$17,223,0005,089
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$19,769,0004,841
U.S. Government securities$11,500,0005,417
U.S. Treasury securities$02,227
U.S. Government agency obligations$11,500,0005,253
Securities issued by states & political subdivisions$8,269,0002,275
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,863,0002,584
Mortgage-backed securities$33,0007,001
Certificates of participation in pools of residential mortgages$33,0006,677
Issued or guaranteed by U.S.$33,0006,655
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,269,0001,630
Available-for-sale securities (fair market value)$11,500,0005,574
Total debt securities$19,769,0004,767
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$15,203,0005,509
U.S. Government securities$9,557,0005,733
U.S. Treasury securities$02,287
U.S. Government agency obligations$9,557,0005,561
Securities issued by states & political subdivisions$5,646,0002,884
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,774,0002,607
Mortgage-backed securities$36,0007,032
Certificates of participation in pools of residential mortgages$36,0006,710
Issued or guaranteed by U.S.$36,0006,687
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,646,0001,977
Available-for-sale securities (fair market value)$9,557,0005,889
Total debt securities$15,203,0005,421
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$14,980,0005,492
U.S. Government securities$9,096,0005,784
U.S. Treasury securities$02,322
U.S. Government agency obligations$9,096,0005,598
Securities issued by states & political subdivisions$5,884,0002,779
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,160,0002,533
Mortgage-backed securities$58,0006,992
Certificates of participation in pools of residential mortgages$58,0006,621
Issued or guaranteed by U.S.$58,0006,601
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,884,0001,935
Available-for-sale securities (fair market value)$9,096,0005,943
Total debt securities$14,980,0005,388
Structured notes
Amortized cost$400,0001,785
Fair value$401,0001,800
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$18,547,0004,883
U.S. Government securities$12,762,0004,935
U.S. Treasury securities$02,382
U.S. Government agency obligations$12,762,0004,756
Securities issued by states & political subdivisions$5,785,0002,713
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,179,0002,693
Mortgage-backed securities$60,0007,025
Certificates of participation in pools of residential mortgages$60,0006,632
Issued or guaranteed by U.S.$60,0006,613
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,785,0002,010
Available-for-sale securities (fair market value)$12,762,0005,175
Total debt securities$18,547,0004,789
Structured notes
Amortized cost$400,0001,534
Fair value$405,0001,542
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$18,724,0004,846
U.S. Government securities$12,940,0004,882
U.S. Treasury securities$02,544
U.S. Government agency obligations$12,940,0004,701
Securities issued by states & political subdivisions$5,784,0002,682
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,711,0002,777
Mortgage-backed securities$69,0007,006
Certificates of participation in pools of residential mortgages$69,0006,586
Issued or guaranteed by U.S.$69,0006,566
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,784,0002,036
Available-for-sale securities (fair market value)$12,940,0005,084
Total debt securities$18,724,0004,756
Structured notes
Amortized cost$400,0001,348
Fair value$405,0001,360
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$18,130,0004,823
U.S. Government securities$14,475,0004,474
U.S. Treasury securities$03,182
U.S. Government agency obligations$14,475,0004,261
Securities issued by states & political subdivisions$3,655,0003,401
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,022,0003,188
Mortgage-backed securities$94,0006,989
Certificates of participation in pools of residential mortgages$94,0006,514
Issued or guaranteed by U.S.$94,0006,491
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,578,0002,610
Available-for-sale securities (fair market value)$14,552,0004,682
Total debt securities$18,130,0004,729
Structured notes
Amortized cost$400,000677
Fair value$386,000689
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$11,902,0006,254
U.S. Government securities$9,142,0006,129
U.S. Treasury securities$04,186
U.S. Government agency obligations$9,142,0005,783
Securities issued by states & political subdivisions$2,330,0004,149
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$430,0004,157
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,147,0003,871
Mortgage-backed securities$190,0006,654
Certificates of participation in pools of residential mortgages$190,0006,099
Issued or guaranteed by U.S.$190,0006,079
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,222,0003,736
Available-for-sale securities (fair market value)$9,680,0005,809
Total debt securities$11,472,0006,249
Structured notes
Amortized cost$400,000687
Fair value$376,000692
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$11,481,0006,650
U.S. Government securities$8,868,0006,485
U.S. Treasury securities$05,412
U.S. Government agency obligations$8,868,0005,956
Securities issued by states & political subdivisions$2,204,0004,466
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$409,0004,154
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,515,0004,432
Mortgage-backed securities$219,0006,939
Certificates of participation in pools of residential mortgages$219,0006,333
Issued or guaranteed by U.S.$219,0006,316
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,087,0004,190
Available-for-sale securities (fair market value)$9,394,0006,034
Total debt securities$11,072,0006,652
Structured notes
Amortized cost$400,0001,001
Fair value$360,0001,014
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$12,420,0006,436
U.S. Government securities$10,500,0005,935
U.S. Treasury securities$06,820
U.S. Government agency obligations$10,500,0005,134
Securities issued by states & political subdivisions$1,530,0005,145
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$390,0004,080
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,619,0004,994
Mortgage-backed securities$308,0006,999
Certificates of participation in pools of residential mortgages$308,0006,359
Issued or guaranteed by U.S.$308,0006,340
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,413,0005,125
Available-for-sale securities (fair market value)$11,007,0005,511
Total debt securities$12,030,0006,404
Structured notes
Amortized cost$400,0001,215
Fair value$356,0001,238
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$12,117,0006,772
U.S. Government securities$10,508,0006,304
U.S. Treasury securities$07,921
U.S. Government agency obligations$10,508,0005,067
Securities issued by states & political subdivisions$1,237,0005,468
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$372,0004,220
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,646,0005,907
Mortgage-backed securities$309,0007,342
Certificates of participation in pools of residential mortgages$309,0006,602
Issued or guaranteed by U.S.$309,0006,579
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,036,0006,262
Available-for-sale securities (fair market value)$11,081,0005,429
Total debt securities$11,745,0006,740
Structured notes
Amortized cost$1,000,0001,189
Fair value$968,0001,460
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$6,722,0009,096
U.S. Government securities$5,170,0009,065
U.S. Treasury securities$08,776
U.S. Government agency obligations$5,170,0007,550
Securities issued by states & political subdivisions$1,235,0005,733
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$317,0004,402
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,402,0005,575
Mortgage-backed securities$445,0007,677
Certificates of participation in pools of residential mortgages$445,0006,811
Issued or guaranteed by U.S.$445,0006,791
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,034,0006,967
Available-for-sale securities (fair market value)$5,688,0007,457
Total debt securities$6,405,0009,124
Structured notes
Amortized cost$1,500,0001,319
Fair value$1,470,0001,386
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,472,00010,004
U.S. Government securities$4,025,00010,040
U.S. Treasury securities$010,180
U.S. Government agency obligations$4,025,0008,311
Securities issued by states & political subdivisions$1,147,0006,096
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$300,0004,238
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,356,0006,520
Mortgage-backed securities$523,0007,962
Certificates of participation in pools of residential mortgages$523,0006,944
Issued or guaranteed by U.S.$523,0006,913
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,541,0006,988
Available-for-sale securities (fair market value)$3,931,0008,536
Total debt securities$5,172,00010,021
Structured notes
Amortized cost$1,500,0002,027
Fair value$1,443,0002,150
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$6,051,00010,368
U.S. Government securities$4,591,00010,376
U.S. Treasury securities$195,00010,984
U.S. Government agency obligations$4,396,0008,100
Securities issued by states & political subdivisions$1,335,0006,085
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$125,0005,627
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,764,0005,508
Mortgage-backed securities$522,0008,472
Certificates of participation in pools of residential mortgages$522,0007,330
Issued or guaranteed by U.S.$522,0007,303
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,335,00010,513
Available-for-sale securities (fair market value)$4,716,0007,049
Total debt securities$5,926,00010,322
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$5,229,00011,153
U.S. Government securities$4,495,00010,810
U.S. Treasury securities$300,00011,172
U.S. Government agency obligations$4,195,0008,450
Securities issued by states & political subdivisions$709,0007,374
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$25,0007,553
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,891,0005,340
Mortgage-backed securities$623,0009,009
Certificates of participation in pools of residential mortgages$623,0007,777
Issued or guaranteed by U.S.$623,0007,729
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,204,00011,037
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$4,682,00011,769
U.S. Government securities$4,070,00011,400
U.S. Treasury securities$101,00012,016
U.S. Government agency obligations$3,969,0008,757
Securities issued by states & political subdivisions$587,0007,477
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$25,0007,358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,543,0004,792
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$4,657,00011,642
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA