First Midwest Bank of the Ozarks, Securities

2025-03-31Rank
Total securitiesNANA
U.S. Government securities$1,0004,246
U.S. Treasury securities$660,0002,333
U.S. Government agency obligations$04,081
Securities issued by states & political subdivisions$131,137,000293
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$14,040633
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,664,407,50014
Foreign debt securities$7,603,00077
Equity securities$8,665,00017
Assets held in trading accounts for TFR Reporters$33,4063
General valuation allowances for securities for TFR Reporters$07
Memoranda:
Pledged securities$03,819
Mortgage-backed securities$18,171,0002,164
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.NANA
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$19,640,901,00014
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$241,664
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$04,103
Total debt securities$5344,308
Structured notes
Amortized cost$0936
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$29,810,00053
2024-12-31Rank
Total securities$39,642,0002,797
U.S. Government securities$21,423,0002,783
U.S. Treasury securities$1,654,0002,136
U.S. Government agency obligations$19,769,0002,547
Securities issued by states & political subdivisions$6,573,0002,682
Other domestic debt securities$11,433,000962
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,672,000381
Structured financial products - Total$7,713,000350
Other domestic debt securities - All other$1,048,0001,514
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,869,0002,544
Mortgage-backed securities$18,456,0002,129
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$7,433,0002,279
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,023,0001,131
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$39,429,0002,596
Total debt securities$39,429,0002,786
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$41,524,0002,757
U.S. Government securities$22,970,0002,711
U.S. Treasury securities$1,699,0002,170
U.S. Government agency obligations$21,271,0002,484
Securities issued by states & political subdivisions$6,786,0002,698
Other domestic debt securities$11,768,000933
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,769,000384
Structured financial products - Total$7,953,000329
Other domestic debt securities - All other$1,046,0001,516
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,844,0002,422
Mortgage-backed securities$19,920,0002,077
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,187,0002,218
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,733,0001,075
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$41,524,0002,538
Total debt securities$41,524,0002,739
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$41,974,0002,743
U.S. Government securities$31,372,0002,370
U.S. Treasury securities$1,639,0002,248
U.S. Government agency obligations$29,733,0002,105
Securities issued by states & political subdivisions$6,586,0002,732
Other domestic debt securities$4,016,0001,432
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,993,000383
Structured financial products - Total$0784
Other domestic debt securities - All other$1,023,0001,549
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,509,0002,401
Mortgage-backed securities$28,339,0001,732
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,412,0002,160
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,003,0001,010
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$7,924,000537
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$41,974,0002,525
Total debt securities$41,974,0002,723
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$40,194,0002,827
U.S. Government securities$30,059,0002,453
U.S. Treasury securities$1,633,0002,343
U.S. Government agency obligations$28,426,0002,204
Securities issued by states & political subdivisions$6,654,0002,721
Other domestic debt securities$3,481,0001,500
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,468,000414
Structured financial products - Total$0725
Other domestic debt securities - All other$1,013,0001,523
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,684,0002,372
Mortgage-backed securities$27,994,0001,748
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$8,888,0002,140
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,153,0001,035
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$7,953,000569
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$40,194,0002,595
Total debt securities$40,194,0002,806
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$41,176,0002,841
U.S. Government securities$30,476,0002,471
U.S. Treasury securities$1,651,0002,384
U.S. Government agency obligations$28,825,0002,186
Securities issued by states & political subdivisions$7,109,0002,712
Other domestic debt securities$3,591,0001,505
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,591,000404
Structured financial products - Total$0705
Other domestic debt securities - All other$1,000,0001,539
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,101,0002,416
Mortgage-backed securities$28,346,0001,744
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,594,0002,076
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,711,000988
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$7,041,000612
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$41,176,0002,604
Total debt securities$41,177,0002,822
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$39,759,0002,869
U.S. Government securities$30,100,0002,471
U.S. Treasury securities$1,588,0002,452
U.S. Government agency obligations$28,512,0002,175
Securities issued by states & political subdivisions$5,988,0002,833
Other domestic debt securities$3,671,0001,479
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,687,000381
Structured financial products - Total$0698
Other domestic debt securities - All other$984,0001,572
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,218,0002,324
Mortgage-backed securities$27,998,0001,719
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$9,207,0002,097
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,938,000964
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$6,853,000606
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$39,759,0002,632
Total debt securities$39,759,0002,852
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$39,391,0002,939
U.S. Government securities$31,053,0002,480
U.S. Treasury securities$1,627,0002,471
U.S. Government agency obligations$29,426,0002,192
Securities issued by states & political subdivisions$5,681,0002,908
Other domestic debt securities$2,657,0001,639
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,673,000424
Structured financial products - Total$0680
Other domestic debt securities - All other$984,0001,578
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,168,0002,371
Mortgage-backed securities$28,866,0001,737
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,085,0002,067
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,779,000943
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$6,002,000644
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$39,391,0002,703
Total debt securities$39,386,0002,922
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$41,542,0002,964
U.S. Government securities$32,889,0002,491
U.S. Treasury securities$1,648,0002,548
U.S. Government agency obligations$31,241,0002,132
Securities issued by states & political subdivisions$5,878,0002,945
Other domestic debt securities$2,775,0001,660
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,722,000428
Structured financial products - Total$0681
Other domestic debt securities - All other$1,053,0001,582
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,189,0002,204
Mortgage-backed securities$30,611,0001,740
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,970,0002,046
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,605,000945
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$6,036,000660
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$41,542,0002,720
Total debt securities$41,542,0002,945
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$38,720,0003,078
U.S. Government securities$30,429,0002,598
U.S. Treasury securities$1,617,0002,585
U.S. Government agency obligations$28,812,0002,221
Securities issued by states & political subdivisions$5,434,0003,023
Other domestic debt securities$2,857,0001,666
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,804,000427
Structured financial products - Total$0699
Other domestic debt securities - All other$1,053,0001,597
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,943,0002,148
Mortgage-backed securities$28,138,0001,819
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,565,0002,089
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,376,0001,032
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$6,197,000657
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$38,720,0002,829
Total debt securities$38,721,0003,057
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$43,631,0002,946
U.S. Government securities$35,248,0002,436
U.S. Treasury securities$1,590,0002,611
U.S. Government agency obligations$33,658,0002,097
Securities issued by states & political subdivisions$5,383,0003,045
Other domestic debt securities$3,000,0001,610
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,947,000414
Structured financial products - Total$0515
Other domestic debt securities - All other$1,053,0001,598
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,552,0002,011
Mortgage-backed securities$32,915,0001,704
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$11,742,0002,016
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,981,000947
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$7,192,000639
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$43,631,0002,694
Total debt securities$43,630,0002,925
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$46,939,0002,890
U.S. Government securities$38,258,0002,374
U.S. Treasury securities$1,669,0002,561
U.S. Government agency obligations$36,589,0002,034
Securities issued by states & political subdivisions$5,634,0003,063
Other domestic debt securities$3,047,0001,529
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,971,000417
Structured financial products - Total$0168
Other domestic debt securities - All other$1,076,0001,596
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$21,156,0002,031
Mortgage-backed securities$35,752,0001,681
Certificates of participation in pools of residential mortgages$12,811,0002,039
Issued or guaranteed by U.S.$12,811,0001,990
Privately issued$0231
Collaterized mortgage obligations$15,319,000996
CMOs issued by government agencies or sponsored agencies$15,319,000917
Privately issued$0553
Commercial mortgage-backed securities$7,622,000985
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$7,622,000671
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$46,939,0002,669
Total debt securities$46,938,0002,874
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 contractsNANA
2022-03-31Rank
Total securities$50,506,0002,757
U.S. Government securities$34,438,0002,446
U.S. Treasury securities$1,736,0002,325
U.S. Government agency obligations$32,702,0002,161
Securities issued by states & political subdivisions$6,111,0003,029
Other domestic debt securities$9,957,000972
Privately issued residential mortgage-backed securities$6,770,000307
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,099,000422
Structured financial products - Total$0169
Other domestic debt securities - All other$1,088,0001,568
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$23,822,0001,860
Mortgage-backed securities$38,597,0001,640
Certificates of participation in pools of residential mortgages$13,853,0001,996
Issued or guaranteed by U.S.$7,083,0002,508
Privately issued$6,770,00083
Collaterized mortgage obligations$16,713,000953
CMOs issued by government agencies or sponsored agencies$16,713,000882
Privately issued$0536
Commercial mortgage-backed securities$8,031,000966
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$8,031,000652
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$50,506,0002,567
Total debt securities$50,506,0002,738
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 contractsNANA
2021-12-31Rank
Total securities$56,552,0002,529
U.S. Government securities$45,839,0001,973
U.S. Treasury securities$1,868,0001,826
U.S. Government agency obligations$43,971,0001,808
Securities issued by states & political subdivisions$6,933,0002,996
Other domestic debt securities$3,780,0001,398
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,658,000414
Structured financial products - Total$0173
Other domestic debt securities - All other$1,122,0001,495
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$22,442,0001,907
Mortgage-backed securities$43,053,0001,512
Certificates of participation in pools of residential mortgages$15,371,0001,909
Issued or guaranteed by U.S.$15,371,0001,857
Privately issued$0246
Collaterized mortgage obligations$18,984,000841
CMOs issued by government agencies or sponsored agencies$18,984,000790
Privately issued$0500
Commercial mortgage-backed securities$8,698,000932
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$8,698,000630
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$56,552,0002,369
Total debt securities$56,554,0002,512
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 contractsNANA
2021-09-30Rank
Total securities$17,053,0003,786
U.S. Government securities$15,502,0003,153
U.S. Treasury securities$02,008
U.S. Government agency obligations$15,502,0002,913
Securities issued by states & political subdivisions$1,551,0003,724
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$7,142,0002,918
Mortgage-backed securities$15,502,0002,432
Certificates of participation in pools of residential mortgages$6,937,0002,596
Issued or guaranteed by U.S.$6,937,0002,524
Privately issued$0234
Collaterized mortgage obligations$4,992,0001,582
CMOs issued by government agencies or sponsored agencies$4,992,0001,539
Privately issued$0491
Commercial mortgage-backed securities$3,573,0001,280
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$3,573,000875
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$17,053,0003,569
Total debt securities$17,053,0003,763
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 contractsNANA
2021-06-30Rank
Total securities$17,950,0003,713
U.S. Government securities$16,397,0003,033
U.S. Treasury securities$01,913
U.S. Government agency obligations$16,397,0002,831
Securities issued by states & political subdivisions$1,553,0003,749
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$7,276,0002,898
Mortgage-backed securities$16,397,0002,347
Certificates of participation in pools of residential mortgages$7,419,0002,524
Issued or guaranteed by U.S.$7,419,0002,450
Privately issued$0247
Collaterized mortgage obligations$5,382,0001,487
CMOs issued by government agencies or sponsored agencies$5,382,0001,447
Privately issued$0478
Commercial mortgage-backed securities$3,596,0001,272
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$3,596,000859
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$17,950,0003,483
Total debt securities$17,949,0003,689
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 contractsNANA
2021-03-31Rank
Total securities$19,146,0003,558
U.S. Government securities$17,593,0002,830
U.S. Treasury securities$01,631
U.S. Government agency obligations$17,593,0002,664
Securities issued by states & political subdivisions$1,553,0003,746
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$7,168,0002,902
Mortgage-backed securities$17,593,0002,196
Certificates of participation in pools of residential mortgages$7,975,0002,408
Issued or guaranteed by U.S.$7,975,0002,334
Privately issued$0261
Collaterized mortgage obligations$6,009,0001,391
CMOs issued by government agencies or sponsored agencies$6,009,0001,344
Privately issued$0475
Commercial mortgage-backed securities$3,609,0001,239
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$3,609,000821
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$19,146,0003,351
Total debt securities$19,145,0003,532
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 contractsNANA
2020-12-31Rank
Total securities$21,044,0003,382
U.S. Government securities$18,941,0002,578
U.S. Treasury securities$01,194
U.S. Government agency obligations$18,941,0002,447
Securities issued by states & political subdivisions$2,103,0003,639
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$6,404,0002,965
Mortgage-backed securities$18,941,0002,071
Certificates of participation in pools of residential mortgages$8,549,0002,228
Issued or guaranteed by U.S.$8,549,0002,169
Privately issued$0245
Collaterized mortgage obligations$6,418,0001,364
CMOs issued by government agencies or sponsored agencies$6,418,0001,324
Privately issued$0474
Commercial mortgage-backed securities$3,974,0001,161
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$3,974,000765
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$21,044,0003,164
Total debt securities$21,044,0003,356
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 contractsNANA
2020-09-30Rank
Total securities$22,468,0003,227
U.S. Government securities$20,620,0002,451
U.S. Treasury securities$01,216
U.S. Government agency obligations$20,620,0002,332
Securities issued by states & political subdivisions$1,848,0003,652
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$5,116,0003,147
Mortgage-backed securities$20,620,0001,970
Certificates of participation in pools of residential mortgages$9,160,0002,144
Issued or guaranteed by U.S.$9,160,0002,081
Privately issued$0251
Collaterized mortgage obligations$6,877,0001,342
CMOs issued by government agencies or sponsored agencies$6,877,0001,307
Privately issued$0464
Commercial mortgage-backed securities$4,583,0001,069
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$4,583,000701
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$22,468,0003,019
Total debt securities$22,469,0003,207
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 contractsNANA
2020-06-30Rank
Total securities$23,799,0003,141
U.S. Government securities$21,960,0002,379
U.S. Treasury securities$01,251
U.S. Government agency obligations$21,960,0002,256
Securities issued by states & political subdivisions$1,839,0003,633
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$4,935,0003,201
Mortgage-backed securities$21,960,0001,905
Certificates of participation in pools of residential mortgages$10,033,0002,039
Issued or guaranteed by U.S.$10,033,0001,984
Privately issued$0251
Collaterized mortgage obligations$7,238,0001,357
CMOs issued by government agencies or sponsored agencies$7,238,0001,321
Privately issued$0454
Commercial mortgage-backed securities$4,689,0001,032
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$4,689,000667
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$23,799,0002,942
Total debt securities$23,799,0003,121
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$24,427,0003,080
U.S. Government securities$22,398,0002,367
U.S. Treasury securities$01,297
U.S. Government agency obligations$22,398,0002,248
Securities issued by states & political subdivisions$2,029,0003,563
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$5,095,0003,155
Mortgage-backed securities$22,398,0001,893
Certificates of participation in pools of residential mortgages$10,428,0002,004
Issued or guaranteed by U.S.$10,428,0001,947
Privately issued$0267
Collaterized mortgage obligations$7,380,0001,356
CMOs issued by government agencies or sponsored agencies$7,380,0001,319
Privately issued$0460
Commercial mortgage-backed securities$4,590,0001,029
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$4,590,000670
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$24,427,0002,883
Total debt securities$24,427,0003,058
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$25,420,0003,087
U.S. Government securities$23,086,0002,380
U.S. Treasury securities$01,363
U.S. Government agency obligations$23,086,0002,253
Securities issued by states & political subdivisions$2,334,0003,483
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$5,221,0003,185
Mortgage-backed securities$21,836,0001,879
Certificates of participation in pools of residential mortgages$9,747,0002,012
Issued or guaranteed by U.S.$9,747,0001,958
Privately issued$0249
Collaterized mortgage obligations$7,592,0001,335
CMOs issued by government agencies or sponsored agencies$7,592,0001,300
Privately issued$0457
Commercial mortgage-backed securities$4,497,0001,018
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$4,497,000643
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$25,420,0002,888
Total debt securities$25,419,0003,065
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$26,363,0003,065
U.S. Government securities$24,025,0002,351
U.S. Treasury securities$01,429
U.S. Government agency obligations$24,025,0002,225
Securities issued by states & political subdivisions$2,338,0003,514
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$5,394,0003,216
Mortgage-backed securities$22,776,0001,792
Certificates of participation in pools of residential mortgages$10,304,0001,955
Issued or guaranteed by U.S.$10,304,0001,899
Privately issued$0287
Collaterized mortgage obligations$7,935,0001,324
CMOs issued by government agencies or sponsored agencies$7,935,0001,287
Privately issued$0463
Commercial mortgage-backed securities$4,537,0001,007
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$4,537,000617
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$26,363,0002,857
Total debt securities$26,362,0003,049
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$26,997,0003,060
U.S. Government securities$24,661,0002,355
U.S. Treasury securities$01,467
U.S. Government agency obligations$24,661,0002,231
Securities issued by states & political subdivisions$2,336,0003,567
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$8,978,0002,819
Mortgage-backed securities$23,413,0001,738
Certificates of participation in pools of residential mortgages$10,721,0001,906
Issued or guaranteed by U.S.$10,721,0001,871
Privately issued$0244
Collaterized mortgage obligations$8,179,0001,296
CMOs issued by government agencies or sponsored agencies$8,179,0001,259
Privately issued$0476
Commercial mortgage-backed securities$4,513,000986
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$4,513,000579
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$26,997,0002,840
Total debt securities$26,997,0003,041
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$27,400,0003,082
U.S. Government securities$25,065,0002,380
U.S. Treasury securities$01,516
U.S. Government agency obligations$25,065,0002,243
Securities issued by states & political subdivisions$2,335,0003,629
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$8,713,0002,879
Mortgage-backed securities$23,822,0001,729
Certificates of participation in pools of residential mortgages$11,070,0001,881
Issued or guaranteed by U.S.$11,070,0001,841
Privately issued$0248
Collaterized mortgage obligations$8,322,0001,290
CMOs issued by government agencies or sponsored agencies$8,322,0001,248
Privately issued$0499
Commercial mortgage-backed securities$4,430,000928
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$4,430,000528
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$27,400,0002,852
Total debt securities$27,400,0003,064
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$24,953,0003,253
U.S. Government securities$17,087,0002,889
U.S. Treasury securities$01,513
U.S. Government agency obligations$17,087,0002,733
Securities issued by states & political subdivisions$2,878,0003,579
Other domestic debt securities$4,988,000846
Privately issued residential mortgage-backed securities$4,988,000200
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$13,471,0002,425
Mortgage-backed securities$20,838,0001,866
Certificates of participation in pools of residential mortgages$10,119,0001,977
Issued or guaranteed by U.S.$5,131,0002,551
Privately issued$4,988,00058
Collaterized mortgage obligations$7,874,0001,307
CMOs issued by government agencies or sponsored agencies$7,874,0001,263
Privately issued$0498
Commercial mortgage-backed securities$2,845,0001,088
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$2,845,000614
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$24,953,0003,010
Total debt securities$24,953,0003,234
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$23,260,0003,380
U.S. Government securities$20,387,0002,682
U.S. Treasury securities$01,500
U.S. Government agency obligations$20,387,0002,541
Securities issued by states & political subdivisions$2,873,0003,623
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$12,371,0002,501
Mortgage-backed securities$19,155,0001,953
Certificates of participation in pools of residential mortgages$10,245,0001,997
Issued or guaranteed by U.S.$10,245,0001,984
Privately issued$0145
Collaterized mortgage obligations$7,073,0001,354
CMOs issued by government agencies or sponsored agencies$7,073,0001,307
Privately issued$0515
Commercial mortgage-backed securities$1,837,0001,232
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$1,837,000717
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$23,260,0003,121
Total debt securities$23,260,0003,358
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$19,469,0003,664
U.S. Government securities$11,640,0003,459
U.S. Treasury securities$01,475
U.S. Government agency obligations$11,640,0003,307
Securities issued by states & political subdivisions$2,889,0003,674
Other domestic debt securities$4,940,000945
Privately issued residential mortgage-backed securities$4,940,000288
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$13,003,0002,497
Mortgage-backed securities$15,345,0002,243
Certificates of participation in pools of residential mortgages$9,397,0002,127
Issued or guaranteed by U.S.$4,457,0002,679
Privately issued$4,940,000146
Collaterized mortgage obligations$4,097,0001,699
CMOs issued by government agencies or sponsored agencies$4,097,0001,647
Privately issued$0544
Commercial mortgage-backed securities$1,851,0001,200
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$1,851,000707
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$19,469,0003,389
Total debt securities$19,468,0003,643
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$20,012,0003,667
U.S. Government securities$17,110,0003,003
U.S. Treasury securities$01,426
U.S. Government agency obligations$17,110,0002,859
Securities issued by states & political subdivisions$2,902,0003,710
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$13,192,0002,520
Mortgage-backed securities$15,874,0002,189
Certificates of participation in pools of residential mortgages$9,712,0002,120
Issued or guaranteed by U.S.$9,712,0002,118
Privately issued$067
Collaterized mortgage obligations$4,302,0001,657
CMOs issued by government agencies or sponsored agencies$4,302,0001,599
Privately issued$0557
Commercial mortgage-backed securities$1,860,0001,063
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,860,000686
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$20,012,0003,383
Total debt securities$20,011,0003,642
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$22,434,0003,569
U.S. Government securities$19,507,0002,838
U.S. Treasury securities$1,700,000942
U.S. Government agency obligations$17,807,0002,822
Securities issued by states & political subdivisions$2,927,0003,775
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$13,201,0002,553
Mortgage-backed securities$16,563,0002,161
Certificates of participation in pools of residential mortgages$10,150,0002,110
Issued or guaranteed by U.S.$10,150,0002,109
Privately issued$064
Collaterized mortgage obligations$4,520,0001,624
CMOs issued by government agencies or sponsored agencies$4,520,0001,569
Privately issued$0573
Commercial mortgage-backed securities$1,893,0001,046
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$1,893,000664
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$22,434,0003,290
Total debt securities$22,434,0003,545
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$23,636,0003,527
U.S. Government securities$20,301,0002,802
U.S. Treasury securities$1,695,000907
U.S. Government agency obligations$18,606,0002,806
Securities issued by states & political subdivisions$3,335,0003,733
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$12,208,0002,666
Mortgage-backed securities$17,350,0002,125
Certificates of participation in pools of residential mortgages$10,613,0002,102
Issued or guaranteed by U.S.$10,613,0002,101
Privately issued$069
Collaterized mortgage obligations$4,818,0001,587
CMOs issued by government agencies or sponsored agencies$4,818,0001,534
Privately issued$0584
Commercial mortgage-backed securities$1,919,0001,043
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$1,919,000661
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$23,636,0003,246
Total debt securities$23,636,0003,501
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$24,307,0003,534
U.S. Government securities$20,960,0002,792
U.S. Treasury securities$1,690,000925
U.S. Government agency obligations$19,270,0002,805
Securities issued by states & political subdivisions$3,347,0003,773
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$21,720,0001,980
Mortgage-backed securities$18,013,0002,111
Certificates of participation in pools of residential mortgages$11,079,0002,094
Issued or guaranteed by U.S.$11,079,0002,093
Privately issued$067
Collaterized mortgage obligations$5,006,0001,589
CMOs issued by government agencies or sponsored agencies$5,006,0001,534
Privately issued$0606
Commercial mortgage-backed securities$1,928,0001,012
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$1,928,000641
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$24,307,0003,255
Total debt securities$24,307,0003,508
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$24,552,0003,549
U.S. Government securities$21,426,0002,811
U.S. Treasury securities$1,687,000966
U.S. Government agency obligations$19,739,0002,815
Securities issued by states & political subdivisions$3,126,0003,859
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$22,938,0001,921
Mortgage-backed securities$18,484,0002,112
Certificates of participation in pools of residential mortgages$11,378,0002,116
Issued or guaranteed by U.S.$11,378,0002,116
Privately issued$066
Collaterized mortgage obligations$5,190,0001,561
CMOs issued by government agencies or sponsored agencies$5,190,0001,503
Privately issued$0642
Commercial mortgage-backed securities$1,916,000982
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$1,916,000629
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$24,552,0003,262
Total debt securities$24,552,0003,521
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$25,070,0003,522
U.S. Government securities$21,915,0002,761
U.S. Treasury securities$1,500,000958
U.S. Government agency obligations$20,415,0002,751
Securities issued by states & political subdivisions$3,155,0003,881
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$23,417,0001,882
Mortgage-backed securities$19,161,0002,062
Certificates of participation in pools of residential mortgages$13,881,0001,911
Issued or guaranteed by U.S.$13,881,0001,909
Privately issued$071
Collaterized mortgage obligations$4,215,0001,695
CMOs issued by government agencies or sponsored agencies$4,215,0001,632
Privately issued$0666
Commercial mortgage-backed securities$1,065,0001,059
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$1,065,000679
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$25,070,0003,232
Total debt securities$25,070,0003,496
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$27,286,0003,384
U.S. Government securities$24,678,0002,574
U.S. Treasury securities$5,000,000533
U.S. Government agency obligations$19,678,0002,813
Securities issued by states & political subdivisions$2,608,0004,023
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$26,192,0001,765
Mortgage-backed securities$18,398,0002,113
Certificates of participation in pools of residential mortgages$12,746,0002,009
Issued or guaranteed by U.S.$12,746,0002,009
Privately issued$067
Collaterized mortgage obligations$4,554,0001,669
CMOs issued by government agencies or sponsored agencies$4,554,0001,601
Privately issued$0671
Commercial mortgage-backed securities$1,098,0001,010
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$1,098,000663
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$27,286,0003,103
Total debt securities$27,286,0003,357
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$25,859,0003,533
U.S. Government securities$23,245,0002,731
U.S. Treasury securities$6,993,000452
U.S. Government agency obligations$16,252,0003,156
Securities issued by states & political subdivisions$2,614,0004,040
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$23,592,0001,914
Mortgage-backed securities$13,974,0002,467
Certificates of participation in pools of residential mortgages$12,583,0002,059
Issued or guaranteed by U.S.$12,583,0002,055
Privately issued$071
Collaterized mortgage obligations$1,391,0002,398
CMOs issued by government agencies or sponsored agencies$1,391,0002,323
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$25,859,0003,246
Total debt securities$25,859,0003,506
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$19,437,0004,030
U.S. Government securities$16,821,0003,289
U.S. Treasury securities$01,296
U.S. Government agency obligations$16,821,0003,181
Securities issued by states & political subdivisions$2,616,0004,059
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$18,324,0002,290
Mortgage-backed securities$13,534,0002,500
Certificates of participation in pools of residential mortgages$13,282,0002,011
Issued or guaranteed by U.S.$13,282,0002,009
Privately issued$066
Collaterized mortgage obligations$252,0002,974
CMOs issued by government agencies or sponsored agencies$252,0002,879
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$19,437,0003,693
Total debt securities$19,437,0004,005
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$20,073,0004,031
U.S. Government securities$17,467,0003,294
U.S. Treasury securities$01,367
U.S. Government agency obligations$17,467,0003,186
Securities issued by states & political subdivisions$2,606,0004,099
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$18,405,0002,273
Mortgage-backed securities$14,213,0002,455
Certificates of participation in pools of residential mortgages$13,946,0001,961
Issued or guaranteed by U.S.$13,946,0001,959
Privately issued$066
Collaterized mortgage obligations$267,0002,992
CMOs issued by government agencies or sponsored agencies$267,0002,901
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$20,073,0003,688
Total debt securities$20,073,0004,007
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$21,055,0004,026
U.S. Government securities$18,437,0003,267
U.S. Treasury securities$01,303
U.S. Government agency obligations$18,437,0003,162
Securities issued by states & political subdivisions$2,618,0004,132
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$19,392,0002,217
Mortgage-backed securities$15,143,0002,411
Certificates of participation in pools of residential mortgages$14,858,0001,900
Issued or guaranteed by U.S.$14,858,0001,899
Privately issued$065
Collaterized mortgage obligations$285,0003,034
CMOs issued by government agencies or sponsored agencies$285,0002,938
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$21,055,0003,684
Total debt securities$21,055,0004,003
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$22,796,0003,980
U.S. Government securities$20,185,0003,202
U.S. Treasury securities$01,348
U.S. Government agency obligations$20,185,0003,103
Securities issued by states & political subdivisions$2,611,0004,162
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$21,121,0002,136
Mortgage-backed securities$15,908,0002,426
Certificates of participation in pools of residential mortgages$15,599,0001,904
Issued or guaranteed by U.S.$15,599,0001,904
Privately issued$067
Collaterized mortgage obligations$309,0003,063
CMOs issued by government agencies or sponsored agencies$309,0002,968
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$22,796,0003,650
Total debt securities$22,796,0003,957
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$23,976,0003,924
U.S. Government securities$21,390,0003,170
U.S. Treasury securities$01,327
U.S. Government agency obligations$21,390,0003,072
Securities issued by states & political subdivisions$2,586,0004,186
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$20,277,0002,218
Mortgage-backed securities$17,055,0002,372
Certificates of participation in pools of residential mortgages$16,714,0001,850
Issued or guaranteed by U.S.$16,714,0001,850
Privately issued$070
Collaterized mortgage obligations$341,0003,081
CMOs issued by government agencies or sponsored agencies$341,0002,978
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$23,976,0003,586
Total debt securities$23,976,0003,900
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$24,424,0003,926
U.S. Government securities$21,844,0003,199
U.S. Treasury securities$01,361
U.S. Government agency obligations$21,844,0003,097
Securities issued by states & political subdivisions$2,580,0004,241
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$22,768,0002,056
Mortgage-backed securities$16,769,0002,427
Certificates of participation in pools of residential mortgages$16,408,0001,917
Issued or guaranteed by U.S.$16,408,0001,915
Privately issued$075
Collaterized mortgage obligations$361,0003,116
CMOs issued by government agencies or sponsored agencies$361,0003,017
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$24,424,0003,580
Total debt securities$24,424,0003,901
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$27,085,0003,823
U.S. Government securities$24,509,0003,075
U.S. Treasury securities$01,381
U.S. Government agency obligations$24,509,0002,963
Securities issued by states & political subdivisions$2,576,0004,285
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$25,418,0001,912
Mortgage-backed securities$17,415,0002,454
Certificates of participation in pools of residential mortgages$17,025,0001,933
Issued or guaranteed by U.S.$17,025,0001,932
Privately issued$073
Collaterized mortgage obligations$390,0003,153
CMOs issued by government agencies or sponsored agencies$390,0003,038
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$27,085,0003,491
Total debt securities$27,085,0003,797
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$30,755,0003,639
U.S. Government securities$27,771,0002,880
U.S. Treasury securities$01,342
U.S. Government agency obligations$27,771,0002,792
Securities issued by states & political subdivisions$2,569,0004,328
Other domestic debt securities$415,0002,185
Privately issued residential mortgage-backed securities$415,000546
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$26,872,0001,838
Mortgage-backed securities$21,062,0002,269
Certificates of participation in pools of residential mortgages$20,647,0001,727
Issued or guaranteed by U.S.$20,647,0001,726
Privately issued$075
Collaterized mortgage obligations$415,0003,173
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$415,000522
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$30,755,0003,320
Total debt securities$30,755,0003,607
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$31,771,0003,590
U.S. Government securities$29,205,0002,804
U.S. Treasury securities$01,198
U.S. Government agency obligations$29,205,0002,726
Securities issued by states & political subdivisions$2,566,0004,360
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$24,876,0001,961
Mortgage-backed securities$22,075,0002,207
Certificates of participation in pools of residential mortgages$21,490,0001,699
Issued or guaranteed by U.S.$21,490,0001,699
Privately issued$076
Collaterized mortgage obligations$585,0003,100
CMOs issued by government agencies or sponsored agencies$585,0002,998
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$31,771,0003,275
Total debt securities$31,771,0003,559
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$31,493,0003,598
U.S. Government securities$29,504,0002,776
U.S. Treasury securities$01,131
U.S. Government agency obligations$29,504,0002,704
Securities issued by states & political subdivisions$1,989,0004,554
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$26,981,0001,827
Mortgage-backed securities$19,278,0002,388
Certificates of participation in pools of residential mortgages$18,598,0001,862
Issued or guaranteed by U.S.$18,598,0001,861
Privately issued$081
Collaterized mortgage obligations$680,0003,043
CMOs issued by government agencies or sponsored agencies$680,0002,931
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$31,493,0003,296
Total debt securities$31,493,0003,569
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$33,680,0003,477
U.S. Government securities$31,683,0002,674
U.S. Treasury securities$01,131
U.S. Government agency obligations$31,683,0002,606
Securities issued by states & political subdivisions$1,997,0004,562
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$28,209,0001,763
Mortgage-backed securities$20,403,0002,334
Certificates of participation in pools of residential mortgages$19,630,0001,812
Issued or guaranteed by U.S.$19,630,0001,809
Privately issued$080
Collaterized mortgage obligations$773,0003,024
CMOs issued by government agencies or sponsored agencies$773,0002,907
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$33,680,0003,193
Total debt securities$33,680,0003,443
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$35,283,0003,369
U.S. Government securities$33,260,0002,567
U.S. Treasury securities$01,152
U.S. Government agency obligations$33,260,0002,499
Securities issued by states & political subdivisions$2,023,0004,555
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$28,820,0001,709
Mortgage-backed securities$21,943,0002,240
Certificates of participation in pools of residential mortgages$20,969,0001,727
Issued or guaranteed by U.S.$20,969,0001,725
Privately issued$083
Collaterized mortgage obligations$974,0002,952
CMOs issued by government agencies or sponsored agencies$974,0002,834
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$35,283,0003,099
Total debt securities$35,283,0003,339
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$34,820,0003,432
U.S. Government securities$32,731,0002,653
U.S. Treasury securities$01,161
U.S. Government agency obligations$32,731,0002,594
Securities issued by states & political subdivisions$2,089,0004,509
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$29,828,0001,699
Mortgage-backed securities$20,314,0002,380
Certificates of participation in pools of residential mortgages$19,097,0001,868
Issued or guaranteed by U.S.$19,097,0001,867
Privately issued$083
Collaterized mortgage obligations$1,217,0002,903
CMOs issued by government agencies or sponsored agencies$1,217,0002,782
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$34,820,0003,181
Total debt securities$34,820,0003,396
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$36,223,0003,292
U.S. Government securities$34,011,0002,524
U.S. Treasury securities$01,135
U.S. Government agency obligations$34,011,0002,463
Securities issued by states & political subdivisions$2,212,0004,476
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$33,189,0001,549
Mortgage-backed securities$20,033,0002,399
Certificates of participation in pools of residential mortgages$18,575,0001,858
Issued or guaranteed by U.S.$18,575,0001,856
Privately issued$085
Collaterized mortgage obligations$1,458,0002,852
CMOs issued by government agencies or sponsored agencies$1,458,0002,736
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$36,223,0003,045
Total debt securities$36,223,0003,254
Structured notes
Amortized cost$1,000,0001,621
Fair value$1,001,0001,697
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$40,475,0003,104
U.S. Government securities$38,256,0002,365
U.S. Treasury securities$01,086
U.S. Government agency obligations$38,256,0002,314
Securities issued by states & political subdivisions$2,219,0004,498
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$32,034,0001,603
Mortgage-backed securities$22,218,0002,362
Certificates of participation in pools of residential mortgages$20,462,0001,824
Issued or guaranteed by U.S.$20,462,0001,823
Privately issued$088
Collaterized mortgage obligations$1,756,0002,829
CMOs issued by government agencies or sponsored agencies$1,756,0002,710
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$40,475,0002,873
Total debt securities$40,475,0003,081
Structured notes
Amortized cost$1,000,0001,762
Fair value$1,003,0001,811
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$39,462,0003,167
U.S. Government securities$38,827,0002,365
U.S. Treasury securities$01,068
U.S. Government agency obligations$38,827,0002,315
Securities issued by states & political subdivisions$635,0005,183
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$34,816,0001,502
Mortgage-backed securities$21,778,0002,408
Certificates of participation in pools of residential mortgages$19,771,0001,900
Issued or guaranteed by U.S.$19,771,0001,900
Privately issued$094
Collaterized mortgage obligations$2,007,0002,762
CMOs issued by government agencies or sponsored agencies$2,007,0002,639
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$39,462,0002,928
Total debt securities$39,462,0003,142
Structured notes
Amortized cost$2,000,0001,486
Fair value$2,003,0001,550
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$43,822,0002,970
U.S. Government securities$43,694,0002,169
U.S. Treasury securities$01,157
U.S. Government agency obligations$43,694,0002,117
Securities issued by states & political subdivisions$128,0005,598
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$33,921,0001,537
Mortgage-backed securities$25,668,0002,202
Certificates of participation in pools of residential mortgages$23,346,0001,678
Issued or guaranteed by U.S.$23,346,0001,676
Privately issued$094
Collaterized mortgage obligations$2,322,0002,714
CMOs issued by government agencies or sponsored agencies$2,322,0002,589
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$43,822,0002,733
Total debt securities$43,822,0002,947
Structured notes
Amortized cost$2,000,0001,667
Fair value$1,985,0001,773
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$33,746,0003,420
U.S. Government securities$33,393,0002,579
U.S. Treasury securities$01,076
U.S. Government agency obligations$33,393,0002,524
Securities issued by states & political subdivisions$353,0005,416
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$31,700,0001,543
Mortgage-backed securities$18,755,0002,561
Certificates of participation in pools of residential mortgages$18,743,0001,869
Issued or guaranteed by U.S.$18,743,0001,868
Privately issued$0121
Collaterized mortgage obligations$12,0003,793
CMOs issued by government agencies or sponsored agencies$12,0003,518
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$33,746,0003,147
Total debt securities$33,746,0003,394
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$33,568,0003,371
U.S. Government securities$33,214,0002,531
U.S. Treasury securities$01,126
U.S. Government agency obligations$33,214,0002,470
Securities issued by states & political subdivisions$354,0005,417
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$29,376,0001,611
Mortgage-backed securities$18,478,0002,543
Certificates of participation in pools of residential mortgages$18,433,0001,840
Issued or guaranteed by U.S.$18,433,0001,835
Privately issued$0132
Collaterized mortgage obligations$45,0003,726
CMOs issued by government agencies or sponsored agencies$45,0003,450
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$33,568,0003,086
Total debt securities$33,568,0003,342
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$35,188,0003,296
U.S. Government securities$34,833,0002,491
U.S. Treasury securities$01,225
U.S. Government agency obligations$34,833,0002,426
Securities issued by states & political subdivisions$355,0005,405
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$28,999,0001,654
Mortgage-backed securities$19,633,0002,383
Certificates of participation in pools of residential mortgages$19,553,0001,692
Issued or guaranteed by U.S.$19,553,0001,689
Privately issued$0125
Collaterized mortgage obligations$80,0003,676
CMOs issued by government agencies or sponsored agencies$80,0003,389
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$35,188,0003,006
Total debt securities$35,188,0003,267
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$36,645,0003,155
U.S. Government securities$36,290,0002,396
U.S. Treasury securities$01,272
U.S. Government agency obligations$36,290,0002,321
Securities issued by states & political subdivisions$355,0005,411
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$28,640,0001,663
Mortgage-backed securities$19,243,0002,362
Certificates of participation in pools of residential mortgages$19,129,0001,683
Issued or guaranteed by U.S.$19,129,0001,680
Privately issued$0136
Collaterized mortgage obligations$114,0003,606
CMOs issued by government agencies or sponsored agencies$114,0003,319
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$36,645,0002,883
Total debt securities$36,645,0003,128
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$33,587,0003,244
U.S. Government securities$32,503,0002,489
U.S. Treasury securities$01,275
U.S. Government agency obligations$32,503,0002,409
Securities issued by states & political subdivisions$497,0005,296
Other domestic debt securities$587,0002,363
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$587,000293
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$22,003,0001,992
Mortgage-backed securities$17,601,0002,385
Certificates of participation in pools of residential mortgages$16,847,0001,778
Issued or guaranteed by U.S.$16,847,0001,774
Privately issued$0141
Collaterized mortgage obligations$167,0003,555
CMOs issued by government agencies or sponsored agencies$167,0003,249
Privately issued$01,350
Commercial mortgage-backed securities$587,000293
Commercial mortgage pass-through securities$587,000219
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$33,587,0002,970
Total debt securities$33,587,0003,216
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$36,227,0003,068
U.S. Government securities$35,069,0002,313
U.S. Treasury securities$5,999,000410
U.S. Government agency obligations$29,070,0002,612
Securities issued by states & political subdivisions$500,0005,264
Other domestic debt securities$658,0002,410
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$658,000257
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$33,543,0001,454
Mortgage-backed securities$15,513,0002,542
Certificates of participation in pools of residential mortgages$14,591,0001,911
Issued or guaranteed by U.S.$14,591,0001,904
Privately issued$0141
Collaterized mortgage obligations$264,0003,461
CMOs issued by government agencies or sponsored agencies$264,0003,155
Privately issued$01,417
Commercial mortgage-backed securities$658,000257
Commercial mortgage pass-through securities$658,000186
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$36,227,0002,777
Total debt securities$36,227,0003,041
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$34,713,0003,167
U.S. Government securities$34,214,0002,413
U.S. Treasury securities$5,996,000391
U.S. Government agency obligations$28,218,0002,708
Securities issued by states & political subdivisions$499,0005,235
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,713,0001,438
Mortgage-backed securities$14,091,0002,659
Certificates of participation in pools of residential mortgages$13,741,0002,016
Issued or guaranteed by U.S.$13,741,0002,010
Privately issued$0148
Collaterized mortgage obligations$350,0003,312
CMOs issued by government agencies or sponsored agencies$350,0003,000
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$34,713,0002,850
Total debt securities$34,713,0003,136
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$36,281,0003,079
U.S. Government securities$35,780,0002,368
U.S. Treasury securities$5,990,000389
U.S. Government agency obligations$29,790,0002,655
Securities issued by states & political subdivisions$501,0005,249
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$29,773,0001,672
Mortgage-backed securities$14,757,0002,685
Certificates of participation in pools of residential mortgages$14,325,0002,068
Issued or guaranteed by U.S.$14,325,0002,061
Privately issued$0145
Collaterized mortgage obligations$432,0003,237
CMOs issued by government agencies or sponsored agencies$432,0002,902
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$36,281,0002,759
Total debt securities$36,281,0003,049
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$35,348,0003,114
U.S. Government securities$34,679,0002,389
U.S. Treasury securities$5,981,000339
U.S. Government agency obligations$28,698,0002,695
Securities issued by states & political subdivisions$669,0005,122
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$25,676,0001,877
Mortgage-backed securities$15,605,0002,656
Certificates of participation in pools of residential mortgages$15,089,0002,054
Issued or guaranteed by U.S.$15,089,0002,046
Privately issued$0157
Collaterized mortgage obligations$516,0003,179
CMOs issued by government agencies or sponsored agencies$516,0002,837
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$35,348,0002,791
Total debt securities$35,348,0003,086
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$25,593,0003,848
U.S. Government securities$25,169,0003,017
U.S. Treasury securities$01,047
U.S. Government agency obligations$25,169,0002,951
Securities issued by states & political subdivisions$424,0005,395
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$25,590,0001,867
Mortgage-backed securities$11,499,0003,127
Certificates of participation in pools of residential mortgages$10,771,0002,563
Issued or guaranteed by U.S.$10,771,0002,554
Privately issued$0171
Collaterized mortgage obligations$728,0003,054
CMOs issued by government agencies or sponsored agencies$728,0002,695
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$25,593,0003,474
Total debt securities$25,593,0003,816
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$26,731,0003,727
U.S. Government securities$26,313,0002,887
U.S. Treasury securities$01,036
U.S. Government agency obligations$26,313,0002,824
Securities issued by states & political subdivisions$418,0005,417
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$23,504,0001,983
Mortgage-backed securities$12,141,0003,081
Certificates of participation in pools of residential mortgages$11,299,0002,537
Issued or guaranteed by U.S.$11,299,0002,526
Privately issued$0181
Collaterized mortgage obligations$842,0002,996
CMOs issued by government agencies or sponsored agencies$842,0002,625
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$26,731,0003,352
Total debt securities$26,731,0003,686
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$19,775,0004,458
U.S. Government securities$19,353,0003,607
U.S. Treasury securities$0981
U.S. Government agency obligations$19,353,0003,533
Securities issued by states & political subdivisions$422,0005,357
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$18,371,0002,416
Mortgage-backed securities$9,838,0003,443
Certificates of participation in pools of residential mortgages$8,853,0002,945
Issued or guaranteed by U.S.$8,853,0002,931
Privately issued$0191
Collaterized mortgage obligations$985,0002,944
CMOs issued by government agencies or sponsored agencies$985,0002,566
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$19,775,0004,013
Total debt securities$19,775,0004,423
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$20,945,0004,339
U.S. Government securities$20,431,0003,505
U.S. Treasury securities$0973
U.S. Government agency obligations$20,431,0003,433
Securities issued by states & political subdivisions$514,0005,211
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$18,215,0002,451
Mortgage-backed securities$10,312,0003,301
Certificates of participation in pools of residential mortgages$9,242,0002,835
Issued or guaranteed by U.S.$9,242,0002,820
Privately issued$0188
Collaterized mortgage obligations$1,070,0002,806
CMOs issued by government agencies or sponsored agencies$1,070,0002,463
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$20,945,0003,883
Total debt securities$20,945,0004,306
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$21,254,0004,230
U.S. Government securities$20,739,0003,412
U.S. Treasury securities$01,019
U.S. Government agency obligations$20,739,0003,349
Securities issued by states & political subdivisions$515,0005,202
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$20,239,0002,248
Mortgage-backed securities$10,524,0003,204
Certificates of participation in pools of residential mortgages$9,411,0002,744
Issued or guaranteed by U.S.$9,411,0002,729
Privately issued$0192
Collaterized mortgage obligations$1,113,0002,701
CMOs issued by government agencies or sponsored agencies$1,113,0002,354
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$21,254,0003,758
Total debt securities$21,254,0004,197
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$18,977,0004,577
U.S. Government securities$18,462,0003,736
U.S. Treasury securities$01,021
U.S. Government agency obligations$18,462,0003,668
Securities issued by states & political subdivisions$515,0005,254
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$18,861,0002,324
Mortgage-backed securities$10,790,0003,143
Certificates of participation in pools of residential mortgages$9,622,0002,692
Issued or guaranteed by U.S.$9,622,0002,676
Privately issued$0202
Collaterized mortgage obligations$1,168,0002,671
CMOs issued by government agencies or sponsored agencies$1,168,0002,338
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$18,977,0004,107
Total debt securities$18,977,0004,528
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$18,099,0004,672
U.S. Government securities$17,824,0003,807
U.S. Treasury securities$01,044
U.S. Government agency obligations$17,824,0003,742
Securities issued by states & political subdivisions$275,0005,568
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$17,479,0002,415
Mortgage-backed securities$7,949,0003,483
Certificates of participation in pools of residential mortgages$6,680,0003,108
Issued or guaranteed by U.S.$6,680,0003,095
Privately issued$0205
Collaterized mortgage obligations$1,269,0002,625
CMOs issued by government agencies or sponsored agencies$1,269,0002,297
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$18,099,0004,192
Total debt securities$18,099,0004,616
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$16,884,0004,890
U.S. Government securities$16,512,0004,075
U.S. Treasury securities$01,146
U.S. Government agency obligations$16,512,0003,991
Securities issued by states & political subdivisions$372,0005,466
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$16,061,0002,579
Mortgage-backed securities$6,265,0003,547
Certificates of participation in pools of residential mortgages$4,893,0003,259
Issued or guaranteed by U.S.$4,893,0003,243
Privately issued$0191
Collaterized mortgage obligations$1,372,0002,464
CMOs issued by government agencies or sponsored agencies$1,372,0002,162
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$16,884,0004,341
Total debt securities$16,884,0004,840
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$17,070,0004,872
U.S. Government securities$16,699,0004,107
U.S. Treasury securities$01,235
U.S. Government agency obligations$16,699,0004,019
Securities issued by states & political subdivisions$371,0005,501
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$17,070,0002,455
Mortgage-backed securities$6,579,0003,323
Certificates of participation in pools of residential mortgages$5,084,0003,048
Issued or guaranteed by U.S.$5,084,0003,033
Privately issued$0194
Collaterized mortgage obligations$1,495,0002,358
CMOs issued by government agencies or sponsored agencies$1,495,0002,060
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$17,070,0004,320
Total debt securities$17,070,0004,829
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$18,251,0004,705
U.S. Government securities$17,882,0003,952
U.S. Treasury securities$01,362
U.S. Government agency obligations$17,882,0003,854
Securities issued by states & political subdivisions$369,0005,531
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$16,816,0002,478
Mortgage-backed securities$6,900,0003,195
Certificates of participation in pools of residential mortgages$5,284,0002,923
Issued or guaranteed by U.S.$5,284,0002,908
Privately issued$0207
Collaterized mortgage obligations$1,616,0002,281
CMOs issued by government agencies or sponsored agencies$1,616,0002,000
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$18,251,0004,146
Total debt securities$18,251,0004,663
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$17,381,0004,867
U.S. Government securities$17,010,0004,096
U.S. Treasury securities$01,448
U.S. Government agency obligations$17,010,0003,997
Securities issued by states & political subdivisions$371,0005,571
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$17,038,0002,448
Mortgage-backed securities$6,951,0003,181
Certificates of participation in pools of residential mortgages$5,677,0002,823
Issued or guaranteed by U.S.$5,677,0002,809
Privately issued$0218
Collaterized mortgage obligations$1,274,0002,381
CMOs issued by government agencies or sponsored agencies$1,274,0002,103
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$17,381,0004,289
Total debt securities$17,381,0004,817
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$17,723,0004,871
U.S. Government securities$17,352,0004,098
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,352,0003,996
Securities issued by states & political subdivisions$371,0005,615
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$15,919,0002,566
Mortgage-backed securities$7,315,0003,085
Certificates of participation in pools of residential mortgages$5,914,0002,787
Issued or guaranteed by U.S.$5,914,0002,770
Privately issued$0208
Collaterized mortgage obligations$1,401,0002,321
CMOs issued by government agencies or sponsored agencies$1,401,0002,052
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$17,723,0004,299
Total debt securities$17,723,0004,827
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$15,959,0005,189
U.S. Government securities$15,588,0004,425
U.S. Treasury securities$01,574
U.S. Government agency obligations$15,588,0004,303
Securities issued by states & political subdivisions$371,0005,672
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$15,959,0002,563
Mortgage-backed securities$6,554,0003,236
Certificates of participation in pools of residential mortgages$4,990,0003,010
Issued or guaranteed by U.S.$4,990,0002,996
Privately issued$0214
Collaterized mortgage obligations$1,564,0002,227
CMOs issued by government agencies or sponsored agencies$1,564,0001,961
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$15,959,0004,564
Total debt securities$15,959,0005,152
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$15,473,0005,248
U.S. Government securities$14,870,0004,539
U.S. Treasury securities$01,634
U.S. Government agency obligations$14,870,0004,402
Securities issued by states & political subdivisions$603,0005,405
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$13,040,0002,925
Mortgage-backed securities$6,929,0003,150
Certificates of participation in pools of residential mortgages$5,185,0002,967
Issued or guaranteed by U.S.$5,185,0002,954
Privately issued$0211
Collaterized mortgage obligations$1,744,0002,157
CMOs issued by government agencies or sponsored agencies$1,744,0001,892
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$15,473,0004,593
Total debt securities$15,473,0005,191
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$10,702,0006,143
U.S. Government securities$10,468,0005,472
U.S. Treasury securities$01,715
U.S. Government agency obligations$10,468,0005,338
Securities issued by states & political subdivisions$234,0005,948
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$10,702,0003,289
Mortgage-backed securities$5,945,0003,419
Certificates of participation in pools of residential mortgages$4,540,0003,201
Issued or guaranteed by U.S.$4,540,0003,189
Privately issued$0205
Collaterized mortgage obligations$1,405,0002,294
CMOs issued by government agencies or sponsored agencies$1,405,0002,019
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$10,702,0005,449
Total debt securities$10,701,0006,088
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$10,105,0006,308
U.S. Government securities$9,872,0005,608
U.S. Treasury securities$01,737
U.S. Government agency obligations$9,872,0005,465
Securities issued by states & political subdivisions$233,0005,975
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$10,105,0003,362
Mortgage-backed securities$6,337,0003,370
Certificates of participation in pools of residential mortgages$4,782,0003,178
Issued or guaranteed by U.S.$4,782,0003,167
Privately issued$0216
Collaterized mortgage obligations$1,555,0002,232
CMOs issued by government agencies or sponsored agencies$1,555,0001,977
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$10,105,0005,592
Total debt securities$10,105,0006,250
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$11,823,0005,945
U.S. Government securities$11,590,0005,181
U.S. Treasury securities$01,786
U.S. Government agency obligations$11,590,0005,031
Securities issued by states & political subdivisions$233,0006,017
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$11,823,0003,054
Mortgage-backed securities$7,035,0003,234
Certificates of participation in pools of residential mortgages$5,224,0003,082
Issued or guaranteed by U.S.$5,224,0003,068
Privately issued$0225
Collaterized mortgage obligations$1,811,0002,136
CMOs issued by government agencies or sponsored agencies$1,811,0001,895
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$11,823,0005,240
Total debt securities$11,823,0005,882
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$13,527,0005,663
U.S. Government securities$13,192,0004,910
U.S. Treasury securities$01,839
U.S. Government agency obligations$13,192,0004,769
Securities issued by states & political subdivisions$335,0005,838
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$13,527,0002,800
Mortgage-backed securities$7,122,0003,290
Certificates of participation in pools of residential mortgages$4,936,0003,224
Issued or guaranteed by U.S.$4,936,0003,212
Privately issued$0223
Collaterized mortgage obligations$2,186,0002,051
CMOs issued by government agencies or sponsored agencies$2,186,0001,820
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$13,527,0004,969
Total debt securities$13,527,0005,596
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$11,680,0006,116
U.S. Government securities$11,346,0005,363
U.S. Treasury securities$01,963
U.S. Government agency obligations$11,346,0005,225
Securities issued by states & political subdivisions$334,0005,860
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$10,592,0003,260
Mortgage-backed securities$7,767,0003,238
Certificates of participation in pools of residential mortgages$5,302,0003,193
Issued or guaranteed by U.S.$5,302,0003,187
Privately issued$0207
Collaterized mortgage obligations$2,465,0002,015
CMOs issued by government agencies or sponsored agencies$2,465,0001,796
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$11,680,0005,364
Total debt securities$11,680,0006,047
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$9,255,0006,621
U.S. Government securities$8,919,0005,962
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,919,0005,815
Securities issued by states & political subdivisions$336,0005,904
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$8,761,0003,613
Mortgage-backed securities$8,416,0003,196
Certificates of participation in pools of residential mortgages$5,717,0003,109
Issued or guaranteed by U.S.$5,717,0003,100
Privately issued$0203
Collaterized mortgage obligations$2,699,0001,984
CMOs issued by government agencies or sponsored agencies$2,699,0001,763
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$9,255,0005,864
Total debt securities$9,255,0006,564
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$9,960,0006,512
U.S. Government securities$9,621,0005,787
U.S. Treasury securities$01,990
U.S. Government agency obligations$9,621,0005,629
Securities issued by states & political subdivisions$339,0005,954
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$9,240,0003,474
Mortgage-backed securities$9,114,0003,091
Certificates of participation in pools of residential mortgages$6,185,0003,045
Issued or guaranteed by U.S.$6,185,0003,039
Privately issued$0225
Collaterized mortgage obligations$2,929,0001,909
CMOs issued by government agencies or sponsored agencies$2,929,0001,704
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$9,960,0005,762
Total debt securities$9,960,0006,445
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$10,334,0006,503
U.S. Government securities$10,235,0005,710
U.S. Treasury securities$02,098
U.S. Government agency obligations$10,235,0005,551
Securities issued by states & political subdivisions$99,0006,487
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$9,817,0003,328
Mortgage-backed securities$9,728,0003,032
Certificates of participation in pools of residential mortgages$6,602,0003,008
Issued or guaranteed by U.S.$6,602,0003,001
Privately issued$0225
Collaterized mortgage obligations$3,126,0001,897
CMOs issued by government agencies or sponsored agencies$3,126,0001,692
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$10,334,0005,750
Total debt securities$10,334,0006,431
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$12,763,0005,973
U.S. Government securities$12,763,0005,065
U.S. Treasury securities$999,0001,439
U.S. Government agency obligations$11,764,0005,161
Securities issued by states & political subdivisions$06,636
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$11,707,0002,972
Mortgage-backed securities$11,247,0002,844
Certificates of participation in pools of residential mortgages$7,622,0002,804
Issued or guaranteed by U.S.$7,622,0002,794
Privately issued$0230
Collaterized mortgage obligations$3,625,0001,859
CMOs issued by government agencies or sponsored agencies$3,625,0001,650
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$12,763,0005,247
Total debt securities$12,763,0005,895
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$13,922,0005,806
U.S. Government securities$13,912,0004,900
U.S. Treasury securities$02,227
U.S. Government agency obligations$13,912,0004,752
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$10,0003,784
Privately issued residential mortgage-backed securities$10,0001,104
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$13,426,0002,627
Mortgage-backed securities$11,900,0002,742
Certificates of participation in pools of residential mortgages$5,247,0003,345
Issued or guaranteed by U.S.$5,247,0003,334
Privately issued$0248
Collaterized mortgage obligations$6,653,0001,387
CMOs issued by government agencies or sponsored agencies$6,643,0001,297
Privately issued$10,000952
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$13,922,0005,076
Total debt securities$13,922,0005,717
Structured notes
Amortized cost$497,0002,221
Fair value$502,0002,080
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$15,036,0005,538
U.S. Government securities$14,943,0004,554
U.S. Treasury securities$02,287
U.S. Government agency obligations$14,943,0004,397
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$93,0003,763
Privately issued residential mortgage-backed securities$93,0001,032
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$11,790,0002,766
Mortgage-backed securities$12,999,0002,601
Certificates of participation in pools of residential mortgages$5,919,0003,172
Issued or guaranteed by U.S.$5,919,0003,157
Privately issued$0253
Collaterized mortgage obligations$7,080,0001,364
CMOs issued by government agencies or sponsored agencies$6,987,0001,273
Privately issued$93,000904
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$15,036,0004,832
Total debt securities$15,035,0005,451
Structured notes
Amortized cost$496,0001,967
Fair value$504,0001,819
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$17,133,0005,113
U.S. Government securities$16,783,0004,158
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,783,0004,001
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$350,0003,421
Privately issued residential mortgage-backed securities$350,000893
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$12,778,0002,588
Mortgage-backed securities$15,075,0002,434
Certificates of participation in pools of residential mortgages$6,973,0002,936
Issued or guaranteed by U.S.$6,973,0002,924
Privately issued$0256
Collaterized mortgage obligations$8,102,0001,364
CMOs issued by government agencies or sponsored agencies$7,752,0001,307
Privately issued$350,000789
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$17,133,0004,453
Total debt securities$17,133,0005,019
Structured notes
Amortized cost$496,0001,766
Fair value$507,0001,627
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$14,703,0005,539
U.S. Government securities$13,468,0004,801
U.S. Treasury securities$02,382
U.S. Government agency obligations$13,468,0004,631
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$1,235,0002,612
Privately issued residential mortgage-backed securities$735,000771
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,934
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$13,286,0002,539
Mortgage-backed securities$11,149,0002,896
Certificates of participation in pools of residential mortgages$6,636,0002,976
Issued or guaranteed by U.S.$6,636,0002,964
Privately issued$0257
Collaterized mortgage obligations$4,513,0001,874
CMOs issued by government agencies or sponsored agencies$3,778,0001,935
Privately issued$735,000685
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$14,703,0004,828
Total debt securities$14,702,0005,442
Structured notes
Amortized cost$496,0001,509
Fair value$508,0001,367
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$15,019,0005,468
U.S. Government securities$12,968,0004,879
U.S. Treasury securities$02,544
U.S. Government agency obligations$12,968,0004,699
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$2,051,0002,177
Privately issued residential mortgage-backed securities$1,048,000697
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,003,0002,494
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$11,784,0002,761
Mortgage-backed securities$10,463,0002,938
Certificates of participation in pools of residential mortgages$5,896,0003,103
Issued or guaranteed by U.S.$5,896,0003,092
Privately issued$0252
Collaterized mortgage obligations$4,567,0001,904
CMOs issued by government agencies or sponsored agencies$3,519,0002,022
Privately issued$1,048,000620
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$15,019,0004,720
Total debt securities$15,018,0005,370
Structured notes
Amortized cost$496,0001,331
Fair value$508,0001,228
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$15,278,0005,314
U.S. Government securities$11,771,0005,061
U.S. Treasury securities$03,182
U.S. Government agency obligations$11,771,0004,855
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$3,507,0001,729
Privately issued residential mortgage-backed securities$1,492,000706
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,015,0001,912
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$13,405,0002,421
Mortgage-backed securities$12,750,0002,487
Certificates of participation in pools of residential mortgages$6,170,0002,834
Issued or guaranteed by U.S.$6,170,0002,817
Privately issued$0260
Collaterized mortgage obligations$6,580,0001,620
CMOs issued by government agencies or sponsored agencies$5,088,0001,725
Privately issued$1,492,000633
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$15,278,0004,563
Total debt securities$15,278,0005,223
Structured notes
Amortized cost$0883
Fair value$0883
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$21,042,0004,478
U.S. Government securities$19,372,0003,762
U.S. Treasury securities$04,186
U.S. Government agency obligations$19,372,0003,482
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$997,0002,478
Privately issued residential mortgage-backed securities$497,000895
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$500,0002,582
Foreign debt securities$0313
Equity securities$673,0003,207
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,080,0001,925
Mortgage-backed securities$8,706,0002,512
Certificates of participation in pools of residential mortgages$5,345,0002,526
Issued or guaranteed by U.S.$5,345,0002,508
Privately issued$0308
Collaterized mortgage obligations$3,361,0001,848
CMOs issued by government agencies or sponsored agencies$2,864,0001,833
Privately issued$497,000786
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$21,042,0003,642
Total debt securities$20,369,0004,452
Structured notes
Amortized cost$791,000464
Fair value$784,000465
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$21,142,0004,662
U.S. Government securities$19,695,0003,900
U.S. Treasury securities$05,412
U.S. Government agency obligations$19,695,0003,529
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$978,0002,400
Privately issued residential mortgage-backed securities$480,000941
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$498,0002,397
Foreign debt securitiesNANA
Equity securities$469,0003,861
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,720,0001,853
Mortgage-backed securities$9,750,0002,559
Certificates of participation in pools of residential mortgages$5,663,0002,609
Issued or guaranteed by U.S.$5,663,0002,596
Privately issued$0307
Collaterized mortgage obligations$4,087,0001,802
CMOs issued by government agencies or sponsored agencies$3,607,0001,774
Privately issued$480,000824
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$21,142,0003,742
Total debt securities$20,673,0004,610
Structured notes
Amortized cost$951,000627
Fair value$912,000611
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$16,351,0005,517
U.S. Government securities$15,579,0004,662
U.S. Treasury securities$06,820
U.S. Government agency obligations$15,579,0004,010
Securities issued by states & political subdivisions$2,0007,829
Other domestic debt securities$505,0002,695
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$505,0002,232
Foreign debt securitiesNANA
Equity securities$265,0004,878
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,644,0003,369
Mortgage-backed securities$5,293,0003,733
Certificates of participation in pools of residential mortgages$2,258,0004,205
Issued or guaranteed by U.S.$2,258,0004,187
Privately issued$0349
Collaterized mortgage obligations$3,035,0002,202
CMOs issued by government agencies or sponsored agencies$3,035,0002,077
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)$06,613
Available-for-sale securities (fair market value)$16,351,0004,389
Total debt securities$16,086,0005,443
Structured notes
Amortized cost$998,000751
Fair value$1,004,000600
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$11,764,0006,887
U.S. Government securities$11,470,0005,984
U.S. Treasury securities$998,0006,515
U.S. Government agency obligations$10,472,0005,080
Securities issued by states & political subdivisions$4,0008,157
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$290,0004,718
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,167,0003,104
Mortgage-backed securities$6,172,0003,456
Certificates of participation in pools of residential mortgages$1,054,0005,288
Issued or guaranteed by U.S.$1,054,0005,269
Privately issued$0394
Collaterized mortgage obligations$5,118,0001,684
CMOs issued by government agencies or sponsored agencies$5,118,0001,604
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$11,764,0005,234
Total debt securities$11,474,0006,831
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$13,319,0006,903
U.S. Government securities$13,090,0006,002
U.S. Treasury securities$1,994,0006,072
U.S. Government agency obligations$11,096,0005,165
Securities issued by states & political subdivisions$12,0008,584
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$217,0005,142
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,068,0002,699
Mortgage-backed securities$7,372,0003,460
Certificates of participation in pools of residential mortgages$1,257,0005,484
Issued or guaranteed by U.S.$1,257,0005,469
Privately issued$0472
Collaterized mortgage obligations$6,115,0001,696
CMOs issued by government agencies or sponsored agencies$6,115,0001,613
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$13,319,0005,105
Total debt securities$13,102,0006,832
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$18,591,0005,839
U.S. Government securities$18,059,0005,008
U.S. Treasury securities$2,498,0006,561
U.S. Government agency obligations$15,561,0004,079
Securities issued by states & political subdivisions$532,0007,253
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$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,461,0003,074
Mortgage-backed securities$7,576,0003,639
Certificates of participation in pools of residential mortgages$302,0007,538
Issued or guaranteed by U.S.$302,0007,505
Privately issued$0558
Collaterized mortgage obligations$7,274,0001,707
CMOs issued by government agencies or sponsored agencies$7,274,0001,631
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$18,591,0004,197
Total debt securities$18,591,0005,727
Structured notes
Amortized cost$450,0003,798
Fair value$448,0003,794
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$19,008,0006,100
U.S. Government securities$18,793,0005,175
U.S. Treasury securities$2,879,0007,308
U.S. Government agency obligations$15,914,0003,844
Securities issued by states & political subdivisions$215,0008,599
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$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,496,0003,057
Mortgage-backed securities$6,599,0004,113
Certificates of participation in pools of residential mortgages$387,0007,725
Issued or guaranteed by U.S.$387,0007,697
Privately issued$0564
Collaterized mortgage obligations$6,212,0002,006
CMOs issued by government agencies or sponsored agencies$6,212,0001,910
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)$14,716,0004,372
Available-for-sale securities (fair market value)$4,292,0007,276
Total debt securities$19,008,0005,998
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$17,426,0006,718
U.S. Government securities$17,409,0005,657
U.S. Treasury securities$2,024,0008,387
U.S. Government agency obligations$15,385,0004,089
Securities issued by states & political subdivisions$17,0009,736
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$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,615,0002,851
Mortgage-backed securities$4,951,0005,293
Certificates of participation in pools of residential mortgages$572,0007,903
Issued or guaranteed by U.S.$572,0007,850
Privately issued$0731
Collaterized mortgage obligations$4,379,0002,841
CMOs issued by government agencies or sponsored agencies$4,379,0002,676
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$17,426,0006,576
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$11,673,0008,516
U.S. Government securities$11,649,0007,372
U.S. Treasury securities$1,011,00010,276
U.S. Government agency obligations$10,638,0005,304
Securities issued by states & political subdivisions$24,0009,785
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$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,061,0003,180
Mortgage-backed securities$1,809,0007,879
Certificates of participation in pools of residential mortgages$1,068,0007,399
Issued or guaranteed by U.S.$1,068,0007,342
Privately issued$0831
Collaterized mortgage obligations$741,0005,467
CMOs issued by government agencies or sponsored agencies$741,0005,059
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$11,673,0008,384
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