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Grove Bank, Securities

2025-03-31Rank
Total securities$13,914,0003,703
U.S. Government securities$3,829,0003,932
U.S. Treasury securities$3,829,0001,672
U.S. Government agency obligations$04,081
Securities issued by states & political subdivisions$1,148,0003,382
Other domestic debt securities$8,554,0001,079
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$8,554,000715
Foreign debt securities$383,000256
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$839,0003,657
Mortgage-backed securities$03,801
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,616
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$3,592,0001,177
Available-for-sale securities (fair market value)$10,322,0003,641
Total debt securities$13,914,0003,679
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$11,523,0003,836
U.S. Government securities$4,458,0003,896
U.S. Treasury securities$4,458,0001,647
U.S. Government agency obligations$04,110
Securities issued by states & political subdivisions$1,167,0003,419
Other domestic debt securities$5,898,0001,256
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$5,898,000893
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$5,691,0003,183
Mortgage-backed securities$03,818
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,640
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
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)$3,960,0001,176
Available-for-sale securities (fair market value)$7,563,0003,768
Total debt securities$11,523,0003,809
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$9,602,0003,959
U.S. Government securities$3,708,0003,998
U.S. Treasury securities$3,708,0001,800
U.S. Government agency obligations$04,149
Securities issued by states & political subdivisions$1,164,0003,455
Other domestic debt securities$4,730,0001,334
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$4,730,000994
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$4,147,0003,392
Mortgage-backed securities$03,847
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
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)$3,954,0001,199
Available-for-sale securities (fair market value)$5,648,0003,889
Total debt securities$9,602,0003,934
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$8,866,0003,999
U.S. Government securities$3,730,0004,014
U.S. Treasury securities$3,730,0001,837
U.S. Government agency obligations$04,169
Securities issued by states & political subdivisions$1,668,0003,387
Other domestic debt securities$3,468,0001,501
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$3,468,0001,135
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$4,420,0003,388
Mortgage-backed securities$03,857
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$5,941,0001,111
Available-for-sale securities (fair market value)$2,925,0004,024
Total debt securities$8,866,0003,973
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$4,798,0004,208
U.S. Government securities$2,723,0004,120
U.S. Treasury securities$2,723,0002,119
U.S. Government agency obligations$04,237
Securities issued by states & political subdivisions$1,027,0003,497
Other domestic debt securities$1,048,0001,945
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$1,048,0001,522
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$4,008,0003,453
Mortgage-backed securities$03,876
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$4,351,0001,208
Available-for-sale securities (fair market value)$447,0004,160
Total debt securities$4,798,0004,184
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$4,801,0004,233
U.S. Government securities$2,236,0004,173
U.S. Treasury securities$2,236,0002,239
U.S. Government agency obligations$04,259
Securities issued by states & political subdivisions$1,517,0003,425
Other domestic debt securities$1,048,0001,955
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$1,048,0001,536
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$4,411,0003,407
Mortgage-backed securities$03,879
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$4,361,0001,219
Available-for-sale securities (fair market value)$440,0004,172
Total debt securities$4,801,0004,207
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$4,258,0004,288
U.S. Government securities$1,747,0004,236
U.S. Treasury securities$1,747,0002,434
U.S. Government agency obligations$04,280
Securities issued by states & political subdivisions$1,464,0003,463
Other domestic debt securities$1,047,0001,954
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$1,047,0001,537
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$3,776,0003,451
Mortgage-backed securities$03,892
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$3,868,0001,259
Available-for-sale securities (fair market value)$390,0004,192
Total debt securities$4,258,0004,261
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$4,287,0004,322
U.S. Government securities$1,726,0004,267
U.S. Treasury securities$1,726,0002,459
U.S. Government agency obligations$04,313
Securities issued by states & political subdivisions$1,514,0003,487
Other domestic debt securities$1,047,0001,964
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$1,047,0001,543
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$3,733,0003,443
Mortgage-backed securities$03,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$3,843,0001,273
Available-for-sale securities (fair market value)$444,0004,213
Total debt securities$4,287,0004,295
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$4,294,0004,394
U.S. Government securities$1,706,0004,335
U.S. Treasury securities$1,706,0002,541
U.S. Government agency obligations$04,337
Securities issued by states & political subdivisions$1,542,0003,545
Other domestic debt securities$1,046,0002,016
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$1,046,0001,584
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$3,435,0003,438
Mortgage-backed securities$03,939
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$3,818,0001,310
Available-for-sale securities (fair market value)$476,0004,271
Total debt securities$4,295,0004,368
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$4,849,0004,405
U.S. Government securities$2,294,0004,326
U.S. Treasury securities$2,294,0002,413
U.S. Government agency obligations$04,362
Securities issued by states & political subdivisions$1,509,0003,588
Other domestic debt securities$1,046,0002,042
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$1,046,0001,599
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$3,347,0003,386
Mortgage-backed securities$03,973
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$4,402,0001,298
Available-for-sale securities (fair market value)$447,0004,304
Total debt securities$4,848,0004,379
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$8,440,0004,270
U.S. Government securities$6,280,0004,058
U.S. Treasury securities$6,280,0001,907
U.S. Government agency obligations$04,405
Securities issued by states & political subdivisions$1,114,0003,696
Other domestic debt securities$1,046,0002,005
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$1,046,0001,601
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$3,680,0003,319
Mortgage-backed securities$04,006
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$7,894,0001,113
Available-for-sale securities (fair market value)$546,0004,331
Total debt securities$8,440,0004,245
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$4,674,0004,465
U.S. Government securities$3,175,0004,301
U.S. Treasury securities$3,175,0002,279
U.S. Government agency obligations$04,450
Securities issued by states & political subdivisions$1,154,0003,730
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,185,0003,393
Mortgage-backed securities$04,060
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$3,741,0001,256
Available-for-sale securities (fair market value)$588,0004,362
Total debt securities$4,329,0004,462
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$2,521,0004,529
U.S. Government securities$900,0004,450
U.S. Treasury securities$900,0002,521
U.S. Government agency obligations$04,457
Securities issued by states & political subdivisions$920,0003,807
Other domestic debt securities$700,0001,994
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$700,0001,702
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$2,520,0003,495
Mortgage-backed securities$04,078
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$2,520,0004,277
Total debt securities$2,520,0004,512
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$1,506,0004,592
U.S. Government securities$300,0004,494
U.S. Treasury securities$300,0002,167
U.S. Government agency obligations$04,476
Securities issued by states & political subdivisions$505,0003,936
Other domestic debt securities$700,0001,957
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$700,0001,643
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$1,505,0003,690
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$1,505,0004,356
Total debt securities$1,505,0004,570
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$824,0004,693
U.S. Government securities$300,0004,539
U.S. Treasury securities$300,0001,962
U.S. Government agency obligations$04,540
Securities issued by states & political subdivisions$523,0003,975
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$550,0003,938
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$823,0004,444
Total debt securities$823,0004,668
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$527,0004,741
U.S. Government securities$04,661
U.S. Treasury securities$01,913
U.S. Government agency obligations$04,577
Securities issued by states & political subdivisions$275,0004,078
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$04,151
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$275,0004,508
Total debt securities$275,0004,748
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$500,0004,756
U.S. Government securities$04,666
U.S. Treasury securities$01,631
U.S. Government agency obligations$04,584
Securities issued by states & political subdivisions$250,0004,101
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$04,172
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$250,0001,509
Available-for-sale securities (fair market value)$04,583
Total debt securities$250,0004,762
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$500,0004,769
U.S. Government securities$04,661
U.S. Treasury securities$01,194
U.S. Government agency obligations$04,582
Securities issued by states & political subdivisions$250,0004,115
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$04,195
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$250,0001,492
Available-for-sale securities (fair market value)$04,596
Total debt securities$250,0004,771
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$502,0004,788
U.S. Government securities$04,694
U.S. Treasury securities$01,216
U.S. Government agency obligations$04,614
Securities issued by states & political subdivisions$252,0004,105
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$04,211
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$252,0001,485
Available-for-sale securities (fair market value)$04,624
Total debt securities$250,0004,797
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$250,0004,850
U.S. Government securities$04,728
U.S. Treasury securities$01,251
U.S. Government agency obligations$04,647
Securities issued by states & political subdivisions$250,0004,121
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$04,254
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$250,0001,498
Available-for-sale securities (fair market value)$04,657
Total debt securities$250,0004,829
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$250,0004,902
U.S. Government securities$250,0004,690
U.S. Treasury securities$01,297
U.S. Government agency obligations$250,0004,583
Securities issued by states & political subdivisions$04,225
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$250,0004,199
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$250,0004,655
Total debt securities$250,0004,882
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$250,0004,961
U.S. Government securities$250,0004,777
U.S. Treasury securities$01,363
U.S. Government agency obligations$250,0004,657
Securities issued by states & political subdivisions$04,239
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$250,0004,263
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$250,0004,714
Total debt securities$250,0004,944
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$250,0005,047
U.S. Government securities$250,0004,862
U.S. Treasury securities$01,429
U.S. Government agency obligations$250,0004,736
Securities issued by states & political subdivisions$04,311
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$250,0004,333
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$250,0004,794
Total debt securities$250,0005,029
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$248,0005,100
U.S. Government securities$248,0004,916
U.S. Treasury securities$01,467
U.S. Government agency obligations$248,0004,796
Securities issued by states & political subdivisions$04,367
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$248,0004,380
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$248,0004,843
Total debt securities$248,0005,081
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$897,0005,088
U.S. Government securities$897,0004,836
U.S. Treasury securities$897,0001,306
U.S. Government agency obligations$04,971
Securities issued by states & political subdivisions$04,430
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$897,0004,249
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$897,0004,815
Total debt securities$901,0005,065
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$999,0005,116
U.S. Government securities$894,0004,888
U.S. Treasury securities$01,513
U.S. Government agency obligations$894,0004,746
Securities issued by states & political subdivisions$105,0004,452
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$900,0004,301
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$105,0001,814
Available-for-sale securities (fair market value)$894,0004,865
Total debt securities$1,006,0005,093
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$997,0005,182
U.S. Government securities$892,0004,967
U.S. Treasury securities$01,500
U.S. Government agency obligations$892,0004,828
Securities issued by states & political subdivisions$105,0004,500
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$900,0004,362
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$105,0001,854
Available-for-sale securities (fair market value)$892,0004,931
Total debt securities$1,006,0005,157
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$997,0005,241
U.S. Government securities$997,0004,971
U.S. Treasury securities$891,0001,259
U.S. Government agency obligations$106,0005,071
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$900,0004,404
Mortgage-backed securities$1,0004,548
Certificates of participation in pools of residential mortgages$1,0004,394
Issued or guaranteed by U.S.$1,0004,284
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$105,0001,885
Available-for-sale securities (fair market value)$892,0004,987
Total debt securities$1,006,0005,218
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$998,0005,302
U.S. Government securities$893,0005,083
U.S. Treasury securities$01,426
U.S. Government agency obligations$893,0004,959
Securities issued by states & political subdivisions$105,0004,596
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$900,0004,467
Mortgage-backed securities$1,0004,594
Certificates of participation in pools of residential mortgages$1,0004,443
Issued or guaranteed by U.S.$1,0004,436
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$105,0001,917
Available-for-sale securities (fair market value)$893,0005,042
Total debt securities$1,004,0005,281
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$1,102,0005,352
U.S. Government securities$897,0005,128
U.S. Treasury securities$01,328
U.S. Government agency obligations$897,0005,011
Securities issued by states & political subdivisions$205,0004,625
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$1,102,0004,446
Mortgage-backed securities$1,0004,647
Certificates of participation in pools of residential mortgages$1,0004,497
Issued or guaranteed by U.S.$1,0004,491
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$205,0001,881
Available-for-sale securities (fair market value)$897,0005,102
Total debt securities$1,106,0005,334
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$1,108,0005,417
U.S. Government securities$903,0005,180
U.S. Treasury securities$01,313
U.S. Government agency obligations$903,0005,058
Securities issued by states & political subdivisions$205,0004,665
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$903,0004,601
Mortgage-backed securities$1,0004,707
Certificates of participation in pools of residential mortgages$1,0004,555
Issued or guaranteed by U.S.$1,0004,550
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$205,0001,934
Available-for-sale securities (fair market value)$903,0005,152
Total debt securities$1,108,0005,397
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$1,359,0005,445
U.S. Government securities$1,154,0005,168
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,154,0005,048
Securities issued by states & political subdivisions$205,0004,712
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$902,0004,635
Mortgage-backed securities$1,0004,746
Certificates of participation in pools of residential mortgages$1,0004,591
Issued or guaranteed by U.S.$1,0004,585
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$205,0001,962
Available-for-sale securities (fair market value)$1,154,0005,170
Total debt securities$1,360,0005,425
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$1,359,0005,515
U.S. Government securities$1,154,0005,239
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,154,0005,117
Securities issued by states & political subdivisions$205,0004,773
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$903,0004,696
Mortgage-backed securities$1,0004,815
Certificates of participation in pools of residential mortgages$1,0004,656
Issued or guaranteed by U.S.$1,0004,651
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$205,0001,997
Available-for-sale securities (fair market value)$1,154,0005,227
Total debt securities$1,359,0005,496
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$1,606,0005,547
U.S. Government securities$1,401,0005,232
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,401,0005,110
Securities issued by states & political subdivisions$205,0004,825
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$900,0004,739
Mortgage-backed securities$1,0004,855
Certificates of participation in pools of residential mortgages$1,0004,700
Issued or guaranteed by U.S.$1,0004,694
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$205,0002,023
Available-for-sale securities (fair market value)$1,401,0005,246
Total debt securities$1,607,0005,528
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$1,624,0005,604
U.S. Government securities$1,419,0005,275
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,419,0005,158
Securities issued by states & political subdivisions$205,0004,858
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$900,0004,804
Mortgage-backed securities$1,0004,899
Certificates of participation in pools of residential mortgages$1,0004,738
Issued or guaranteed by U.S.$1,0004,734
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$205,0002,050
Available-for-sale securities (fair market value)$1,419,0005,293
Total debt securities$1,624,0005,583
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$1,829,0005,656
U.S. Government securities$1,624,0005,322
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,624,0005,214
Securities issued by states & political subdivisions$205,0004,903
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$05,199
Mortgage-backed securities$1,0004,965
Certificates of participation in pools of residential mortgages$1,0004,810
Issued or guaranteed by U.S.$1,0004,804
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$205,0002,093
Available-for-sale securities (fair market value)$1,624,0005,338
Total debt securities$1,829,0005,637
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$2,219,0005,689
U.S. Government securities$2,014,0005,312
U.S. Treasury securities$01,296
U.S. Government agency obligations$2,014,0005,209
Securities issued by states & political subdivisions$205,0004,942
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$05,255
Mortgage-backed securities$1,0005,014
Certificates of participation in pools of residential mortgages$1,0004,856
Issued or guaranteed by U.S.$1,0004,852
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$205,0002,137
Available-for-sale securities (fair market value)$2,014,0005,350
Total debt securities$2,219,0005,669
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$2,657,0005,687
U.S. Government securities$2,207,0005,348
U.S. Treasury securities$01,367
U.S. Government agency obligations$2,207,0005,247
Securities issued by states & political subdivisions$450,0004,841
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$905,0004,986
Mortgage-backed securities$1,0005,061
Certificates of participation in pools of residential mortgages$1,0004,898
Issued or guaranteed by U.S.$1,0004,893
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$450,0002,058
Available-for-sale securities (fair market value)$2,207,0005,383
Total debt securities$2,657,0005,660
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$2,669,0005,770
U.S. Government securities$2,219,0005,450
U.S. Treasury securities$01,303
U.S. Government agency obligations$2,219,0005,355
Securities issued by states & political subdivisions$450,0004,889
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$663,0005,131
Mortgage-backed securities$1,0005,130
Certificates of participation in pools of residential mortgages$1,0004,964
Issued or guaranteed by U.S.$1,0004,958
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$450,0002,077
Available-for-sale securities (fair market value)$2,219,0005,453
Total debt securities$2,670,0005,746
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$2,912,0005,819
U.S. Government securities$2,462,0005,501
U.S. Treasury securities$01,348
U.S. Government agency obligations$2,462,0005,404
Securities issued by states & political subdivisions$450,0004,924
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$657,0005,175
Mortgage-backed securities$1,0005,207
Certificates of participation in pools of residential mortgages$1,0005,042
Issued or guaranteed by U.S.$1,0005,038
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$450,0002,119
Available-for-sale securities (fair market value)$2,462,0005,492
Total debt securities$2,912,0005,796
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$2,920,0005,883
U.S. Government securities$2,470,0005,565
U.S. Treasury securities$01,327
U.S. Government agency obligations$2,470,0005,474
Securities issued by states & political subdivisions$450,0004,929
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$406,0005,327
Mortgage-backed securities$1,0005,260
Certificates of participation in pools of residential mortgages$1,0005,099
Issued or guaranteed by U.S.$1,0005,090
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$450,0002,113
Available-for-sale securities (fair market value)$2,470,0005,546
Total debt securities$2,920,0005,858
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$2,651,0006,006
U.S. Government securities$2,201,0005,704
U.S. Treasury securities$01,361
U.S. Government agency obligations$2,201,0005,609
Securities issued by states & political subdivisions$450,0005,019
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$398,0005,416
Mortgage-backed securities$1,0005,351
Certificates of participation in pools of residential mortgages$1,0005,179
Issued or guaranteed by U.S.$1,0005,170
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$450,0002,139
Available-for-sale securities (fair market value)$2,201,0005,676
Total debt securities$2,651,0005,983
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$3,046,0006,046
U.S. Government securities$2,596,0005,726
U.S. Treasury securities$01,381
U.S. Government agency obligations$2,596,0005,627
Securities issued by states & political subdivisions$450,0005,076
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$401,0005,487
Mortgage-backed securities$1,0005,440
Certificates of participation in pools of residential mortgages$1,0005,267
Issued or guaranteed by U.S.$1,0005,261
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
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)$450,0002,175
Available-for-sale securities (fair market value)$2,596,0005,710
Total debt securities$3,046,0006,022
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$3,053,0006,120
U.S. Government securities$2,603,0005,786
U.S. Treasury securities$01,342
U.S. Government agency obligations$2,603,0005,685
Securities issued by states & political subdivisions$450,0005,134
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$401,0005,543
Mortgage-backed securities$1,0005,493
Certificates of participation in pools of residential mortgages$1,0005,322
Issued or guaranteed by U.S.$1,0005,316
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$450,0002,193
Available-for-sale securities (fair market value)$2,603,0005,776
Total debt securities$3,053,0006,095
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$2,406,0006,238
U.S. Government securities$2,201,0005,909
U.S. Treasury securities$01,198
U.S. Government agency obligations$2,201,0005,813
Securities issued by states & political subdivisions$205,0005,324
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$402,0005,590
Mortgage-backed securities$1,0005,555
Certificates of participation in pools of residential mortgages$1,0005,388
Issued or guaranteed by U.S.$1,0005,380
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
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)$205,0002,329
Available-for-sale securities (fair market value)$2,201,0005,872
Total debt securities$2,404,0006,212
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$1,595,0006,402
U.S. Government securities$1,390,0006,147
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,390,0006,047
Securities issued by states & political subdivisions$205,0005,380
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$402,0005,666
Mortgage-backed securities$2,0005,583
Certificates of participation in pools of residential mortgages$2,0005,410
Issued or guaranteed by U.S.$2,0005,401
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
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)$205,0002,350
Available-for-sale securities (fair market value)$1,390,0006,038
Total debt securities$1,595,0006,377
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$1,603,0006,471
U.S. Government securities$1,398,0006,196
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,398,0006,103
Securities issued by states & political subdivisions$205,0005,417
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$403,0005,727
Mortgage-backed securities$2,0005,643
Certificates of participation in pools of residential mortgages$2,0005,468
Issued or guaranteed by U.S.$2,0005,459
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
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)$205,0002,349
Available-for-sale securities (fair market value)$1,398,0006,112
Total debt securities$1,603,0006,442
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$1,801,0006,476
U.S. Government securities$1,596,0006,164
U.S. Treasury securities$01,152
U.S. Government agency obligations$1,596,0006,060
Securities issued by states & political subdivisions$205,0005,424
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$605,0005,658
Mortgage-backed securities$2,0005,667
Certificates of participation in pools of residential mortgages$2,0005,486
Issued or guaranteed by U.S.$2,0005,476
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
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)$205,0002,292
Available-for-sale securities (fair market value)$1,596,0006,122
Total debt securities$1,801,0006,448
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$1,322,0006,599
U.S. Government securities$1,117,0006,312
U.S. Treasury securities$01,161
U.S. Government agency obligations$1,117,0006,207
Securities issued by states & political subdivisions$205,0005,447
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$608,0005,715
Mortgage-backed securities$2,0005,728
Certificates of participation in pools of residential mortgages$2,0005,537
Issued or guaranteed by U.S.$2,0005,529
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
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)$205,0002,285
Available-for-sale securities (fair market value)$1,117,0006,242
Total debt securities$1,322,0006,570
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$871,0006,738
U.S. Government securities$871,0006,453
U.S. Treasury securities$01,135
U.S. Government agency obligations$871,0006,343
Securities issued by states & political subdivisions$05,626
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$598,0005,751
Mortgage-backed securities$2,0005,770
Certificates of participation in pools of residential mortgages$2,0005,569
Issued or guaranteed by U.S.$2,0005,563
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
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)$871,0006,340
Total debt securities$871,0006,709
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$909,0006,827
U.S. Government securities$874,0006,559
U.S. Treasury securities$01,086
U.S. Government agency obligations$874,0006,463
Securities issued by states & political subdivisions$35,0005,653
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$613,0005,824
Mortgage-backed securities$2,0005,866
Certificates of participation in pools of residential mortgages$2,0005,672
Issued or guaranteed by U.S.$2,0005,661
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
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)$35,0002,584
Available-for-sale securities (fair market value)$874,0006,421
Total debt securities$909,0006,798
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$908,0006,890
U.S. Government securities$873,0006,638
U.S. Treasury securities$01,068
U.S. Government agency obligations$873,0006,542
Securities issued by states & political subdivisions$35,0005,681
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$614,0005,900
Mortgage-backed securities$2,0005,907
Certificates of participation in pools of residential mortgages$2,0005,712
Issued or guaranteed by U.S.$2,0005,702
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
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)$35,0002,607
Available-for-sale securities (fair market value)$873,0006,483
Total debt securities$908,0006,865
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$1,257,0006,894
U.S. Government securities$1,222,0006,626
U.S. Treasury securities$01,157
U.S. Government agency obligations$1,222,0006,530
Securities issued by states & political subdivisions$35,0005,681
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$559,0005,960
Mortgage-backed securities$2,0005,945
Certificates of participation in pools of residential mortgages$2,0005,749
Issued or guaranteed by U.S.$2,0005,741
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
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)$35,0002,672
Available-for-sale securities (fair market value)$1,222,0006,473
Total debt securities$1,259,0006,863
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$1,259,0006,930
U.S. Government securities$1,224,0006,644
U.S. Treasury securities$01,076
U.S. Government agency obligations$1,224,0006,551
Securities issued by states & political subdivisions$35,0005,677
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$564,0005,674
Mortgage-backed securities$2,0005,963
Certificates of participation in pools of residential mortgages$2,0005,751
Issued or guaranteed by U.S.$2,0005,740
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
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)$35,0002,783
Available-for-sale securities (fair market value)$1,224,0006,480
Total debt securities$1,259,0006,904
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$1,718,0006,942
U.S. Government securities$1,683,0006,611
U.S. Treasury securities$01,126
U.S. Government agency obligations$1,683,0006,508
Securities issued by states & political subdivisions$35,0005,705
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$768,0005,603
Mortgage-backed securities$2,0005,992
Certificates of participation in pools of residential mortgages$2,0005,772
Issued or guaranteed by U.S.$2,0005,760
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
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)$35,0002,818
Available-for-sale securities (fair market value)$1,683,0006,498
Total debt securities$1,721,0006,910
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$1,718,0007,018
U.S. Government securities$1,683,0006,726
U.S. Treasury securities$01,225
U.S. Government agency obligations$1,683,0006,619
Securities issued by states & political subdivisions$35,0005,709
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$776,0005,647
Mortgage-backed securities$2,0006,027
Certificates of participation in pools of residential mortgages$2,0005,797
Issued or guaranteed by U.S.$2,0005,790
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
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)$35,0002,870
Available-for-sale securities (fair market value)$1,683,0006,561
Total debt securities$1,718,0006,986
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$1,699,0007,067
U.S. Government securities$1,664,0006,757
U.S. Treasury securities$01,272
U.S. Government agency obligations$1,664,0006,663
Securities issued by states & political subdivisions$35,0005,735
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$779,0005,699
Mortgage-backed securities$2,0006,047
Certificates of participation in pools of residential mortgages$2,0005,807
Issued or guaranteed by U.S.$2,0005,795
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
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)$35,0002,894
Available-for-sale securities (fair market value)$1,664,0006,598
Total debt securities$1,699,0007,031
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$1,207,0007,188
U.S. Government securities$1,172,0006,886
U.S. Treasury securities$01,275
U.S. Government agency obligations$1,172,0006,762
Securities issued by states & political subdivisions$35,0005,764
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$784,0005,734
Mortgage-backed securities$2,0006,086
Certificates of participation in pools of residential mortgages$2,0005,815
Issued or guaranteed by U.S.$2,0005,803
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$35,0002,921
Available-for-sale securities (fair market value)$1,172,0006,705
Total debt securities$1,207,0007,157
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$1,081,0007,270
U.S. Government securities$996,0007,010
U.S. Treasury securities$01,180
U.S. Government agency obligations$996,0006,899
Securities issued by states & political subdivisions$85,0005,719
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$994,0005,747
Mortgage-backed securities$2,0006,146
Certificates of participation in pools of residential mortgages$2,0005,862
Issued or guaranteed by U.S.$2,0005,847
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$85,0002,900
Available-for-sale securities (fair market value)$996,0006,796
Total debt securities$1,081,0007,239
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$1,084,0007,349
U.S. Government securities$999,0007,123
U.S. Treasury securities$01,121
U.S. Government agency obligations$999,0007,020
Securities issued by states & political subdivisions$85,0005,709
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$997,0005,795
Mortgage-backed securities$2,0006,184
Certificates of participation in pools of residential mortgages$2,0005,912
Issued or guaranteed by U.S.$2,0005,899
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
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)$85,0002,979
Available-for-sale securities (fair market value)$999,0006,862
Total debt securities$1,084,0007,317
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$1,080,0007,431
U.S. Government securities$995,0007,216
U.S. Treasury securities$01,130
U.S. Government agency obligations$995,0007,108
Securities issued by states & political subdivisions$85,0005,739
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$993,0005,863
Mortgage-backed securities$2,0006,278
Certificates of participation in pools of residential mortgages$2,0006,014
Issued or guaranteed by U.S.$2,0006,002
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
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)$85,0003,031
Available-for-sale securities (fair market value)$995,0006,938
Total debt securities$1,080,0007,398
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$1,086,0007,470
U.S. Government securities$1,001,0007,226
U.S. Treasury securities$01,077
U.S. Government agency obligations$1,001,0007,122
Securities issued by states & political subdivisions$85,0005,772
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$999,0005,923
Mortgage-backed securities$3,0006,317
Certificates of participation in pools of residential mortgages$3,0006,058
Issued or guaranteed by U.S.$3,0006,043
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$85,0003,087
Available-for-sale securities (fair market value)$1,001,0006,972
Total debt securities$1,086,0007,438
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$1,956,0007,410
U.S. Government securities$1,871,0007,071
U.S. Treasury securities$01,047
U.S. Government agency obligations$1,871,0006,971
Securities issued by states & political subdivisions$85,0005,808
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$1,668,0005,613
Mortgage-backed securities$3,0006,399
Certificates of participation in pools of residential mortgages$3,0006,145
Issued or guaranteed by U.S.$3,0006,125
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$85,0003,172
Available-for-sale securities (fair market value)$1,871,0006,874
Total debt securities$1,956,0007,366
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$1,951,0007,450
U.S. Government securities$1,866,0007,107
U.S. Treasury securities$01,036
U.S. Government agency obligations$1,866,0007,012
Securities issued by states & political subdivisions$85,0005,865
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$1,863,0005,556
Mortgage-backed securities$3,0006,457
Certificates of participation in pools of residential mortgages$3,0006,200
Issued or guaranteed by U.S.$3,0006,178
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$85,0003,219
Available-for-sale securities (fair market value)$1,866,0006,923
Total debt securities$1,951,0007,408
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$2,567,0007,376
U.S. Government securities$2,482,0007,013
U.S. Treasury securities$0981
U.S. Government agency obligations$2,482,0006,921
Securities issued by states & political subdivisions$85,0005,813
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$1,917,0005,600
Mortgage-backed securities$2,0006,529
Certificates of participation in pools of residential mortgages$2,0006,283
Issued or guaranteed by U.S.$2,0006,265
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,259
Available-for-sale securities (fair market value)$2,482,0006,830
Total debt securities$2,567,0007,336
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$2,991,0007,374
U.S. Government securities$2,906,0007,014
U.S. Treasury securities$0973
U.S. Government agency obligations$2,906,0006,922
Securities issued by states & political subdivisions$85,0005,772
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$1,917,0005,645
Mortgage-backed securities$3,0006,550
Certificates of participation in pools of residential mortgages$3,0006,306
Issued or guaranteed by U.S.$3,0006,284
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,277
Available-for-sale securities (fair market value)$2,906,0006,799
Total debt securities$2,991,0007,334
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$3,649,0007,245
U.S. Government securities$3,564,0006,826
U.S. Treasury securities$01,019
U.S. Government agency obligations$3,564,0006,733
Securities issued by states & political subdivisions$85,0005,791
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$1,884,0005,701
Mortgage-backed securities$3,0006,573
Certificates of participation in pools of residential mortgages$3,0006,338
Issued or guaranteed by U.S.$3,0006,318
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,298
Available-for-sale securities (fair market value)$3,564,0006,661
Total debt securities$3,649,0007,203
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$3,838,0007,259
U.S. Government securities$3,753,0006,814
U.S. Treasury securities$01,021
U.S. Government agency obligations$3,753,0006,714
Securities issued by states & political subdivisions$85,0005,849
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$1,883,0005,696
Mortgage-backed securities$3,0006,604
Certificates of participation in pools of residential mortgages$3,0006,368
Issued or guaranteed by U.S.$3,0006,344
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,316
Available-for-sale securities (fair market value)$3,753,0006,665
Total debt securities$3,838,0007,202
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$3,810,0007,307
U.S. Government securities$3,725,0006,859
U.S. Treasury securities$01,044
U.S. Government agency obligations$3,725,0006,754
Securities issued by states & political subdivisions$85,0005,853
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$2,110,0005,553
Mortgage-backed securities$3,0006,617
Certificates of participation in pools of residential mortgages$3,0006,369
Issued or guaranteed by U.S.$3,0006,340
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,353
Available-for-sale securities (fair market value)$3,725,0006,705
Total debt securities$3,810,0007,251
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$4,965,0007,097
U.S. Government securities$4,880,0006,637
U.S. Treasury securities$01,146
U.S. Government agency obligations$4,880,0006,526
Securities issued by states & political subdivisions$85,0005,896
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$1,860,0005,763
Mortgage-backed securities$4,0006,547
Certificates of participation in pools of residential mortgages$4,0006,302
Issued or guaranteed by U.S.$4,0006,281
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,409
Available-for-sale securities (fair market value)$4,880,0006,483
Total debt securities$4,965,0007,044
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$3,920,0007,404
U.S. Government securities$3,835,0007,022
U.S. Treasury securities$01,235
U.S. Government agency obligations$3,835,0006,909
Securities issued by states & political subdivisions$85,0005,930
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$1,844,0005,801
Mortgage-backed securities$4,0006,531
Certificates of participation in pools of residential mortgages$4,0006,267
Issued or guaranteed by U.S.$4,0006,244
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,477
Available-for-sale securities (fair market value)$3,835,0006,751
Total debt securities$3,920,0007,366
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$4,268,0007,343
U.S. Government securities$4,183,0006,942
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,183,0006,819
Securities issued by states & political subdivisions$85,0005,984
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$1,822,0005,855
Mortgage-backed securities$4,0006,564
Certificates of participation in pools of residential mortgages$4,0006,296
Issued or guaranteed by U.S.$4,0006,276
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,521
Available-for-sale securities (fair market value)$4,183,0006,691
Total debt securities$4,268,0007,298
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$4,286,0007,390
U.S. Government securities$4,201,0006,974
U.S. Treasury securities$01,448
U.S. Government agency obligations$4,201,0006,837
Securities issued by states & political subdivisions$85,0006,039
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$1,827,0005,863
Mortgage-backed securities$4,0006,584
Certificates of participation in pools of residential mortgages$4,0006,320
Issued or guaranteed by U.S.$4,0006,296
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$85,0003,594
Available-for-sale securities (fair market value)$4,201,0006,714
Total debt securities$4,286,0007,341
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$4,318,0007,427
U.S. Government securities$4,183,0007,025
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,183,0006,895
Securities issued by states & political subdivisions$135,0005,999
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$1,819,0005,873
Mortgage-backed securities$4,0006,609
Certificates of participation in pools of residential mortgages$4,0006,344
Issued or guaranteed by U.S.$4,0006,319
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,585
Available-for-sale securities (fair market value)$4,183,0006,744
Total debt securities$4,318,0007,374
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$4,307,0007,497
U.S. Government securities$4,172,0007,117
U.S. Treasury securities$01,574
U.S. Government agency obligations$4,172,0006,980
Securities issued by states & political subdivisions$135,0006,070
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$1,814,0005,920
Mortgage-backed securities$5,0006,653
Certificates of participation in pools of residential mortgages$5,0006,385
Issued or guaranteed by U.S.$5,0006,357
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,664
Available-for-sale securities (fair market value)$4,172,0006,796
Total debt securities$4,307,0007,445
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$4,237,0007,555
U.S. Government securities$4,102,0007,151
U.S. Treasury securities$01,634
U.S. Government agency obligations$4,102,0007,012
Securities issued by states & political subdivisions$135,0006,106
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$1,598,0006,042
Mortgage-backed securities$5,0006,712
Certificates of participation in pools of residential mortgages$5,0006,441
Issued or guaranteed by U.S.$5,0006,419
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,721
Available-for-sale securities (fair market value)$4,102,0006,831
Total debt securities$4,237,0007,499
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$4,273,0007,583
U.S. Government securities$4,138,0007,200
U.S. Treasury securities$01,715
U.S. Government agency obligations$4,138,0007,053
Securities issued by states & political subdivisions$135,0006,126
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$1,419,0006,147
Mortgage-backed securities$5,0006,760
Certificates of participation in pools of residential mortgages$5,0006,482
Issued or guaranteed by U.S.$5,0006,463
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,789
Available-for-sale securities (fair market value)$4,138,0006,870
Total debt securities$4,273,0007,534
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$4,291,0007,618
U.S. Government securities$4,156,0007,206
U.S. Treasury securities$01,737
U.S. Government agency obligations$4,156,0007,046
Securities issued by states & political subdivisions$135,0006,174
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$1,425,0006,171
Mortgage-backed securities$5,0006,832
Certificates of participation in pools of residential mortgages$5,0006,544
Issued or guaranteed by U.S.$5,0006,527
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,867
Available-for-sale securities (fair market value)$4,156,0006,893
Total debt securities$4,291,0007,567
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$4,320,0007,652
U.S. Government securities$4,185,0007,223
U.S. Treasury securities$01,786
U.S. Government agency obligations$4,185,0007,076
Securities issued by states & political subdivisions$135,0006,210
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$1,435,0006,182
Mortgage-backed securities$6,0006,850
Certificates of participation in pools of residential mortgages$6,0006,567
Issued or guaranteed by U.S.$6,0006,550
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,919
Available-for-sale securities (fair market value)$4,185,0006,905
Total debt securities$4,320,0007,600
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$4,364,0007,688
U.S. Government securities$4,229,0007,250
U.S. Treasury securities$01,839
U.S. Government agency obligations$4,229,0007,095
Securities issued by states & political subdivisions$135,0006,221
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$1,450,0006,176
Mortgage-backed securities$7,0006,878
Certificates of participation in pools of residential mortgages$7,0006,601
Issued or guaranteed by U.S.$7,0006,582
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0003,970
Available-for-sale securities (fair market value)$4,229,0006,932
Total debt securities$4,364,0007,629
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$4,296,0007,767
U.S. Government securities$4,161,0007,343
U.S. Treasury securities$01,963
U.S. Government agency obligations$4,161,0007,169
Securities issued by states & political subdivisions$135,0006,255
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$1,174,0006,375
Mortgage-backed securities$7,0006,961
Certificates of participation in pools of residential mortgages$7,0006,681
Issued or guaranteed by U.S.$7,0006,664
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,045
Available-for-sale securities (fair market value)$4,161,0007,009
Total debt securities$4,296,0007,711
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$4,373,0007,809
U.S. Government securities$4,238,0007,344
U.S. Treasury securities$01,963
U.S. Government agency obligations$4,238,0007,182
Securities issued by states & political subdivisions$135,0006,295
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$1,195,0006,366
Mortgage-backed securities$8,0007,001
Certificates of participation in pools of residential mortgages$8,0006,713
Issued or guaranteed by U.S.$8,0006,701
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,097
Available-for-sale securities (fair market value)$4,238,0007,041
Total debt securities$4,373,0007,747
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$4,346,0007,835
U.S. Government securities$4,211,0007,383
U.S. Treasury securities$01,990
U.S. Government agency obligations$4,211,0007,224
Securities issued by states & political subdivisions$135,0006,342
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$1,206,0006,398
Mortgage-backed securities$9,0007,038
Certificates of participation in pools of residential mortgages$9,0006,740
Issued or guaranteed by U.S.$9,0006,728
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,145
Available-for-sale securities (fair market value)$4,211,0007,079
Total debt securities$4,346,0007,776
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$4,866,0007,783
U.S. Government securities$4,731,0007,296
U.S. Treasury securities$02,098
U.S. Government agency obligations$4,731,0007,136
Securities issued by states & political subdivisions$135,0006,386
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$1,190,0006,419
Mortgage-backed securities$10,0007,101
Certificates of participation in pools of residential mortgages$10,0006,801
Issued or guaranteed by U.S.$10,0006,790
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,199
Available-for-sale securities (fair market value)$4,731,0007,018
Total debt securities$4,866,0007,717
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$4,206,0007,930
U.S. Government securities$4,071,0007,460
U.S. Treasury securities$02,082
U.S. Government agency obligations$4,071,0007,302
Securities issued by states & political subdivisions$135,0006,387
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$1,228,0006,372
Mortgage-backed securities$11,0007,115
Certificates of participation in pools of residential mortgages$11,0006,810
Issued or guaranteed by U.S.$11,0006,795
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,241
Available-for-sale securities (fair market value)$4,071,0007,181
Total debt securities$4,206,0007,858
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$3,966,0008,087
U.S. Government securities$3,831,0007,613
U.S. Treasury securities$02,227
U.S. Government agency obligations$3,831,0007,433
Securities issued by states & political subdivisions$135,0006,471
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,212,0006,367
Mortgage-backed securities$13,0007,148
Certificates of participation in pools of residential mortgages$13,0006,864
Issued or guaranteed by U.S.$13,0006,840
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,0004,307
Available-for-sale securities (fair market value)$3,831,0007,279
Total debt securities$3,966,0008,016
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$3,665,0008,116
U.S. Government securities$3,440,0007,664
U.S. Treasury securities$02,287
U.S. Government agency obligations$3,440,0007,470
Securities issued by states & political subdivisions$225,0006,294
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,216,0006,372
Mortgage-backed securities$15,0007,176
Certificates of participation in pools of residential mortgages$15,0006,888
Issued or guaranteed by U.S.$15,0006,864
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,0004,180
Available-for-sale securities (fair market value)$3,440,0007,355
Total debt securities$3,665,0008,033
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$3,289,0008,241
U.S. Government securities$3,064,0007,807
U.S. Treasury securities$02,322
U.S. Government agency obligations$3,064,0007,621
Securities issued by states & political subdivisions$225,0006,317
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,223,0006,363
Mortgage-backed securities$18,0007,201
Certificates of participation in pools of residential mortgages$18,0006,881
Issued or guaranteed by U.S.$18,0006,861
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,0004,234
Available-for-sale securities (fair market value)$3,064,0007,458
Total debt securities$3,289,0008,170
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$3,839,0008,138
U.S. Government securities$3,664,0007,656
U.S. Treasury securities$02,382
U.S. Government agency obligations$3,664,0007,455
Securities issued by states & political subdivisions$175,0006,428
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,221,0006,391
Mortgage-backed securities$20,0007,227
Certificates of participation in pools of residential mortgages$20,0006,891
Issued or guaranteed by U.S.$20,0006,872
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0004,371
Available-for-sale securities (fair market value)$3,664,0007,316
Total debt securities$3,839,0008,053
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$3,047,0008,417
U.S. Government securities$2,872,0007,992
U.S. Treasury securities$02,544
U.S. Government agency obligations$2,872,0007,790
Securities issued by states & political subdivisions$175,0006,453
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,226,0006,419
Mortgage-backed securities$24,0007,225
Certificates of participation in pools of residential mortgages$24,0006,863
Issued or guaranteed by U.S.$24,0006,842
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0004,454
Available-for-sale securities (fair market value)$2,872,0007,576
Total debt securities$3,047,0008,328
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$3,834,0008,317
U.S. Government securities$3,659,0007,791
U.S. Treasury securities$03,182
U.S. Government agency obligations$3,659,0007,542
Securities issued by states & political subdivisions$175,0006,600
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,413,0006,392
Mortgage-backed securities$40,0007,194
Certificates of participation in pools of residential mortgages$40,0006,776
Issued or guaranteed by U.S.$40,0006,754
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0004,701
Available-for-sale securities (fair market value)$3,659,0007,400
Total debt securities$3,834,0008,226
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$4,035,0008,684
U.S. Government securities$3,860,0008,254
U.S. Treasury securities$04,186
U.S. Government agency obligations$3,860,0007,905
Securities issued by states & political subdivisions$175,0006,788
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,600,0006,555
Mortgage-backed securities$63,0007,043
Certificates of participation in pools of residential mortgages$63,0006,582
Issued or guaranteed by U.S.$63,0006,560
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0005,328
Available-for-sale securities (fair market value)$3,860,0007,610
Total debt securities$4,035,0008,578
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$4,154,0008,961
U.S. Government securities$3,979,0008,517
U.S. Treasury securities$400,0004,759
U.S. Government agency obligations$3,579,0008,191
Securities issued by states & political subdivisions$175,0007,104
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,569,0006,661
Mortgage-backed securities$85,0007,332
Certificates of participation in pools of residential mortgages$85,0006,818
Issued or guaranteed by U.S.$85,0006,800
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0005,767
Available-for-sale securities (fair market value)$3,979,0007,756
Total debt securities$4,154,0008,853
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$4,405,0008,975
U.S. Government securities$4,230,0008,401
U.S. Treasury securities$808,0005,415
U.S. Government agency obligations$3,422,0007,981
Securities issued by states & political subdivisions$175,0007,349
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,617,0006,447
Mortgage-backed securities$116,0007,459
Certificates of participation in pools of residential mortgages$116,0006,919
Issued or guaranteed by U.S.$116,0006,901
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$175,0006,294
Available-for-sale securities (fair market value)$4,230,0007,641
Total debt securities$4,405,0008,833
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$4,333,0009,480
U.S. Government securities$4,133,0009,002
U.S. Treasury securities$1,003,0006,358
U.S. Government agency obligations$3,130,0008,344
Securities issued by states & political subdivisions$200,0007,514
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$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,607,0006,841
Mortgage-backed securities$184,0007,636
Certificates of participation in pools of residential mortgages$184,0006,968
Issued or guaranteed by U.S.$184,0006,946
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$200,0007,080
Available-for-sale securities (fair market value)$4,133,0007,839
Total debt securities$4,333,0009,374
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$3,987,00010,178
U.S. Government securities$3,762,0009,775
U.S. Treasury securities$595,0007,896
U.S. Government agency obligations$3,167,0008,697
Securities issued by states & political subdivisions$125,0008,168
Other domestic debt securities$100,0003,782
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$100,0002,902
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,203,0007,584
Mortgage-backed securities$232,0008,096
Certificates of participation in pools of residential mortgages$232,0007,369
Issued or guaranteed by U.S.$232,0007,351
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,0007,704
Available-for-sale securities (fair market value)$3,762,0008,287
Total debt securities$3,987,00010,089
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$4,677,00010,354
U.S. Government securities$4,452,0009,838
U.S. Treasury securities$401,0009,659
U.S. Government agency obligations$4,051,0008,294
Securities issued by states & political subdivisions$25,0008,920
Other domestic debt securities$200,0004,023
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$200,0003,154
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$1,202,0007,821
Mortgage-backed securities$295,0008,423
Certificates of participation in pools of residential mortgages$295,0007,556
Issued or guaranteed by U.S.$295,0007,524
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$225,0008,117
Available-for-sale securities (fair market value)$4,452,0008,294
Total debt securities$4,677,00010,245
Structured notes
Amortized cost$400,0003,850
Fair value$398,0003,867
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$4,682,00011,000
U.S. Government securities$4,255,00010,559
U.S. Treasury securities$797,00010,014
U.S. Government agency obligations$3,458,0008,758
Securities issued by states & political subdivisions$125,0008,943
Other domestic debt securities$302,0004,129
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$302,0003,289
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$905,0008,617
Mortgage-backed securities$351,0008,850
Certificates of participation in pools of residential mortgages$351,0007,824
Issued or guaranteed by U.S.$351,0007,797
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,885,0008,701
Available-for-sale securities (fair market value)$797,0009,853
Total debt securities$4,682,00010,898
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$5,743,00010,922
U.S. Government securities$5,040,00010,505
U.S. Treasury securities$1,019,0009,836
U.S. Government agency obligations$4,021,0008,589
Securities issued by states & political subdivisions$200,0008,870
Other domestic debt securities$503,0004,246
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$503,0003,247
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$908,0008,748
Mortgage-backed securities$408,0009,432
Certificates of participation in pools of residential mortgages$408,0008,344
Issued or guaranteed by U.S.$408,0008,289
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,743,00010,778
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$6,494,00010,819
U.S. Government securities$5,176,00010,671
U.S. Treasury securities$831,00010,728
U.S. Government agency obligations$4,345,0008,448
Securities issued by states & political subdivisions$209,0008,700
Other domestic debt securities$1,109,0003,877
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$1,109,0002,778
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$1,009,0008,637
Mortgage-backed securities$325,00010,161
Certificates of participation in pools of residential mortgages$325,0009,070
Issued or guaranteed by U.S.$325,0008,999
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$6,494,00010,687
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