Junction National Bank, Securities

2024-09-30Rank
Total securities$49,962,0002,525
U.S. Government securities$34,865,0002,253
U.S. Treasury securities$992,0002,306
U.S. Government agency obligations$33,873,0001,990
Securities issued by states & political subdivisions$15,097,0002,032
Other domestic debt securities$02,301
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$01,835
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$16,091,0002,512
Mortgage-backed securities$28,818,0001,770
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,045,0001,665
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,773,0001,029
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$49,962,0002,317
Total debt securities$49,962,0002,508
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$50,117,0002,531
U.S. Government securities$35,280,0002,218
U.S. Treasury securities$982,0002,384
U.S. Government agency obligations$34,298,0001,950
Securities issued by states & political subdivisions$14,837,0002,047
Other domestic debt securities$02,316
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$01,858
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$17,463,0002,458
Mortgage-backed securities$28,883,0001,719
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,687,0001,604
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,196,0001,001
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)$01,716
Available-for-sale securities (fair market value)$50,117,0002,315
Total debt securities$50,117,0002,511
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$49,814,0002,579
U.S. Government securities$35,046,0002,261
U.S. Treasury securities$975,0002,510
U.S. Government agency obligations$34,071,0002,016
Securities issued by states & political subdivisions$14,768,0002,061
Other domestic debt securities$02,328
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$01,839
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$17,183,0002,481
Mortgage-backed securities$28,695,0001,728
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,665,0001,619
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,030,0001,004
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)$01,732
Available-for-sale securities (fair market value)$49,814,0002,356
Total debt securities$49,814,0002,559
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$50,504,0002,593
U.S. Government securities$35,648,0002,266
U.S. Treasury securities$970,0002,548
U.S. Government agency obligations$34,678,0002,014
Securities issued by states & political subdivisions$14,856,0002,087
Other domestic debt securities$02,337
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$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,024,0002,740
Mortgage-backed securities$29,308,0001,712
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,670,0001,582
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,638,000994
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$50,504,0002,365
Total debt securities$50,504,0002,575
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$48,959,0002,611
U.S. Government securities$35,112,0002,273
U.S. Treasury securities$957,0002,606
U.S. Government agency obligations$34,155,0002,009
Securities issued by states & political subdivisions$13,847,0002,137
Other domestic debt securities$02,352
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$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,991,0002,709
Mortgage-backed securities$28,910,0001,698
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,883,0001,552
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,027,000994
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$48,959,0002,378
Total debt securities$48,958,0002,594
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$51,308,0002,610
U.S. Government securities$37,124,0002,262
U.S. Treasury securities$955,0002,629
U.S. Government agency obligations$36,169,0001,993
Securities issued by states & political subdivisions$14,184,0002,184
Other domestic debt securities$02,374
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$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,299,0002,672
Mortgage-backed securities$30,909,0001,679
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,182,0001,532
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,727,000978
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$51,308,0002,378
Total debt securities$51,308,0002,594
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$53,373,0002,640
U.S. Government securities$39,103,0002,266
U.S. Treasury securities$965,0002,695
U.S. Government agency obligations$38,138,0001,940
Securities issued by states & political subdivisions$14,270,0002,232
Other domestic debt securities$02,426
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$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,683,0002,626
Mortgage-backed securities$32,841,0001,682
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$20,258,0001,537
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,583,000973
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$53,373,0002,405
Total debt securities$53,373,0002,618
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$54,613,0002,645
U.S. Government securities$40,457,0002,253
U.S. Treasury securities$956,0002,743
U.S. Government agency obligations$39,501,0001,898
Securities issued by states & political subdivisions$14,156,0002,278
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,460,0002,601
Mortgage-backed securities$34,239,0001,654
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$21,253,0001,526
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,986,000963
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$54,613,0002,403
Total debt securities$54,613,0002,626
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$54,900,0002,640
U.S. Government securities$41,537,0002,258
U.S. Treasury securities$956,0002,757
U.S. Government agency obligations$40,581,0001,889
Securities issued by states & political subdivisions$13,363,0002,326
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,850,0002,611
Mortgage-backed securities$35,817,0001,631
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$22,033,0001,512
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,784,000950
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$54,900,0002,403
Total debt securities$54,900,0002,621
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$55,769,0002,646
U.S. Government securities$42,020,0002,259
U.S. Treasury securities$968,0002,717
U.S. Government agency obligations$41,052,0001,903
Securities issued by states & political subdivisions$13,749,0002,361
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$11,214,0002,586
Mortgage-backed securities$36,180,0001,672
Certificates of participation in pools of residential mortgages$22,161,0001,570
Issued or guaranteed by U.S.$22,161,0001,537
Privately issued$0231
Collaterized mortgage obligations$14,019,0001,033
CMOs issued by government agencies or sponsored agencies$14,019,000955
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$55,769,0002,440
Total debt securities$55,769,0002,632
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$56,563,0002,616
U.S. Government securities$41,493,0002,213
U.S. Treasury securities$990,0002,454
U.S. Government agency obligations$40,503,0001,939
Securities issued by states & political subdivisions$15,070,0002,299
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,196,0002,486
Mortgage-backed securities$35,924,0001,711
Certificates of participation in pools of residential mortgages$21,777,0001,618
Issued or guaranteed by U.S.$21,777,0001,591
Privately issued$0238
Collaterized mortgage obligations$14,147,0001,028
CMOs issued by government agencies or sponsored agencies$14,147,000959
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)$56,563,0002,426
Total debt securities$56,563,0002,599
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$55,104,0002,563
U.S. Government securities$39,452,0002,129
U.S. Treasury securities$02,212
U.S. Government agency obligations$39,452,0001,919
Securities issued by states & political subdivisions$15,652,0002,300
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,820,0002,521
Mortgage-backed securities$35,686,0001,687
Certificates of participation in pools of residential mortgages$22,274,0001,603
Issued or guaranteed by U.S.$22,274,0001,569
Privately issued$0246
Collaterized mortgage obligations$13,412,0001,020
CMOs issued by government agencies or sponsored agencies$13,412,000975
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$55,104,0002,405
Total debt securities$55,104,0002,546
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$52,859,0002,553
U.S. Government securities$37,051,0002,136
U.S. Treasury securities$02,008
U.S. Government agency obligations$37,051,0001,973
Securities issued by states & political subdivisions$15,808,0002,269
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$10,840,0002,594
Mortgage-backed securities$35,040,0001,689
Certificates of participation in pools of residential mortgages$23,237,0001,555
Issued or guaranteed by U.S.$23,237,0001,519
Privately issued$0234
Collaterized mortgage obligations$11,803,0001,086
CMOs issued by government agencies or sponsored agencies$11,803,0001,044
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)$52,859,0002,398
Total debt securities$52,859,0002,535
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$55,565,0002,427
U.S. Government securities$39,533,0002,013
U.S. Treasury securities$01,913
U.S. Government agency obligations$39,533,0001,859
Securities issued by states & political subdivisions$16,032,0002,221
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$11,384,0002,522
Mortgage-backed securities$36,863,0001,600
Certificates of participation in pools of residential mortgages$25,101,0001,435
Issued or guaranteed by U.S.$25,101,0001,401
Privately issued$0247
Collaterized mortgage obligations$11,762,0001,040
CMOs issued by government agencies or sponsored agencies$11,762,0001,007
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)$55,565,0002,275
Total debt securities$55,566,0002,409
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$49,112,0002,470
U.S. Government securities$35,746,0001,994
U.S. Treasury securities$01,631
U.S. Government agency obligations$35,746,0001,875
Securities issued by states & political subdivisions$13,366,0002,341
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$10,661,0002,560
Mortgage-backed securities$33,064,0001,635
Certificates of participation in pools of residential mortgages$24,990,0001,378
Issued or guaranteed by U.S.$24,990,0001,340
Privately issued$0261
Collaterized mortgage obligations$8,074,0001,209
CMOs issued by government agencies or sponsored agencies$8,074,0001,167
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$49,112,0002,324
Total debt securities$49,112,0002,455
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$51,167,0002,289
U.S. Government securities$38,714,0001,763
U.S. Treasury securities$01,194
U.S. Government agency obligations$38,714,0001,675
Securities issued by states & political subdivisions$12,453,0002,377
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$10,241,0002,583
Mortgage-backed securities$35,520,0001,490
Certificates of participation in pools of residential mortgages$25,660,0001,243
Issued or guaranteed by U.S.$25,660,0001,219
Privately issued$0245
Collaterized mortgage obligations$9,860,0001,123
CMOs issued by government agencies or sponsored agencies$9,860,0001,081
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$51,167,0002,152
Total debt securities$51,167,0002,271
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$47,964,0002,287
U.S. Government securities$37,916,0001,737
U.S. Treasury securities$01,216
U.S. Government agency obligations$37,916,0001,654
Securities issued by states & political subdivisions$10,048,0002,485
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$10,002,0002,603
Mortgage-backed securities$34,220,0001,499
Certificates of participation in pools of residential mortgages$24,321,0001,245
Issued or guaranteed by U.S.$24,321,0001,212
Privately issued$0251
Collaterized mortgage obligations$9,899,0001,125
CMOs issued by government agencies or sponsored agencies$9,899,0001,090
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$47,964,0002,131
Total debt securities$47,964,0002,263
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$41,920,0002,430
U.S. Government securities$34,104,0001,841
U.S. Treasury securities$01,251
U.S. Government agency obligations$34,104,0001,745
Securities issued by states & political subdivisions$7,816,0002,675
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$10,065,0002,598
Mortgage-backed securities$30,396,0001,602
Certificates of participation in pools of residential mortgages$19,387,0001,411
Issued or guaranteed by U.S.$19,387,0001,372
Privately issued$0251
Collaterized mortgage obligations$11,009,0001,104
CMOs issued by government agencies or sponsored agencies$11,009,0001,066
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$41,920,0002,263
Total debt securities$41,919,0002,405
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$42,066,0002,341
U.S. Government securities$36,689,0001,779
U.S. Treasury securities$01,297
U.S. Government agency obligations$36,689,0001,688
Securities issued by states & political subdivisions$5,377,0002,934
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$9,900,0002,570
Mortgage-backed securities$31,084,0001,568
Certificates of participation in pools of residential mortgages$20,231,0001,367
Issued or guaranteed by U.S.$20,231,0001,327
Privately issued$0267
Collaterized mortgage obligations$10,853,0001,122
CMOs issued by government agencies or sponsored agencies$10,853,0001,087
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)$42,066,0002,182
Total debt securities$42,066,0002,324
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$40,881,0002,424
U.S. Government securities$37,731,0001,781
U.S. Treasury securities$01,363
U.S. Government agency obligations$37,731,0001,679
Securities issued by states & political subdivisions$3,150,0003,326
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$8,649,0002,759
Mortgage-backed securities$29,082,0001,580
Certificates of participation in pools of residential mortgages$18,212,0001,411
Issued or guaranteed by U.S.$18,212,0001,372
Privately issued$0249
Collaterized mortgage obligations$10,870,0001,127
CMOs issued by government agencies or sponsored agencies$10,870,0001,094
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$40,881,0002,254
Total debt securities$40,881,0002,405
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$43,439,0002,330
U.S. Government securities$40,722,0001,687
U.S. Treasury securities$01,429
U.S. Government agency obligations$40,722,0001,596
Securities issued by states & political subdivisions$2,717,0003,440
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$8,622,0002,792
Mortgage-backed securities$31,535,0001,477
Certificates of participation in pools of residential mortgages$19,645,0001,313
Issued or guaranteed by U.S.$19,645,0001,278
Privately issued$0287
Collaterized mortgage obligations$11,890,0001,083
CMOs issued by government agencies or sponsored agencies$11,890,0001,052
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)$43,439,0002,160
Total debt securities$43,439,0002,313
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$41,504,0002,439
U.S. Government securities$39,095,0001,787
U.S. Treasury securities$01,467
U.S. Government agency obligations$39,095,0001,685
Securities issued by states & political subdivisions$2,409,0003,544
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$9,186,0002,796
Mortgage-backed securities$29,350,0001,522
Certificates of participation in pools of residential mortgages$18,293,0001,366
Issued or guaranteed by U.S.$18,293,0001,346
Privately issued$0244
Collaterized mortgage obligations$11,057,0001,120
CMOs issued by government agencies or sponsored agencies$11,057,0001,080
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)$41,504,0002,249
Total debt securities$41,504,0002,419
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$37,201,0002,642
U.S. Government securities$34,840,0001,934
U.S. Treasury securities$01,516
U.S. Government agency obligations$34,840,0001,824
Securities issued by states & political subdivisions$2,361,0003,621
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$9,079,0002,834
Mortgage-backed securities$25,761,0001,645
Certificates of participation in pools of residential mortgages$16,449,0001,479
Issued or guaranteed by U.S.$16,449,0001,455
Privately issued$0248
Collaterized mortgage obligations$9,312,0001,220
CMOs issued by government agencies or sponsored agencies$9,312,0001,178
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)$37,201,0002,450
Total debt securities$37,200,0002,625
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$35,333,0002,753
U.S. Government securities$33,243,0002,021
U.S. Treasury securities$01,513
U.S. Government agency obligations$33,243,0001,906
Securities issued by states & political subdivisions$2,090,0003,749
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$8,984,0002,856
Mortgage-backed securities$24,259,0001,705
Certificates of participation in pools of residential mortgages$16,125,0001,514
Issued or guaranteed by U.S.$16,125,0001,499
Privately issued$0211
Collaterized mortgage obligations$8,134,0001,289
CMOs issued by government agencies or sponsored agencies$8,134,0001,248
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$35,333,0002,556
Total debt securities$35,333,0002,735
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$35,766,0002,738
U.S. Government securities$33,686,0002,018
U.S. Treasury securities$01,500
U.S. Government agency obligations$33,686,0001,903
Securities issued by states & political subdivisions$2,080,0003,803
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$8,879,0002,882
Mortgage-backed securities$24,807,0001,685
Certificates of participation in pools of residential mortgages$16,976,0001,475
Issued or guaranteed by U.S.$16,976,0001,469
Privately issued$0145
Collaterized mortgage obligations$7,831,0001,295
CMOs issued by government agencies or sponsored agencies$7,831,0001,253
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$35,766,0002,541
Total debt securities$35,766,0002,722
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$36,790,0002,729
U.S. Government securities$34,684,0001,961
U.S. Treasury securities$01,475
U.S. Government agency obligations$34,684,0001,855
Securities issued by states & political subdivisions$2,106,0003,847
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$8,922,0002,919
Mortgage-backed securities$25,762,0001,677
Certificates of participation in pools of residential mortgages$18,146,0001,456
Issued or guaranteed by U.S.$18,146,0001,399
Privately issued$0453
Collaterized mortgage obligations$7,616,0001,315
CMOs issued by government agencies or sponsored agencies$7,616,0001,273
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$36,790,0002,528
Total debt securities$36,790,0002,713
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$36,360,0002,769
U.S. Government securities$34,258,0002,032
U.S. Treasury securities$01,426
U.S. Government agency obligations$34,258,0001,928
Securities issued by states & political subdivisions$2,102,0003,894
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$8,315,0003,039
Mortgage-backed securities$25,943,0001,649
Certificates of participation in pools of residential mortgages$18,594,0001,475
Issued or guaranteed by U.S.$18,594,0001,472
Privately issued$067
Collaterized mortgage obligations$7,349,0001,329
CMOs issued by government agencies or sponsored agencies$7,349,0001,279
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$36,360,0002,564
Total debt securities$36,360,0002,752
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$32,641,0002,990
U.S. Government securities$30,493,0002,194
U.S. Treasury securities$01,328
U.S. Government agency obligations$30,493,0002,100
Securities issued by states & political subdivisions$2,148,0003,948
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$6,673,0003,314
Mortgage-backed securities$23,286,0001,771
Certificates of participation in pools of residential mortgages$17,677,0001,547
Issued or guaranteed by U.S.$17,677,0001,546
Privately issued$064
Collaterized mortgage obligations$5,609,0001,485
CMOs issued by government agencies or sponsored agencies$5,609,0001,436
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$32,641,0002,761
Total debt securities$32,641,0002,971
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$34,069,0002,957
U.S. Government securities$30,595,0002,218
U.S. Treasury securities$01,313
U.S. Government agency obligations$30,595,0002,120
Securities issued by states & political subdivisions$3,474,0003,701
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$6,741,0003,340
Mortgage-backed securities$23,358,0001,795
Certificates of participation in pools of residential mortgages$18,166,0001,546
Issued or guaranteed by U.S.$18,166,0001,543
Privately issued$069
Collaterized mortgage obligations$5,192,0001,536
CMOs issued by government agencies or sponsored agencies$5,192,0001,484
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$34,069,0002,723
Total debt securities$34,069,0002,938
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$35,109,0002,954
U.S. Government securities$30,945,0002,241
U.S. Treasury securities$01,351
U.S. Government agency obligations$30,945,0002,143
Securities issued by states & political subdivisions$4,164,0003,607
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$7,096,0003,318
Mortgage-backed securities$23,349,0001,826
Certificates of participation in pools of residential mortgages$17,808,0001,614
Issued or guaranteed by U.S.$17,808,0001,613
Privately issued$067
Collaterized mortgage obligations$5,541,0001,514
CMOs issued by government agencies or sponsored agencies$5,541,0001,462
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$35,109,0002,721
Total debt securities$35,109,0002,931
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$34,702,0003,006
U.S. Government securities$30,611,0002,282
U.S. Treasury securities$01,390
U.S. Government agency obligations$30,611,0002,179
Securities issued by states & political subdivisions$4,091,0003,664
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$7,035,0003,346
Mortgage-backed securities$22,573,0001,884
Certificates of participation in pools of residential mortgages$17,392,0001,688
Issued or guaranteed by U.S.$17,392,0001,688
Privately issued$066
Collaterized mortgage obligations$5,181,0001,562
CMOs issued by government agencies or sponsored agencies$5,181,0001,504
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$34,702,0002,754
Total debt securities$34,702,0002,983
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$35,779,0002,927
U.S. Government securities$31,698,0002,220
U.S. Treasury securities$01,367
U.S. Government agency obligations$31,698,0002,119
Securities issued by states & political subdivisions$4,081,0003,689
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$6,324,0003,490
Mortgage-backed securities$23,915,0001,827
Certificates of participation in pools of residential mortgages$18,419,0001,630
Issued or guaranteed by U.S.$18,419,0001,629
Privately issued$071
Collaterized mortgage obligations$5,496,0001,505
CMOs issued by government agencies or sponsored agencies$5,496,0001,446
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$35,779,0002,683
Total debt securities$35,779,0002,909
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$35,384,0002,927
U.S. Government securities$30,543,0002,267
U.S. Treasury securities$01,214
U.S. Government agency obligations$30,543,0002,185
Securities issued by states & political subdivisions$4,841,0003,554
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$5,184,0003,746
Mortgage-backed securities$23,118,0001,869
Certificates of participation in pools of residential mortgages$17,751,0001,672
Issued or guaranteed by U.S.$17,751,0001,672
Privately issued$067
Collaterized mortgage obligations$5,367,0001,545
CMOs issued by government agencies or sponsored agencies$5,367,0001,482
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$35,384,0002,683
Total debt securities$35,384,0002,909
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$36,528,0002,935
U.S. Government securities$31,643,0002,272
U.S. Treasury securities$01,253
U.S. Government agency obligations$31,643,0002,181
Securities issued by states & political subdivisions$4,885,0003,568
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$5,148,0003,797
Mortgage-backed securities$24,695,0001,820
Certificates of participation in pools of residential mortgages$18,984,0001,610
Issued or guaranteed by U.S.$18,984,0001,606
Privately issued$071
Collaterized mortgage obligations$5,711,0001,530
CMOs issued by government agencies or sponsored agencies$5,711,0001,460
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$36,528,0002,690
Total debt securities$36,528,0002,915
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$35,390,0003,044
U.S. Government securities$30,546,0002,393
U.S. Treasury securities$01,296
U.S. Government agency obligations$30,546,0002,301
Securities issued by states & political subdivisions$4,844,0003,579
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$4,277,0004,019
Mortgage-backed securities$23,349,0001,903
Certificates of participation in pools of residential mortgages$17,822,0001,677
Issued or guaranteed by U.S.$17,822,0001,675
Privately issued$066
Collaterized mortgage obligations$5,527,0001,554
CMOs issued by government agencies or sponsored agencies$5,527,0001,485
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$35,390,0002,771
Total debt securities$35,390,0003,026
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$34,753,0003,107
U.S. Government securities$29,861,0002,455
U.S. Treasury securities$01,367
U.S. Government agency obligations$29,861,0002,360
Securities issued by states & political subdivisions$4,892,0003,582
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$4,812,0003,953
Mortgage-backed securities$22,667,0001,939
Certificates of participation in pools of residential mortgages$17,465,0001,698
Issued or guaranteed by U.S.$17,465,0001,696
Privately issued$066
Collaterized mortgage obligations$5,202,0001,617
CMOs issued by government agencies or sponsored agencies$5,202,0001,554
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$34,753,0002,831
Total debt securities$34,753,0003,088
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$34,635,0003,144
U.S. Government securities$29,810,0002,496
U.S. Treasury securities$01,303
U.S. Government agency obligations$29,810,0002,407
Securities issued by states & political subdivisions$4,825,0003,647
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$4,727,0004,008
Mortgage-backed securities$22,596,0001,937
Certificates of participation in pools of residential mortgages$17,378,0001,724
Issued or guaranteed by U.S.$17,378,0001,724
Privately issued$065
Collaterized mortgage obligations$5,218,0001,619
CMOs issued by government agencies or sponsored agencies$5,218,0001,558
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$34,635,0002,868
Total debt securities$34,635,0003,119
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$34,097,0003,245
U.S. Government securities$29,362,0002,588
U.S. Treasury securities$01,348
U.S. Government agency obligations$29,362,0002,500
Securities issued by states & political subdivisions$4,735,0003,667
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$5,304,0003,949
Mortgage-backed securities$23,556,0001,948
Certificates of participation in pools of residential mortgages$18,016,0001,734
Issued or guaranteed by U.S.$18,016,0001,733
Privately issued$067
Collaterized mortgage obligations$5,540,0001,637
CMOs issued by government agencies or sponsored agencies$5,540,0001,568
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$34,097,0002,959
Total debt securities$34,097,0003,216
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$32,876,0003,357
U.S. Government securities$28,075,0002,709
U.S. Treasury securities$01,327
U.S. Government agency obligations$28,075,0002,621
Securities issued by states & political subdivisions$4,801,0003,656
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$4,821,0004,093
Mortgage-backed securities$21,745,0002,103
Certificates of participation in pools of residential mortgages$16,872,0001,840
Issued or guaranteed by U.S.$16,872,0001,840
Privately issued$070
Collaterized mortgage obligations$4,873,0001,779
CMOs issued by government agencies or sponsored agencies$4,873,0001,713
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$32,876,0003,065
Total debt securities$32,876,0003,328
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$32,807,0003,370
U.S. Government securities$27,804,0002,748
U.S. Treasury securities$01,361
U.S. Government agency obligations$27,804,0002,656
Securities issued by states & political subdivisions$5,003,0003,657
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$4,285,0004,281
Mortgage-backed securities$21,525,0002,154
Certificates of participation in pools of residential mortgages$16,859,0001,884
Issued or guaranteed by U.S.$16,859,0001,882
Privately issued$075
Collaterized mortgage obligations$4,666,0001,851
CMOs issued by government agencies or sponsored agencies$4,666,0001,778
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$32,807,0003,085
Total debt securities$32,807,0003,350
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$29,615,0003,665
U.S. Government securities$24,610,0003,064
U.S. Treasury securities$01,381
U.S. Government agency obligations$24,610,0002,952
Securities issued by states & political subdivisions$5,005,0003,690
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$4,274,0004,332
Mortgage-backed securities$18,365,0002,391
Certificates of participation in pools of residential mortgages$15,191,0002,078
Issued or guaranteed by U.S.$15,191,0002,075
Privately issued$073
Collaterized mortgage obligations$3,174,0002,159
CMOs issued by government agencies or sponsored agencies$3,174,0002,080
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$29,615,0003,348
Total debt securities$29,615,0003,640
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$29,577,0003,715
U.S. Government securities$24,637,0003,097
U.S. Treasury securities$01,342
U.S. Government agency obligations$24,637,0003,005
Securities issued by states & political subdivisions$4,940,0003,735
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$4,291,0004,371
Mortgage-backed securities$18,870,0002,401
Certificates of participation in pools of residential mortgages$15,474,0002,090
Issued or guaranteed by U.S.$15,474,0002,089
Privately issued$075
Collaterized mortgage obligations$3,396,0002,136
CMOs issued by government agencies or sponsored agencies$3,396,0002,064
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$29,577,0003,387
Total debt securities$29,577,0003,690
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$29,122,0003,765
U.S. Government securities$24,371,0003,124
U.S. Treasury securities$01,198
U.S. Government agency obligations$24,371,0003,042
Securities issued by states & political subdivisions$4,751,0003,807
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$4,255,0004,403
Mortgage-backed securities$18,649,0002,429
Certificates of participation in pools of residential mortgages$15,607,0002,084
Issued or guaranteed by U.S.$15,607,0002,083
Privately issued$076
Collaterized mortgage obligations$3,042,0002,199
CMOs issued by government agencies or sponsored agencies$3,042,0002,125
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$29,122,0003,440
Total debt securities$29,122,0003,739
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$29,512,0003,736
U.S. Government securities$24,817,0003,077
U.S. Treasury securities$01,131
U.S. Government agency obligations$24,817,0003,007
Securities issued by states & political subdivisions$4,695,0003,836
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$3,723,0004,540
Mortgage-backed securities$19,107,0002,399
Certificates of participation in pools of residential mortgages$15,903,0002,076
Issued or guaranteed by U.S.$15,903,0002,074
Privately issued$081
Collaterized mortgage obligations$3,204,0002,154
CMOs issued by government agencies or sponsored agencies$3,204,0002,078
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$29,512,0003,417
Total debt securities$29,512,0003,707
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$28,468,0003,841
U.S. Government securities$23,764,0003,194
U.S. Treasury securities$01,131
U.S. Government agency obligations$23,764,0003,113
Securities issued by states & political subdivisions$4,704,0003,847
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$3,724,0004,601
Mortgage-backed securities$18,056,0002,485
Certificates of participation in pools of residential mortgages$15,707,0002,099
Issued or guaranteed by U.S.$15,707,0002,097
Privately issued$080
Collaterized mortgage obligations$2,349,0002,386
CMOs issued by government agencies or sponsored agencies$2,349,0002,300
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$28,468,0003,524
Total debt securities$28,468,0003,807
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$29,352,0003,755
U.S. Government securities$24,595,0003,128
U.S. Treasury securities$01,152
U.S. Government agency obligations$24,595,0003,048
Securities issued by states & political subdivisions$4,757,0003,823
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$3,748,0004,595
Mortgage-backed securities$18,306,0002,485
Certificates of participation in pools of residential mortgages$16,332,0002,037
Issued or guaranteed by U.S.$16,332,0002,036
Privately issued$083
Collaterized mortgage obligations$1,974,0002,558
CMOs issued by government agencies or sponsored agencies$1,974,0002,453
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$29,352,0003,458
Total debt securities$29,352,0003,724
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$28,974,0003,780
U.S. Government securities$24,076,0003,178
U.S. Treasury securities$01,161
U.S. Government agency obligations$24,076,0003,101
Securities issued by states & political subdivisions$4,898,0003,789
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$4,144,0004,511
Mortgage-backed securities$17,841,0002,544
Certificates of participation in pools of residential mortgages$15,638,0002,116
Issued or guaranteed by U.S.$15,638,0002,113
Privately issued$083
Collaterized mortgage obligations$2,203,0002,554
CMOs issued by government agencies or sponsored agencies$2,203,0002,450
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$28,974,0003,507
Total debt securities$28,974,0003,753
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$25,938,0003,966
U.S. Government securities$20,988,0003,398
U.S. Treasury securities$01,135
U.S. Government agency obligations$20,988,0003,319
Securities issued by states & political subdivisions$4,950,0003,774
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$2,892,0004,899
Mortgage-backed securities$16,831,0002,633
Certificates of participation in pools of residential mortgages$14,413,0002,196
Issued or guaranteed by U.S.$14,413,0002,195
Privately issued$085
Collaterized mortgage obligations$2,418,0002,544
CMOs issued by government agencies or sponsored agencies$2,418,0002,446
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)$25,938,0003,653
Total debt securities$25,938,0003,939
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$23,961,0004,168
U.S. Government securities$19,388,0003,636
U.S. Treasury securities$01,086
U.S. Government agency obligations$19,388,0003,557
Securities issued by states & political subdivisions$4,573,0003,842
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$3,409,0004,783
Mortgage-backed securities$15,474,0002,863
Certificates of participation in pools of residential mortgages$12,207,0002,536
Issued or guaranteed by U.S.$12,207,0002,534
Privately issued$088
Collaterized mortgage obligations$3,267,0002,431
CMOs issued by government agencies or sponsored agencies$3,267,0002,325
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$23,961,0003,846
Total debt securities$23,961,0004,144
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$24,131,0004,203
U.S. Government securities$19,805,0003,658
U.S. Treasury securities$01,068
U.S. Government agency obligations$19,805,0003,583
Securities issued by states & political subdivisions$4,326,0003,839
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$3,418,0004,825
Mortgage-backed securities$15,371,0002,916
Certificates of participation in pools of residential mortgages$11,842,0002,614
Issued or guaranteed by U.S.$11,842,0002,613
Privately issued$094
Collaterized mortgage obligations$3,529,0002,393
CMOs issued by government agencies or sponsored agencies$3,529,0002,282
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$24,131,0003,875
Total debt securities$24,131,0004,164
Structured notes
Amortized cost$500,0002,450
Fair value$501,0002,493
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$21,529,0004,472
U.S. Government securities$17,241,0004,001
U.S. Treasury securities$01,157
U.S. Government agency obligations$17,241,0003,914
Securities issued by states & political subdivisions$4,288,0003,783
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$3,408,0004,864
Mortgage-backed securities$12,815,0003,163
Certificates of participation in pools of residential mortgages$10,438,0002,788
Issued or guaranteed by U.S.$10,438,0002,786
Privately issued$094
Collaterized mortgage obligations$2,377,0002,694
CMOs issued by government agencies or sponsored agencies$2,377,0002,568
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$21,529,0004,121
Total debt securities$21,529,0004,445
Structured notes
Amortized cost$500,0002,683
Fair value$503,0002,700
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$21,245,0004,432
U.S. Government securities$16,950,0003,972
U.S. Treasury securities$01,076
U.S. Government agency obligations$16,950,0003,890
Securities issued by states & political subdivisions$4,295,0003,769
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$3,436,0004,650
Mortgage-backed securities$12,489,0003,115
Certificates of participation in pools of residential mortgages$9,999,0002,739
Issued or guaranteed by U.S.$9,999,0002,739
Privately issued$0121
Collaterized mortgage obligations$2,490,0002,627
CMOs issued by government agencies or sponsored agencies$2,490,0002,427
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$21,245,0004,070
Total debt securities$21,245,0004,404
Structured notes
Amortized cost$500,0002,578
Fair value$505,0002,588
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$19,725,0004,535
U.S. Government securities$15,501,0004,105
U.S. Treasury securities$01,126
U.S. Government agency obligations$15,501,0004,010
Securities issued by states & political subdivisions$4,224,0003,723
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$3,603,0004,596
Mortgage-backed securities$10,503,0003,289
Certificates of participation in pools of residential mortgages$8,522,0002,882
Issued or guaranteed by U.S.$8,522,0002,878
Privately issued$0132
Collaterized mortgage obligations$1,981,0002,769
CMOs issued by government agencies or sponsored agencies$1,981,0002,549
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$19,725,0004,164
Total debt securities$19,725,0004,501
Structured notes
Amortized cost$500,0002,637
Fair value$507,0002,642
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$19,200,0004,651
U.S. Government securities$15,099,0004,252
U.S. Treasury securities$01,225
U.S. Government agency obligations$15,099,0004,150
Securities issued by states & political subdivisions$4,101,0003,720
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$3,617,0004,641
Mortgage-backed securities$10,083,0003,311
Certificates of participation in pools of residential mortgages$8,555,0002,838
Issued or guaranteed by U.S.$8,555,0002,831
Privately issued$0125
Collaterized mortgage obligations$1,528,0002,887
CMOs issued by government agencies or sponsored agencies$1,528,0002,649
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$19,200,0004,263
Total debt securities$19,200,0004,616
Structured notes
Amortized cost$500,0002,818
Fair value$509,0002,816
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$19,123,0004,646
U.S. Government securities$15,100,0004,221
U.S. Treasury securities$01,272
U.S. Government agency obligations$15,100,0004,091
Securities issued by states & political subdivisions$4,023,0003,696
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$3,558,0004,652
Mortgage-backed securities$10,068,0003,248
Certificates of participation in pools of residential mortgages$8,509,0002,784
Issued or guaranteed by U.S.$8,509,0002,778
Privately issued$0136
Collaterized mortgage obligations$1,559,0002,821
CMOs issued by government agencies or sponsored agencies$1,559,0002,570
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$19,123,0004,249
Total debt securities$19,123,0004,607
Structured notes
Amortized cost$500,0002,874
Fair value$509,0002,871
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$17,586,0004,703
U.S. Government securities$13,649,0004,279
U.S. Treasury securities$01,275
U.S. Government agency obligations$13,649,0004,149
Securities issued by states & political subdivisions$3,937,0003,734
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$4,626,0004,310
Mortgage-backed securities$8,474,0003,389
Certificates of participation in pools of residential mortgages$7,399,0002,860
Issued or guaranteed by U.S.$7,399,0002,853
Privately issued$0141
Collaterized mortgage obligations$1,075,0002,955
CMOs issued by government agencies or sponsored agencies$1,075,0002,680
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$17,586,0004,313
Total debt securities$17,586,0004,671
Structured notes
Amortized cost$500,0002,741
Fair value$509,0002,744
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$16,367,0004,798
U.S. Government securities$13,105,0004,311
U.S. Treasury securities$01,180
U.S. Government agency obligations$13,105,0004,200
Securities issued by states & political subdivisions$3,262,0003,875
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$3,593,0004,697
Mortgage-backed securities$7,925,0003,450
Certificates of participation in pools of residential mortgages$7,925,0002,731
Issued or guaranteed by U.S.$7,925,0002,724
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)$03,149
Available-for-sale securities (fair market value)$16,367,0004,392
Total debt securities$16,367,0004,757
Structured notes
Amortized cost$500,0002,790
Fair value$512,0002,790
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$16,289,0004,838
U.S. Government securities$13,105,0004,385
U.S. Treasury securities$01,121
U.S. Government agency obligations$13,105,0004,277
Securities issued by states & political subdivisions$3,184,0003,827
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$3,621,0004,742
Mortgage-backed securities$7,442,0003,534
Certificates of participation in pools of residential mortgages$7,442,0002,841
Issued or guaranteed by U.S.$7,442,0002,833
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)$03,223
Available-for-sale securities (fair market value)$16,289,0004,425
Total debt securities$16,289,0004,797
Structured notes
Amortized cost$500,0002,871
Fair value$504,0002,898
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$16,209,0004,883
U.S. Government securities$13,625,0004,353
U.S. Treasury securities$01,130
U.S. Government agency obligations$13,625,0004,242
Securities issued by states & political subdivisions$2,584,0004,031
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$3,647,0004,795
Mortgage-backed securities$7,356,0003,608
Certificates of participation in pools of residential mortgages$7,356,0002,928
Issued or guaranteed by U.S.$7,356,0002,920
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)$03,274
Available-for-sale securities (fair market value)$16,209,0004,449
Total debt securities$16,209,0004,842
Structured notes
Amortized cost$500,0002,655
Fair value$495,0002,781
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$16,671,0004,787
U.S. Government securities$14,154,0004,247
U.S. Treasury securities$01,077
U.S. Government agency obligations$14,154,0004,161
Securities issued by states & political subdivisions$2,517,0004,088
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$3,677,0004,816
Mortgage-backed securities$7,830,0003,584
Certificates of participation in pools of residential mortgages$7,830,0002,910
Issued or guaranteed by U.S.$7,830,0002,902
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)$03,333
Available-for-sale securities (fair market value)$16,671,0004,362
Total debt securities$16,671,0004,752
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$15,856,0004,952
U.S. Government securities$13,427,0004,380
U.S. Treasury securities$01,047
U.S. Government agency obligations$13,427,0004,285
Securities issued by states & political subdivisions$2,429,0004,163
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$1,602,0005,639
Mortgage-backed securities$7,074,0003,810
Certificates of participation in pools of residential mortgages$7,074,0003,143
Issued or guaranteed by U.S.$7,074,0003,133
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)$03,422
Available-for-sale securities (fair market value)$15,856,0004,523
Total debt securities$15,856,0004,906
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$16,014,0004,915
U.S. Government securities$13,703,0004,331
U.S. Treasury securities$01,036
U.S. Government agency obligations$13,703,0004,232
Securities issued by states & political subdivisions$2,311,0004,201
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$1,588,0005,667
Mortgage-backed securities$7,370,0003,790
Certificates of participation in pools of residential mortgages$7,370,0003,133
Issued or guaranteed by U.S.$7,370,0003,121
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)$03,478
Available-for-sale securities (fair market value)$16,014,0004,472
Total debt securities$16,014,0004,871
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$15,154,0005,061
U.S. Government securities$13,165,0004,491
U.S. Treasury securities$0981
U.S. Government agency obligations$13,165,0004,411
Securities issued by states & political subdivisions$1,989,0004,272
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$1,607,0005,709
Mortgage-backed securities$6,777,0003,964
Certificates of participation in pools of residential mortgages$6,777,0003,328
Issued or guaranteed by U.S.$6,777,0003,314
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)$03,516
Available-for-sale securities (fair market value)$15,154,0004,586
Total debt securities$15,154,0005,023
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$15,560,0005,036
U.S. Government securities$14,046,0004,391
U.S. Treasury securities$0973
U.S. Government agency obligations$14,046,0004,311
Securities issued by states & political subdivisions$1,514,0004,475
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$1,631,0005,760
Mortgage-backed securities$7,112,0003,849
Certificates of participation in pools of residential mortgages$7,112,0003,222
Issued or guaranteed by U.S.$7,112,0003,210
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)$03,539
Available-for-sale securities (fair market value)$15,560,0004,548
Total debt securities$15,560,0004,998
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$14,425,0005,150
U.S. Government securities$12,920,0004,554
U.S. Treasury securities$01,019
U.S. Government agency obligations$12,920,0004,472
Securities issued by states & political subdivisions$1,505,0004,471
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$1,548,0005,829
Mortgage-backed securities$6,719,0003,822
Certificates of participation in pools of residential mortgages$6,719,0003,228
Issued or guaranteed by U.S.$6,719,0003,217
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)$03,569
Available-for-sale securities (fair market value)$14,425,0004,634
Total debt securities$14,425,0005,107
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$14,544,0005,190
U.S. Government securities$13,029,0004,547
U.S. Treasury securities$01,021
U.S. Government agency obligations$13,029,0004,471
Securities issued by states & political subdivisions$1,515,0004,509
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$1,526,0005,841
Mortgage-backed securities$6,894,0003,778
Certificates of participation in pools of residential mortgages$6,894,0003,181
Issued or guaranteed by U.S.$6,894,0003,166
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)$03,596
Available-for-sale securities (fair market value)$14,544,0004,679
Total debt securities$14,544,0005,134
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$15,151,0005,093
U.S. Government securities$13,854,0004,420
U.S. Treasury securities$01,044
U.S. Government agency obligations$13,854,0004,343
Securities issued by states & political subdivisions$1,297,0004,650
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$1,573,0005,820
Mortgage-backed securities$7,049,0003,650
Certificates of participation in pools of residential mortgages$7,049,0003,042
Issued or guaranteed by U.S.$7,049,0003,029
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)$03,628
Available-for-sale securities (fair market value)$15,151,0004,601
Total debt securities$15,151,0005,036
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$14,984,0005,152
U.S. Government securities$14,914,0004,312
U.S. Treasury securities$01,146
U.S. Government agency obligations$14,914,0004,221
Securities issued by states & political subdivisions$70,0005,920
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$1,995,0005,704
Mortgage-backed securities$6,746,0003,438
Certificates of participation in pools of residential mortgages$6,746,0002,818
Issued or guaranteed by U.S.$6,746,0002,804
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)$03,689
Available-for-sale securities (fair market value)$14,984,0004,606
Total debt securities$14,984,0005,100
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$15,348,0005,123
U.S. Government securities$15,274,0004,314
U.S. Treasury securities$01,235
U.S. Government agency obligations$15,274,0004,224
Securities issued by states & political subdivisions$74,0005,946
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$1,970,0005,740
Mortgage-backed securities$6,977,0003,234
Certificates of participation in pools of residential mortgages$6,977,0002,604
Issued or guaranteed by U.S.$6,977,0002,591
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)$03,749
Available-for-sale securities (fair market value)$15,348,0004,560
Total debt securities$15,348,0005,080
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$15,987,0005,045
U.S. Government securities$15,903,0004,251
U.S. Treasury securities$01,362
U.S. Government agency obligations$15,903,0004,144
Securities issued by states & political subdivisions$84,0005,989
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$1,930,0005,802
Mortgage-backed securities$7,245,0003,124
Certificates of participation in pools of residential mortgages$7,245,0002,497
Issued or guaranteed by U.S.$7,245,0002,485
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)$03,791
Available-for-sale securities (fair market value)$15,987,0004,469
Total debt securities$15,987,0005,006
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$16,959,0004,936
U.S. Government securities$16,856,0004,113
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,856,0004,014
Securities issued by states & political subdivisions$103,0005,997
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$1,957,0005,804
Mortgage-backed securities$7,113,0003,144
Certificates of participation in pools of residential mortgages$7,113,0002,517
Issued or guaranteed by U.S.$7,113,0002,507
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)$03,860
Available-for-sale securities (fair market value)$16,959,0004,348
Total debt securities$16,959,0004,887
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$17,185,0004,965
U.S. Government securities$17,080,0004,142
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,080,0004,036
Securities issued by states & political subdivisions$105,0006,039
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$1,950,0005,809
Mortgage-backed securities$7,368,0003,079
Certificates of participation in pools of residential mortgages$7,368,0002,484
Issued or guaranteed by U.S.$7,368,0002,471
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)$03,949
Available-for-sale securities (fair market value)$17,185,0004,373
Total debt securities$17,185,0004,916
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$15,532,0005,246
U.S. Government securities$15,431,0004,466
U.S. Treasury securities$01,574
U.S. Government agency obligations$15,431,0004,342
Securities issued by states & political subdivisions$101,0006,119
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$2,453,0005,596
Mortgage-backed securities$7,004,0003,145
Certificates of participation in pools of residential mortgages$7,004,0002,554
Issued or guaranteed by U.S.$7,004,0002,540
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)$04,052
Available-for-sale securities (fair market value)$15,532,0004,618
Total debt securities$15,532,0005,206
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$15,136,0005,312
U.S. Government securities$15,035,0004,508
U.S. Treasury securities$01,634
U.S. Government agency obligations$15,035,0004,376
Securities issued by states & political subdivisions$101,0006,166
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$2,423,0005,610
Mortgage-backed securities$6,436,0003,248
Certificates of participation in pools of residential mortgages$6,436,0002,691
Issued or guaranteed by U.S.$6,436,0002,678
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)$04,097
Available-for-sale securities (fair market value)$15,136,0004,654
Total debt securities$15,136,0005,256
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$14,057,0005,519
U.S. Government securities$13,954,0004,747
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,954,0004,610
Securities issued by states & political subdivisions$103,0006,180
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$2,475,0005,593
Mortgage-backed securities$5,279,0003,575
Certificates of participation in pools of residential mortgages$5,279,0003,006
Issued or guaranteed by U.S.$5,279,0002,993
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)$04,162
Available-for-sale securities (fair market value)$14,057,0004,855
Total debt securities$14,056,0005,471
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$13,837,0005,579
U.S. Government securities$13,732,0004,792
U.S. Treasury securities$01,737
U.S. Government agency obligations$13,732,0004,646
Securities issued by states & political subdivisions$105,0006,224
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$2,476,0005,601
Mortgage-backed securities$5,543,0003,553
Certificates of participation in pools of residential mortgages$5,543,0002,965
Issued or guaranteed by U.S.$5,543,0002,953
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)$04,235
Available-for-sale securities (fair market value)$13,837,0004,905
Total debt securities$13,837,0005,530
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$13,179,0005,687
U.S. Government securities$13,074,0004,880
U.S. Treasury securities$01,786
U.S. Government agency obligations$13,074,0004,742
Securities issued by states & political subdivisions$105,0006,269
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$2,498,0005,607
Mortgage-backed securities$5,319,0003,644
Certificates of participation in pools of residential mortgages$5,319,0003,058
Issued or guaranteed by U.S.$5,319,0003,044
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)$04,298
Available-for-sale securities (fair market value)$13,179,0005,010
Total debt securities$13,179,0005,629
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$13,612,0005,641
U.S. Government securities$13,513,0004,837
U.S. Treasury securities$01,839
U.S. Government agency obligations$13,513,0004,696
Securities issued by states & political subdivisions$99,0006,312
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$2,509,0005,572
Mortgage-backed securities$5,246,0003,732
Certificates of participation in pools of residential mortgages$5,246,0003,139
Issued or guaranteed by U.S.$5,246,0003,128
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)$04,351
Available-for-sale securities (fair market value)$13,612,0004,948
Total debt securities$13,612,0005,579
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$12,620,0005,917
U.S. Government securities$12,533,0005,103
U.S. Treasury securities$01,963
U.S. Government agency obligations$12,533,0004,953
Securities issued by states & political subdivisions$87,0006,377
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$2,515,0005,623
Mortgage-backed securities$4,780,0003,953
Certificates of participation in pools of residential mortgages$4,780,0003,331
Issued or guaranteed by U.S.$4,780,0003,323
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)$04,419
Available-for-sale securities (fair market value)$12,620,0005,192
Total debt securities$12,620,0005,855
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$13,026,0005,869
U.S. Government securities$12,920,0005,033
U.S. Treasury securities$01,963
U.S. Government agency obligations$12,920,0004,875
Securities issued by states & political subdivisions$106,0006,356
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$2,536,0005,620
Mortgage-backed securities$5,106,0003,901
Certificates of participation in pools of residential mortgages$5,106,0003,267
Issued or guaranteed by U.S.$5,106,0003,256
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)$04,483
Available-for-sale securities (fair market value)$13,026,0005,142
Total debt securities$13,026,0005,802
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$10,361,0006,424
U.S. Government securities$10,258,0005,638
U.S. Treasury securities$01,990
U.S. Government agency obligations$10,258,0005,483
Securities issued by states & political subdivisions$103,0006,409
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$2,066,0005,850
Mortgage-backed securities$2,491,0004,856
Certificates of participation in pools of residential mortgages$2,491,0004,263
Issued or guaranteed by U.S.$2,491,0004,251
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)$04,541
Available-for-sale securities (fair market value)$10,361,0005,672
Total debt securities$10,361,0006,351
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$10,934,0006,383
U.S. Government securities$10,834,0005,585
U.S. Treasury securities$02,098
U.S. Government agency obligations$10,834,0005,432
Securities issued by states & political subdivisions$100,0006,465
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$2,060,0005,868
Mortgage-backed securities$2,631,0004,856
Certificates of participation in pools of residential mortgages$2,631,0004,241
Issued or guaranteed by U.S.$2,631,0004,230
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)$04,584
Available-for-sale securities (fair market value)$10,934,0005,631
Total debt securities$10,935,0006,301
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$10,815,0006,402
U.S. Government securities$10,707,0005,568
U.S. Treasury securities$02,082
U.S. Government agency obligations$10,707,0005,424
Securities issued by states & political subdivisions$108,0006,436
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$1,946,0005,940
Mortgage-backed securities$2,726,0004,877
Certificates of participation in pools of residential mortgages$2,726,0004,250
Issued or guaranteed by U.S.$2,726,0004,239
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)$04,632
Available-for-sale securities (fair market value)$10,815,0005,670
Total debt securities$10,815,0006,315
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$12,501,0006,105
U.S. Government securities$12,395,0005,227
U.S. Treasury securities$02,227
U.S. Government agency obligations$12,395,0005,066
Securities issued by states & political subdivisions$106,0006,526
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$1,939,0005,913
Mortgage-backed securities$2,925,0004,761
Certificates of participation in pools of residential mortgages$2,925,0004,145
Issued or guaranteed by U.S.$2,925,0004,132
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)$04,692
Available-for-sale securities (fair market value)$12,501,0005,359
Total debt securities$12,501,0006,015
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$12,397,0006,035
U.S. Government securities$12,292,0005,094
U.S. Treasury securities$02,287
U.S. Government agency obligations$12,292,0004,941
Securities issued by states & political subdivisions$105,0006,572
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$1,953,0005,877
Mortgage-backed securities$3,274,0004,622
Certificates of participation in pools of residential mortgages$3,274,0003,985
Issued or guaranteed by U.S.$3,274,0003,971
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)$04,716
Available-for-sale securities (fair market value)$12,397,0005,314
Total debt securities$12,396,0005,950
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$12,990,0005,872
U.S. Government securities$12,878,0004,916
U.S. Treasury securities$02,322
U.S. Government agency obligations$12,878,0004,755
Securities issued by states & political subdivisions$112,0006,567
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$1,989,0005,855
Mortgage-backed securities$3,139,0004,766
Certificates of participation in pools of residential mortgages$3,139,0004,091
Issued or guaranteed by U.S.$3,139,0004,079
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)$04,735
Available-for-sale securities (fair market value)$12,990,0005,136
Total debt securities$12,990,0005,780
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$11,934,0006,112
U.S. Government securities$11,828,0005,149
U.S. Treasury securities$02,382
U.S. Government agency obligations$11,828,0004,966
Securities issued by states & political subdivisions$106,0006,561
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$2,026,0005,841
Mortgage-backed securities$2,754,0004,985
Certificates of participation in pools of residential mortgages$2,754,0004,294
Issued or guaranteed by U.S.$2,754,0004,278
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)$04,788
Available-for-sale securities (fair market value)$11,934,0005,335
Total debt securities$11,934,0006,017
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$12,915,0005,871
U.S. Government securities$12,755,0004,916
U.S. Treasury securities$02,544
U.S. Government agency obligations$12,755,0004,737
Securities issued by states & political subdivisions$160,0006,474
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$2,043,0005,848
Mortgage-backed securities$3,141,0004,799
Certificates of participation in pools of residential mortgages$3,141,0004,092
Issued or guaranteed by U.S.$3,141,0004,079
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)$04,875
Available-for-sale securities (fair market value)$12,915,0005,092
Total debt securities$12,915,0005,777
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$14,736,0005,417
U.S. Government securities$14,597,0004,450
U.S. Treasury securities$03,182
U.S. Government agency obligations$14,597,0004,239
Securities issued by states & political subdivisions$139,0006,679
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$2,412,0005,695
Mortgage-backed securities$3,059,0004,694
Certificates of participation in pools of residential mortgages$3,059,0003,857
Issued or guaranteed by U.S.$3,059,0003,840
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)$05,093
Available-for-sale securities (fair market value)$14,736,0004,648
Total debt securities$14,736,0005,322
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$17,706,0005,045
U.S. Government securities$14,832,0004,570
U.S. Treasury securities$04,186
U.S. Government agency obligations$14,832,0004,269
Securities issued by states & political subdivisions$2,850,0003,796
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$24,0007,698
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,919,0004,301
Mortgage-backed securities$4,352,0003,610
Certificates of participation in pools of residential mortgages$4,352,0002,849
Issued or guaranteed by U.S.$4,352,0002,830
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)$05,708
Available-for-sale securities (fair market value)$17,706,0004,133
Total debt securities$17,682,0004,931
Structured notes
Amortized cost$198,000846
Fair value$177,000853
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$20,806,0004,714
U.S. Government securities$12,716,0005,322
U.S. Treasury securities$500,0004,448
U.S. Government agency obligations$12,216,0004,962
Securities issued by states & political subdivisions$8,066,0002,040
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$24,0007,696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,906,0004,669
Mortgage-backed securities$3,889,0004,023
Certificates of participation in pools of residential mortgages$3,889,0003,178
Issued or guaranteed by U.S.$3,889,0003,165
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)$8,066,0002,392
Available-for-sale securities (fair market value)$12,740,0005,210
Total debt securities$20,782,0004,592
Structured notes
Amortized cost$197,0001,233
Fair value$179,0001,237
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$19,429,0004,924
U.S. Government securities$13,047,0005,231
U.S. Treasury securities$1,017,0004,957
U.S. Government agency obligations$12,030,0004,732
Securities issued by states & political subdivisions$6,358,0002,492
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$24,0007,557
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,585,0005,011
Mortgage-backed securities$4,514,0004,032
Certificates of participation in pools of residential mortgages$4,514,0003,125
Issued or guaranteed by U.S.$4,514,0003,110
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)$7,058,0002,855
Available-for-sale securities (fair market value)$12,371,0005,176
Total debt securities$19,405,0004,817
Structured notes
Amortized cost$196,0001,508
Fair value$178,0001,510
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$18,492,0005,207
U.S. Government securities$13,328,0005,454
U.S. Treasury securities$2,346,0004,821
U.S. Government agency obligations$10,982,0004,929
Securities issued by states & political subdivisions$5,140,0002,692
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$24,0007,560
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,297,0007,185
Mortgage-backed securities$3,314,0004,602
Certificates of participation in pools of residential mortgages$3,314,0003,590
Issued or guaranteed by U.S.$3,314,0003,575
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)$7,873,0003,269
Available-for-sale securities (fair market value)$10,619,0005,557
Total debt securities$18,468,0005,092
Structured notes
Amortized cost$195,0002,773
Fair value$171,0002,784
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$19,488,0005,392
U.S. Government securities$13,389,0005,922
U.S. Treasury securities$4,045,0004,277
U.S. Government agency obligations$9,344,0005,730
Securities issued by states & political subdivisions$6,075,0002,415
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$24,0007,643
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,663,0007,049
Mortgage-backed securities$2,287,0005,681
Certificates of participation in pools of residential mortgages$2,287,0004,526
Issued or guaranteed by U.S.$2,287,0004,505
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)$9,359,0003,321
Available-for-sale securities (fair market value)$10,129,0005,962
Total debt securities$19,464,0005,296
Structured notes
Amortized cost$845,0002,117
Fair value$786,0002,157
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$14,556,0006,819
U.S. Government securities$9,100,0007,673
U.S. Treasury securities$5,187,0004,444
U.S. Government agency obligations$3,913,0008,389
Securities issued by states & political subdivisions$5,432,0002,635
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$24,0007,704
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,478,0007,506
Mortgage-backed securities$1,502,0006,728
Certificates of participation in pools of residential mortgages$1,502,0005,446
Issued or guaranteed by U.S.$1,502,0005,419
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)$6,170,0004,540
Available-for-sale securities (fair market value)$8,386,0006,665
Total debt securities$14,532,0006,710
Structured notes
Amortized cost$1,093,0002,453
Fair value$1,004,0002,533
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$16,039,0006,815
U.S. Government securities$10,640,0007,483
U.S. Treasury securities$6,339,0004,773
U.S. Government agency obligations$4,301,0008,160
Securities issued by states & political subdivisions$5,375,0002,777
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$24,0007,745
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,168,0008,166
Mortgage-backed securities$604,0008,345
Certificates of participation in pools of residential mortgages$604,0007,148
Issued or guaranteed by U.S.$604,0007,122
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)$14,414,0004,450
Available-for-sale securities (fair market value)$1,625,0009,152
Total debt securities$16,015,0006,714
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$14,984,0007,405
U.S. Government securities$10,579,0007,766
U.S. Treasury securities$6,618,0004,749
U.S. Government agency obligations$3,961,0008,648
Securities issued by states & political subdivisions$4,380,0003,329
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$24,0007,628
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$976,0008,681
Mortgage-backed securities$847,0008,683
Certificates of participation in pools of residential mortgages$847,0007,352
Issued or guaranteed by U.S.$847,0007,301
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$14,960,0007,265
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$13,512,0007,816
U.S. Government securities$9,204,0008,409
U.S. Treasury securities$5,992,0005,201
U.S. Government agency obligations$3,212,0009,355
Securities issued by states & political subdivisions$4,284,0003,150
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$24,0007,441
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$828,0009,061
Mortgage-backed securities$1,245,0008,579
Certificates of participation in pools of residential mortgages$1,245,0007,147
Issued or guaranteed by U.S.$1,245,0007,089
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$13,488,0007,706
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