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PNC Bank, Securities

2021-12-31Rank
Total securities$134,036,570,00010
U.S. Government securities$116,348,269,00010
U.S. Treasury securities$42,671,434,0006
U.S. Government agency obligations$73,676,835,0009
Securities issued by states & political subdivisions$2,311,062,00022
Other domestic debt securities$13,902,368,0008
Privately issued residential mortgage-backed securities$1,157,817,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,637,416,0007
Structured financial products - Total$1,808,928,0008
Other domestic debt securities - All other$2,868,826,0005
Foreign debt securities$343,121,00017
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,413,790,00010
Mortgage-backed securities$73,990,144,0009
Certificates of participation in pools of residential mortgages$59,068,417,0009
Issued or guaranteed by U.S.$59,068,417,0009
Privately issued$0246
Collaterized mortgage obligations$9,719,202,00015
CMOs issued by government agencies or sponsored agencies$8,561,385,00013
Privately issued$1,157,817,00012
Commercial mortgage-backed securities$5,202,525,00019
Commercial mortgage pass-through securities$1,146,058,00024
Other commercial mortgage-backed securities$4,056,467,00021
Held to maturity securities (book value)$1,429,365,00059
Available-for-sale securities (fair market value)$131,475,455,0009
Total debt securities$132,902,185,00010
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$4,268,683,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,143,688,00012
2021-09-30Rank
Total securities$110,126,230,00011
U.S. Government securities$92,608,218,00011
U.S. Treasury securities$31,652,065,0007
U.S. Government agency obligations$60,956,153,00012
Securities issued by states & political subdivisions$2,516,324,00020
Other domestic debt securities$13,678,520,0008
Privately issued residential mortgage-backed securities$1,241,213,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,671,750,0006
Structured financial products - Total$1,431,181,0008
Other domestic debt securities - All other$2,667,535,0006
Foreign debt securities$366,442,00019
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,136,277,00013
Mortgage-backed securities$61,914,434,00012
Certificates of participation in pools of residential mortgages$54,254,725,0009
Issued or guaranteed by U.S.$54,254,725,0009
Privately issued$0234
Collaterized mortgage obligations$2,194,447,00049
CMOs issued by government agencies or sponsored agencies$953,234,00073
Privately issued$1,241,213,00010
Commercial mortgage-backed securities$5,465,262,00019
Commercial mortgage pass-through securities$951,116,00026
Other commercial mortgage-backed securities$4,514,146,00018
Held to maturity securities (book value)$1,482,178,00050
Available-for-sale securities (fair market value)$107,687,326,0009
Total debt securities$109,169,505,00011
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$5,914,839,00011
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,586,902,00011
2021-06-30Rank
Total securities$109,586,685,00011
U.S. Government securities$91,800,164,00010
U.S. Treasury securities$29,634,452,0007
U.S. Government agency obligations$62,165,712,00011
Securities issued by states & political subdivisions$2,650,003,00015
Other domestic debt securities$13,833,276,0008
Privately issued residential mortgage-backed securities$1,322,702,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,778,424,0006
Structured financial products - Total$954,779,00012
Other domestic debt securities - All other$2,703,363,0006
Foreign debt securities$569,214,00013
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,593,427,00011
Mortgage-backed securities$63,610,491,00012
Certificates of participation in pools of residential mortgages$55,055,223,0008
Issued or guaranteed by U.S.$55,055,223,0008
Privately issued$0247
Collaterized mortgage obligations$2,423,450,00044
CMOs issued by government agencies or sponsored agencies$1,100,748,00066
Privately issued$1,322,702,0008
Commercial mortgage-backed securities$6,131,818,00018
Commercial mortgage pass-through securities$1,057,831,00023
Other commercial mortgage-backed securities$5,073,987,00016
Held to maturity securities (book value)$1,488,635,00045
Available-for-sale securities (fair market value)$107,364,022,0009
Total debt securities$108,852,657,00011
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$5,300,441,00011
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,075,902,00012
2021-03-31Rank
Total securities$98,856,562,00011
U.S. Government securities$80,571,391,00011
U.S. Treasury securities$22,790,222,0009
U.S. Government agency obligations$57,781,169,00011
Securities issued by states & political subdivisions$2,842,059,00014
Other domestic debt securities$14,349,500,0008
Privately issued residential mortgage-backed securities$1,423,134,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,028,012,0006
Structured financial products - Total$1,053,388,00011
Other domestic debt securities - All other$2,613,469,0007
Foreign debt securities$447,848,00016
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,783,149,00011
Mortgage-backed securities$59,504,453,00011
Certificates of participation in pools of residential mortgages$50,274,039,0008
Issued or guaranteed by U.S.$50,274,039,0008
Privately issued$0261
Collaterized mortgage obligations$2,715,288,00043
CMOs issued by government agencies or sponsored agencies$1,292,154,00058
Privately issued$1,423,134,0007
Commercial mortgage-backed securities$6,515,126,00016
Commercial mortgage pass-through securities$1,045,468,00023
Other commercial mortgage-backed securities$5,469,658,00016
Held to maturity securities (book value)$1,459,211,00041
Available-for-sale securities (fair market value)$96,751,587,00010
Total debt securities$98,210,799,00011
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$4,889,728,00010
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,183,467,0008
2020-12-31Rank
Total securities$89,415,811,00011
U.S. Government securities$73,087,249,00011
U.S. Treasury securities$17,460,634,00010
U.S. Government agency obligations$55,626,615,00010
Securities issued by states & political subdivisions$2,931,569,00013
Other domestic debt securities$12,189,386,0008
Privately issued residential mortgage-backed securities$1,500,105,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,081,343,0007
Structured financial products - Total$1,108,952,00011
Other domestic debt securities - All other$1,814,170,0008
Foreign debt securities$541,089,00014
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,824,406,00010
Mortgage-backed securities$56,799,446,00011
Certificates of participation in pools of residential mortgages$47,426,403,0009
Issued or guaranteed by U.S.$47,426,403,0009
Privately issued$0245
Collaterized mortgage obligations$3,000,108,00039
CMOs issued by government agencies or sponsored agencies$1,500,003,00051
Privately issued$1,500,105,0006
Commercial mortgage-backed securities$6,372,935,00016
Commercial mortgage pass-through securities$1,104,017,00022
Other commercial mortgage-backed securities$5,268,918,00018
Held to maturity securities (book value)$1,444,708,00040
Available-for-sale securities (fair market value)$87,304,585,00010
Total debt securities$88,749,293,00011
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$7,020,244,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,394,732,0008
2020-09-30Rank
Total securities$91,685,659,00010
U.S. Government securities$74,897,297,00011
U.S. Treasury securities$18,725,975,00010
U.S. Government agency obligations$56,171,322,00010
Securities issued by states & political subdivisions$3,001,845,00011
Other domestic debt securities$12,633,083,0008
Privately issued residential mortgage-backed securities$1,602,679,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,411,862,0006
Structured financial products - Total$866,940,00010
Other domestic debt securities - All other$1,926,849,0007
Foreign debt securities$599,665,00013
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,251,870,0009
Mortgage-backed securities$61,319,582,00011
Certificates of participation in pools of residential mortgages$51,202,746,0007
Issued or guaranteed by U.S.$51,202,746,0007
Privately issued$0251
Collaterized mortgage obligations$3,326,723,00035
CMOs issued by government agencies or sponsored agencies$1,724,044,00045
Privately issued$1,602,679,0006
Commercial mortgage-backed securities$6,790,113,00015
Commercial mortgage pass-through securities$1,093,091,00021
Other commercial mortgage-backed securities$5,697,022,00012
Held to maturity securities (book value)$1,441,593,00039
Available-for-sale securities (fair market value)$89,690,297,0009
Total debt securities$91,131,890,00010
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$7,803,372,0007
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,558,815,0009
2020-06-30Rank
Total securities$98,969,250,00010
U.S. Government securities$81,592,195,0008
U.S. Treasury securities$20,682,970,0009
U.S. Government agency obligations$60,909,225,00010
Securities issued by states & political subdivisions$3,121,438,00010
Other domestic debt securities$13,127,978,0008
Privately issued residential mortgage-backed securities$1,682,034,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,530,429,0006
Structured financial products - Total$875,684,00010
Other domestic debt securities - All other$2,005,807,0007
Foreign debt securities$601,120,00013
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,513,999,0009
Mortgage-backed securities$66,344,640,00010
Certificates of participation in pools of residential mortgages$55,499,785,0007
Issued or guaranteed by U.S.$55,499,785,0007
Privately issued$0251
Collaterized mortgage obligations$3,670,735,00033
CMOs issued by government agencies or sponsored agencies$1,988,701,00042
Privately issued$1,682,034,0004
Commercial mortgage-backed securities$7,174,120,00012
Commercial mortgage pass-through securities$1,102,600,00020
Other commercial mortgage-backed securities$6,071,520,0009
Held to maturity securities (book value)$1,443,238,00040
Available-for-sale securities (fair market value)$96,999,493,0009
Total debt securities$98,442,731,00010
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$9,496,245,0007
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,698,814,0008
2020-03-31Rank
Total securities$90,957,744,00010
U.S. Government securities$73,679,439,0009
U.S. Treasury securities$17,469,988,0008
U.S. Government agency obligations$56,209,451,00010
Securities issued by states & political subdivisions$3,167,637,0009
Other domestic debt securities$13,068,852,0008
Privately issued residential mortgage-backed securities$1,642,584,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,465,342,0006
Structured financial products - Total$871,229,00010
Other domestic debt securities - All other$2,012,012,0007
Foreign debt securities$545,882,00013
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,528,978,0009
Mortgage-backed securities$61,648,187,00010
Certificates of participation in pools of residential mortgages$50,447,770,0007
Issued or guaranteed by U.S.$50,447,770,0007
Privately issued$0267
Collaterized mortgage obligations$3,834,442,00032
CMOs issued by government agencies or sponsored agencies$2,191,858,00039
Privately issued$1,642,584,0004
Commercial mortgage-backed securities$7,365,975,00011
Commercial mortgage pass-through securities$1,091,344,00020
Other commercial mortgage-backed securities$6,274,631,0009
Held to maturity securities (book value)$1,470,212,00042
Available-for-sale securities (fair market value)$88,991,598,0009
Total debt securities$90,461,810,00010
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$9,776,128,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$3,077,544,0009
2019-12-31Rank
Total securities$87,352,345,00010
U.S. Government securities$71,222,690,0009
U.S. Treasury securities$17,002,609,0009
U.S. Government agency obligations$54,220,081,00010
Securities issued by states & political subdivisions$2,871,805,00010
Other domestic debt securities$12,078,222,0008
Privately issued residential mortgage-backed securities$1,946,953,0004
Commercial mortgage-backed securities - Total$3,796,910,0004
Asset backed securities$4,214,372,0007
Structured financial products - Total$961,719,00010
Other domestic debt securities - All other$1,158,268,00012
Foreign debt securities$564,693,00013
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,423,289,00010
Mortgage-backed securities$59,684,120,00010
Certificates of participation in pools of residential mortgages$48,463,267,0007
Issued or guaranteed by U.S.$48,463,267,0007
Privately issued$0249
Collaterized mortgage obligations$4,248,020,00028
CMOs issued by government agencies or sponsored agencies$2,301,067,00033
Privately issued$1,946,953,0004
Commercial mortgage-backed securities$6,972,833,00013
Commercial mortgage pass-through securities$1,111,181,00019
Other commercial mortgage-backed securities$5,861,652,0009
Held to maturity securities (book value)$17,660,920,00011
Available-for-sale securities (fair market value)$69,076,490,0009
Total debt securities$86,737,410,00010
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$4,314,424,00010
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,378,958,00010
2019-09-30Rank
Total securities$88,366,476,00010
U.S. Government securities$71,930,839,0008
U.S. Treasury securities$18,487,560,0008
U.S. Government agency obligations$53,443,279,0009
Securities issued by states & political subdivisions$2,930,837,00010
Other domestic debt securities$12,366,715,0007
Privately issued residential mortgage-backed securities$2,070,886,0004
Commercial mortgage-backed securities - Total$3,690,914,0004
Asset backed securities$4,319,616,0006
Structured financial products - Total$1,085,226,00010
Other domestic debt securities - All other$1,200,073,00012
Foreign debt securities$564,428,00012
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,642,296,00011
Mortgage-backed securities$58,925,179,0009
Certificates of participation in pools of residential mortgages$47,639,791,0007
Issued or guaranteed by U.S.$47,639,791,0007
Privately issued$0287
Collaterized mortgage obligations$4,568,004,00027
CMOs issued by government agencies or sponsored agencies$2,497,118,00032
Privately issued$2,070,886,0004
Commercial mortgage-backed securities$6,717,384,00012
Commercial mortgage pass-through securities$855,361,00022
Other commercial mortgage-backed securities$5,862,023,0009
Held to maturity securities (book value)$18,826,031,00013
Available-for-sale securities (fair market value)$68,966,788,0008
Total debt securities$87,792,819,00010
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$4,824,148,0009
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,598,753,0009
2019-06-30Rank
Total securities$88,797,724,00010
U.S. Government securities$71,977,406,0008
U.S. Treasury securities$19,659,514,0007
U.S. Government agency obligations$52,317,892,0009
Securities issued by states & political subdivisions$2,990,811,00010
Other domestic debt securities$12,582,677,0007
Privately issued residential mortgage-backed securities$2,201,486,0004
Commercial mortgage-backed securities - Total$3,463,217,0004
Asset backed securities$4,414,719,0007
Structured financial products - Total$1,219,119,0009
Other domestic debt securities - All other$1,284,136,00010
Foreign debt securities$686,393,00011
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,108,130,00015
Mortgage-backed securities$57,702,634,0009
Certificates of participation in pools of residential mortgages$46,891,841,0007
Issued or guaranteed by U.S.$46,891,841,0007
Privately issued$0244
Collaterized mortgage obligations$4,667,973,00026
CMOs issued by government agencies or sponsored agencies$2,466,487,00033
Privately issued$2,201,486,0004
Commercial mortgage-backed securities$6,142,820,00012
Commercial mortgage pass-through securities$703,892,00023
Other commercial mortgage-backed securities$5,438,928,00011
Held to maturity securities (book value)$18,948,211,00014
Available-for-sale securities (fair market value)$69,289,076,0007
Total debt securities$88,237,287,00010
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$4,094,254,0009
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,398,364,0009
2019-03-31Rank
Total securities$84,277,932,00010
U.S. Government securities$67,309,237,0008
U.S. Treasury securities$19,395,353,0007
U.S. Government agency obligations$47,913,884,00010
Securities issued by states & political subdivisions$3,069,131,00010
Other domestic debt securities$12,663,838,0006
Privately issued residential mortgage-backed securities$2,272,915,0004
Commercial mortgage-backed securities - Total$3,301,551,0005
Asset backed securities$4,660,245,0007
Structured financial products - Total$1,089,519,00010
Other domestic debt securities - All other$1,339,608,0009
Foreign debt securities$730,546,00011
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,036,857,00020
Mortgage-backed securities$53,139,686,0009
Certificates of participation in pools of residential mortgages$42,261,449,0007
Issued or guaranteed by U.S.$42,261,449,0007
Privately issued$0248
Collaterized mortgage obligations$4,898,251,00026
CMOs issued by government agencies or sponsored agencies$2,625,336,00033
Privately issued$2,272,915,0003
Commercial mortgage-backed securities$5,979,986,00012
Commercial mortgage pass-through securities$689,688,00023
Other commercial mortgage-backed securities$5,290,298,00011
Held to maturity securities (book value)$18,817,686,00014
Available-for-sale securities (fair market value)$64,955,066,0008
Total debt securities$83,772,752,00010
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$3,982,333,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,178,410,0009
2018-12-31Rank
Total securities$83,180,647,00010
U.S. Government securities$66,352,177,0008
U.S. Treasury securities$18,504,993,0008
U.S. Government agency obligations$47,847,184,0009
Securities issued by states & political subdivisions$3,371,753,00010
Other domestic debt securities$12,033,750,0006
Privately issued residential mortgage-backed securities$2,362,696,0006
Commercial mortgage-backed securities - Total$3,140,342,0005
Asset backed securities$4,040,834,0007
Structured financial products - Total$1,124,168,00011
Other domestic debt securities - All other$1,365,710,0009
Foreign debt securities$846,450,00011
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,509,481,00021
Mortgage-backed securities$53,002,781,0009
Certificates of participation in pools of residential mortgages$42,017,071,0007
Issued or guaranteed by U.S.$42,017,071,0007
Privately issued$0211
Collaterized mortgage obligations$5,126,350,00027
CMOs issued by government agencies or sponsored agencies$2,763,654,00030
Privately issued$2,362,696,0005
Commercial mortgage-backed securities$5,859,360,00012
Commercial mortgage pass-through securities$731,728,00021
Other commercial mortgage-backed securities$5,127,632,00011
Held to maturity securities (book value)$19,312,403,00014
Available-for-sale securities (fair market value)$63,291,727,0008
Total debt securities$82,604,130,00010
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$3,852,341,0008
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,484,156,0009
2018-09-30Rank
Total securities$81,375,247,00010
U.S. Government securities$63,644,996,0008
U.S. Treasury securities$17,165,844,0009
U.S. Government agency obligations$46,479,152,0009
Securities issued by states & political subdivisions$3,417,073,00011
Other domestic debt securities$12,840,298,0007
Privately issued residential mortgage-backed securities$2,506,315,0005
Commercial mortgage-backed securities - Total$3,037,015,0005
Asset backed securities$4,197,009,0007
Structured financial products - Total$1,634,760,0007
Other domestic debt securities - All other$1,465,199,0008
Foreign debt securities$839,930,00010
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,826,891,00017
Mortgage-backed securities$51,589,385,0009
Certificates of participation in pools of residential mortgages$41,015,853,0007
Issued or guaranteed by U.S.$41,015,853,0007
Privately issued$0145
Collaterized mortgage obligations$5,408,273,00025
CMOs issued by government agencies or sponsored agencies$2,901,958,00029
Privately issued$2,506,315,0004
Commercial mortgage-backed securities$5,165,259,00014
Commercial mortgage pass-through securities$729,887,00020
Other commercial mortgage-backed securities$4,435,372,00011
Held to maturity securities (book value)$19,593,226,00013
Available-for-sale securities (fair market value)$61,149,071,0008
Total debt securities$80,742,297,00010
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$2,852,358,0009
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,145,082,0008
2018-06-30Rank
Total securities$80,639,218,00010
U.S. Government securities$62,794,445,0009
U.S. Treasury securities$16,509,307,0009
U.S. Government agency obligations$46,285,138,0009
Securities issued by states & political subdivisions$3,465,302,00011
Other domestic debt securities$12,904,111,0007
Privately issued residential mortgage-backed securities$2,651,972,0005
Commercial mortgage-backed securities - Total$3,072,482,0005
Asset backed securities$4,073,020,0007
Structured financial products - Total$1,620,715,0007
Other domestic debt securities - All other$1,485,922,0008
Foreign debt securities$886,858,00010
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,835,278,00021
Mortgage-backed securities$51,575,492,0009
Certificates of participation in pools of residential mortgages$41,263,423,0007
Issued or guaranteed by U.S.$41,263,423,0007
Privately issued$0453
Collaterized mortgage obligations$5,192,088,00026
CMOs issued by government agencies or sponsored agencies$2,540,116,00031
Privately issued$2,651,972,0005
Commercial mortgage-backed securities$5,119,981,00014
Commercial mortgage pass-through securities$800,329,00020
Other commercial mortgage-backed securities$4,319,652,00011
Held to maturity securities (book value)$19,850,014,00013
Available-for-sale securities (fair market value)$60,200,702,0008
Total debt securities$80,050,716,00010
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$2,526,248,00010
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,972,082,0009
2018-03-31Rank
Total securities$74,991,910,00010
U.S. Government securities$57,202,075,0008
U.S. Treasury securities$13,897,005,00011
U.S. Government agency obligations$43,305,070,00010
Securities issued by states & political subdivisions$3,544,110,00011
Other domestic debt securities$12,736,321,0007
Privately issued residential mortgage-backed securities$2,797,929,0005
Commercial mortgage-backed securities - Total$3,087,187,0005
Asset backed securities$3,861,912,0007
Structured financial products - Total$1,538,595,0008
Other domestic debt securities - All other$1,450,698,0009
Foreign debt securities$978,400,00010
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,963,324,00021
Mortgage-backed securities$48,759,590,0008
Certificates of participation in pools of residential mortgages$38,048,090,0007
Issued or guaranteed by U.S.$38,048,090,0007
Privately issued$067
Collaterized mortgage obligations$5,481,279,00026
CMOs issued by government agencies or sponsored agencies$2,683,350,00030
Privately issued$2,797,929,0005
Commercial mortgage-backed securities$5,230,221,00013
Commercial mortgage pass-through securities$875,996,00018
Other commercial mortgage-backed securities$4,354,225,00011
Held to maturity securities (book value)$18,543,986,00013
Available-for-sale securities (fair market value)$55,916,920,0008
Total debt securities$74,460,907,00010
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$2,151,996,00010
Revaluation gains on off-balance sheet contracts$1,347,771,0009
Revaluation losses on off-balance sheet contracts$1,928,262,0008
2017-12-31Rank
Total securities$76,034,685,00010
U.S. Government securities$57,564,399,0008
U.S. Treasury securities$14,822,483,00011
U.S. Government agency obligations$42,741,916,00010
Securities issued by states & political subdivisions$3,671,009,00011
Other domestic debt securities$13,229,759,0007
Privately issued residential mortgage-backed securities$2,923,859,0005
Commercial mortgage-backed securities - Total$3,144,584,0005
Asset backed securities$3,935,314,0007
Structured financial products - Total$1,677,702,0009
Other domestic debt securities - All other$1,548,300,0009
Foreign debt securities$984,944,0009
Equity securities$584,574,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,098,450,00020
Mortgage-backed securities$48,377,153,0008
Certificates of participation in pools of residential mortgages$37,091,590,0007
Issued or guaranteed by U.S.$37,091,590,0007
Privately issued$064
Collaterized mortgage obligations$5,832,395,00026
CMOs issued by government agencies or sponsored agencies$2,908,536,00029
Privately issued$2,923,859,0005
Commercial mortgage-backed securities$5,453,168,00011
Commercial mortgage pass-through securities$963,036,00016
Other commercial mortgage-backed securities$4,490,132,00010
Held to maturity securities (book value)$18,513,631,00013
Available-for-sale securities (fair market value)$57,521,054,0008
Total debt securities$75,450,111,00010
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$3,182,481,00010
Revaluation gains on off-balance sheet contracts$1,982,800,0009
Revaluation losses on off-balance sheet contracts$1,641,645,0009
2017-09-30Rank
Total securities$74,931,636,00010
U.S. Government securities$55,884,558,0008
U.S. Treasury securities$13,518,159,00011
U.S. Government agency obligations$42,366,399,0009
Securities issued by states & political subdivisions$3,736,405,00010
Other domestic debt securities$13,784,880,0007
Privately issued residential mortgage-backed securities$3,118,958,0006
Commercial mortgage-backed securities - Total$3,286,722,0005
Asset backed securities$3,860,838,0007
Structured financial products - Total$1,897,730,0007
Other domestic debt securities - All other$1,620,632,0009
Foreign debt securities$991,741,00010
Equity securities$534,052,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,188,051,00018
Mortgage-backed securities$48,176,564,0008
Certificates of participation in pools of residential mortgages$36,208,962,0007
Issued or guaranteed by U.S.$36,208,962,0007
Privately issued$069
Collaterized mortgage obligations$6,274,884,00022
CMOs issued by government agencies or sponsored agencies$3,155,926,00029
Privately issued$3,118,958,0005
Commercial mortgage-backed securities$5,692,718,00011
Commercial mortgage pass-through securities$997,772,00014
Other commercial mortgage-backed securities$4,694,946,00010
Held to maturity securities (book value)$17,740,485,00013
Available-for-sale securities (fair market value)$57,191,151,0008
Total debt securities$74,397,584,00010
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$2,836,261,00010
Revaluation gains on off-balance sheet contracts$1,813,567,0009
Revaluation losses on off-balance sheet contracts$1,399,599,0009
2017-06-30Rank
Total securities$76,331,101,00010
U.S. Government securities$55,961,013,0008
U.S. Treasury securities$13,115,857,00011
U.S. Government agency obligations$42,845,156,0009
Securities issued by states & political subdivisions$3,811,939,0009
Other domestic debt securities$15,027,032,0007
Privately issued residential mortgage-backed securities$3,245,316,0006
Commercial mortgage-backed securities - Total$3,778,847,0004
Asset backed securities$4,284,201,0007
Structured financial products - Total$2,070,834,0007
Other domestic debt securities - All other$1,647,834,0009
Foreign debt securities$1,042,183,00010
Equity securities$488,934,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,223,980,00018
Mortgage-backed securities$49,272,122,0008
Certificates of participation in pools of residential mortgages$36,211,023,0007
Issued or guaranteed by U.S.$36,211,023,0007
Privately issued$067
Collaterized mortgage obligations$6,623,559,00021
CMOs issued by government agencies or sponsored agencies$3,378,243,00029
Privately issued$3,245,316,0005
Commercial mortgage-backed securities$6,437,540,00011
Commercial mortgage pass-through securities$1,441,036,00013
Other commercial mortgage-backed securities$4,996,504,0009
Held to maturity securities (book value)$17,552,570,00013
Available-for-sale securities (fair market value)$58,778,531,0009
Total debt securities$75,842,168,00010
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$2,826,265,00010
Revaluation gains on off-balance sheet contracts$1,851,197,0009
Revaluation losses on off-balance sheet contracts$1,426,998,0009
2017-03-31Rank
Total securities$76,336,683,00010
U.S. Government securities$54,986,968,0008
U.S. Treasury securities$12,835,738,00011
U.S. Government agency obligations$42,151,230,0009
Securities issued by states & political subdivisions$3,835,139,0009
Other domestic debt securities$15,980,996,0007
Privately issued residential mortgage-backed securities$3,387,187,0006
Commercial mortgage-backed securities - Total$4,417,315,0004
Asset backed securities$4,391,454,0007
Structured financial products - Total$2,145,915,0006
Other domestic debt securities - All other$1,639,125,0009
Foreign debt securities$1,018,068,00010
Equity securities$515,512,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,791,361,00017
Mortgage-backed securities$49,357,461,0008
Certificates of participation in pools of residential mortgages$35,067,372,0007
Issued or guaranteed by U.S.$35,067,372,0007
Privately issued$066
Collaterized mortgage obligations$6,987,693,00019
CMOs issued by government agencies or sponsored agencies$3,600,506,00028
Privately issued$3,387,187,0005
Commercial mortgage-backed securities$7,302,396,0009
Commercial mortgage pass-through securities$1,522,433,00013
Other commercial mortgage-backed securities$5,779,963,0008
Held to maturity securities (book value)$17,092,489,00013
Available-for-sale securities (fair market value)$59,244,194,0007
Total debt securities$75,821,169,00010
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$3,143,801,0009
Revaluation gains on off-balance sheet contracts$1,817,045,0009
Revaluation losses on off-balance sheet contracts$1,415,150,0009
2016-12-31Rank
Total securities$75,821,200,00010
U.S. Government securities$54,067,481,0008
U.S. Treasury securities$13,092,585,00011
U.S. Government agency obligations$40,974,896,0009
Securities issued by states & political subdivisions$3,891,538,0009
Other domestic debt securities$16,346,017,0007
Privately issued residential mortgage-backed securities$3,555,318,0006
Commercial mortgage-backed securities - Total$4,584,085,0004
Asset backed securities$4,427,298,0007
Structured financial products - Total$2,136,581,0007
Other domestic debt securities - All other$1,642,735,0009
Foreign debt securities$985,616,00010
Equity securities$530,548,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,618,343,00016
Mortgage-backed securities$48,512,821,0008
Certificates of participation in pools of residential mortgages$33,535,288,0007
Issued or guaranteed by U.S.$33,535,288,0007
Privately issued$071
Collaterized mortgage obligations$7,373,946,00018
CMOs issued by government agencies or sponsored agencies$3,818,628,00027
Privately issued$3,555,318,0005
Commercial mortgage-backed securities$7,603,587,0009
Commercial mortgage pass-through securities$1,515,035,00012
Other commercial mortgage-backed securities$6,088,552,0007
Held to maturity securities (book value)$15,843,073,00012
Available-for-sale securities (fair market value)$59,978,127,0009
Total debt securities$75,290,652,00010
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$2,972,259,00010
Revaluation gains on off-balance sheet contracts$1,529,749,00010
Revaluation losses on off-balance sheet contracts$1,335,447,00010
2016-09-30Rank
Total securities$78,458,250,00010
U.S. Government securities$55,753,991,0008
U.S. Treasury securities$11,998,029,00011
U.S. Government agency obligations$43,755,962,0008
Securities issued by states & political subdivisions$3,986,320,0009
Other domestic debt securities$17,175,831,0007
Privately issued residential mortgage-backed securities$3,740,149,0006
Commercial mortgage-backed securities - Total$4,804,368,0004
Asset backed securities$4,642,604,0008
Structured financial products - Total$2,325,610,0006
Other domestic debt securities - All other$1,663,100,0009
Foreign debt securities$1,017,057,00011
Equity securities$525,051,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,738,192,00013
Mortgage-backed securities$51,690,137,0008
Certificates of participation in pools of residential mortgages$35,758,093,0007
Issued or guaranteed by U.S.$35,758,093,0007
Privately issued$067
Collaterized mortgage obligations$7,762,194,00017
CMOs issued by government agencies or sponsored agencies$4,022,045,00028
Privately issued$3,740,149,0005
Commercial mortgage-backed securities$8,169,850,0008
Commercial mortgage pass-through securities$1,662,608,00012
Other commercial mortgage-backed securities$6,507,242,0005
Held to maturity securities (book value)$16,573,082,00012
Available-for-sale securities (fair market value)$61,885,168,0009
Total debt securities$77,933,200,00010
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$3,239,064,0009
Revaluation gains on off-balance sheet contracts$2,385,663,00010
Revaluation losses on off-balance sheet contracts$2,233,455,0009
2016-06-30Rank
Total securities$71,710,054,00010
U.S. Government securities$49,223,593,0009
U.S. Treasury securities$9,698,296,00011
U.S. Government agency obligations$39,525,297,00010
Securities issued by states & political subdivisions$4,030,440,0009
Other domestic debt securities$17,051,187,0007
Privately issued residential mortgage-backed securities$3,904,919,0006
Commercial mortgage-backed securities - Total$5,210,490,0004
Asset backed securities$4,259,520,0009
Structured financial products - Total$2,148,872,0006
Other domestic debt securities - All other$1,527,386,0009
Foreign debt securities$921,339,00011
Equity securities$483,495,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,893,378,00016
Mortgage-backed securities$48,025,012,0008
Certificates of participation in pools of residential mortgages$31,741,559,0007
Issued or guaranteed by U.S.$31,741,559,0007
Privately issued$071
Collaterized mortgage obligations$8,204,484,00014
CMOs issued by government agencies or sponsored agencies$4,299,565,00027
Privately issued$3,904,919,0005
Commercial mortgage-backed securities$8,078,969,0008
Commercial mortgage pass-through securities$1,373,281,00012
Other commercial mortgage-backed securities$6,705,688,0005
Held to maturity securities (book value)$14,917,199,00013
Available-for-sale securities (fair market value)$56,792,855,0009
Total debt securities$71,226,558,00010
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$3,438,082,00010
Revaluation gains on off-balance sheet contracts$2,610,150,00010
Revaluation losses on off-balance sheet contracts$2,329,569,0009
2016-03-31Rank
Total securities$72,477,597,00010
U.S. Government securities$49,775,694,0009
U.S. Treasury securities$10,071,794,00010
U.S. Government agency obligations$39,703,900,00010
Securities issued by states & political subdivisions$3,984,819,0009
Other domestic debt securities$17,439,638,0007
Privately issued residential mortgage-backed securities$4,176,239,0006
Commercial mortgage-backed securities - Total$5,420,220,0004
Asset backed securities$4,146,075,00010
Structured financial products - Total$2,196,944,0006
Other domestic debt securities - All other$1,500,160,0008
Foreign debt securities$864,620,00012
Equity securities$412,826,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,714,039,00015
Mortgage-backed securities$48,687,171,0008
Certificates of participation in pools of residential mortgages$31,725,395,0007
Issued or guaranteed by U.S.$31,725,395,0007
Privately issued$066
Collaterized mortgage obligations$8,553,262,00014
CMOs issued by government agencies or sponsored agencies$4,377,023,00026
Privately issued$4,176,239,0005
Commercial mortgage-backed securities$8,408,514,0007
Commercial mortgage pass-through securities$1,377,901,00011
Other commercial mortgage-backed securities$7,030,613,0005
Held to maturity securities (book value)$15,154,110,00012
Available-for-sale securities (fair market value)$57,323,487,0009
Total debt securities$72,064,771,00010
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$3,083,804,00010
Revaluation gains on off-balance sheet contracts$2,281,912,0009
Revaluation losses on off-balance sheet contracts$1,999,766,0009
2015-12-31Rank
Total securities$70,370,308,00010
U.S. Government securities$47,968,471,0009
U.S. Treasury securities$9,518,004,00010
U.S. Government agency obligations$38,450,467,0009
Securities issued by states & political subdivisions$4,008,994,00010
Other domestic debt securities$17,283,821,0007
Privately issued residential mortgage-backed securities$4,382,704,0006
Commercial mortgage-backed securities - Total$5,619,661,0003
Asset backed securities$4,022,548,00010
Structured financial products - Total$2,123,988,0006
Other domestic debt securities - All other$1,134,920,00011
Foreign debt securities$625,821,00014
Equity securities$483,201,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,150,694,00016
Mortgage-backed securities$47,845,491,0008
Certificates of participation in pools of residential mortgages$30,165,597,0006
Issued or guaranteed by U.S.$30,165,597,0006
Privately issued$066
Collaterized mortgage obligations$9,017,965,00012
CMOs issued by government agencies or sponsored agencies$4,635,261,00023
Privately issued$4,382,704,0005
Commercial mortgage-backed securities$8,661,929,0006
Commercial mortgage pass-through securities$1,390,880,00011
Other commercial mortgage-backed securities$7,271,049,0005
Held to maturity securities (book value)$14,768,321,00012
Available-for-sale securities (fair market value)$55,601,987,0009
Total debt securities$69,887,107,00010
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$2,959,978,00010
Revaluation gains on off-balance sheet contracts$1,933,822,0009
Revaluation losses on off-balance sheet contracts$1,649,314,0009
2015-09-30Rank
Total securities$67,870,440,00010
U.S. Government securities$45,692,782,0009
U.S. Treasury securities$7,922,507,00010
U.S. Government agency obligations$37,770,275,0009
Securities issued by states & political subdivisions$4,032,378,00010
Other domestic debt securities$17,124,054,0007
Privately issued residential mortgage-backed securities$4,578,318,0006
Commercial mortgage-backed securities - Total$5,518,596,0003
Asset backed securities$3,852,572,00010
Structured financial products - Total$2,084,252,0007
Other domestic debt securities - All other$1,090,316,00012
Foreign debt securities$555,351,00015
Equity securities$465,875,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,321,611,00016
Mortgage-backed securities$47,250,097,0008
Certificates of participation in pools of residential mortgages$29,116,294,0006
Issued or guaranteed by U.S.$29,116,294,0006
Privately issued$065
Collaterized mortgage obligations$9,519,857,00011
CMOs issued by government agencies or sponsored agencies$4,941,539,00023
Privately issued$4,578,318,0005
Commercial mortgage-backed securities$8,613,946,0006
Commercial mortgage pass-through securities$1,377,611,00010
Other commercial mortgage-backed securities$7,236,335,0005
Held to maturity securities (book value)$14,403,120,00013
Available-for-sale securities (fair market value)$53,467,320,0009
Total debt securities$67,404,563,00010
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$3,360,703,00010
Revaluation gains on off-balance sheet contracts$2,390,551,0009
Revaluation losses on off-balance sheet contracts$2,137,610,0009
2015-06-30Rank
Total securities$61,273,784,00010
U.S. Government securities$39,082,533,00010
U.S. Treasury securities$5,722,763,00011
U.S. Government agency obligations$33,359,770,00010
Securities issued by states & political subdivisions$4,038,263,00010
Other domestic debt securities$17,172,260,0007
Privately issued residential mortgage-backed securities$4,802,183,0007
Commercial mortgage-backed securities - Total$5,228,659,0003
Asset backed securities$3,880,918,00010
Structured financial products - Total$2,266,891,0006
Other domestic debt securities - All other$993,609,00012
Foreign debt securities$553,564,00014
Equity securities$427,164,0002
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,138,379,00016
Mortgage-backed securities$42,771,655,0008
Certificates of participation in pools of residential mortgages$24,406,548,0006
Issued or guaranteed by U.S.$24,406,548,0006
Privately issued$067
Collaterized mortgage obligations$10,004,727,00011
CMOs issued by government agencies or sponsored agencies$5,202,544,00021
Privately issued$4,802,183,0005
Commercial mortgage-backed securities$8,360,380,0005
Commercial mortgage pass-through securities$1,396,694,00010
Other commercial mortgage-backed securities$6,963,686,0005
Held to maturity securities (book value)$13,682,545,00013
Available-for-sale securities (fair market value)$47,591,239,0009
Total debt securities$60,846,620,00010
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$3,111,899,00010
Revaluation gains on off-balance sheet contracts$1,977,899,0009
Revaluation losses on off-balance sheet contracts$1,683,921,0009
2015-03-31Rank
Total securities$60,705,867,00010
U.S. Government securities$38,447,587,00012
U.S. Treasury securities$5,110,458,00011
U.S. Government agency obligations$33,337,129,00010
Securities issued by states & political subdivisions$4,098,295,0009
Other domestic debt securities$17,239,686,0007
Privately issued residential mortgage-backed securities$5,023,365,0007
Commercial mortgage-backed securities - Total$5,262,036,0003
Asset backed securities$3,647,916,00010
Structured financial products - Total$2,322,139,0006
Other domestic debt securities - All other$984,230,00012
Foreign debt securities$557,010,00014
Equity securities$363,290,0003
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,577,649,00016
Mortgage-backed securities$42,993,386,0008
Certificates of participation in pools of residential mortgages$23,967,036,0006
Issued or guaranteed by U.S.$23,967,036,0006
Privately issued$070
Collaterized mortgage obligations$10,477,982,00011
CMOs issued by government agencies or sponsored agencies$5,454,617,00021
Privately issued$5,023,365,0005
Commercial mortgage-backed securities$8,548,368,0005
Commercial mortgage pass-through securities$1,438,206,00011
Other commercial mortgage-backed securities$7,110,162,0005
Held to maturity securities (book value)$13,188,309,00014
Available-for-sale securities (fair market value)$47,517,558,00010
Total debt securities$60,342,578,00010
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$3,532,208,00010
Revaluation gains on off-balance sheet contracts$2,445,961,0009
Revaluation losses on off-balance sheet contracts$2,228,333,0009
2014-12-31Rank
Total securities$55,741,334,00010
U.S. Government securities$33,445,949,00013
U.S. Treasury securities$5,035,715,00011
U.S. Government agency obligations$28,410,234,00010
Securities issued by states & political subdivisions$4,077,587,0009
Other domestic debt securities$17,241,574,0007
Privately issued residential mortgage-backed securities$5,209,636,0007
Commercial mortgage-backed securities - Total$5,163,875,0004
Asset backed securities$3,634,260,00010
Structured financial products - Total$2,319,509,0006
Other domestic debt securities - All other$914,294,00015
Foreign debt securities$552,855,00014
Equity securities$423,369,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,017,333,00016
Mortgage-backed securities$38,156,528,00011
Certificates of participation in pools of residential mortgages$18,797,883,0009
Issued or guaranteed by U.S.$18,797,883,0009
Privately issued$075
Collaterized mortgage obligations$10,812,027,00011
CMOs issued by government agencies or sponsored agencies$5,602,391,00020
Privately issued$5,209,636,0005
Commercial mortgage-backed securities$8,546,618,0005
Commercial mortgage pass-through securities$1,534,702,00011
Other commercial mortgage-backed securities$7,011,916,0005
Held to maturity securities (book value)$11,588,146,00015
Available-for-sale securities (fair market value)$44,153,188,00011
Total debt securities$55,317,965,00010
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$3,555,248,00010
Revaluation gains on off-balance sheet contracts$2,126,267,0009
Revaluation losses on off-balance sheet contracts$1,868,803,0009
2014-09-30Rank
Total securities$54,953,491,00010
U.S. Government securities$32,853,936,00013
U.S. Treasury securities$4,950,964,00011
U.S. Government agency obligations$27,902,972,00010
Securities issued by states & political subdivisions$4,100,354,0009
Other domestic debt securities$17,067,774,0007
Privately issued residential mortgage-backed securities$5,411,494,0008
Commercial mortgage-backed securities - Total$4,850,552,0004
Asset backed securities$3,620,567,00010
Structured financial products - Total$2,283,247,0006
Other domestic debt securities - All other$901,914,00015
Foreign debt securities$559,646,00015
Equity securities$371,781,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,129,455,0008
Mortgage-backed securities$37,533,939,00011
Certificates of participation in pools of residential mortgages$18,459,735,0009
Issued or guaranteed by U.S.$18,459,735,0009
Privately issued$073
Collaterized mortgage obligations$11,179,697,00012
CMOs issued by government agencies or sponsored agencies$5,768,203,00019
Privately issued$5,411,494,0006
Commercial mortgage-backed securities$7,894,507,0005
Commercial mortgage pass-through securities$2,767,505,0005
Other commercial mortgage-backed securities$5,127,002,0006
Held to maturity securities (book value)$11,418,699,00015
Available-for-sale securities (fair market value)$43,534,792,00011
Total debt securities$54,581,710,00010
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$3,300,220,00010
Revaluation gains on off-balance sheet contracts$1,867,018,00010
Revaluation losses on off-balance sheet contracts$1,605,199,0009
2014-06-30Rank
Total securities$56,508,919,00010
U.S. Government securities$33,872,342,00012
U.S. Treasury securities$4,959,993,0009
U.S. Government agency obligations$28,912,349,00010
Securities issued by states & political subdivisions$3,982,616,0009
Other domestic debt securities$17,780,707,0008
Privately issued residential mortgage-backed securities$5,621,476,0008
Commercial mortgage-backed securities - Total$4,825,984,0004
Asset backed securities$3,869,015,00011
Structured financial products - Total$2,558,124,0005
Other domestic debt securities - All other$906,108,00015
Foreign debt securities$542,834,00015
Equity securities$330,420,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,064,185,0008
Mortgage-backed securities$38,715,748,00010
Certificates of participation in pools of residential mortgages$19,280,238,0008
Issued or guaranteed by U.S.$19,280,238,0008
Privately issued$075
Collaterized mortgage obligations$12,802,083,00011
CMOs issued by government agencies or sponsored agencies$7,180,607,00013
Privately issued$5,621,476,0006
Commercial mortgage-backed securities$6,633,427,0005
Commercial mortgage pass-through securities$1,632,156,00010
Other commercial mortgage-backed securities$5,001,271,0006
Held to maturity securities (book value)$12,083,483,00013
Available-for-sale securities (fair market value)$44,425,436,00011
Total debt securities$56,178,501,00010
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$3,382,511,0008
Revaluation gains on off-balance sheet contracts$1,953,369,0009
Revaluation losses on off-balance sheet contracts$1,724,116,0009
2014-03-31Rank
Total securities$58,573,986,00010
U.S. Government securities$34,659,083,00012
U.S. Treasury securities$4,157,290,0009
U.S. Government agency obligations$30,501,793,00010
Securities issued by states & political subdivisions$3,844,926,0009
Other domestic debt securities$18,491,784,0008
Privately issued residential mortgage-backed securities$5,757,225,0007
Commercial mortgage-backed securities - Total$5,213,384,0004
Asset backed securities$4,130,677,00012
Structured financial products - Total$2,428,074,0005
Other domestic debt securities - All other$962,424,00014
Foreign debt securities$1,258,608,00014
Equity securities$319,585,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,731,338,0009
Mortgage-backed securities$40,821,991,0008
Certificates of participation in pools of residential mortgages$20,680,442,0006
Issued or guaranteed by U.S.$20,680,442,0006
Privately issued$076
Collaterized mortgage obligations$13,070,905,00011
CMOs issued by government agencies or sponsored agencies$7,313,680,00013
Privately issued$5,757,225,0005
Commercial mortgage-backed securities$7,070,644,0005
Commercial mortgage pass-through securities$1,681,587,0008
Other commercial mortgage-backed securities$5,389,057,0006
Held to maturity securities (book value)$11,160,792,00013
Available-for-sale securities (fair market value)$47,413,194,00010
Total debt securities$58,254,401,00010
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$3,216,189,00010
Revaluation gains on off-balance sheet contracts$1,861,756,0009
Revaluation losses on off-balance sheet contracts$1,634,166,0009
2013-12-31Rank
Total securities$60,182,644,00010
U.S. Government securities$35,643,625,00012
U.S. Treasury securities$3,692,231,0007
U.S. Government agency obligations$31,951,394,00010
Securities issued by states & political subdivisions$3,669,924,0009
Other domestic debt securities$19,324,387,0008
Privately issued residential mortgage-backed securities$5,894,632,0007
Commercial mortgage-backed securities - Total$5,722,250,0004
Asset backed securities$4,358,740,00011
Structured financial products - Total$2,431,207,0005
Other domestic debt securities - All other$917,558,00014
Foreign debt securities$1,153,930,00014
Equity securities$390,779,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,674,636,0009
Mortgage-backed securities$42,909,946,0008
Certificates of participation in pools of residential mortgages$22,352,621,0006
Issued or guaranteed by U.S.$22,352,621,0006
Privately issued$081
Collaterized mortgage obligations$12,938,088,00012
CMOs issued by government agencies or sponsored agencies$7,043,456,00012
Privately issued$5,894,632,0005
Commercial mortgage-backed securities$7,619,237,0005
Commercial mortgage pass-through securities$1,719,439,0009
Other commercial mortgage-backed securities$5,899,798,0005
Held to maturity securities (book value)$11,686,509,00011
Available-for-sale securities (fair market value)$48,496,135,0009
Total debt securities$59,791,866,00010
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$4,174,830,0009
Revaluation gains on off-balance sheet contracts$1,902,822,0009
Revaluation losses on off-balance sheet contracts$1,658,058,0009
2013-09-30Rank
Total securities$57,177,902,00010
U.S. Government securities$32,844,913,00011
U.S. Treasury securities$1,705,915,00012
U.S. Government agency obligations$31,138,998,00010
Securities issued by states & political subdivisions$3,206,748,0009
Other domestic debt securities$19,654,797,0008
Privately issued residential mortgage-backed securities$5,937,979,0008
Commercial mortgage-backed securities - Total$5,786,898,0004
Asset backed securities$4,569,692,00010
Structured financial products - Total$2,436,615,0005
Other domestic debt securities - All other$923,613,00014
Foreign debt securities$1,161,075,00014
Equity securities$310,369,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,370,602,0007
Mortgage-backed securities$42,174,229,0008
Certificates of participation in pools of residential mortgages$21,530,230,0006
Issued or guaranteed by U.S.$21,530,230,0006
Privately issued$080
Collaterized mortgage obligations$12,928,813,00012
CMOs issued by government agencies or sponsored agencies$6,990,834,00012
Privately issued$5,937,979,0006
Commercial mortgage-backed securities$7,715,186,0005
Commercial mortgage pass-through securities$1,746,136,0007
Other commercial mortgage-backed securities$5,969,050,0005
Held to maturity securities (book value)$11,498,491,0009
Available-for-sale securities (fair market value)$45,679,411,00010
Total debt securities$56,867,533,00010
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$2,730,893,00010
Revaluation gains on off-balance sheet contracts$1,836,064,0009
Revaluation losses on off-balance sheet contracts$1,656,044,0009
2013-06-30Rank
Total securities$57,341,600,00010
U.S. Government securities$33,164,736,00011
U.S. Treasury securities$1,708,145,00012
U.S. Government agency obligations$31,456,591,00011
Securities issued by states & political subdivisions$2,853,622,0009
Other domestic debt securities$19,832,660,0007
Privately issued residential mortgage-backed securities$5,848,744,0008
Commercial mortgage-backed securities - Total$5,864,497,0003
Asset backed securities$4,686,341,00010
Structured financial products - Total$2,456,188,0005
Other domestic debt securities - All other$976,890,00014
Foreign debt securities$1,218,893,00014
Equity securities$271,689,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,040,729,0007
Mortgage-backed securities$42,439,909,0008
Certificates of participation in pools of residential mortgages$21,649,750,0006
Issued or guaranteed by U.S.$21,649,750,0006
Privately issued$083
Collaterized mortgage obligations$13,070,667,00012
CMOs issued by government agencies or sponsored agencies$7,221,923,00012
Privately issued$5,848,744,0006
Commercial mortgage-backed securities$7,719,492,0005
Commercial mortgage pass-through securities$1,762,461,0007
Other commercial mortgage-backed securities$5,957,031,0005
Held to maturity securities (book value)$9,550,171,0009
Available-for-sale securities (fair market value)$47,791,429,00010
Total debt securities$57,069,911,00010
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$3,079,123,00011
Revaluation gains on off-balance sheet contracts$1,647,775,00010
Revaluation losses on off-balance sheet contracts$1,476,227,0009
2013-03-31Rank
Total securities$59,268,667,00011
U.S. Government securities$34,952,719,00010
U.S. Treasury securities$2,073,478,00011
U.S. Government agency obligations$32,879,241,00010
Securities issued by states & political subdivisions$2,920,080,0009
Other domestic debt securities$19,853,044,0007
Privately issued residential mortgage-backed securities$6,034,591,0008
Commercial mortgage-backed securities - Total$5,803,162,0003
Asset backed securities$4,839,843,00010
Structured financial products - Total$2,172,822,0005
Other domestic debt securities - All other$1,002,626,00013
Foreign debt securities$1,258,344,00014
Equity securities$284,480,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,414,195,0007
Mortgage-backed securities$43,919,452,0007
Certificates of participation in pools of residential mortgages$22,544,738,0006
Issued or guaranteed by U.S.$22,544,738,0006
Privately issued$083
Collaterized mortgage obligations$13,691,153,00012
CMOs issued by government agencies or sponsored agencies$7,656,562,00013
Privately issued$6,034,591,0006
Commercial mortgage-backed securities$7,683,561,0005
Commercial mortgage pass-through securities$1,786,658,0007
Other commercial mortgage-backed securities$5,896,903,0006
Held to maturity securities (book value)$9,824,608,0009
Available-for-sale securities (fair market value)$49,444,059,00010
Total debt securities$58,984,187,00011
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$2,935,225,00011
Revaluation gains on off-balance sheet contracts$1,732,945,0009
Revaluation losses on off-balance sheet contracts$1,579,040,0009
2012-12-31Rank
Total securities$61,313,166,00010
U.S. Government securities$37,418,145,00011
U.S. Treasury securities$2,492,071,00010
U.S. Government agency obligations$34,926,074,00010
Securities issued by states & political subdivisions$2,947,442,0009
Other domestic debt securities$19,471,146,0007
Privately issued residential mortgage-backed securities$6,103,268,0008
Commercial mortgage-backed securities - Total$5,837,517,0003
Asset backed securities$4,959,697,00010
Structured financial products - Total$1,559,451,0005
Other domestic debt securities - All other$1,011,213,00013
Foreign debt securities$1,113,763,00015
Equity securities$362,670,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,319,448,0007
Mortgage-backed securities$46,022,807,0007
Certificates of participation in pools of residential mortgages$24,306,922,0006
Issued or guaranteed by U.S.$24,306,922,0006
Privately issued$085
Collaterized mortgage obligations$13,959,855,00012
CMOs issued by government agencies or sponsored agencies$7,856,587,00013
Privately issued$6,103,268,0006
Commercial mortgage-backed securities$7,756,030,0005
Commercial mortgage pass-through securities$1,823,236,0006
Other commercial mortgage-backed securities$5,932,794,0006
Held to maturity securities (book value)$10,353,818,0006
Available-for-sale securities (fair market value)$50,959,348,00010
Total debt securities$60,950,496,00010
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$3,000,248,00011
Revaluation gains on off-balance sheet contracts$1,702,154,0009
Revaluation losses on off-balance sheet contracts$1,589,384,0009
2012-09-30Rank
Total securities$62,674,942,00010
U.S. Government securities$38,852,394,0009
U.S. Treasury securities$2,351,017,00011
U.S. Government agency obligations$36,501,377,0008
Securities issued by states & political subdivisions$2,689,193,0008
Other domestic debt securities$19,627,051,0007
Privately issued residential mortgage-backed securities$6,215,555,0008
Commercial mortgage-backed securities - Total$6,056,719,0003
Asset backed securities$5,290,872,00010
Structured financial products - Total$1,028,339,0006
Other domestic debt securities - All other$1,035,566,00012
Foreign debt securities$1,200,234,00014
Equity securities$306,070,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,400,271,0007
Mortgage-backed securities$47,879,919,0007
Certificates of participation in pools of residential mortgages$24,866,677,0007
Issued or guaranteed by U.S.$24,866,677,0007
Privately issued$088
Collaterized mortgage obligations$15,015,657,00011
CMOs issued by government agencies or sponsored agencies$8,800,102,00012
Privately issued$6,215,555,0006
Commercial mortgage-backed securities$7,997,585,0005
Commercial mortgage pass-through securities$1,842,951,0005
Other commercial mortgage-backed securities$6,154,634,0005
Held to maturity securities (book value)$10,681,127,0005
Available-for-sale securities (fair market value)$51,993,815,0009
Total debt securities$62,368,872,00010
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$2,687,088,00011
Revaluation gains on off-balance sheet contracts$1,067,244,00013
Revaluation losses on off-balance sheet contracts$992,110,0009
2012-06-30Rank
Total securities$61,751,766,00010
U.S. Government securities$38,441,548,0009
U.S. Treasury securities$2,175,676,00011
U.S. Government agency obligations$36,265,872,0008
Securities issued by states & political subdivisions$2,677,795,0007
Other domestic debt securities$19,100,304,0007
Privately issued residential mortgage-backed securities$5,882,463,0008
Commercial mortgage-backed securities - Total$5,798,040,0003
Asset backed securities$5,422,699,0009
Structured financial products - Total$984,645,0006
Other domestic debt securities - All other$1,012,457,00011
Foreign debt securities$1,234,704,00014
Equity securities$297,415,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,772,880,0008
Mortgage-backed securities$47,005,535,0007
Certificates of participation in pools of residential mortgages$25,193,607,0007
Issued or guaranteed by U.S.$25,193,607,0007
Privately issued$094
Collaterized mortgage obligations$13,843,078,00011
CMOs issued by government agencies or sponsored agencies$7,960,615,00013
Privately issued$5,882,463,0006
Commercial mortgage-backed securities$7,968,850,0005
Commercial mortgage pass-through securities$2,072,097,0004
Other commercial mortgage-backed securities$5,896,753,0005
Held to maturity securities (book value)$10,685,644,0005
Available-for-sale securities (fair market value)$51,066,122,0009
Total debt securities$61,454,350,00010
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$2,442,259,00011
Revaluation gains on off-balance sheet contracts$1,149,714,00012
Revaluation losses on off-balance sheet contracts$1,099,719,0009
2012-03-31Rank
Total securities$64,402,832,0009
U.S. Government securities$41,173,711,0008
U.S. Treasury securities$2,094,250,00012
U.S. Government agency obligations$39,079,461,0007
Securities issued by states & political subdivisions$2,577,894,0007
Other domestic debt securities$18,535,939,0007
Privately issued residential mortgage-backed securities$6,115,155,0008
Commercial mortgage-backed securities - Total$6,154,860,0003
Asset backed securities$5,914,977,0007
Structured financial products - Total$341,503,00010
Other domestic debt securities - All other$9,444,000499
Foreign debt securities$1,831,874,00013
Equity securities$283,414,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,558,039,0008
Mortgage-backed securities$50,384,589,0006
Certificates of participation in pools of residential mortgages$26,392,032,0006
Issued or guaranteed by U.S.$26,392,032,0006
Privately issued$094
Collaterized mortgage obligations$15,637,300,00010
CMOs issued by government agencies or sponsored agencies$9,522,145,00011
Privately issued$6,115,155,0006
Commercial mortgage-backed securities$8,355,257,0004
Commercial mortgage pass-through securities$2,024,057,0004
Other commercial mortgage-backed securities$6,331,200,0004
Held to maturity securities (book value)$11,196,415,0005
Available-for-sale securities (fair market value)$53,206,417,0009
Total debt securities$64,119,425,0009
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$2,794,541,00011
Revaluation gains on off-balance sheet contracts$903,880,00015
Revaluation losses on off-balance sheet contracts$1,054,883,0009
2011-12-31Rank
Total securities$60,451,393,0009
U.S. Government securities$39,235,521,0008
U.S. Treasury securities$1,873,846,00011
U.S. Government agency obligations$37,361,675,0007
Securities issued by states & political subdivisions$2,450,127,0008
Other domestic debt securities$17,535,502,0007
Privately issued residential mortgage-backed securities$5,551,429,0006
Commercial mortgage-backed securities - Total$6,216,148,0003
Asset backed securities$4,915,791,0008
Structured financial products - Total$8,831,00053
Other domestic debt securities - All other$843,303,00015
Foreign debt securities$911,391,00014
Equity securities$318,852,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,091,444,0008
Mortgage-backed securities$47,070,918,0006
Certificates of participation in pools of residential mortgages$25,305,899,0005
Issued or guaranteed by U.S.$25,305,899,0005
Privately issued$0121
Collaterized mortgage obligations$13,080,682,00011
CMOs issued by government agencies or sponsored agencies$7,529,253,00013
Privately issued$5,551,429,0006
Commercial mortgage-backed securities$8,684,337,0003
Commercial mortgage pass-through securities$2,153,149,0003
Other commercial mortgage-backed securities$6,531,188,0004
Held to maturity securities (book value)$12,065,743,0004
Available-for-sale securities (fair market value)$48,385,650,00010
Total debt securities$60,132,541,0009
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$3,117,713,00011
Revaluation gains on off-balance sheet contracts$985,662,00016
Revaluation losses on off-balance sheet contracts$1,217,941,0009
2011-09-30Rank
Total securities$61,951,315,0009
U.S. Government securities$39,844,653,0007
U.S. Treasury securities$1,899,350,00011
U.S. Government agency obligations$37,945,303,0006
Securities issued by states & political subdivisions$2,367,663,0007
Other domestic debt securities$18,438,351,0006
Privately issued residential mortgage-backed securities$5,981,700,0006
Commercial mortgage-backed securities - Total$6,406,308,0003
Asset backed securities$5,178,751,0007
Structured financial products - Total$70,007,00014
Other domestic debt securities - All other$801,585,00016
Foreign debt securities$959,181,00015
Equity securities$341,467,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,555,928,0008
Mortgage-backed securities$48,269,193,0005
Certificates of participation in pools of residential mortgages$25,855,340,0005
Issued or guaranteed by U.S.$25,855,340,0005
Privately issued$0132
Collaterized mortgage obligations$13,728,045,00010
CMOs issued by government agencies or sponsored agencies$7,746,345,00013
Privately issued$5,981,700,0005
Commercial mortgage-backed securities$8,685,808,0002
Commercial mortgage pass-through securities$2,172,670,0003
Other commercial mortgage-backed securities$6,513,138,0003
Held to maturity securities (book value)$12,389,945,0005
Available-for-sale securities (fair market value)$49,561,370,00010
Total debt securities$61,609,848,0009
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$2,673,964,00012
Revaluation gains on off-balance sheet contracts$137,480,00029
Revaluation losses on off-balance sheet contracts$118,307,00031
2011-06-30Rank
Total securities$59,256,261,0009
U.S. Government securities$35,564,447,0007
U.S. Treasury securities$2,102,589,0009
U.S. Government agency obligations$33,461,858,0007
Securities issued by states & political subdivisions$2,281,683,0007
Other domestic debt securities$19,371,789,0006
Privately issued residential mortgage-backed securities$6,447,134,0005
Commercial mortgage-backed securities - Total$6,560,672,0002
Asset backed securities$5,627,565,0006
Structured financial products - Total$127,151,00011
Other domestic debt securities - All other$609,267,00021
Foreign debt securities$1,744,578,00012
Equity securities$293,764,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,052,884,0007
Mortgage-backed securities$44,448,189,0005
Certificates of participation in pools of residential mortgages$22,244,036,0005
Issued or guaranteed by U.S.$22,244,036,0005
Privately issued$0125
Collaterized mortgage obligations$13,833,367,00010
CMOs issued by government agencies or sponsored agencies$7,386,233,00011
Privately issued$6,447,134,0005
Commercial mortgage-backed securities$8,370,786,0002
Commercial mortgage pass-through securities$536,531,0005
Other commercial mortgage-backed securities$7,834,255,0002
Held to maturity securities (book value)$9,746,949,0005
Available-for-sale securities (fair market value)$49,509,312,0009
Total debt securities$58,962,497,0009
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$1,784,939,00011
Revaluation gains on off-balance sheet contracts$187,235,00029
Revaluation losses on off-balance sheet contracts$294,122,00023
2011-03-31Rank
Total securities$60,821,060,0008
U.S. Government securities$37,397,990,0007
U.S. Treasury securities$2,669,494,0008
U.S. Government agency obligations$34,728,496,0006
Securities issued by states & political subdivisions$2,214,041,0007
Other domestic debt securities$19,161,872,0008
Privately issued residential mortgage-backed securities$7,163,428,0006
Commercial mortgage-backed securities - Total$6,237,324,0003
Asset backed securities$5,004,458,0007
Structured financial products - Total$151,705,00011
Other domestic debt securities - All other$604,957,00021
Foreign debt securities$1,726,734,00011
Equity securities$320,423,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,589,628,0007
Mortgage-backed securities$45,575,741,0005
Certificates of participation in pools of residential mortgages$19,842,257,0006
Issued or guaranteed by U.S.$19,842,257,0006
Privately issued$0136
Collaterized mortgage obligations$18,173,265,0009
CMOs issued by government agencies or sponsored agencies$11,009,837,0008
Privately issued$7,163,428,0006
Commercial mortgage-backed securities$7,560,219,0002
Commercial mortgage pass-through securities$660,279,0004
Other commercial mortgage-backed securities$6,899,940,0002
Held to maturity securities (book value)$6,465,580,0009
Available-for-sale securities (fair market value)$54,355,480,0008
Total debt securities$60,500,637,0008
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$2,453,869,00012
Revaluation gains on off-balance sheet contracts$899,726,00015
Revaluation losses on off-balance sheet contracts$956,307,00012
2010-12-31Rank
Total securities$64,094,406,0007
U.S. Government securities$39,024,927,0007
U.S. Treasury securities$2,177,985,0008
U.S. Government agency obligations$36,846,942,0006
Securities issued by states & political subdivisions$1,936,801,0009
Other domestic debt securities$20,953,674,0007
Privately issued residential mortgage-backed securities$7,223,766,0006
Commercial mortgage-backed securities - Total$7,956,911,0002
Asset backed securities$5,031,697,0007
Structured financial products - Total$179,005,00011
Other domestic debt securities - All other$562,295,00025
Foreign debt securities$1,808,032,00011
Equity securities$370,972,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,966,831,0007
Mortgage-backed securities$48,501,507,0004
Certificates of participation in pools of residential mortgages$22,179,598,0004
Issued or guaranteed by U.S.$22,179,598,0004
Privately issued$0141
Collaterized mortgage obligations$18,364,998,00010
CMOs issued by government agencies or sponsored agencies$11,141,232,0008
Privately issued$7,223,766,0006
Commercial mortgage-backed securities$7,956,911,0002
Commercial mortgage pass-through securities$959,082,0003
Other commercial mortgage-backed securities$6,997,829,0002
Held to maturity securities (book value)$6,951,461,0007
Available-for-sale securities (fair market value)$57,142,945,0008
Total debt securities$63,723,434,0007
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$2,307,056,00012
Revaluation gains on off-balance sheet contracts$922,848,00015
Revaluation losses on off-balance sheet contracts$927,445,00014
2010-09-30Rank
Total securities$63,284,311,0007
U.S. Government securities$37,742,707,0005
U.S. Treasury securities$2,393,766,0009
U.S. Government agency obligations$35,348,941,0006
Securities issued by states & political subdivisions$1,579,664,00010
Other domestic debt securities$21,728,230,0008
Privately issued residential mortgage-backed securities$7,571,105,0006
Commercial mortgage-backed securities - Total$7,857,701,0002
Asset backed securities$5,528,122,0007
Structured financial products - Total$196,994,0009
Other domestic debt securities - All other$574,308,00025
Foreign debt securities$1,838,740,00011
Equity securities$394,970,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,640,742,0007
Mortgage-backed securities$45,305,008,0004
Certificates of participation in pools of residential mortgages$17,588,560,0007
Issued or guaranteed by U.S.$17,588,560,0007
Privately issued$0141
Collaterized mortgage obligations$19,858,747,0009
CMOs issued by government agencies or sponsored agencies$12,287,642,0008
Privately issued$7,571,105,0006
Commercial mortgage-backed securities$7,857,701,0002
Commercial mortgage pass-through securities$994,879,0003
Other commercial mortgage-backed securities$6,862,822,0002
Held to maturity securities (book value)$7,410,807,0006
Available-for-sale securities (fair market value)$55,873,504,0007
Total debt securities$62,889,341,0007
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$1,649,610,00014
Revaluation gains on off-balance sheet contracts$1,103,115,00016
Revaluation losses on off-balance sheet contracts$1,248,394,00013
2010-06-30Rank
Total securities$53,513,196,0007
U.S. Government securities$29,469,507,0008
U.S. Treasury securities$2,909,405,0008
U.S. Government agency obligations$26,560,102,0006
Securities issued by states & political subdivisions$1,312,626,00012
Other domestic debt securities$20,569,598,0008
Privately issued residential mortgage-backed securities$7,624,177,0006
Commercial mortgage-backed securities - Total$7,224,172,0003
Asset backed securities$4,982,067,0008
Structured financial products - Total$225,906,0009
Other domestic debt securities - All other$513,276,00023
Foreign debt securities$1,695,134,00011
Equity securities$466,331,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,088,141,0008
Mortgage-backed securities$36,244,061,0005
Certificates of participation in pools of residential mortgages$11,519,934,00011
Issued or guaranteed by U.S.$11,519,934,00011
Privately issued$0148
Collaterized mortgage obligations$17,499,955,0009
CMOs issued by government agencies or sponsored agencies$9,875,778,0008
Privately issued$7,624,177,0006
Commercial mortgage-backed securities$7,224,172,0003
Commercial mortgage pass-through securities$751,944,0004
Other commercial mortgage-backed securities$6,472,228,0002
Held to maturity securities (book value)$7,867,395,0006
Available-for-sale securities (fair market value)$45,645,801,0009
Total debt securities$53,046,865,0007
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$760,873,00024
Revaluation gains on off-balance sheet contracts$264,148,00028
Revaluation losses on off-balance sheet contracts$535,300,00018
2010-03-31Rank
Total securities$57,408,183,0006
U.S. Government securities$33,570,666,0006
U.S. Treasury securities$5,776,433,0008
U.S. Government agency obligations$27,794,233,0006
Securities issued by states & political subdivisions$1,353,800,00012
Other domestic debt securities$20,760,744,0008
Privately issued residential mortgage-backed securities$7,698,620,0006
Commercial mortgage-backed securities - Total$7,342,149,0003
Asset backed securities$5,030,871,0008
Structured financial products - Total$255,180,0009
Other domestic debt securities - All other$433,924,00027
Foreign debt securities$1,329,239,00011
Equity securities$393,734,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,228,353,0008
Mortgage-backed securities$38,092,461,0005
Certificates of participation in pools of residential mortgages$13,552,827,00010
Issued or guaranteed by U.S.$13,552,827,00010
Privately issued$0145
Collaterized mortgage obligations$17,197,485,0008
CMOs issued by government agencies or sponsored agencies$9,498,865,0007
Privately issued$7,698,620,0006
Commercial mortgage-backed securities$7,342,149,0003
Commercial mortgage pass-through securities$698,271,0004
Other commercial mortgage-backed securities$6,643,878,0002
Held to maturity securities (book value)$8,064,899,0005
Available-for-sale securities (fair market value)$49,343,284,0007
Total debt securities$57,014,449,0006
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$1,645,260,00014
Revaluation gains on off-balance sheet contracts$608,765,00018
Revaluation losses on off-balance sheet contracts$524,252,00016
2009-12-31Rank
Total securities$55,832,776,0007
U.S. Government securities$31,868,480,0007
U.S. Treasury securities$3,284,787,0007
U.S. Government agency obligations$28,583,693,0007
Securities issued by states & political subdivisions$1,326,393,00013
Other domestic debt securities$20,893,121,0009
Privately issued residential mortgage-backed securities$8,289,706,0008
Commercial mortgage-backed securities - Total$7,164,189,0003
Asset backed securities$4,408,207,00010
Structured financial products - Total$289,529,0009
Other domestic debt securities - All other$741,490,00017
Foreign debt securities$1,386,765,00011
Equity securities$358,017,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,016,479,0009
Mortgage-backed securities$39,822,807,0006
Certificates of participation in pools of residential mortgages$12,913,713,00013
Issued or guaranteed by U.S.$12,913,713,00013
Privately issued$0157
Collaterized mortgage obligations$19,744,905,0005
CMOs issued by government agencies or sponsored agencies$11,455,199,0004
Privately issued$8,289,706,0008
Commercial mortgage-backed securities$7,164,189,0003
Commercial mortgage pass-through securities$956,976,0004
Other commercial mortgage-backed securities$6,207,213,0002
Held to maturity securities (book value)$5,228,638,0007
Available-for-sale securities (fair market value)$50,604,138,0007
Total debt securities$55,474,759,0007
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$2,390,933,00016
Revaluation gains on off-balance sheet contracts$595,504,00017
Revaluation losses on off-balance sheet contracts$322,404,00020
2009-09-30Rank
Total securities$45,014,515,0008
U.S. Government securities$23,051,350,0008
U.S. Treasury securities$2,673,905,0008
U.S. Government agency obligations$20,377,445,00010
Securities issued by states & political subdivisions$1,154,866,00013
Other domestic debt securities$19,032,986,0009
Privately issued residential mortgage-backed securities$7,752,036,0008
Commercial mortgage-backed securities - Total$6,825,278,0003
Asset backed securities$3,575,580,00013
Structured financial products - Total$305,050,0009
Other domestic debt securities - All other$575,042,00020
Foreign debt securities$1,298,866,00012
Equity securities$476,447,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,927,826,0009
Mortgage-backed securities$30,855,049,0007
Certificates of participation in pools of residential mortgages$7,817,185,00014
Issued or guaranteed by U.S.$7,817,185,00014
Privately issued$0171
Collaterized mortgage obligations$16,212,586,0006
CMOs issued by government agencies or sponsored agencies$8,460,550,0005
Privately issued$7,752,036,0008
Commercial mortgage-backed securities$6,825,278,0003
Commercial mortgage pass-through securities$1,043,798,0004
Other commercial mortgage-backed securities$5,781,480,0002
Held to maturity securities (book value)$4,439,097,0009
Available-for-sale securities (fair market value)$40,575,418,0008
Total debt securities$44,538,068,0009
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$2,959,406,00016
Revaluation gains on off-balance sheet contracts$2,715,498,00011
Revaluation losses on off-balance sheet contracts$2,737,487,00010
2009-06-30Rank
Total securities$38,731,924,00010
U.S. Government securities$18,468,853,00011
U.S. Treasury securities$1,881,239,0008
U.S. Government agency obligations$16,587,614,00010
Securities issued by states & political subdivisions$1,097,252,00013
Other domestic debt securities$17,829,583,00010
Privately issued residential mortgage-backed securities$7,408,323,0008
Commercial mortgage-backed securities - Total$6,655,141,0002
Asset backed securities$2,939,719,00012
Structured financial products - Total$318,492,00010
Other domestic debt securities - All other$507,908,00021
Foreign debt securities$1,013,156,00012
Equity securities$323,080,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,646,688,0009
Mortgage-backed securities$27,409,220,0008
Certificates of participation in pools of residential mortgages$7,612,851,00016
Issued or guaranteed by U.S.$7,612,851,00014
Privately issued$0181
Collaterized mortgage obligations$13,141,228,0008
CMOs issued by government agencies or sponsored agencies$5,732,905,00010
Privately issued$7,408,323,0008
Commercial mortgage-backed securities$6,655,141,0002
Commercial mortgage pass-through securities$1,082,302,0004
Other commercial mortgage-backed securities$5,572,839,0002
Held to maturity securities (book value)$3,962,639,00010
Available-for-sale securities (fair market value)$34,769,285,0009
Total debt securities$38,408,844,00010
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$2,685,349,00016
Revaluation gains on off-balance sheet contracts$2,529,154,00011
Revaluation losses on off-balance sheet contracts$2,492,290,00010
2009-03-31Rank
Total securities$32,390,220,00010
U.S. Government securities$14,488,082,00015
U.S. Treasury securities$597,877,0009
U.S. Government agency obligations$13,890,205,00014
Securities issued by states & political subdivisions$1,072,219,00012
Other domestic debt securities$16,580,604,00010
Privately issued residential mortgage-backed securities$12,853,039,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,996,637,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$730,928,00015
Foreign debt securities$0181
Equity securities$249,315,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,519,576,00011
Mortgage-backed securities$24,855,281,0008
Certificates of participation in pools of residential mortgages$9,032,830,00014
Issued or guaranteed by U.S.$9,032,830,00014
Privately issued$0191
Collaterized mortgage obligations$15,822,451,0007
CMOs issued by government agencies or sponsored agencies$2,969,412,00016
Privately issued$12,853,039,0007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,610,783,00010
Available-for-sale securities (fair market value)$28,779,437,0009
Total debt securities$32,140,905,00010
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$3,807,137,00015
Revaluation gains on off-balance sheet contracts$3,688,833,00010
Revaluation losses on off-balance sheet contracts$3,659,686,00010
2008-12-31Rank
Total securities$29,731,267,00011
U.S. Government securities$12,476,024,00015
U.S. Treasury securities$4,622,000297
U.S. Government agency obligations$12,471,402,00014
Securities issued by states & political subdivisions$969,926,00013
Other domestic debt securities$15,894,985,00010
Privately issued residential mortgage-backed securities$12,523,786,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,859,067,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$512,132,00016
Foreign debt securities$0172
Equity securities$390,332,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,716,163,00012
Mortgage-backed securities$24,976,766,00010
Certificates of participation in pools of residential mortgages$10,658,847,00011
Issued or guaranteed by U.S.$10,658,847,00011
Privately issued$0188
Collaterized mortgage obligations$14,317,919,0009
CMOs issued by government agencies or sponsored agencies$1,794,133,00022
Privately issued$12,523,786,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,329,419,00010
Available-for-sale securities (fair market value)$26,401,848,00011
Total debt securities$29,340,934,00011
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$4,578,745,00015
Revaluation gains on off-balance sheet contracts$4,444,947,00010
Revaluation losses on off-balance sheet contracts$4,517,260,00010
2008-09-30Rank
Total securities$30,572,028,00010
U.S. Government securities$11,635,927,00014
U.S. Treasury securities$4,177,000318
U.S. Government agency obligations$11,631,750,00013
Securities issued by states & political subdivisions$702,057,00024
Other domestic debt securities$17,854,567,00010
Privately issued residential mortgage-backed securities$14,736,417,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,916,931,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$201,219,00030
Foreign debt securities$0181
Equity securities$379,477,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,063,830,0009
Mortgage-backed securities$26,349,873,0009
Certificates of participation in pools of residential mortgages$9,950,345,00010
Issued or guaranteed by U.S.$9,950,345,0009
Privately issued$0192
Collaterized mortgage obligations$16,399,528,0008
CMOs issued by government agencies or sponsored agencies$1,663,111,00021
Privately issued$14,736,417,0008
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,0003,231
Available-for-sale securities (fair market value)$30,571,913,00010
Total debt securities$30,192,551,00010
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$3,329,886,00015
Revaluation gains on off-balance sheet contracts$1,928,560,00010
Revaluation losses on off-balance sheet contracts$1,846,701,00010
2008-06-30Rank
Total securities$30,176,040,0009
U.S. Government securities$9,543,711,00018
U.S. Treasury securities$4,108,000320
U.S. Government agency obligations$9,539,603,00018
Securities issued by states & political subdivisions$530,765,00032
Other domestic debt securities$19,764,101,0009
Privately issued residential mortgage-backed securities$16,377,940,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,151,334,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$234,827,00036
Foreign debt securities$0189
Equity securities$337,463,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,415,082,0008
Mortgage-backed securities$25,899,185,0008
Certificates of participation in pools of residential mortgages$17,274,833,0006
Issued or guaranteed by U.S.$7,915,391,00012
Privately issued$9,359,442,0001
Collaterized mortgage obligations$8,624,352,00020
CMOs issued by government agencies or sponsored agencies$1,605,854,00025
Privately issued$7,018,498,00013
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)$30,176,040,0009
Total debt securities$29,838,577,0009
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$3,215,925,00015
Revaluation gains on off-balance sheet contracts$1,783,612,0009
Revaluation losses on off-balance sheet contracts$1,679,545,0009
2008-03-31Rank
Total securities$28,046,438,0009
U.S. Government securities$8,285,861,00020
U.S. Treasury securities$4,291,000320
U.S. Government agency obligations$8,281,570,00020
Securities issued by states & political subdivisions$513,793,00033
Other domestic debt securities$19,015,092,0009
Privately issued residential mortgage-backed securities$16,397,748,0008
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,527,918,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$89,426,00087
Foreign debt securities$0199
Equity securities$231,692,00024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,592,736,0007
Mortgage-backed securities$24,653,724,0009
Certificates of participation in pools of residential mortgages$16,376,861,0007
Issued or guaranteed by U.S.$6,627,190,00012
Privately issued$9,749,671,0001
Collaterized mortgage obligations$8,276,863,00017
CMOs issued by government agencies or sponsored agencies$1,628,786,00023
Privately issued$6,648,077,00015
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)$28,046,438,0009
Total debt securities$27,814,746,00010
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$5,138,502,00016
Revaluation gains on off-balance sheet contracts$3,120,196,0009
Revaluation losses on off-balance sheet contracts$3,144,331,0009
2007-12-31Rank
Total securities$29,305,316,00011
U.S. Government securities$9,139,072,00019
U.S. Treasury securities$01,146
U.S. Government agency obligations$9,139,072,00019
Securities issued by states & political subdivisions$188,979,00074
Other domestic debt securities$19,412,335,0009
Privately issued residential mortgage-backed securities$16,592,860,0009
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,758,423,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$61,052,000116
Foreign debt securities$0202
Equity securities$564,930,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,340,665,0007
Mortgage-backed securities$25,595,661,00010
Certificates of participation in pools of residential mortgages$17,690,539,0007
Issued or guaranteed by U.S.$7,408,812,00012
Privately issued$10,281,727,0001
Collaterized mortgage obligations$7,905,122,00017
CMOs issued by government agencies or sponsored agencies$1,593,989,00021
Privately issued$6,311,133,00015
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)$29,305,316,0009
Total debt securities$28,740,386,00011
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$4,887,891,00013
Revaluation gains on off-balance sheet contracts$2,182,436,0009
Revaluation losses on off-balance sheet contracts$2,026,077,0009
2007-09-30Rank
Total securities$27,764,352,00011
U.S. Government securities$8,468,471,00023
U.S. Treasury securities$01,235
U.S. Government agency obligations$8,468,471,00022
Securities issued by states & political subdivisions$163,055,00090
Other domestic debt securities$18,884,059,0008
Privately issued residential mortgage-backed securities$16,572,462,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,308,360,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,237,000829
Foreign debt securities$0200
Equity securities$248,767,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,358,539,0008
Mortgage-backed securities$24,902,517,00010
Certificates of participation in pools of residential mortgages$17,358,285,0007
Issued or guaranteed by U.S.$6,730,476,00014
Privately issued$10,627,809,0001
Collaterized mortgage obligations$7,544,232,00015
CMOs issued by government agencies or sponsored agencies$1,599,579,00021
Privately issued$5,944,653,00014
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)$27,764,352,00010
Total debt securities$27,515,585,00011
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$3,733,070,00014
Revaluation gains on off-balance sheet contracts$1,468,298,00011
Revaluation losses on off-balance sheet contracts$1,339,728,00010
2007-06-30Rank
Total securities$22,102,075,00014
U.S. Government securities$5,704,029,00029
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,704,029,00029
Securities issued by states & political subdivisions$98,678,000146
Other domestic debt securities$16,129,527,0009
Privately issued residential mortgage-backed securities$13,991,304,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,130,756,0007
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,467,000487
Foreign debt securities$0201
Equity securities$169,841,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,330,975,0008
Mortgage-backed securities$19,446,683,00012
Certificates of participation in pools of residential mortgages$13,059,812,0008
Issued or guaranteed by U.S.$3,866,613,00019
Privately issued$9,193,199,0001
Collaterized mortgage obligations$6,386,871,00014
CMOs issued by government agencies or sponsored agencies$1,588,766,00026
Privately issued$4,798,105,00013
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)$22,102,075,00012
Total debt securities$21,932,234,00014
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$2,983,583,00013
Revaluation gains on off-balance sheet contracts$1,431,738,0009
Revaluation losses on off-balance sheet contracts$1,317,146,0009
2007-03-31Rank
Total securities$22,474,395,00011
U.S. Government securities$6,116,424,00028
U.S. Treasury securities$01,448
U.S. Government agency obligations$6,116,424,00027
Securities issued by states & political subdivisions$101,045,000141
Other domestic debt securities$16,090,494,0008
Privately issued residential mortgage-backed securities$14,052,884,0006
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,029,731,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,879,000486
Foreign debt securities$0207
Equity securities$166,432,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,807,946,0008
Mortgage-backed securities$19,881,193,00011
Certificates of participation in pools of residential mortgages$13,627,771,0007
Issued or guaranteed by U.S.$4,130,094,00019
Privately issued$9,497,677,0001
Collaterized mortgage obligations$6,253,422,00015
CMOs issued by government agencies or sponsored agencies$1,698,215,00023
Privately issued$4,555,207,00013
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)$22,474,395,00010
Total debt securities$22,307,963,00012
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$2,438,646,00016
Revaluation gains on off-balance sheet contracts$1,072,266,0009
Revaluation losses on off-balance sheet contracts$972,660,00010
2006-12-31Rank
Total securities$22,174,486,00013
U.S. Government securities$4,460,576,00039
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,460,576,00037
Securities issued by states & political subdivisions$104,791,000132
Other domestic debt securities$17,397,808,0006
Privately issued residential mortgage-backed securities$15,797,960,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,592,992,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,856,000531
Foreign debt securities$0210
Equity securities$211,311,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,576,794,00015
Mortgage-backed securities$19,954,824,00011
Certificates of participation in pools of residential mortgages$14,985,094,0008
Issued or guaranteed by U.S.$3,759,906,00019
Privately issued$11,225,188,0001
Collaterized mortgage obligations$4,969,730,00020
CMOs issued by government agencies or sponsored agencies$396,958,00077
Privately issued$4,572,772,00012
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)$22,174,486,00011
Total debt securities$21,963,175,00012
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$2,906,020,00013
Revaluation gains on off-balance sheet contracts$1,142,007,0009
Revaluation losses on off-balance sheet contracts$1,035,283,00010
2006-09-30Rank
Total securities$18,708,857,00018
U.S. Government securities$2,944,837,00061
U.S. Treasury securities$01,574
U.S. Government agency obligations$2,944,837,00060
Securities issued by states & political subdivisions$105,123,000131
Other domestic debt securities$15,505,194,0008
Privately issued residential mortgage-backed securities$13,996,529,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,501,776,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,889,000535
Foreign debt securities$0214
Equity securities$153,703,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,880,229,00013
Mortgage-backed securities$16,511,724,00016
Certificates of participation in pools of residential mortgages$12,364,573,00010
Issued or guaranteed by U.S.$2,088,092,00039
Privately issued$10,276,481,0001
Collaterized mortgage obligations$4,147,151,00026
CMOs issued by government agencies or sponsored agencies$427,103,00081
Privately issued$3,720,048,00015
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)$18,708,857,00016
Total debt securities$18,555,154,00018
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$2,697,010,00011
Revaluation gains on off-balance sheet contracts$1,105,487,00010
Revaluation losses on off-balance sheet contracts$990,084,00010
2006-06-30Rank
Total securities$20,568,529,00015
U.S. Government securities$6,579,937,00027
U.S. Treasury securities$24,724,000156
U.S. Government agency obligations$6,555,213,00028
Securities issued by states & political subdivisions$109,383,000126
Other domestic debt securities$13,751,580,0008
Privately issued residential mortgage-backed securities$12,340,117,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,404,541,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,922,000550
Foreign debt securities$0223
Equity securities$127,629,00025
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,306,652,00014
Mortgage-backed securities$16,168,018,00014
Certificates of participation in pools of residential mortgages$11,621,157,0008
Issued or guaranteed by U.S.$3,014,549,00024
Privately issued$8,606,608,0001
Collaterized mortgage obligations$4,546,861,00021
CMOs issued by government agencies or sponsored agencies$813,352,00052
Privately issued$3,733,509,00016
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)$20,568,529,00013
Total debt securities$20,440,900,00015
Structured notes
Amortized cost$71,844,00036
Fair value$68,908,00036
Trading account assets$1,897,251,00014
Revaluation gains on off-balance sheet contracts$1,319,979,0009
Revaluation losses on off-balance sheet contracts$1,221,737,00010
2006-03-31Rank
Total securities$20,385,675,00016
U.S. Government securities$7,049,652,00026
U.S. Treasury securities$24,721,000167
U.S. Government agency obligations$7,024,931,00026
Securities issued by states & political subdivisions$114,389,000117
Other domestic debt securities$13,105,448,0007
Privately issued residential mortgage-backed securities$11,943,286,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,158,208,00011
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,954,000789
Foreign debt securities$0226
Equity securities$116,186,00029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,182,414,00013
Mortgage-backed securities$15,773,651,00014
Certificates of participation in pools of residential mortgages$11,158,801,0009
Issued or guaranteed by U.S.$3,033,458,00024
Privately issued$8,125,343,0001
Collaterized mortgage obligations$4,614,850,00021
CMOs issued by government agencies or sponsored agencies$796,907,00052
Privately issued$3,817,943,00015
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)$20,385,675,00014
Total debt securities$20,269,489,00016
Structured notes
Amortized cost$323,990,0005
Fair value$320,053,0005
Trading account assets$2,367,437,00013
Revaluation gains on off-balance sheet contracts$1,146,593,00010
Revaluation losses on off-balance sheet contracts$1,048,023,00010
2005-12-31Rank
Total securities$19,694,452,00016
U.S. Government securities$7,402,448,00025
U.S. Treasury securities$99,121,00068
U.S. Government agency obligations$7,303,327,00025
Securities issued by states & political subdivisions$119,308,000112
Other domestic debt securities$12,119,207,0007
Privately issued residential mortgage-backed securities$11,077,519,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,037,702,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,986,000820
Foreign debt securities$0223
Equity securities$53,489,00067
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,532,287,00013
Mortgage-backed securities$15,050,545,00014
Certificates of participation in pools of residential mortgages$10,864,021,0009
Issued or guaranteed by U.S.$3,133,140,00025
Privately issued$7,730,881,0001
Collaterized mortgage obligations$4,186,524,00025
CMOs issued by government agencies or sponsored agencies$839,886,00053
Privately issued$3,346,638,00017
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)$19,694,452,00014
Total debt securities$19,640,963,00016
Structured notes
Amortized cost$401,758,0004
Fair value$397,166,0004
Trading account assets$1,776,835,00013
Revaluation gains on off-balance sheet contracts$900,759,00010
Revaluation losses on off-balance sheet contracts$812,668,00011
2005-09-30Rank
Total securities$19,778,218,00013
U.S. Government securities$7,926,522,00024
U.S. Treasury securities$99,371,00063
U.S. Government agency obligations$7,827,151,00026
Securities issued by states & political subdivisions$122,185,000108
Other domestic debt securities$11,698,578,0008
Privately issued residential mortgage-backed securities$10,189,411,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,505,149,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,018,000832
Foreign debt securities$0234
Equity securities$30,933,000104
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,092,992,00012
Mortgage-backed securities$14,133,484,00013
Certificates of participation in pools of residential mortgages$10,035,009,00010
Issued or guaranteed by U.S.$3,077,099,00027
Privately issued$6,957,910,0001
Collaterized mortgage obligations$4,098,475,00025
CMOs issued by government agencies or sponsored agencies$866,974,00054
Privately issued$3,231,501,00016
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)$19,778,218,00013
Total debt securities$19,747,285,00014
Structured notes
Amortized cost$703,877,0002
Fair value$699,992,0002
Trading account assets$2,211,079,00013
Revaluation gains on off-balance sheet contracts$909,864,00011
Revaluation losses on off-balance sheet contracts$832,867,00011
2005-06-30Rank
Total securities$19,628,201,00013
U.S. Government securities$7,457,607,00023
U.S. Treasury securities$99,519,00059
U.S. Government agency obligations$7,358,088,00023
Securities issued by states & political subdivisions$126,431,000102
Other domestic debt securities$11,936,258,0008
Privately issued residential mortgage-backed securities$10,481,868,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,450,340,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,050,000852
Foreign debt securities$6,054,00036
Equity securities$101,851,00032
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,710,869,00014
Mortgage-backed securities$13,803,915,00013
Certificates of participation in pools of residential mortgages$9,584,850,00010
Issued or guaranteed by U.S.$2,509,852,00035
Privately issued$7,074,998,0001
Collaterized mortgage obligations$4,219,065,00025
CMOs issued by government agencies or sponsored agencies$812,195,00058
Privately issued$3,406,870,00015
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)$19,628,201,00013
Total debt securities$19,526,350,00015
Structured notes
Amortized cost$1,088,016,0002
Fair value$1,086,513,0002
Trading account assets$1,794,418,00014
Revaluation gains on off-balance sheet contracts$995,500,00010
Revaluation losses on off-balance sheet contracts$924,599,00010
2005-03-31Rank
Total securities$17,612,194,00017
U.S. Government securities$7,024,798,00029
U.S. Treasury securities$99,191,00065
U.S. Government agency obligations$6,925,607,00029
Securities issued by states & political subdivisions$127,539,000102
Other domestic debt securities$10,362,947,0007
Privately issued residential mortgage-backed securities$9,348,235,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,010,662,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,050,000908
Foreign debt securities$0247
Equity securities$96,910,00036
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,304,380,00015
Mortgage-backed securities$11,733,290,00017
Certificates of participation in pools of residential mortgages$7,880,932,00013
Issued or guaranteed by U.S.$1,396,840,00059
Privately issued$6,484,092,0001
Collaterized mortgage obligations$3,852,358,00023
CMOs issued by government agencies or sponsored agencies$988,215,00048
Privately issued$2,864,143,00016
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)$17,612,194,00016
Total debt securities$17,515,284,00017
Structured notes
Amortized cost$2,087,953,0001
Fair value$2,073,617,0001
Trading account assets$2,061,483,00013
Revaluation gains on off-balance sheet contracts$839,466,00011
Revaluation losses on off-balance sheet contracts$766,238,00010
2004-12-31Rank
Total securities$15,656,767,00018
U.S. Government securities$6,460,936,00032
U.S. Treasury securities$99,240,00067
U.S. Government agency obligations$6,361,696,00032
Securities issued by states & political subdivisions$131,685,00099
Other domestic debt securities$8,959,855,0008
Privately issued residential mortgage-backed securities$7,182,240,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,774,365,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,250,0001,063
Foreign debt securities$0244
Equity securities$104,291,00038
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,104,334,00015
Mortgage-backed securities$9,334,174,00019
Certificates of participation in pools of residential mortgages$5,207,298,00019
Issued or guaranteed by U.S.$1,004,281,00079
Privately issued$4,203,017,0001
Collaterized mortgage obligations$4,126,876,00025
CMOs issued by government agencies or sponsored agencies$1,147,653,00040
Privately issued$2,979,223,00013
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)$15,656,767,00017
Total debt securities$15,552,476,00018
Structured notes
Amortized cost$1,875,000,0001
Fair value$1,870,471,0001
Trading account assets$1,667,330,00014
Revaluation gains on off-balance sheet contracts$846,506,00014
Revaluation losses on off-balance sheet contracts$800,862,00012
2004-09-30Rank
Total securities$15,837,516,00017
U.S. Government securities$6,912,550,00030
U.S. Treasury securities$99,506,00067
U.S. Government agency obligations$6,813,044,00030
Securities issued by states & political subdivisions$133,491,00098
Other domestic debt securities$8,587,601,0006
Privately issued residential mortgage-backed securities$6,559,566,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,025,785,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,364
Foreign debt securities$0248
Equity securities$203,874,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,548,159,00014
Mortgage-backed securities$8,934,334,00022
Certificates of participation in pools of residential mortgages$4,363,178,00024
Issued or guaranteed by U.S.$930,491,00086
Privately issued$3,432,687,0001
Collaterized mortgage obligations$4,571,156,00019
CMOs issued by government agencies or sponsored agencies$1,444,277,00034
Privately issued$3,126,879,00011
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)$15,837,516,00016
Total debt securities$15,633,642,00018
Structured notes
Amortized cost$2,550,000,0001
Fair value$2,551,233,0001
Trading account assets$1,746,232,00012
Revaluation gains on off-balance sheet contracts$826,246,00013
Revaluation losses on off-balance sheet contracts$784,747,00013
2004-06-30Rank
Total securities$13,984,628,00019
U.S. Government securities$5,962,969,00039
U.S. Treasury securities$99,281,00073
U.S. Government agency obligations$5,863,688,00038
Securities issued by states & political subdivisions$179,311,00074
Other domestic debt securities$7,638,042,0008
Privately issued residential mortgage-backed securities$5,625,024,0005
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,010,768,0009
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,436
Foreign debt securities$0251
Equity securities$204,306,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,867,875,00016
Mortgage-backed securities$8,142,780,00023
Certificates of participation in pools of residential mortgages$2,330,461,00042
Issued or guaranteed by U.S.$649,330,000109
Privately issued$1,681,131,0005
Collaterized mortgage obligations$5,812,319,00010
CMOs issued by government agencies or sponsored agencies$1,868,426,00026
Privately issued$3,943,893,0007
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)$13,984,628,00018
Total debt securities$13,780,322,00019
Structured notes
Amortized cost$2,550,000,0002
Fair value$2,540,653,0002
Trading account assets$1,326,558,00015
Revaluation gains on off-balance sheet contracts$718,419,00014
Revaluation losses on off-balance sheet contracts$676,764,00014
2004-03-31Rank
Total securities$15,684,514,00019
U.S. Government securities$6,539,980,00034
U.S. Treasury securities$100,609,00071
U.S. Government agency obligations$6,439,371,00034
Securities issued by states & political subdivisions$173,219,00079
Other domestic debt securities$8,831,855,0007
Privately issued residential mortgage-backed securities$6,143,590,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,686,015,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,528
Foreign debt securities$0264
Equity securities$139,460,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,499,818,00016
Mortgage-backed securities$8,646,224,00023
Certificates of participation in pools of residential mortgages$1,706,818,00054
Issued or guaranteed by U.S.$367,285,000167
Privately issued$1,339,533,0006
Collaterized mortgage obligations$6,939,406,0008
CMOs issued by government agencies or sponsored agencies$2,135,349,00023
Privately issued$4,804,057,0005
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,034,0002,801
Available-for-sale securities (fair market value)$15,682,480,00018
Total debt securities$15,545,054,00019
Structured notes
Amortized cost$2,899,278,0001
Fair value$2,927,451,0001
Trading account assets$1,494,436,00016
Revaluation gains on off-balance sheet contracts$913,724,00013
Revaluation losses on off-balance sheet contracts$881,877,00014
2003-12-31Rank
Total securities$14,385,855,00017
U.S. Government securities$5,574,108,00040
U.S. Treasury securities$160,266,00046
U.S. Government agency obligations$5,413,842,00039
Securities issued by states & political subdivisions$7,719,0002,387
Other domestic debt securities$8,530,003,0007
Privately issued residential mortgage-backed securities$6,080,622,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,447,131,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,626
Foreign debt securities$0283
Equity securities$274,025,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,689,491,00021
Mortgage-backed securities$8,318,393,00022
Certificates of participation in pools of residential mortgages$1,579,890,00058
Issued or guaranteed by U.S.$390,176,000161
Privately issued$1,189,714,0006
Collaterized mortgage obligations$6,738,503,0007
CMOs issued by government agencies or sponsored agencies$1,847,595,00028
Privately issued$4,890,908,0004
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,114,0002,805
Available-for-sale securities (fair market value)$14,383,741,00016
Total debt securities$14,111,830,00018
Structured notes
Amortized cost$2,300,000,0001
Fair value$2,308,446,0001
Trading account assets$935,042,00018
Revaluation gains on off-balance sheet contracts$801,518,00016
Revaluation losses on off-balance sheet contracts$779,228,00016
2003-09-30Rank
Total securities$13,401,863,00016
U.S. Government securities$4,841,852,00044
U.S. Treasury securities$60,488,00097
U.S. Government agency obligations$4,781,364,00041
Securities issued by states & political subdivisions$27,067,000666
Other domestic debt securities$8,181,388,0008
Privately issued residential mortgage-backed securities$5,985,042,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,190,096,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$6,250,000958
Foreign debt securities$11,285,00035
Equity securities$340,271,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,710,935,00019
Mortgage-backed securities$8,985,217,00019
Certificates of participation in pools of residential mortgages$2,522,110,00036
Issued or guaranteed by U.S.$1,106,733,00069
Privately issued$1,415,377,0005
Collaterized mortgage obligations$6,463,107,00010
CMOs issued by government agencies or sponsored agencies$1,893,442,00024
Privately issued$4,569,665,0004
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$2,497,0002,712
Available-for-sale securities (fair market value)$13,399,366,00016
Total debt securities$13,057,592,00017
Structured notes
Amortized cost$1,250,000,0001
Fair value$1,266,438,0001
Trading account assets$952,346,00018
Revaluation gains on off-balance sheet contracts$914,846,00014
Revaluation losses on off-balance sheet contracts$882,520,00014
2003-06-30Rank
Total securities$14,362,139,00018
U.S. Government securities$4,106,899,00045
U.S. Treasury securities$60,806,00097
U.S. Government agency obligations$4,046,093,00042
Securities issued by states & political subdivisions$16,182,0001,175
Other domestic debt securities$9,843,769,0006
Privately issued residential mortgage-backed securities$6,446,632,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,394,887,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,793
Foreign debt securities$11,545,00034
Equity securities$383,744,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,107,474,00021
Mortgage-backed securities$9,707,631,00017
Certificates of participation in pools of residential mortgages$2,689,658,00029
Issued or guaranteed by U.S.$1,310,799,00060
Privately issued$1,378,859,0004
Collaterized mortgage obligations$7,017,973,0009
CMOs issued by government agencies or sponsored agencies$1,950,200,00032
Privately issued$5,067,773,0004
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)$14,362,139,00017
Total debt securities$13,978,395,00018
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$1,109,407,00016
Revaluation gains on off-balance sheet contracts$1,069,227,00014
Revaluation losses on off-balance sheet contracts$1,045,045,00014
2003-03-31Rank
Total securities$13,505,026,00016
U.S. Government securities$3,277,915,00055
U.S. Treasury securities$60,994,000102
U.S. Government agency obligations$3,216,921,00055
Securities issued by states & political subdivisions$14,372,0001,292
Other domestic debt securities$9,926,039,0006
Privately issued residential mortgage-backed securities$7,075,111,0003
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,848,678,0008
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,797
Foreign debt securities$11,545,00035
Equity securities$275,155,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,065,263,00012
Mortgage-backed securities$10,039,439,00016
Certificates of participation in pools of residential mortgages$4,124,667,00023
Issued or guaranteed by U.S.$1,591,537,00053
Privately issued$2,533,130,0003
Collaterized mortgage obligations$5,914,772,00016
CMOs issued by government agencies or sponsored agencies$1,372,791,00039
Privately issued$4,541,981,0004
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)$13,505,026,00016
Total debt securities$13,229,871,00017
Structured notes
Amortized cost$705,211,0002
Fair value$746,430,0001
Trading account assets$997,640,00016
Revaluation gains on off-balance sheet contracts$963,322,00015
Revaluation losses on off-balance sheet contracts$942,939,00014
2002-12-31Rank
Total securities$11,657,626,00020
U.S. Government securities$2,924,045,00061
U.S. Treasury securities$61,200,000107
U.S. Government agency obligations$2,862,845,00061
Securities issued by states & political subdivisions$14,538,0001,252
Other domestic debt securities$8,374,219,0007
Privately issued residential mortgage-backed securities$5,926,681,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,445,288,00010
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,250,0001,804
Foreign debt securities$12,095,00035
Equity securities$332,729,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,376,568,00016
Mortgage-backed securities$8,244,217,00018
Certificates of participation in pools of residential mortgages$4,324,175,00019
Issued or guaranteed by U.S.$1,638,461,00053
Privately issued$2,685,714,0003
Collaterized mortgage obligations$3,920,042,00020
CMOs issued by government agencies or sponsored agencies$679,075,00072
Privately issued$3,240,967,0004
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)$11,657,626,00020
Total debt securities$11,324,897,00020
Structured notes
Amortized cost$1,020,830,0002
Fair value$1,091,963,0002
Trading account assets$1,028,769,00017
Revaluation gains on off-balance sheet contracts$999,839,00015
Revaluation losses on off-balance sheet contracts$984,142,00013
2001-12-31Rank
Total securities$12,301,296,00016
U.S. Government securities$3,451,036,00043
U.S. Treasury securities$61,575,000118
U.S. Government agency obligations$3,389,461,00042
Securities issued by states & political subdivisions$18,679,000893
Other domestic debt securities$8,639,726,0006
Privately issued residential mortgage-backed securities$6,138,278,0004
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,501,448,00012
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$25,835,00026
Equity securities$166,020,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,537,216,00019
Mortgage-backed securities$8,915,482,00016
Certificates of participation in pools of residential mortgages$5,135,265,00019
Issued or guaranteed by U.S.$2,503,952,00030
Privately issued$2,631,313,0003
Collaterized mortgage obligations$3,780,217,00016
CMOs issued by government agencies or sponsored agencies$273,252,000120
Privately issued$3,506,965,0003
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)$12,301,296,00015
Total debt securities$12,135,276,00016
Structured notes
Amortized cost$2,298,801,0001
Fair value$2,282,713,0001
Trading account assets$487,251,00022
Revaluation gains on off-balance sheet contracts$458,704,00016
Revaluation losses on off-balance sheet contracts$430,371,00016
2000-12-31Rank
Total securities$4,931,257,00043
U.S. Government securities$1,887,310,00070
U.S. Treasury securities$188,349,00045
U.S. Government agency obligations$1,698,961,00073
Securities issued by states & political subdivisions$45,237,000277
Other domestic debt securities$2,558,146,00019
Privately issued residential mortgage-backed securities$2,095,401,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$462,745,00030
Foreign debt securities$27,401,00023
Equity securities$413,163,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,673,989,00025
Mortgage-backed securities$3,793,012,00032
Certificates of participation in pools of residential mortgages$1,479,460,00042
Issued or guaranteed by U.S.$1,291,496,00051
Privately issued$187,964,00011
Collaterized mortgage obligations$2,313,552,00021
CMOs issued by government agencies or sponsored agencies$406,115,00073
Privately issued$1,907,437,00011
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)$4,931,257,00039
Total debt securities$4,518,094,00044
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$168,345,00027
Revaluation gains on off-balance sheet contracts$139,162,00019
Revaluation losses on off-balance sheet contracts$131,540,00019
1999-12-31Rank
Total securities$6,548,052,00027
U.S. Government securities$3,327,865,00041
U.S. Treasury securities$1,236,027,00015
U.S. Government agency obligations$2,091,838,00065
Securities issued by states & political subdivisions$32,932,000437
Other domestic debt securities$2,716,680,00014
Privately issued residential mortgage-backed securities$2,247,310,00011
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$469,370,00033
Foreign debt securities$27,176,00025
Equity securities$443,399,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,560,588,00025
Mortgage-backed securities$3,658,520,00029
Certificates of participation in pools of residential mortgages$1,037,340,00073
Issued or guaranteed by U.S.$892,155,00076
Privately issued$145,185,00016
Collaterized mortgage obligations$2,621,180,00016
CMOs issued by government agencies or sponsored agencies$519,055,00066
Privately issued$2,102,125,0007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$6,548,052,00021
Total debt securities$6,104,653,00030
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$262,316,00019
Revaluation gains on off-balance sheet contracts$186,405,00018
Revaluation losses on off-balance sheet contracts$46,624,00024
1998-12-31Rank
Total securities$5,857,716,00031
U.S. Government securities$3,393,428,00046
U.S. Treasury securities$1,381,774,00010
U.S. Government agency obligations$2,011,654,00060
Securities issued by states & political subdivisions$60,406,000196
Other domestic debt securities$1,941,267,00013
Privately issued residential mortgage-backed securities$1,652,549,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$288,718,00038
Foreign debt securities$23,806,00026
Equity securities$438,809,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,075,606,00016
Mortgage-backed securities$2,377,485,00047
Certificates of participation in pools of residential mortgages$147,966,000285
Issued or guaranteed by U.S.$4,581,0003,089
Privately issued$143,385,00014
Collaterized mortgage obligations$2,229,519,00020
CMOs issued by government agencies or sponsored agencies$720,355,00048
Privately issued$1,509,164,0007
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$5,857,716,00024
Total debt securities$5,418,907,00032
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$190,921,00031
Revaluation gains on off-balance sheet contracts$155,512,00019
Revaluation losses on off-balance sheet contracts$97,061,00021
1997-12-31Rank
Total securities$7,403,446,00018
U.S. Government securities$4,589,646,00026
U.S. Treasury securities$953,330,00023
U.S. Government agency obligations$3,636,316,00026
Securities issued by states & political subdivisions$120,640,00078
Other domestic debt securities$2,269,450,0007
Privately issued residential mortgage-backed securities$461,490,00023
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,807,960,0002
Foreign debt securities$26,323,00025
Equity securities$397,387,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,051,871,00012
Mortgage-backed securities$4,081,505,00019
Certificates of participation in pools of residential mortgages$255,588,000197
Issued or guaranteed by U.S.$102,998,000374
Privately issued$152,590,00019
Collaterized mortgage obligations$3,825,917,0005
CMOs issued by government agencies or sponsored agencies$3,517,017,0005
Privately issued$308,900,00023
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$7,403,446,00012
Total debt securities$7,006,059,00018
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$234,086,00025
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$8,786,227,00010
U.S. Government securities$6,303,885,0007
U.S. Treasury securities$2,053,234,0009
U.S. Government agency obligations$4,250,651,00011
Securities issued by states & political subdivisions$57,702,000173
Other domestic debt securities$1,962,044,0007
Privately issued residential mortgage-backed securities$558,459,00021
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,403,585,0003
Foreign debt securities$96,474,00023
Equity securities$366,122,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,585,934,0002
Mortgage-backed securities$4,398,058,00012
Certificates of participation in pools of residential mortgages$910,146,00084
Issued or guaranteed by U.S.$629,488,00098
Privately issued$280,658,00016
Collaterized mortgage obligations$3,487,912,0004
CMOs issued by government agencies or sponsored agencies$3,210,111,0003
Privately issued$277,801,00027
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$8,786,227,0007
Total debt securities$8,420,105,00010
Structured notes
Amortized cost$225,000,0003
Fair value$225,562,0003
Trading account assets$15,481,00083
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$2,675,137,00061
U.S. Government securities$2,601,985,00043
U.S. Treasury securities$1,835,203,00011
U.S. Government agency obligations$766,782,000147
Securities issued by states & political subdivisions$10,163,0001,448
Other domestic debt securities$2,700,0001,536
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$2,700,0001,163
Foreign debt securities$31,587,00039
Equity securities$28,702,000152
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$712,626,000102
Mortgage-backed securities$766,782,000141
Certificates of participation in pools of residential mortgages$765,396,00090
Issued or guaranteed by U.S.$765,396,00082
Privately issued$0558
Collaterized mortgage obligations$1,386,0003,912
CMOs issued by government agencies or sponsored agencies$1,386,0003,750
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$2,675,137,00044
Total debt securities$2,646,435,00064
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$3,856,000137
Revaluation gains on off-balance sheet contracts$16,00075
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$2,499,134,00068
U.S. Government securities$2,424,354,00053
U.S. Treasury securities$1,549,909,00027
U.S. Government agency obligations$874,445,000130
Securities issued by states & political subdivisions$12,137,0001,191
Other domestic debt securities$3,185,0001,546
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$3,185,0001,204
Foreign debt securities$32,019,00037
Equity securities$27,439,000127
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$880,470,00083
Mortgage-backed securities$874,445,000128
Certificates of participation in pools of residential mortgages$868,761,00084
Issued or guaranteed by U.S.$868,761,00073
Privately issued$0564
Collaterized mortgage obligations$5,684,0002,135
CMOs issued by government agencies or sponsored agencies$5,684,0002,025
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)$2,413,447,00038
Available-for-sale securities (fair market value)$85,687,000655
Total debt securities$2,466,285,00066
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$7,630,000117
Revaluation gains on off-balance sheet contracts$17,00063
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$1,990,262,00086
U.S. Government securities$1,925,168,00073
U.S. Treasury securities$893,743,00052
U.S. Government agency obligations$1,031,425,00095
Securities issued by states & political subdivisions$3,493,0003,908
Other domestic debt securities$3,728,0001,674
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$3,728,0001,274
Foreign debt securities$33,873,00031
Equity securities$24,000,000156
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$736,403,00095
Mortgage-backed securities$94,984,000710
Certificates of participation in pools of residential mortgages$63,118,000615
Issued or guaranteed by U.S.$63,118,000588
Privately issued$0731
Collaterized mortgage obligations$31,866,000736
CMOs issued by government agencies or sponsored agencies$31,866,000685
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$1,966,262,00084
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$19,384,00097
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$1,730,231,00085
U.S. Government securities$1,653,549,00074
U.S. Treasury securities$1,066,929,00035
U.S. Government agency obligations$586,620,000163
Securities issued by states & political subdivisions$6,612,0002,120
Other domestic debt securities$5,868,0001,507
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$5,868,0001,065
Foreign debt securities$33,906,00032
Equity securities$30,296,00093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$652,362,00093
Mortgage-backed securities$145,436,000499
Certificates of participation in pools of residential mortgages$86,347,000488
Issued or guaranteed by U.S.$86,347,000450
Privately issued$0831
Collaterized mortgage obligations$59,089,000441
CMOs issued by government agencies or sponsored agencies$59,089,000401
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$1,699,935,00088
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$6,664,000150
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA