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Texas National Bank, Securities

2025-06-30Rank
Total securities$118,451,0001,409
U.S. Government securities$116,297,000960
U.S. Treasury securities$75,317,000255
U.S. Government agency obligations$40,980,0001,792
Securities issued by states & political subdivisions$2,002,0003,152
Other domestic debt securities$152,0002,200
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0871
Other domestic debt securities - All other$152,0001,773
Foreign debt securities$0245
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,185,000810
Mortgage-backed securities$40,980,0001,462
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$34,804,0001,073
Privately issued$0219
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,176,0001,496
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,661
Other commercial mortgage-backed securities$01,303
Held to maturity securities (book value)$01,641
Available-for-sale securities (fair market value)$118,451,0001,254
Total debt securities$118,452,0001,394
Structured notes
Amortized cost$0894
Fair value$0894
Trading account assets$0258
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2025-03-31Rank
Total securities$122,614,0001,397
U.S. Government securities$120,442,000939
U.S. Treasury securities$77,766,000252
U.S. Government agency obligations$42,676,0001,759
Securities issued by states & political subdivisions$2,022,0003,216
Other domestic debt securities$150,0002,243
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$150,0001,797
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$105,079,000786
Mortgage-backed securities$42,676,0001,447
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$36,117,0001,052
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,559,0001,456
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$122,614,0001,231
Total debt securities$122,614,0001,375
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$129,031,0001,337
U.S. Government securities$126,880,000907
U.S. Treasury securities$84,036,000253
U.S. Government agency obligations$42,844,0001,725
Securities issued by states & political subdivisions$2,004,0003,265
Other domestic debt securities$147,0002,264
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$147,0001,813
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$91,655,000883
Mortgage-backed securities$42,844,0001,414
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$36,225,0001,041
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6,619,0001,415
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$129,031,0001,186
Total debt securities$129,032,0001,322
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$126,621,0001,399
U.S. Government securities$124,396,000944
U.S. Treasury securities$82,766,000255
U.S. Government agency obligations$41,630,0001,779
Securities issued by states & political subdivisions$2,079,0003,299
Other domestic debt securities$146,0002,237
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$146,0001,816
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$115,167,000763
Mortgage-backed securities$41,630,0001,443
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$34,204,0001,098
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$7,426,0001,321
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$126,621,0001,224
Total debt securities$126,620,0001,385
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$129,261,0001,355
U.S. Government securities$127,094,000909
U.S. Treasury securities$85,783,000249
U.S. Government agency obligations$41,311,0001,752
Securities issued by states & political subdivisions$2,017,0003,321
Other domestic debt securities$150,0002,249
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$150,0001,836
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$120,615,000738
Mortgage-backed securities$41,311,0001,412
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$33,773,0001,086
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$7,538,0001,252
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$129,261,0001,178
Total debt securities$129,262,0001,340
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$191,390,000997
U.S. Government securities$189,214,000674
U.S. Treasury securities$146,862,000173
U.S. Government agency obligations$42,352,0001,785
Securities issued by states & political subdivisions$2,028,0003,307
Other domestic debt securities$148,0002,257
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$148,0001,810
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$122,127,000742
Mortgage-backed securities$42,352,0001,403
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$34,582,0001,079
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$7,770,0001,225
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$191,390,000848
Total debt securities$191,389,000984
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$193,756,000997
U.S. Government securities$188,890,000683
U.S. Treasury securities$139,267,000194
U.S. Government agency obligations$49,623,0001,615
Securities issued by states & political subdivisions$4,726,0002,947
Other domestic debt securities$140,0002,269
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$140,0001,838
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$145,665,000662
Mortgage-backed securities$49,623,0001,272
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,957,000911
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,666,0001,364
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$193,756,000845
Total debt securities$193,755,000984
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$189,563,0001,005
U.S. Government securities$185,069,000704
U.S. Treasury securities$136,109,000213
U.S. Government agency obligations$48,960,0001,603
Securities issued by states & political subdivisions$4,360,0003,006
Other domestic debt securities$134,0002,279
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$134,0001,850
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$164,287,000580
Mortgage-backed securities$48,960,0001,255
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,331,000906
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,629,0001,347
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$189,563,000847
Total debt securities$189,564,000991
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$199,188,000999
U.S. Government securities$194,472,000683
U.S. Treasury securities$141,915,000202
U.S. Government agency obligations$52,557,0001,575
Securities issued by states & political subdivisions$4,596,0003,020
Other domestic debt securities$120,0002,304
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$120,0001,865
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$162,472,000586
Mortgage-backed securities$52,557,0001,241
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$46,606,000887
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$5,951,0001,333
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$199,188,000845
Total debt securities$199,189,000985
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$189,664,0001,081
U.S. Government securities$186,181,000734
U.S. Treasury securities$142,998,000212
U.S. Government agency obligations$43,183,0001,803
Securities issued by states & political subdivisions$3,348,0003,223
Other domestic debt securities$135,0002,353
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$135,0001,900
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,272,000513
Mortgage-backed securities$43,183,0001,458
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$39,790,0001,037
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,393,0001,663
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$189,664,000931
Total debt securities$189,664,0001,068
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$193,982,0001,077
U.S. Government securities$191,089,000727
U.S. Treasury securities$147,836,000225
U.S. Government agency obligations$43,253,0001,804
Securities issued by states & political subdivisions$2,760,0003,368
Other domestic debt securities$133,0002,390
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$133,0001,924
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$175,891,000475
Mortgage-backed securities$43,253,0001,467
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$39,930,0001,046
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,323,0001,692
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$193,982,000923
Total debt securities$193,981,0001,065
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$164,601,0001,283
U.S. Government securities$161,511,000845
U.S. Treasury securities$116,341,000271
U.S. Government agency obligations$45,170,0001,778
Securities issued by states & political subdivisions$2,713,0003,411
Other domestic debt securities$377,0002,267
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$377,0001,865
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$154,072,000503
Mortgage-backed securities$45,170,0001,430
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$41,683,0001,022
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$3,487,0001,677
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$164,601,0001,122
Total debt securities$164,600,0001,269
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$143,464,0001,433
U.S. Government securities$141,110,000964
U.S. Treasury securities$116,015,000266
U.S. Government agency obligations$25,095,0002,445
Securities issued by states & political subdivisions$2,002,0003,583
Other domestic debt securities$352,0002,137
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$352,0001,853
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$137,075,000554
Mortgage-backed securities$25,095,0001,983
Certificates of participation in pools of residential mortgages$21,365,0001,603
Issued or guaranteed by U.S.$21,365,0001,569
Privately issued$0231
Collaterized mortgage obligations$3,730,0001,750
CMOs issued by government agencies or sponsored agencies$3,730,0001,680
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$143,464,0001,274
Total debt securities$143,465,0001,419
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$159,726,0001,301
U.S. Government securities$157,039,000874
U.S. Treasury securities$134,539,000207
U.S. Government agency obligations$22,500,0002,565
Securities issued by states & political subdivisions$2,260,0003,541
Other domestic debt securities$427,0002,108
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$427,0001,817
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$155,930,000478
Mortgage-backed securities$22,500,0002,095
Certificates of participation in pools of residential mortgages$18,300,0001,754
Issued or guaranteed by U.S.$18,300,0001,726
Privately issued$0238
Collaterized mortgage obligations$4,200,0001,690
CMOs issued by government agencies or sponsored agencies$4,200,0001,621
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$159,726,0001,168
Total debt securities$159,726,0001,286
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$108,558,0001,668
U.S. Government securities$105,751,0001,125
U.S. Treasury securities$85,852,000217
U.S. Government agency obligations$19,899,0002,667
Securities issued by states & political subdivisions$2,385,0003,565
Other domestic debt securities$422,0002,076
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$422,0001,765
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$106,985,000621
Mortgage-backed securities$19,899,0002,203
Certificates of participation in pools of residential mortgages$15,027,0001,935
Issued or guaranteed by U.S.$15,027,0001,883
Privately issued$0246
Collaterized mortgage obligations$4,872,0001,594
CMOs issued by government agencies or sponsored agencies$4,872,0001,540
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$108,558,0001,555
Total debt securities$108,560,0001,652
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$99,890,0001,715
U.S. Government securities$97,744,0001,144
U.S. Treasury securities$75,936,000192
U.S. Government agency obligations$21,808,0002,569
Securities issued by states & political subdivisions$1,722,0003,692
Other domestic debt securities$424,0002,029
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$424,0001,703
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$84,844,000744
Mortgage-backed securities$21,808,0002,124
Certificates of participation in pools of residential mortgages$16,425,0001,846
Issued or guaranteed by U.S.$16,425,0001,802
Privately issued$0234
Collaterized mortgage obligations$5,383,0001,541
CMOs issued by government agencies or sponsored agencies$5,383,0001,499
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$99,890,0001,591
Total debt securities$99,890,0001,696
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$90,519,0001,760
U.S. Government securities$88,373,0001,186
U.S. Treasury securities$70,580,000162
U.S. Government agency obligations$17,793,0002,754
Securities issued by states & political subdivisions$1,729,0003,718
Other domestic debt securities$417,0002,022
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$417,0001,658
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$75,165,000807
Mortgage-backed securities$17,793,0002,274
Certificates of participation in pools of residential mortgages$17,334,0001,754
Issued or guaranteed by U.S.$17,334,0001,710
Privately issued$0247
Collaterized mortgage obligations$459,0002,531
CMOs issued by government agencies or sponsored agencies$459,0002,479
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$90,519,0001,641
Total debt securities$90,518,0001,742
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$54,003,0002,329
U.S. Government securities$51,807,0001,585
U.S. Treasury securities$32,345,000247
U.S. Government agency obligations$19,462,0002,540
Securities issued by states & political subdivisions$1,779,0003,705
Other domestic debt securities$417,0002,001
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$417,0001,609
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,688,0001,140
Mortgage-backed securities$19,462,0002,101
Certificates of participation in pools of residential mortgages$18,671,0001,612
Issued or guaranteed by U.S.$18,671,0001,565
Privately issued$0261
Collaterized mortgage obligations$791,0002,354
CMOs issued by government agencies or sponsored agencies$791,0002,304
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$54,003,0002,187
Total debt securities$54,002,0002,310
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$71,451,0001,826
U.S. Government securities$57,822,0001,349
U.S. Treasury securities$54,080,000130
U.S. Government agency obligations$3,742,0003,814
Securities issued by states & political subdivisions$1,171,0003,845
Other domestic debt securities$12,458,000691
Privately issued residential mortgage-backed securities$12,041,000165
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$417,0001,541
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$59,220,000920
Mortgage-backed securities$15,783,0002,243
Certificates of participation in pools of residential mortgages$14,501,0001,765
Issued or guaranteed by U.S.$2,460,0003,050
Privately issued$12,041,00053
Collaterized mortgage obligations$1,282,0002,210
CMOs issued by government agencies or sponsored agencies$1,282,0002,163
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$71,451,0001,713
Total debt securities$71,451,0001,811
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$37,894,0002,614
U.S. Government securities$24,582,0002,242
U.S. Treasury securities$20,209,000276
U.S. Government agency obligations$4,373,0003,736
Securities issued by states & political subdivisions$398,0004,056
Other domestic debt securities$12,914,000657
Privately issued residential mortgage-backed securities$12,764,000161
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$150,0001,611
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$37,417,0001,275
Mortgage-backed securities$17,137,0002,155
Certificates of participation in pools of residential mortgages$15,312,0001,685
Issued or guaranteed by U.S.$2,548,0003,020
Privately issued$12,764,00057
Collaterized mortgage obligations$1,825,0002,102
CMOs issued by government agencies or sponsored agencies$1,825,0002,052
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$37,894,0002,443
Total debt securities$37,895,0002,591
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$41,816,0002,433
U.S. Government securities$41,267,0001,636
U.S. Treasury securities$28,924,000222
U.S. Government agency obligations$12,343,0002,914
Securities issued by states & political subdivisions$549,0004,011
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,800,0001,450
Mortgage-backed securities$2,330,0003,550
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$2,330,0002,027
CMOs issued by government agencies or sponsored agencies$2,330,0001,979
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$41,816,0002,269
Total debt securities$41,816,0002,409
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$52,095,0002,048
U.S. Government securities$51,547,0001,398
U.S. Treasury securities$49,007,000147
U.S. Government agency obligations$2,540,0004,106
Securities issued by states & political subdivisions$548,0004,005
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,800,0001,020
Mortgage-backed securities$2,540,0003,518
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$2,540,0001,991
CMOs issued by government agencies or sponsored agencies$2,540,0001,940
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$52,095,0001,913
Total debt securities$52,096,0002,030
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$63,421,0001,774
U.S. Government securities$62,701,0001,228
U.S. Treasury securities$62,701,000123
U.S. Government agency obligations$04,779
Securities issued by states & political subdivisions$720,0003,967
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$57,700,000860
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$63,421,0001,639
Total debt securities$63,421,0001,758
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$40,908,0002,421
U.S. Government securities$40,189,0001,705
U.S. Treasury securities$40,189,000175
U.S. Government agency obligations$04,859
Securities issued by states & political subdivisions$719,0004,004
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,400,0001,387
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$40,908,0002,246
Total debt securities$40,907,0002,404
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$43,922,0002,353
U.S. Government securities$43,203,0001,658
U.S. Treasury securities$34,215,000196
U.S. Government agency obligations$8,988,0003,454
Securities issued by states & political subdivisions$719,0004,069
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,000,0001,346
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$43,922,0002,173
Total debt securities$43,923,0002,336
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$38,065,0002,606
U.S. Government securities$37,345,0001,857
U.S. Treasury securities$28,400,000228
U.S. Government agency obligations$8,945,0003,495
Securities issued by states & political subdivisions$720,0004,126
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,600,0001,615
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$38,065,0002,420
Total debt securities$38,055,0002,589
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$44,221,0002,391
U.S. Government securities$43,211,0001,672
U.S. Treasury securities$34,308,000197
U.S. Government agency obligations$8,903,0003,542
Securities issued by states & political subdivisions$1,010,0004,080
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,000,0001,178
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$44,221,0002,207
Total debt securities$44,220,0002,374
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$17,166,0003,782
U.S. Government securities$16,155,0003,001
U.S. Treasury securities$7,280,000537
U.S. Government agency obligations$8,875,0003,608
Securities issued by states & political subdivisions$1,011,0004,127
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,700,0002,323
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$17,166,0003,492
Total debt securities$17,166,0003,762
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$28,203,0003,126
U.S. Government securities$27,188,0002,283
U.S. Treasury securities$27,188,000216
U.S. Government agency obligations$05,142
Securities issued by states & political subdivisions$1,015,0004,179
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,545,0001,608
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$28,203,0002,892
Total debt securities$28,203,0003,108
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$20,199,0003,654
U.S. Government securities$19,181,0002,848
U.S. Treasury securities$14,187,000334
U.S. Government agency obligations$4,994,0004,213
Securities issued by states & political subdivisions$1,018,0004,218
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,600,0002,149
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$20,199,0003,372
Total debt securities$20,199,0003,628
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$24,111,0003,451
U.S. Government securities$22,888,0002,608
U.S. Treasury securities$15,897,000299
U.S. Government agency obligations$6,991,0003,968
Securities issued by states & political subdivisions$1,223,0004,218
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,260,0001,995
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$24,111,0003,182
Total debt securities$24,110,0003,426
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$18,729,0003,846
U.S. Government securities$17,492,0003,020
U.S. Treasury securities$12,495,000335
U.S. Government agency obligations$4,997,0004,347
Securities issued by states & political subdivisions$1,237,0004,265
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,305,0002,308
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$18,729,0003,557
Total debt securities$18,728,0003,819
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$11,857,0004,436
U.S. Government securities$9,991,0003,792
U.S. Treasury securities$4,996,000564
U.S. Government agency obligations$4,995,0004,381
Securities issued by states & political subdivisions$1,866,0004,108
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,750,0003,222
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$11,857,0004,140
Total debt securities$11,857,0004,416
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$8,862,0004,767
U.S. Government securities$7,005,0004,268
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,005,0004,133
Securities issued by states & political subdivisions$1,857,0004,153
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,810,0003,260
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$8,862,0004,460
Total debt securities$8,862,0004,741
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$23,702,0003,614
U.S. Government securities$21,849,0002,768
U.S. Treasury securities$16,846,000297
U.S. Government agency obligations$5,003,0004,441
Securities issued by states & political subdivisions$1,853,0004,186
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,980,0001,905
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$23,702,0003,327
Total debt securities$23,702,0003,586
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$24,911,0003,529
U.S. Government securities$23,030,0002,672
U.S. Treasury securities$01,214
U.S. Government agency obligations$23,030,0002,566
Securities issued by states & political subdivisions$1,881,0004,185
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,307,0001,866
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$24,911,0003,252
Total debt securities$24,911,0003,502
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$11,926,0004,595
U.S. Government securities$9,998,0003,956
U.S. Treasury securities$9,998,000368
U.S. Government agency obligations$05,692
Securities issued by states & political subdivisions$1,928,0004,201
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,683,0002,834
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$11,926,0004,259
Total debt securities$11,926,0004,570
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$7,104,0005,131
U.S. Government securities$5,501,0004,709
U.S. Treasury securities$5,501,000511
U.S. Government agency obligations$05,758
Securities issued by states & political subdivisions$1,603,0004,334
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,800,0003,551
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$7,104,0004,793
Total debt securities$7,104,0005,109
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$20,798,0003,962
U.S. Government securities$19,995,0003,076
U.S. Treasury securities$19,995,000271
U.S. Government agency obligations$05,821
Securities issued by states & political subdivisions$803,0004,677
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,780,0002,180
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$20,798,0003,627
Total debt securities$20,798,0003,937
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$8,654,0005,131
U.S. Government securities$8,000,0004,472
U.S. Treasury securities$01,303
U.S. Government agency obligations$8,000,0004,360
Securities issued by states & political subdivisions$654,0004,786
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,000,0003,428
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$8,654,0004,761
Total debt securities$8,654,0005,108
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$5,189,0005,577
U.S. Government securities$5,042,0005,053
U.S. Treasury securities$01,348
U.S. Government agency obligations$5,042,0004,942
Securities issued by states & political subdivisions$147,0005,108
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,040,0004,211
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$5,189,0005,206
Total debt securities$5,189,0005,554
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$4,557,0005,704
U.S. Government securities$4,557,0005,206
U.S. Treasury securities$01,327
U.S. Government agency obligations$4,557,0005,103
Securities issued by states & political subdivisions$05,179
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,019,0005,101
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$4,557,0005,338
Total debt securities$4,557,0005,679
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$7,463,0005,482
U.S. Government securities$7,463,0004,818
U.S. Treasury securities$01,361
U.S. Government agency obligations$7,463,0004,703
Securities issued by states & political subdivisions$05,261
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,472,0004,745
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$7,463,0005,099
Total debt securities$7,463,0005,460
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$4,801,0005,863
U.S. Government securities$4,801,0005,343
U.S. Treasury securities$01,381
U.S. Government agency obligations$4,801,0005,222
Securities issued by states & political subdivisions$05,321
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$4,801,0005,485
Total debt securities$4,801,0005,842
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$4,802,0005,932
U.S. Government securities$4,802,0005,421
U.S. Treasury securities$01,342
U.S. Government agency obligations$4,802,0005,305
Securities issued by states & political subdivisions$05,386
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$4,802,0005,538
Total debt securities$4,802,0005,911
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$9,072,0005,513
U.S. Government securities$9,072,0004,771
U.S. Treasury securities$4,357,000498
U.S. Government agency obligations$4,715,0005,372
Securities issued by states & political subdivisions$05,432
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$9,072,0005,115
Total debt securities$9,072,0005,488
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$8,568,0005,586
U.S. Government securities$8,568,0004,829
U.S. Treasury securities$4,079,000487
U.S. Government agency obligations$4,489,0005,434
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$8,568,0005,203
Total debt securities$8,568,0005,560
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$8,834,0005,615
U.S. Government securities$8,834,0004,838
U.S. Treasury securities$4,231,000476
U.S. Government agency obligations$4,603,0005,456
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$8,834,0005,227
Total debt securities$8,834,0005,586
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$8,963,0005,627
U.S. Government securities$8,963,0004,814
U.S. Treasury securities$4,338,000477
U.S. Government agency obligations$4,625,0005,465
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$8,963,0005,235
Total debt securities$8,963,0005,586
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$4,167,0006,236
U.S. Government securities$4,167,0005,690
U.S. Treasury securities$01,161
U.S. Government agency obligations$4,167,0005,585
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,114,0004,811
Mortgage-backed securities$4,167,0004,237
Certificates of participation in pools of residential mortgages$4,167,0003,733
Issued or guaranteed by U.S.$4,167,0003,729
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$4,167,0005,841
Total debt securities$4,167,0006,209
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$10,994,0005,431
U.S. Government securities$10,994,0004,559
U.S. Treasury securities$01,135
U.S. Government agency obligations$10,994,0004,457
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,877,0004,905
Mortgage-backed securities$4,522,0004,186
Certificates of participation in pools of residential mortgages$4,522,0003,636
Issued or guaranteed by U.S.$4,522,0003,634
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$10,994,0005,056
Total debt securities$10,994,0005,403
Structured notes
Amortized cost$6,485,000618
Fair value$6,472,000615
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$11,272,0005,478
U.S. Government securities$11,272,0004,609
U.S. Treasury securities$01,086
U.S. Government agency obligations$11,272,0004,511
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,264,0004,822
Mortgage-backed securities$2,264,0004,779
Certificates of participation in pools of residential mortgages$2,264,0004,365
Issued or guaranteed by U.S.$2,264,0004,364
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$11,272,0005,089
Total debt securities$11,272,0005,449
Structured notes
Amortized cost$8,984,000486
Fair value$9,008,000483
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$8,064,0005,931
U.S. Government securities$8,064,0005,194
U.S. Treasury securities$01,068
U.S. Government agency obligations$8,064,0005,098
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,570,0004,771
Mortgage-backed securities$2,574,0004,766
Certificates of participation in pools of residential mortgages$2,574,0004,320
Issued or guaranteed by U.S.$2,574,0004,319
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$8,064,0005,545
Total debt securities$8,064,0005,906
Structured notes
Amortized cost$4,490,000984
Fair value$4,490,000983
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$15,615,0005,055
U.S. Government securities$15,615,0004,205
U.S. Treasury securities$01,157
U.S. Government agency obligations$15,615,0004,111
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,563,0004,810
Mortgage-backed securities$2,665,0004,783
Certificates of participation in pools of residential mortgages$2,665,0004,304
Issued or guaranteed by U.S.$2,665,0004,302
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$15,615,0004,653
Total debt securities$15,615,0005,030
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$13,230,0005,320
U.S. Government securities$13,230,0004,453
U.S. Treasury securities$01,076
U.S. Government agency obligations$13,230,0004,362
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,623,0004,590
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$13,230,0004,898
Total debt securities$13,230,0005,289
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$3,449,0006,682
U.S. Government securities$3,449,0006,234
U.S. Treasury securities$1,300,000745
U.S. Government agency obligations$2,149,0006,403
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,149,0005,074
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$3,449,0006,218
Total debt securities$3,449,0006,647
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$6,779,0006,275
U.S. Government securities$6,779,0005,654
U.S. Treasury securities$6,779,000398
U.S. Government agency obligations$07,103
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,779,0003,813
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$6,779,0005,815
Total debt securities$6,779,0006,246
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$7,440,0006,178
U.S. Government securities$7,440,0005,506
U.S. Treasury securities$7,440,000400
U.S. Government agency obligations$07,165
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,440,0003,682
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$7,440,0005,717
Total debt securities$7,440,0006,149
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$7,436,0006,112
U.S. Government securities$7,436,0005,365
U.S. Treasury securities$7,436,000403
U.S. Government agency obligations$07,211
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,436,0003,635
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$7,436,0005,646
Total debt securities$7,436,0006,076
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$3,081,0006,927
U.S. Government securities$3,081,0006,410
U.S. Treasury securities$3,081,000573
U.S. Government agency obligations$07,288
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,081,0004,873
Mortgage-backed securities$06,191
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$3,081,0006,397
Total debt securities$3,081,0006,890
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$07,629
U.S. Government securities$07,469
U.S. Treasury securities$01,121
U.S. Government agency obligations$07,387
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,254
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$07,144
Total debt securities$07,586
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$1,913,0007,302
U.S. Government securities$1,913,0006,976
U.S. Treasury securities$01,130
U.S. Government agency obligations$1,913,0006,867
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,913,0005,464
Mortgage-backed securities$1,913,0004,942
Certificates of participation in pools of residential mortgages$1,913,0004,449
Issued or guaranteed by U.S.$1,913,0004,441
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$1,913,0006,773
Total debt securities$1,913,0007,269
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$4,502,0006,829
U.S. Government securities$4,502,0006,238
U.S. Treasury securities$01,077
U.S. Government agency obligations$4,502,0006,134
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,502,0004,540
Mortgage-backed securities$4,502,0004,284
Certificates of participation in pools of residential mortgages$4,502,0003,673
Issued or guaranteed by U.S.$4,502,0003,667
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$4,502,0006,309
Total debt securities$4,502,0006,788
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$2,044,0007,382
U.S. Government securities$2,044,0007,006
U.S. Treasury securities$01,047
U.S. Government agency obligations$2,044,0006,907
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,044,0005,470
Mortgage-backed securities$2,044,0005,073
Certificates of participation in pools of residential mortgages$2,044,0004,580
Issued or guaranteed by U.S.$2,044,0004,572
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$2,044,0006,832
Total debt securities$2,044,0007,340
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$2,012,0007,432
U.S. Government securities$1,965,0007,082
U.S. Treasury securities$01,036
U.S. Government agency obligations$1,965,0006,988
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$47,0001,378
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,965,0005,529
Mortgage-backed securities$1,965,0005,150
Certificates of participation in pools of residential mortgages$1,965,0004,668
Issued or guaranteed by U.S.$1,965,0004,654
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,012,0006,885
Total debt securities$1,965,0007,405
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$4,263,0006,992
U.S. Government securities$4,216,0006,510
U.S. Treasury securities$205,000894
U.S. Government agency obligations$4,011,0006,483
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$47,0001,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,216,0004,734
Mortgage-backed securities$4,011,0004,596
Certificates of participation in pools of residential mortgages$4,011,0004,054
Issued or guaranteed by U.S.$4,011,0004,043
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$4,263,0006,445
Total debt securities$4,216,0006,966
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$3,320,0007,292
U.S. Government securities$3,273,0006,896
U.S. Treasury securities$206,000877
U.S. Government agency obligations$3,067,0006,852
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$47,0001,382
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,268,0005,112
Mortgage-backed securities$3,067,0004,834
Certificates of participation in pools of residential mortgages$3,067,0004,333
Issued or guaranteed by U.S.$3,067,0004,321
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$3,320,0006,702
Total debt securities$3,273,0007,258
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$332,0007,987
U.S. Government securities$203,0007,835
U.S. Treasury securities$203,000928
U.S. Government agency obligations$07,874
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$129,0001,296
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$203,0006,475
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$332,0007,393
Total debt securities$203,0007,987
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$2,625,0007,543
U.S. Government securities$1,201,0007,574
U.S. Treasury securities$1,201,000579
U.S. Government agency obligations$07,934
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$1,424,000889
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,201,0005,985
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$2,625,0006,925
Total debt securities$1,201,0007,794
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$4,324,0007,166
U.S. Government securities$2,904,0007,113
U.S. Treasury securities$01,044
U.S. Government agency obligations$2,904,0007,011
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$1,420,000920
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,708,0005,308
Mortgage-backed securities$1,689,0005,230
Certificates of participation in pools of residential mortgages$1,689,0004,764
Issued or guaranteed by U.S.$1,689,0004,741
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$4,324,0006,570
Total debt securities$2,904,0007,454
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$4,105,0007,305
U.S. Government securities$3,105,0007,159
U.S. Treasury securities$01,146
U.S. Government agency obligations$3,105,0007,043
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$1,000,000994
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,906,0005,282
Mortgage-backed securities$1,745,0004,967
Certificates of participation in pools of residential mortgages$1,745,0004,501
Issued or guaranteed by U.S.$1,745,0004,483
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$4,105,0006,654
Total debt securities$3,105,0007,481
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$2,969,0007,593
U.S. Government securities$2,969,0007,265
U.S. Treasury securities$01,235
U.S. Government agency obligations$2,969,0007,152
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,968,0005,274
Mortgage-backed securities$1,807,0004,824
Certificates of participation in pools of residential mortgages$1,807,0004,313
Issued or guaranteed by U.S.$1,807,0004,301
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$2,969,0006,942
Total debt securities$2,969,0007,552
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$3,009,0007,633
U.S. Government securities$3,009,0007,309
U.S. Treasury securities$01,362
U.S. Government agency obligations$3,009,0007,179
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,009,0005,283
Mortgage-backed securities$1,850,0004,792
Certificates of participation in pools of residential mortgages$1,850,0004,270
Issued or guaranteed by U.S.$1,850,0004,256
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$3,009,0006,952
Total debt securities$3,009,0007,588
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$3,143,0007,658
U.S. Government securities$3,143,0007,303
U.S. Treasury securities$01,448
U.S. Government agency obligations$3,143,0007,170
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,143,0005,242
Mortgage-backed securities$1,983,0004,713
Certificates of participation in pools of residential mortgages$1,983,0004,185
Issued or guaranteed by U.S.$1,983,0004,167
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$3,143,0006,946
Total debt securities$3,144,0007,609
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$1,175,0008,154
U.S. Government securities$1,175,0007,952
U.S. Treasury securities$01,498
U.S. Government agency obligations$1,175,0007,844
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,854
Mortgage-backed securities$12,0006,523
Certificates of participation in pools of residential mortgages$12,0006,239
Issued or guaranteed by U.S.$12,0006,214
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$1,175,0007,442
Total debt securities$1,175,0008,105
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$676,0008,332
U.S. Government securities$676,0008,174
U.S. Treasury securities$01,574
U.S. Government agency obligations$676,0008,066
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,913
Mortgage-backed securities$15,0006,555
Certificates of participation in pools of residential mortgages$15,0006,264
Issued or guaranteed by U.S.$15,0006,237
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$676,0007,625
Total debt securities$676,0008,290
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$175,0008,471
U.S. Government securities$175,0008,351
U.S. Treasury securities$01,634
U.S. Government agency obligations$175,0008,252
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$17,0006,587
Certificates of participation in pools of residential mortgages$17,0006,288
Issued or guaranteed by U.S.$17,0006,265
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$175,0007,807
Total debt securities$175,0008,430
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$179,0008,504
U.S. Government securities$179,0008,389
U.S. Treasury securities$01,715
U.S. Government agency obligations$179,0008,290
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$20,0006,609
Certificates of participation in pools of residential mortgages$20,0006,298
Issued or guaranteed by U.S.$20,0006,277
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$179,0007,838
Total debt securities$179,0008,464
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$198,0008,560
U.S. Government securities$198,0008,430
U.S. Treasury securities$01,737
U.S. Government agency obligations$198,0008,328
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$23,0006,657
Certificates of participation in pools of residential mortgages$23,0006,331
Issued or guaranteed by U.S.$23,0006,310
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$198,0007,875
Total debt securities$198,0008,515
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$200,0008,597
U.S. Government securities$200,0008,462
U.S. Treasury securities$01,786
U.S. Government agency obligations$200,0008,369
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$174,0006,998
Mortgage-backed securities$26,0006,675
Certificates of participation in pools of residential mortgages$26,0006,346
Issued or guaranteed by U.S.$26,0006,327
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$200,0007,910
Total debt securities$200,0008,549
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$205,0008,617
U.S. Government securities$205,0008,486
U.S. Treasury securities$01,839
U.S. Government agency obligations$205,0008,385
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$30,0006,700
Certificates of participation in pools of residential mortgages$30,0006,376
Issued or guaranteed by U.S.$30,0006,356
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$205,0007,925
Total debt securities$205,0008,573
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$209,0008,688
U.S. Government securities$209,0008,554
U.S. Treasury securities$01,963
U.S. Government agency obligations$209,0008,450
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$34,0006,762
Certificates of participation in pools of residential mortgages$34,0006,430
Issued or guaranteed by U.S.$34,0006,412
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$209,0008,001
Total debt securities$209,0008,645
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$214,0008,731
U.S. Government securities$214,0008,582
U.S. Treasury securities$01,963
U.S. Government agency obligations$214,0008,482
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$175,0007,078
Mortgage-backed securities$39,0006,788
Certificates of participation in pools of residential mortgages$39,0006,452
Issued or guaranteed by U.S.$39,0006,438
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$214,0008,036
Total debt securities$214,0008,678
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$218,0008,778
U.S. Government securities$218,0008,631
U.S. Treasury securities$01,990
U.S. Government agency obligations$218,0008,529
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,0007,116
Mortgage-backed securities$42,0006,819
Certificates of participation in pools of residential mortgages$42,0006,470
Issued or guaranteed by U.S.$42,0006,457
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$218,0008,076
Total debt securities$218,0008,729
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$224,0008,840
U.S. Government securities$224,0008,695
U.S. Treasury securities$02,098
U.S. Government agency obligations$224,0008,590
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$177,0007,154
Mortgage-backed securities$47,0006,870
Certificates of participation in pools of residential mortgages$47,0006,514
Issued or guaranteed by U.S.$47,0006,502
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$224,0008,133
Total debt securities$224,0008,792
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$249,0008,868
U.S. Government securities$249,0008,699
U.S. Treasury securities$02,082
U.S. Government agency obligations$249,0008,598
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$179,0007,157
Mortgage-backed securities$70,0006,819
Certificates of participation in pools of residential mortgages$70,0006,457
Issued or guaranteed by U.S.$70,0006,438
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$249,0008,143
Total debt securities$249,0008,810
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$266,0008,930
U.S. Government securities$266,0008,762
U.S. Treasury securities$02,227
U.S. Government agency obligations$266,0008,651
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$180,0007,177
Mortgage-backed securities$86,0006,814
Certificates of participation in pools of residential mortgages$86,0006,463
Issued or guaranteed by U.S.$86,0006,441
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$266,0008,202
Total debt securities$266,0008,867
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$340,0008,949
U.S. Government securities$340,0008,777
U.S. Treasury securities$02,287
U.S. Government agency obligations$340,0008,650
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$340,0007,062
Mortgage-backed securities$90,0006,850
Certificates of participation in pools of residential mortgages$90,0006,494
Issued or guaranteed by U.S.$90,0006,469
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$340,0008,221
Total debt securities$340,0008,888
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$953,0008,842
U.S. Government securities$953,0008,616
U.S. Treasury securities$02,322
U.S. Government agency obligations$953,0008,469
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$953,0006,629
Mortgage-backed securities$95,0006,894
Certificates of participation in pools of residential mortgages$95,0006,503
Issued or guaranteed by U.S.$95,0006,486
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$953,0008,067
Total debt securities$953,0008,777
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$988,0008,888
U.S. Government securities$988,0008,660
U.S. Treasury securities$02,382
U.S. Government agency obligations$988,0008,512
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$988,0006,642
Mortgage-backed securities$124,0006,860
Certificates of participation in pools of residential mortgages$124,0006,447
Issued or guaranteed by U.S.$124,0006,427
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$988,0008,102
Total debt securities$988,0008,819
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$1,007,0008,913
U.S. Government securities$1,007,0008,685
U.S. Treasury securities$02,544
U.S. Government agency obligations$1,007,0008,537
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,007,0006,601
Mortgage-backed securities$132,0006,850
Certificates of participation in pools of residential mortgages$132,0006,395
Issued or guaranteed by U.S.$132,0006,375
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$1,007,0008,103
Total debt securities$1,007,0008,839
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$928,0009,180
U.S. Government securities$928,0008,936
U.S. Treasury securities$03,182
U.S. Government agency obligations$928,0008,771
Securities issued by states & political subdivisions$07,002
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$928,0006,848
Mortgage-backed securities$227,0006,728
Certificates of participation in pools of residential mortgages$227,0006,178
Issued or guaranteed by U.S.$227,0006,155
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$928,0008,279
Total debt securities$928,0009,106
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$1,581,0009,385
U.S. Government securities$1,525,0009,148
U.S. Treasury securities$04,186
U.S. Government agency obligations$1,525,0008,875
Securities issued by states & political subdivisions$07,238
Other domestic debt securities$03,998
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,386
Foreign debt securitiesNANA
Equity securities$56,0007,308
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,525,0006,596
Mortgage-backed securities$333,0006,390
Certificates of participation in pools of residential mortgages$333,0005,767
Issued or guaranteed by U.S.$333,0005,747
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$1,581,0008,309
Total debt securities$1,525,0009,294
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$3,405,0009,211
U.S. Government securities$3,303,0008,806
U.S. Treasury securities$691,0004,162
U.S. Government agency obligations$2,612,0008,628
Securities issued by states & political subdivisions$07,587
Other domestic debt securities$03,983
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$102,0006,718
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,303,0005,502
Mortgage-backed securities$375,0006,651
Certificates of participation in pools of residential mortgages$375,0005,986
Issued or guaranteed by U.S.$375,0005,973
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$3,405,0007,947
Total debt securities$3,303,0009,132
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$3,666,0009,235
U.S. Government securities$3,564,0008,722
U.S. Treasury securities$06,820
U.S. Government agency obligations$3,564,0007,918
Securities issued by states & political subdivisions$07,833
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$102,0006,461
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,564,0005,023
Mortgage-backed securities$562,0006,587
Certificates of participation in pools of residential mortgages$562,0005,873
Issued or guaranteed by U.S.$562,0005,859
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$3,666,0007,840
Total debt securities$3,564,0009,155
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$5,934,0008,839
U.S. Government securities$5,811,0008,177
U.S. Treasury securities$997,0006,543
U.S. Government agency obligations$4,814,0007,397
Securities issued by states & political subdivisions$08,162
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$123,0006,145
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,811,0004,141
Mortgage-backed securities$2,324,0005,185
Certificates of participation in pools of residential mortgages$2,324,0004,155
Issued or guaranteed by U.S.$2,324,0004,141
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$5,934,0007,092
Total debt securities$5,811,0008,759
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$5,455,0009,592
U.S. Government securities$5,332,0008,973
U.S. Treasury securities$08,776
U.S. Government agency obligations$5,332,0007,467
Securities issued by states & political subdivisions$08,624
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$123,0006,068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,332,0004,445
Mortgage-backed securities$2,859,0005,282
Certificates of participation in pools of residential mortgages$2,859,0004,177
Issued or guaranteed by U.S.$2,859,0004,156
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$5,455,0007,568
Total debt securities$5,332,0009,514
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,975,0009,779
U.S. Government securities$5,852,0009,136
U.S. Treasury securities$010,180
U.S. Government agency obligations$5,852,0007,243
Securities issued by states & political subdivisions$09,009
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$123,0005,878
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,473,0004,450
Mortgage-backed securities$3,368,0005,296
Certificates of participation in pools of residential mortgages$3,368,0003,965
Issued or guaranteed by U.S.$3,368,0003,936
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$5,975,0007,585
Total debt securities$5,852,0009,735
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$15,721,0006,912
U.S. Government securities$15,598,0005,902
U.S. Treasury securities$5,893,0005,019
U.S. Government agency obligations$9,705,0005,481
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$123,0005,648
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,710,0002,235
Mortgage-backed securities$3,362,0005,597
Certificates of participation in pools of residential mortgages$3,362,0004,137
Issued or guaranteed by U.S.$3,362,0004,110
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,152,0005,304
Available-for-sale securities (fair market value)$4,569,0007,125
Total debt securities$15,598,0006,841
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$16,755,0006,901
U.S. Government securities$16,682,0005,852
U.S. Treasury securities$12,581,0002,879
U.S. Government agency obligations$4,101,0008,523
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$73,0006,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,717,0002,408
Mortgage-backed securities$3,092,0006,366
Certificates of participation in pools of residential mortgages$3,092,0004,825
Issued or guaranteed by U.S.$3,092,0004,784
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$16,682,0006,781
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$12,773,0008,096
U.S. Government securities$12,653,0007,005
U.S. Treasury securities$012,156
U.S. Government agency obligations$12,653,0004,668
Securities issued by states & political subdivisions$50,0009,597
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$70,0005,775
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,507,0002,768
Mortgage-backed securities$12,254,0003,265
Certificates of participation in pools of residential mortgages$12,254,0002,194
Issued or guaranteed by U.S.$12,254,0002,153
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$12,703,0007,993
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA