The Bank of Bennington, Securities

2023-12-31Rank
Total securities$112,239,0001,574
U.S. Government securities$111,440,0001,066
U.S. Treasury securities$5,833,0001,743
U.S. Government agency obligations$105,607,000935
Securities issued by states & political subdivisions$799,0003,573
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,544,0003,490
Mortgage-backed securities$61,311,0001,109
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,327,000857
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,891,000980
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$2,093,000932
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$112,239,0001,388
Total debt securities$112,235,0001,559
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 contracts$0164
2023-09-30Rank
Total securities$108,644,0001,604
U.S. Government securities$107,858,0001,081
U.S. Treasury securities$2,876,0002,186
U.S. Government agency obligations$104,982,000934
Securities issued by states & political subdivisions$786,0003,608
Other domestic debt securities$02,352
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,440,0003,488
Mortgage-backed securities$59,574,0001,110
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$47,534,000846
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$11,808,000969
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$232,0001,291
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$108,644,0001,393
Total debt securities$108,644,0001,590
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 contracts$0162
2023-06-30Rank
Total securities$117,195,0001,554
U.S. Government securities$115,886,0001,058
U.S. Treasury securities$3,844,0002,089
U.S. Government agency obligations$112,042,000910
Securities issued by states & political subdivisions$1,309,0003,535
Other domestic debt securities$02,374
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,218,0003,499
Mortgage-backed securities$63,304,0001,100
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$50,579,000836
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$12,486,000954
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$239,0001,287
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$117,195,0001,361
Total debt securities$117,194,0001,539
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 contracts$0160
2023-03-31Rank
Total securities$124,010,0001,564
U.S. Government securities$122,691,0001,058
U.S. Treasury securities$4,846,0002,012
U.S. Government agency obligations$117,845,000875
Securities issued by states & political subdivisions$1,319,0003,586
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,501,0003,546
Mortgage-backed securities$67,065,0001,100
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$53,651,000838
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,163,000960
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$251,0001,290
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$124,010,0001,365
Total debt securities$124,010,0001,550
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 contracts$0121
2022-12-31Rank
Total securities$127,712,0001,550
U.S. Government securities$126,402,0001,044
U.S. Treasury securities$4,794,0002,060
U.S. Government agency obligations$121,608,000859
Securities issued by states & political subdivisions$1,310,0003,626
Other domestic debt securities$02,464
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,328,0003,389
Mortgage-backed securities$68,736,0001,091
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$55,104,000825
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$13,380,000955
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$252,0001,293
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$127,712,0001,347
Total debt securities$127,714,0001,536
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 contracts$0126
2022-09-30Rank
Total securities$131,377,0001,526
U.S. Government securities$130,075,0001,039
U.S. Treasury securities$4,772,0002,100
U.S. Government agency obligations$125,303,000846
Securities issued by states & political subdivisions$1,302,0003,658
Other domestic debt securities$02,426
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,350,0003,369
Mortgage-backed securities$71,257,0001,076
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$56,976,000815
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$14,021,000945
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$260,0001,328
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$131,377,0001,331
Total debt securities$131,379,0001,510
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 contracts$0130
2022-06-30Rank
Total securities$139,152,0001,471
U.S. Government securities$137,827,000987
U.S. Treasury securities$4,843,0002,057
U.S. Government agency obligations$132,984,000821
Securities issued by states & political subdivisions$1,325,0003,694
Other domestic debt securities$02,284
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,006,0003,572
Mortgage-backed securities$78,530,0001,021
Certificates of participation in pools of residential mortgages$62,876,000804
Issued or guaranteed by U.S.$62,876,000790
Privately issued$0231
Collaterized mortgage obligations$15,337,000995
CMOs issued by government agencies or sponsored agencies$15,337,000916
Privately issued$0553
Commercial mortgage-backed securities$317,0001,959
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$317,0001,396
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$139,152,0001,306
Total debt securities$139,152,0001,459
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 contracts$0133
2022-03-31Rank
Total securities$144,747,0001,402
U.S. Government securities$143,412,000945
U.S. Treasury securities$4,883,0001,824
U.S. Government agency obligations$138,529,000801
Securities issued by states & political subdivisions$1,335,0003,711
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,072,0003,564
Mortgage-backed securities$83,291,000999
Certificates of participation in pools of residential mortgages$66,111,000785
Issued or guaranteed by U.S.$66,111,000773
Privately issued$0238
Collaterized mortgage obligations$16,794,000950
CMOs issued by government agencies or sponsored agencies$16,794,000879
Privately issued$0536
Commercial mortgage-backed securities$386,0001,918
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$386,0001,353
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$144,747,0001,268
Total debt securities$144,746,0001,388
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 contracts$0137
2021-12-31Rank
Total securities$131,692,0001,458
U.S. Government securities$130,322,000956
U.S. Treasury securities$02,212
U.S. Government agency obligations$130,322,000851
Securities issued by states & political subdivisions$1,370,0003,730
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,204,0003,558
Mortgage-backed securities$89,669,000942
Certificates of participation in pools of residential mortgages$70,362,000752
Issued or guaranteed by U.S.$70,362,000740
Privately issued$0246
Collaterized mortgage obligations$18,900,000850
CMOs issued by government agencies or sponsored agencies$18,900,000797
Privately issued$0500
Commercial mortgage-backed securities$407,0001,883
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$407,0001,334
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$131,692,0001,348
Total debt securities$131,692,0001,441
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 contracts$0137
2021-09-30Rank
Total securities$108,212,0001,603
U.S. Government securities$106,832,0001,053
U.S. Treasury securities$02,008
U.S. Government agency obligations$106,832,000948
Securities issued by states & political subdivisions$1,380,0003,758
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,363,0003,548
Mortgage-backed securities$76,429,0001,033
Certificates of participation in pools of residential mortgages$54,771,000875
Issued or guaranteed by U.S.$54,771,000859
Privately issued$0234
Collaterized mortgage obligations$21,214,000779
CMOs issued by government agencies or sponsored agencies$21,214,000738
Privately issued$0491
Commercial mortgage-backed securities$444,0001,885
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$444,0001,329
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$108,212,0001,498
Total debt securities$108,212,0001,587
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 contracts$0137
2021-06-30Rank
Total securities$95,236,0001,698
U.S. Government securities$93,851,0001,116
U.S. Treasury securities$01,913
U.S. Government agency obligations$93,851,0001,009
Securities issued by states & political subdivisions$1,385,0003,782
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,539,0003,534
Mortgage-backed securities$63,946,0001,138
Certificates of participation in pools of residential mortgages$40,390,0001,049
Issued or guaranteed by U.S.$40,390,0001,029
Privately issued$0247
Collaterized mortgage obligations$23,110,000695
CMOs issued by government agencies or sponsored agencies$23,110,000659
Privately issued$0478
Commercial mortgage-backed securities$446,0001,880
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$446,0001,307
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$95,236,0001,578
Total debt securities$95,236,0001,680
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 contracts$0139
2021-03-31Rank
Total securities$93,488,0001,609
U.S. Government securities$92,109,0001,031
U.S. Treasury securities$01,631
U.S. Government agency obligations$92,109,000963
Securities issued by states & political subdivisions$1,379,0003,789
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,959,0003,641
Mortgage-backed securities$61,091,0001,119
Certificates of participation in pools of residential mortgages$33,186,0001,115
Issued or guaranteed by U.S.$33,186,0001,086
Privately issued$0261
Collaterized mortgage obligations$27,448,000603
CMOs issued by government agencies or sponsored agencies$27,448,000569
Privately issued$0475
Commercial mortgage-backed securities$457,0001,868
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$457,0001,288
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$93,488,0001,491
Total debt securities$93,488,0001,592
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 contracts$0137
2020-12-31Rank
Total securities$81,063,0001,660
U.S. Government securities$79,667,0001,034
U.S. Treasury securities$01,194
U.S. Government agency obligations$79,667,000975
Securities issued by states & political subdivisions$1,396,0003,798
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,078,0003,616
Mortgage-backed securities$58,703,0001,064
Certificates of participation in pools of residential mortgages$30,158,0001,112
Issued or guaranteed by U.S.$30,158,0001,088
Privately issued$0245
Collaterized mortgage obligations$28,062,000599
CMOs issued by government agencies or sponsored agencies$28,062,000568
Privately issued$0474
Commercial mortgage-backed securities$483,0001,821
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$483,0001,253
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$81,063,0001,553
Total debt securities$81,063,0001,644
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 contracts$0137
2020-09-30Rank
Total securities$68,611,0001,784
U.S. Government securities$67,210,0001,147
U.S. Treasury securities$01,216
U.S. Government agency obligations$67,210,0001,085
Securities issued by states & political subdivisions$1,401,0003,764
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,259,0003,619
Mortgage-backed securities$46,471,0001,217
Certificates of participation in pools of residential mortgages$32,420,0001,025
Issued or guaranteed by U.S.$32,420,000997
Privately issued$0251
Collaterized mortgage obligations$13,568,000960
CMOs issued by government agencies or sponsored agencies$13,568,000928
Privately issued$0464
Commercial mortgage-backed securities$483,0001,807
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$483,0001,228
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$68,611,0001,675
Total debt securities$68,611,0001,769
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 contracts$0131
2020-06-30Rank
Total securities$56,220,0001,994
U.S. Government securities$54,818,0001,331
U.S. Treasury securities$01,251
U.S. Government agency obligations$54,818,0001,253
Securities issued by states & political subdivisions$1,402,0003,760
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$2,388,0003,625
Mortgage-backed securities$37,145,0001,410
Certificates of participation in pools of residential mortgages$31,600,000995
Issued or guaranteed by U.S.$31,600,000969
Privately issued$0251
Collaterized mortgage obligations$5,065,0001,589
CMOs issued by government agencies or sponsored agencies$5,065,0001,547
Privately issued$0454
Commercial mortgage-backed securities$480,0001,804
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$480,0001,211
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$56,220,0001,860
Total debt securities$56,220,0001,978
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 contracts$0132
2020-03-31Rank
Total securities$52,513,0002,035
U.S. Government securities$51,124,0001,409
U.S. Treasury securities$01,297
U.S. Government agency obligations$51,124,0001,325
Securities issued by states & political subdivisions$1,389,0003,738
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$2,467,0003,619
Mortgage-backed securities$34,233,0001,465
Certificates of participation in pools of residential mortgages$33,071,000969
Issued or guaranteed by U.S.$33,071,000943
Privately issued$0267
Collaterized mortgage obligations$688,0002,472
CMOs issued by government agencies or sponsored agencies$688,0002,426
Privately issued$0460
Commercial mortgage-backed securities$474,0001,779
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$474,0001,184
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$52,513,0001,896
Total debt securities$52,513,0002,013
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 contracts$0129
2019-12-31Rank
Total securities$51,667,0002,049
U.S. Government securities$50,290,0001,449
U.S. Treasury securities$01,363
U.S. Government agency obligations$50,290,0001,371
Securities issued by states & political subdivisions$1,377,0003,743
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$2,509,0003,693
Mortgage-backed securities$32,103,0001,492
Certificates of participation in pools of residential mortgages$30,886,000984
Issued or guaranteed by U.S.$30,886,000961
Privately issued$0249
Collaterized mortgage obligations$726,0002,464
CMOs issued by government agencies or sponsored agencies$726,0002,421
Privately issued$0457
Commercial mortgage-backed securities$491,0001,742
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$491,0001,146
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$51,667,0001,909
Total debt securities$51,666,0002,029
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 contracts$0128
2019-09-30Rank
Total securities$48,997,0002,120
U.S. Government securities$46,610,0001,540
U.S. Treasury securities$01,429
U.S. Government agency obligations$46,610,0001,442
Securities issued by states & political subdivisions$2,387,0003,502
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$2,523,0003,750
Mortgage-backed securities$27,064,0001,623
Certificates of participation in pools of residential mortgages$25,784,0001,079
Issued or guaranteed by U.S.$25,784,0001,048
Privately issued$0287
Collaterized mortgage obligations$788,0002,460
CMOs issued by government agencies or sponsored agencies$788,0002,419
Privately issued$0463
Commercial mortgage-backed securities$492,0001,723
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$492,0001,113
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$48,997,0001,959
Total debt securities$48,996,0002,107
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 contracts$0127
2019-06-30Rank
Total securities$49,281,0002,154
U.S. Government securities$46,893,0001,547
U.S. Treasury securities$01,467
U.S. Government agency obligations$46,893,0001,459
Securities issued by states & political subdivisions$2,388,0003,553
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$2,538,0003,795
Mortgage-backed securities$25,626,0001,659
Certificates of participation in pools of residential mortgages$24,286,0001,111
Issued or guaranteed by U.S.$24,286,0001,099
Privately issued$0244
Collaterized mortgage obligations$849,0002,420
CMOs issued by government agencies or sponsored agencies$849,0002,376
Privately issued$0476
Commercial mortgage-backed securities$491,0001,701
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$491,0001,087
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$49,281,0001,994
Total debt securities$49,280,0002,140
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 contracts$0135
2019-03-31Rank
Total securities$52,492,0002,075
U.S. Government securities$50,119,0001,455
U.S. Treasury securities$01,516
U.S. Government agency obligations$50,119,0001,374
Securities issued by states & political subdivisions$2,373,0003,618
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$2,532,0003,847
Mortgage-backed securities$27,361,0001,582
Certificates of participation in pools of residential mortgages$25,962,0001,078
Issued or guaranteed by U.S.$25,962,0001,066
Privately issued$0248
Collaterized mortgage obligations$906,0002,404
CMOs issued by government agencies or sponsored agencies$906,0002,361
Privately issued$0499
Commercial mortgage-backed securities$493,0001,622
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$493,000998
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$52,492,0001,919
Total debt securities$52,491,0002,062
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 contracts$0138
2018-12-31Rank
Total securities$48,685,0002,240
U.S. Government securities$46,329,0001,573
U.S. Treasury securities$01,513
U.S. Government agency obligations$46,329,0001,493
Securities issued by states & political subdivisions$2,356,0003,679
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$2,537,0003,887
Mortgage-backed securities$22,155,0001,807
Certificates of participation in pools of residential mortgages$20,713,0001,271
Issued or guaranteed by U.S.$20,713,0001,260
Privately issued$0211
Collaterized mortgage obligations$945,0002,399
CMOs issued by government agencies or sponsored agencies$945,0002,351
Privately issued$0498
Commercial mortgage-backed securities$497,0001,578
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$497,000952
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$48,685,0002,056
Total debt securities$48,686,0002,223
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 contracts$0138
2018-09-30Rank
Total securities$45,431,0002,368
U.S. Government securities$42,586,0001,693
U.S. Treasury securities$01,500
U.S. Government agency obligations$42,586,0001,600
Securities issued by states & political subdivisions$2,339,0003,740
Other domestic debt securities$506,0001,657
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$506,0001,315
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$2,544,0003,933
Mortgage-backed securities$17,347,0002,055
Certificates of participation in pools of residential mortgages$15,844,0001,549
Issued or guaranteed by U.S.$15,844,0001,543
Privately issued$0145
Collaterized mortgage obligations$1,003,0002,374
CMOs issued by government agencies or sponsored agencies$1,003,0002,324
Privately issued$0515
Commercial mortgage-backed securities$500,0001,566
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$500,000946
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$45,431,0002,174
Total debt securities$45,431,0002,350
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 contracts$0141
2018-06-30Rank
Total securities$43,003,0002,497
U.S. Government securities$40,045,0001,773
U.S. Treasury securities$01,475
U.S. Government agency obligations$40,045,0001,677
Securities issued by states & political subdivisions$2,455,0003,768
Other domestic debt securities$503,0001,863
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$503,0001,332
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$2,601,0003,960
Mortgage-backed securities$12,613,0002,444
Certificates of participation in pools of residential mortgages$11,023,0001,978
Issued or guaranteed by U.S.$11,023,0001,895
Privately issued$0453
Collaterized mortgage obligations$1,087,0002,359
CMOs issued by government agencies or sponsored agencies$1,087,0002,307
Privately issued$0544
Commercial mortgage-backed securities$503,0001,532
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$503,000936
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$43,003,0002,293
Total debt securities$43,004,0002,478
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 contracts$0145
2018-03-31Rank
Total securities$42,104,0002,556
U.S. Government securities$39,134,0001,851
U.S. Treasury securities$01,426
U.S. Government agency obligations$39,134,0001,751
Securities issued by states & political subdivisions$2,472,0003,806
Other domestic debt securities$498,0001,721
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$498,0001,408
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$1,582,0004,250
Mortgage-backed securities$10,337,0002,633
Certificates of participation in pools of residential mortgages$8,676,0002,211
Issued or guaranteed by U.S.$8,676,0002,209
Privately issued$067
Collaterized mortgage obligations$1,162,0002,335
CMOs issued by government agencies or sponsored agencies$1,162,0002,277
Privately issued$0557
Commercial mortgage-backed securities$499,0001,362
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$499,000925
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$42,104,0002,357
Total debt securities$42,102,0002,539
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 contracts$0146
2017-12-31Rank
Total securities$43,214,0002,534
U.S. Government securities$39,090,0001,831
U.S. Treasury securities$01,328
U.S. Government agency obligations$39,090,0001,762
Securities issued by states & political subdivisions$3,118,0003,741
Other domestic debt securities$1,006,0001,469
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$1,006,0001,194
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$2,756,0004,037
Mortgage-backed securities$11,082,0002,597
Certificates of participation in pools of residential mortgages$9,342,0002,189
Issued or guaranteed by U.S.$9,342,0002,186
Privately issued$064
Collaterized mortgage obligations$1,243,0002,301
CMOs issued by government agencies or sponsored agencies$1,243,0002,242
Privately issued$0573
Commercial mortgage-backed securities$497,0001,364
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$497,000903
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$43,214,0002,340
Total debt securities$43,213,0002,516
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 contracts$0146
2017-09-30Rank
Total securities$46,100,0002,465
U.S. Government securities$41,929,0001,771
U.S. Treasury securities$01,313
U.S. Government agency obligations$41,929,0001,693
Securities issued by states & political subdivisions$3,155,0003,779
Other domestic debt securities$1,016,0001,482
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$1,016,0001,222
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$2,797,0004,091
Mortgage-backed securities$11,957,0002,551
Certificates of participation in pools of residential mortgages$10,110,0002,154
Issued or guaranteed by U.S.$10,110,0002,152
Privately issued$069
Collaterized mortgage obligations$1,349,0002,295
CMOs issued by government agencies or sponsored agencies$1,349,0002,235
Privately issued$0584
Commercial mortgage-backed securities$498,0001,353
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$498,000887
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$46,100,0002,263
Total debt securities$46,100,0002,445
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 contracts$0144
2017-06-30Rank
Total securities$48,013,0002,434
U.S. Government securities$42,409,0001,796
U.S. Treasury securities$01,351
U.S. Government agency obligations$42,409,0001,716
Securities issued by states & political subdivisions$3,582,0003,716
Other domestic debt securities$2,022,0001,230
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$2,022,000994
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$2,690,0004,140
Mortgage-backed securities$12,699,0002,523
Certificates of participation in pools of residential mortgages$10,749,0002,126
Issued or guaranteed by U.S.$10,749,0002,125
Privately issued$067
Collaterized mortgage obligations$1,450,0002,295
CMOs issued by government agencies or sponsored agencies$1,450,0002,229
Privately issued$0606
Commercial mortgage-backed securities$500,0001,302
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$500,000845
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$48,013,0002,227
Total debt securities$48,013,0002,413
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 contracts$0145
2017-03-31Rank
Total securities$48,149,0002,451
U.S. Government securities$42,540,0001,825
U.S. Treasury securities$01,390
U.S. Government agency obligations$42,540,0001,741
Securities issued by states & political subdivisions$3,579,0003,752
Other domestic debt securities$2,030,0001,255
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$2,030,000999
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$2,716,0004,175
Mortgage-backed securities$12,969,0002,533
Certificates of participation in pools of residential mortgages$11,409,0002,113
Issued or guaranteed by U.S.$11,409,0002,113
Privately issued$066
Collaterized mortgage obligations$1,560,0002,282
CMOs issued by government agencies or sponsored agencies$1,560,0002,216
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)$48,149,0002,233
Total debt securities$48,148,0002,431
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$49,020,0002,401
U.S. Government securities$43,427,0001,776
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,427,0001,693
Securities issued by states & political subdivisions$3,565,0003,798
Other domestic debt securities$2,028,0001,248
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$2,028,000989
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$2,755,0004,203
Mortgage-backed securities$13,871,0002,435
Certificates of participation in pools of residential mortgages$12,186,0002,042
Issued or guaranteed by U.S.$12,186,0002,041
Privately issued$071
Collaterized mortgage obligations$1,685,0002,251
CMOs issued by government agencies or sponsored agencies$1,685,0002,179
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)$49,020,0002,185
Total debt securities$49,020,0002,377
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$51,375,0002,306
U.S. Government securities$45,669,0001,699
U.S. Treasury securities$01,214
U.S. Government agency obligations$45,669,0001,623
Securities issued by states & political subdivisions$3,675,0003,780
Other domestic debt securities$2,031,0001,263
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$2,031,0001,002
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$2,836,0004,233
Mortgage-backed securities$15,173,0002,340
Certificates of participation in pools of residential mortgages$13,299,0001,972
Issued or guaranteed by U.S.$13,299,0001,972
Privately issued$067
Collaterized mortgage obligations$1,874,0002,217
CMOs issued by government agencies or sponsored agencies$1,874,0002,146
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)$51,375,0002,112
Total debt securities$51,373,0002,280
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$51,428,0002,363
U.S. Government securities$45,691,0001,743
U.S. Treasury securities$01,253
U.S. Government agency obligations$45,691,0001,656
Securities issued by states & political subdivisions$3,705,0003,806
Other domestic debt securities$2,032,0001,287
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$2,032,0001,011
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$2,878,0004,306
Mortgage-backed securities$16,379,0002,283
Certificates of participation in pools of residential mortgages$14,320,0001,912
Issued or guaranteed by U.S.$14,320,0001,908
Privately issued$071
Collaterized mortgage obligations$2,059,0002,179
CMOs issued by government agencies or sponsored agencies$2,059,0002,108
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)$51,428,0002,147
Total debt securities$51,428,0002,336
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$49,536,0002,460
U.S. Government securities$43,820,0001,849
U.S. Treasury securities$01,296
U.S. Government agency obligations$43,820,0001,772
Securities issued by states & political subdivisions$3,688,0003,812
Other domestic debt securities$2,028,0001,290
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$2,028,0001,010
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$2,542,0004,431
Mortgage-backed securities$18,020,0002,184
Certificates of participation in pools of residential mortgages$15,795,0001,804
Issued or guaranteed by U.S.$15,795,0001,803
Privately issued$066
Collaterized mortgage obligations$2,225,0002,152
CMOs issued by government agencies or sponsored agencies$2,225,0002,090
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)$49,536,0002,232
Total debt securities$49,537,0002,433
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$48,692,0002,504
U.S. Government securities$43,004,0001,897
U.S. Treasury securities$01,367
U.S. Government agency obligations$43,004,0001,807
Securities issued by states & political subdivisions$3,656,0003,860
Other domestic debt securities$2,032,0001,262
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$2,032,000992
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$2,534,0004,477
Mortgage-backed securities$18,896,0002,145
Certificates of participation in pools of residential mortgages$16,534,0001,762
Issued or guaranteed by U.S.$16,534,0001,760
Privately issued$066
Collaterized mortgage obligations$2,362,0002,136
CMOs issued by government agencies or sponsored agencies$2,362,0002,071
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)$48,692,0002,278
Total debt securities$48,692,0002,483
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$39,800,0002,876
U.S. Government securities$34,084,0002,297
U.S. Treasury securities$01,303
U.S. Government agency obligations$34,084,0002,206
Securities issued by states & political subdivisions$3,659,0003,901
Other domestic debt securities$2,057,0001,279
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$2,057,0001,000
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$2,578,0004,539
Mortgage-backed securities$18,778,0002,168
Certificates of participation in pools of residential mortgages$16,193,0001,804
Issued or guaranteed by U.S.$16,193,0001,804
Privately issued$065
Collaterized mortgage obligations$2,585,0002,091
CMOs issued by government agencies or sponsored agencies$2,585,0002,032
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)$39,800,0002,636
Total debt securities$39,801,0002,853
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$37,209,0003,051
U.S. Government securities$31,511,0002,474
U.S. Treasury securities$01,348
U.S. Government agency obligations$31,511,0002,389
Securities issued by states & political subdivisions$3,633,0003,913
Other domestic debt securities$2,065,0001,283
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$2,065,0001,005
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$2,590,0004,580
Mortgage-backed securities$18,866,0002,227
Certificates of participation in pools of residential mortgages$16,071,0001,871
Issued or guaranteed by U.S.$16,071,0001,871
Privately issued$067
Collaterized mortgage obligations$2,795,0002,107
CMOs issued by government agencies or sponsored agencies$2,795,0002,039
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)$37,209,0002,785
Total debt securities$37,210,0003,024
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$40,270,0002,936
U.S. Government securities$33,189,0002,457
U.S. Treasury securities$01,327
U.S. Government agency obligations$33,189,0002,371
Securities issued by states & political subdivisions$5,015,0003,609
Other domestic debt securities$2,066,0001,315
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$2,066,0001,013
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$2,317,0004,716
Mortgage-backed securities$20,084,0002,193
Certificates of participation in pools of residential mortgages$17,084,0001,819
Issued or guaranteed by U.S.$17,084,0001,819
Privately issued$070
Collaterized mortgage obligations$3,000,0002,094
CMOs issued by government agencies or sponsored agencies$3,000,0002,025
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)$40,270,0002,687
Total debt securities$40,271,0002,911
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$40,592,0002,960
U.S. Government securities$33,529,0002,458
U.S. Treasury securities$01,361
U.S. Government agency obligations$33,529,0002,378
Securities issued by states & political subdivisions$4,998,0003,659
Other domestic debt securities$2,065,0001,325
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$2,065,0001,022
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$1,881,0004,908
Mortgage-backed securities$21,156,0002,173
Certificates of participation in pools of residential mortgages$17,963,0001,802
Issued or guaranteed by U.S.$17,963,0001,800
Privately issued$075
Collaterized mortgage obligations$3,193,0002,100
CMOs issued by government agencies or sponsored agencies$3,193,0002,032
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)$40,592,0002,704
Total debt securities$40,592,0002,940
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$41,466,0002,984
U.S. Government securities$34,390,0002,469
U.S. Treasury securities$01,381
U.S. Government agency obligations$34,390,0002,388
Securities issued by states & political subdivisions$5,003,0003,692
Other domestic debt securities$2,073,0001,366
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$2,073,0001,040
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$1,902,0004,958
Mortgage-backed securities$22,143,0002,172
Certificates of participation in pools of residential mortgages$18,751,0001,809
Issued or guaranteed by U.S.$18,751,0001,807
Privately issued$073
Collaterized mortgage obligations$3,392,0002,111
CMOs issued by government agencies or sponsored agencies$3,392,0002,030
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)$41,466,0002,717
Total debt securities$41,467,0002,964
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$40,372,0003,095
U.S. Government securities$32,805,0002,593
U.S. Treasury securities$01,342
U.S. Government agency obligations$32,805,0002,511
Securities issued by states & political subdivisions$5,486,0003,635
Other domestic debt securities$2,081,0001,400
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$2,081,0001,074
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$1,927,0004,999
Mortgage-backed securities$23,390,0002,129
Certificates of participation in pools of residential mortgages$19,767,0001,792
Issued or guaranteed by U.S.$19,767,0001,790
Privately issued$075
Collaterized mortgage obligations$3,623,0002,093
CMOs issued by government agencies or sponsored agencies$3,623,0002,015
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)$40,372,0002,809
Total debt securities$40,372,0003,072
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$39,653,0003,157
U.S. Government securities$32,204,0002,637
U.S. Treasury securities$01,198
U.S. Government agency obligations$32,204,0002,560
Securities issued by states & political subdivisions$5,376,0003,686
Other domestic debt securities$2,073,0001,436
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$2,073,0001,102
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$1,938,0005,042
Mortgage-backed securities$23,141,0002,146
Certificates of participation in pools of residential mortgages$19,306,0001,805
Issued or guaranteed by U.S.$19,306,0001,804
Privately issued$076
Collaterized mortgage obligations$3,835,0002,051
CMOs issued by government agencies or sponsored agencies$3,835,0001,975
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)$39,653,0002,870
Total debt securities$39,652,0003,125
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$40,577,0003,098
U.S. Government securities$33,297,0002,576
U.S. Treasury securities$01,131
U.S. Government agency obligations$33,297,0002,506
Securities issued by states & political subdivisions$5,207,0003,733
Other domestic debt securities$2,073,0001,476
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$2,073,0001,127
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$1,885,0005,095
Mortgage-backed securities$23,881,0002,125
Certificates of participation in pools of residential mortgages$19,931,0001,764
Issued or guaranteed by U.S.$19,931,0001,763
Privately issued$081
Collaterized mortgage obligations$3,950,0002,031
CMOs issued by government agencies or sponsored agencies$3,950,0001,952
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)$40,577,0002,820
Total debt securities$40,577,0003,064
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$42,307,0003,029
U.S. Government securities$34,980,0002,490
U.S. Treasury securities$01,131
U.S. Government agency obligations$34,980,0002,421
Securities issued by states & political subdivisions$5,257,0003,730
Other domestic debt securities$2,070,0001,524
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$2,070,0001,168
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$1,934,0005,120
Mortgage-backed securities$27,499,0001,967
Certificates of participation in pools of residential mortgages$22,872,0001,617
Issued or guaranteed by U.S.$22,872,0001,614
Privately issued$080
Collaterized mortgage obligations$4,627,0001,944
CMOs issued by government agencies or sponsored agencies$4,627,0001,860
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)$42,307,0002,768
Total debt securities$42,309,0002,999
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$42,429,0002,998
U.S. Government securities$35,063,0002,483
U.S. Treasury securities$01,152
U.S. Government agency obligations$35,063,0002,416
Securities issued by states & political subdivisions$5,798,0003,631
Other domestic debt securities$1,568,0001,729
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$1,568,0001,322
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$2,484,0004,968
Mortgage-backed securities$27,295,0001,969
Certificates of participation in pools of residential mortgages$22,358,0001,649
Issued or guaranteed by U.S.$22,358,0001,647
Privately issued$083
Collaterized mortgage obligations$4,937,0001,928
CMOs issued by government agencies or sponsored agencies$4,937,0001,839
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)$42,429,0002,759
Total debt securities$42,426,0002,967
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$41,184,0003,083
U.S. Government securities$34,146,0002,566
U.S. Treasury securities$01,161
U.S. Government agency obligations$34,146,0002,508
Securities issued by states & political subdivisions$4,861,0003,797
Other domestic debt securities$2,177,0001,532
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$2,177,0001,143
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$2,598,0004,984
Mortgage-backed securities$28,603,0001,960
Certificates of participation in pools of residential mortgages$20,891,0001,768
Issued or guaranteed by U.S.$20,891,0001,767
Privately issued$083
Collaterized mortgage obligations$7,712,0001,644
CMOs issued by government agencies or sponsored agencies$7,712,0001,550
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)$41,184,0002,848
Total debt securities$41,184,0003,047
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$37,126,0003,246
U.S. Government securities$30,394,0002,708
U.S. Treasury securities$01,135
U.S. Government agency obligations$30,394,0002,642
Securities issued by states & political subdivisions$4,549,0003,866
Other domestic debt securities$2,183,0001,509
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$2,183,0001,115
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$2,662,0004,973
Mortgage-backed securities$26,503,0002,037
Certificates of participation in pools of residential mortgages$19,566,0001,796
Issued or guaranteed by U.S.$19,566,0001,794
Privately issued$085
Collaterized mortgage obligations$6,937,0001,768
CMOs issued by government agencies or sponsored agencies$6,937,0001,672
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)$37,126,0002,999
Total debt securities$37,127,0003,211
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$32,927,0003,536
U.S. Government securities$26,705,0003,002
U.S. Treasury securities$01,086
U.S. Government agency obligations$26,705,0002,948
Securities issued by states & political subdivisions$4,052,0003,967
Other domestic debt securities$2,170,0001,561
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$2,170,0001,156
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$2,718,0005,012
Mortgage-backed securities$24,470,0002,240
Certificates of participation in pools of residential mortgages$15,997,0002,155
Issued or guaranteed by U.S.$15,997,0002,154
Privately issued$088
Collaterized mortgage obligations$8,473,0001,701
CMOs issued by government agencies or sponsored agencies$8,473,0001,605
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)$32,927,0003,270
Total debt securities$32,927,0003,507
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$30,078,0003,705
U.S. Government securities$24,937,0003,198
U.S. Treasury securities$01,068
U.S. Government agency obligations$24,937,0003,134
Securities issued by states & political subdivisions$4,034,0003,929
Other domestic debt securities$1,107,0001,957
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$1,107,0001,463
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$2,752,0005,032
Mortgage-backed securities$24,937,0002,243
Certificates of participation in pools of residential mortgages$14,992,0002,291
Issued or guaranteed by U.S.$14,992,0002,290
Privately issued$094
Collaterized mortgage obligations$9,945,0001,604
CMOs issued by government agencies or sponsored agencies$9,945,0001,507
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)$30,078,0003,442
Total debt securities$30,078,0003,680
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$31,786,0003,628
U.S. Government securities$24,480,0003,290
U.S. Treasury securities$01,157
U.S. Government agency obligations$24,480,0003,218
Securities issued by states & political subdivisions$4,692,0003,703
Other domestic debt securities$2,614,0001,426
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$2,614,0001,042
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$06,234
Mortgage-backed securities$24,480,0002,277
Certificates of participation in pools of residential mortgages$12,727,0002,513
Issued or guaranteed by U.S.$12,727,0002,507
Privately issued$094
Collaterized mortgage obligations$11,753,0001,507
CMOs issued by government agencies or sponsored agencies$11,753,0001,397
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)$31,786,0003,359
Total debt securities$31,785,0003,603
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$25,720,0004,028
U.S. Government securities$5,377,0005,785
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,377,0005,674
Securities issued by states & political subdivisions$4,580,0003,692
Other domestic debt securities$15,763,000563
Privately issued residential mortgage-backed securities$13,081,000263
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,682,000965
Foreign debt securitiesNANA
Equity securities$01,386
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$18,208,0002,614
Certificates of participation in pools of residential mortgages$5,127,0003,572
Issued or guaranteed by U.S.$5,127,0003,569
Privately issued$0121
Collaterized mortgage obligations$13,081,0001,393
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$13,081,000253
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$37,0002,777
Available-for-sale securities (fair market value)$25,683,0003,694
Total debt securities$25,720,0004,000
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contractsNANA
2011-09-30Rank
Total securities$24,539,0004,061
U.S. Government securities$3,599,0006,190
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,599,0006,076
Securities issued by states & political subdivisions$5,391,0003,437
Other domestic debt securities$15,549,000553
Privately issued residential mortgage-backed securities$12,978,000281
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,571,000964
Foreign debt securitiesNANA
Equity securities$01,426
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$16,327,0002,710
Certificates of participation in pools of residential mortgages$3,349,0003,981
Issued or guaranteed by U.S.$3,349,0003,967
Privately issued$0132
Collaterized mortgage obligations$12,978,0001,396
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$12,978,000269
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,494,000589
Available-for-sale securities (fair market value)$45,0006,763
Total debt securities$24,539,0004,024
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2011-06-30Rank
Total securities$20,920,0004,472
U.S. Government securities$3,589,0006,316
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,589,0006,199
Securities issued by states & political subdivisions$5,405,0003,394
Other domestic debt securities$11,926,000627
Privately issued residential mortgage-backed securities$8,314,000371
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,612,000748
Foreign debt securitiesNANA
Equity securities$01,444
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,653,0003,102
Certificates of participation in pools of residential mortgages$3,339,0003,948
Issued or guaranteed by U.S.$3,339,0003,935
Privately issued$0125
Collaterized mortgage obligations$8,314,0001,705
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$8,314,000355
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,912,000658
Available-for-sale securities (fair market value)$8,0006,864
Total debt securities$20,920,0004,441
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contractsNANA
2011-03-31Rank
Total securities$13,054,0005,370
U.S. Government securities$3,589,0006,342
U.S. Treasury securitiesNANA
U.S. Government agency obligations$3,589,0006,223
Securities issued by states & political subdivisions$5,908,0003,236
Other domestic debt securities$3,557,0001,228
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,557,000762
Foreign debt securitiesNANA
Equity securities$01,470
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,339,0004,455
Certificates of participation in pools of residential mortgages$3,339,0003,880
Issued or guaranteed by U.S.$3,339,0003,869
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,0002,919
Available-for-sale securities (fair market value)$13,030,0004,938
Total debt securities$13,054,0005,337
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
2010-12-31Rank
Total securities$13,485,0005,234
U.S. Government securities$4,030,0006,147
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,030,0006,018
Securities issued by states & political subdivisions$5,913,0003,208
Other domestic debt securities$3,542,0001,314
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,542,000762
Foreign debt securitiesNANA
Equity securities$01,492
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$3,780,0004,294
Certificates of participation in pools of residential mortgages$3,780,0003,665
Issued or guaranteed by U.S.$3,780,0003,654
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,871,0001,929
Available-for-sale securities (fair market value)$11,614,0005,039
Total debt securities$13,485,0005,197
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contractsNANA
2010-09-30Rank
Total securities$14,128,0005,089
U.S. Government securities$4,914,0005,931
U.S. Treasury securitiesNANA
U.S. Government agency obligations$4,914,0005,804
Securities issued by states & political subdivisions$4,392,0003,523
Other domestic debt securities$4,822,0001,164
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,822,000623
Foreign debt securitiesNANA
Equity securities$01,538
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$4,664,0004,096
Certificates of participation in pools of residential mortgages$4,664,0003,418
Issued or guaranteed by U.S.$4,664,0003,412
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$250,0002,675
Available-for-sale securities (fair market value)$13,878,0004,681
Total debt securities$14,128,0005,053
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contractsNANA
2010-06-30Rank
Total securities$13,602,0005,168
U.S. Government securities$5,551,0005,892
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,551,0005,782
Securities issued by states & political subdivisions$3,384,0003,755
Other domestic debt securities$4,667,0001,188
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,667,000598
Foreign debt securitiesNANA
Equity securities$01,578
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,301,0003,953
Certificates of participation in pools of residential mortgages$5,301,0003,285
Issued or guaranteed by U.S.$5,301,0003,278
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$250,0002,746
Available-for-sale securities (fair market value)$13,352,0004,773
Total debt securities$13,602,0005,133
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contractsNANA
2010-03-31Rank
Total securities$15,116,0005,014
U.S. Government securities$7,143,0005,590
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,143,0005,481
Securities issued by states & political subdivisions$3,384,0003,747
Other domestic debt securities$4,589,0001,237
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,589,000627
Foreign debt securitiesNANA
Equity securities$01,606
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,143,0003,654
Certificates of participation in pools of residential mortgages$7,143,0002,974
Issued or guaranteed by U.S.$7,143,0002,966
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$15,116,0004,581
Total debt securities$15,116,0004,978
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-12-31Rank
Total securities$25,188,0003,868
U.S. Government securities$14,434,0004,202
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,434,0004,123
Securities issued by states & political subdivisions$3,385,0003,767
Other domestic debt securities$7,369,0001,011
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,369,000456
Foreign debt securitiesNANA
Equity securities$01,667
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$14,434,0002,778
Certificates of participation in pools of residential mortgages$14,434,0002,120
Issued or guaranteed by U.S.$14,434,0002,113
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$25,188,0003,504
Total debt securities$25,188,0003,835
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contractsNANA
2009-09-30Rank
Total securities$26,705,0003,762
U.S. Government securities$15,854,0004,011
U.S. Treasury securitiesNANA
U.S. Government agency obligations$15,854,0003,934
Securities issued by states & political subdivisions$3,386,0003,782
Other domestic debt securities$7,465,0001,066
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,465,000475
Foreign debt securitiesNANA
Equity securities$01,720
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$15,854,0002,669
Certificates of participation in pools of residential mortgages$15,854,0002,049
Issued or guaranteed by U.S.$15,854,0002,039
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$26,705,0003,397
Total debt securities$26,705,0003,726
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contractsNANA
2009-06-30Rank
Total securities$24,796,0003,892
U.S. Government securities$13,949,0004,293
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,949,0004,196
Securities issued by states & political subdivisions$3,386,0003,742
Other domestic debt securities$7,461,0001,076
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,461,000493
Foreign debt securitiesNANA
Equity securities$01,777
Assets held in trading accounts for TFR Reporters$027
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$13,949,0002,874
Certificates of participation in pools of residential mortgages$13,949,0002,249
Issued or guaranteed by U.S.$13,949,0002,241
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 securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$24,796,0003,497
Total debt securities$24,796,0003,855
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contractsNANA
2009-03-31Rank
Total securities$21,498,0004,265
U.S. Government securities$12,602,0004,598
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,602,0004,516
Securities issued by states & political subdivisions$3,387,0003,664
Other domestic debt securities$5,509,0001,179
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,509,000610
Foreign debt securitiesNANA
Equity securities$01,804
Assets held in trading accounts for TFR Reporters$026
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,602,0003,077
Certificates of participation in pools of residential mortgages$12,602,0002,429
Issued or guaranteed by U.S.$12,602,0002,417
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)$21,498,0003,830
Total debt securities$21,498,0004,231
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contractsNANA
2008-12-31Rank
Total securities$21,685,0004,248
U.S. Government securities$12,857,0004,601
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,857,0004,517
Securities issued by states & political subdivisions$3,388,0003,612
Other domestic debt securities$5,440,0001,162
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,440,000607
Foreign debt securitiesNANA
Equity securities$01,803
Assets held in trading accounts for TFR Reporters$032
General valuation allowances for securities for TFR Reporters$02
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,857,0002,999
Certificates of participation in pools of residential mortgages$12,857,0002,379
Issued or guaranteed by U.S.$12,857,0002,366
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)$21,685,0003,792
Total debt securities$21,685,0004,208
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contractsNANA
2008-09-30Rank
Total securities$20,458,0004,342
U.S. Government securities$12,170,0004,688
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,170,0004,600
Securities issued by states & political subdivisions$3,388,0003,591
Other domestic debt securities$4,900,0001,199
Privately issued residential mortgage-backed securities$487,0001,303
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,413,000685
Foreign debt securitiesNANA
Equity securities$01,898
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$12,657,0002,913
Certificates of participation in pools of residential mortgages$12,657,0002,316
Issued or guaranteed by U.S.$12,170,0002,350
Privately issued$487,000133
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)$20,458,0003,867
Total debt securities$20,458,0004,306
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-06-30Rank
Total securities$20,912,0004,319
U.S. Government securities$10,852,0004,963
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,852,0004,884
Securities issued by states & political subdivisions$3,389,0003,619
Other domestic debt securities$6,671,0001,074
Privately issued residential mortgage-backed securities$957,0001,144
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,714,000647
Foreign debt securitiesNANA
Equity securities$01,972
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,809,0002,992
Certificates of participation in pools of residential mortgages$11,809,0002,395
Issued or guaranteed by U.S.$10,852,0002,522
Privately issued$957,000122
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)$20,912,0003,863
Total debt securities$20,912,0004,274
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contractsNANA
2008-03-31Rank
Total securities$20,415,0004,379
U.S. Government securities$10,270,0005,076
U.S. Treasury securitiesNANA
U.S. Government agency obligations$10,270,0004,978
Securities issued by states & political subdivisions$3,390,0003,632
Other domestic debt securities$6,755,0001,046
Privately issued residential mortgage-backed securities$998,0001,104
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,757,000640
Foreign debt securitiesNANA
Equity securities$01,949
Assets held in trading accounts for TFR Reporters$033
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$11,268,0003,010
Certificates of participation in pools of residential mortgages$11,268,0002,382
Issued or guaranteed by U.S.$10,270,0002,503
Privately issued$998,000123
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)$20,415,0003,922
Total debt securities$20,415,0004,320
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2007-12-31Rank
Total securities$18,638,0004,637
U.S. Government securities$12,821,0004,722
U.S. Treasury securitiesNANA
U.S. Government agency obligations$12,821,0004,622
Securities issued by states & political subdivisions$2,450,0004,047
Other domestic debt securities$3,367,0001,331
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,367,000834
Foreign debt securitiesNANA
Equity securities$01,903
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,821,0003,251
Certificates of participation in pools of residential mortgages$7,821,0002,615
Issued or guaranteed by U.S.$7,821,0002,600
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)$18,638,0004,110
Total debt securities$18,638,0004,585
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2007-09-30Rank
Total securities$18,951,0004,621
U.S. Government securities$13,264,0004,719
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,264,0004,619
Securities issued by states & political subdivisions$2,450,0004,041
Other domestic debt securities$3,237,0001,314
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,237,000829
Foreign debt securitiesNANA
Equity securities$01,839
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,264,0003,014
Certificates of participation in pools of residential mortgages$8,264,0002,378
Issued or guaranteed by U.S.$8,264,0002,365
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)$18,951,0004,084
Total debt securities$18,951,0004,569
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2007-06-30Rank
Total securities$19,026,0004,607
U.S. Government securities$13,527,0004,679
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,527,0004,568
Securities issued by states & political subdivisions$2,451,0004,040
Other domestic debt securities$3,048,0001,274
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,048,000801
Foreign debt securitiesNANA
Equity securities$01,877
Assets held in trading accounts for TFR Reporters$023
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,527,0002,907
Certificates of participation in pools of residential mortgages$8,527,0002,281
Issued or guaranteed by U.S.$8,527,0002,267
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)$19,026,0004,057
Total debt securities$19,026,0004,563
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2007-03-31Rank
Total securities$19,877,0004,516
U.S. Government securities$13,946,0004,614
U.S. Treasury securitiesNANA
U.S. Government agency obligations$13,946,0004,491
Securities issued by states & political subdivisions$2,451,0004,052
Other domestic debt securities$3,480,0001,217
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,480,000767
Foreign debt securitiesNANA
Equity securities$01,899
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$8,946,0002,815
Certificates of participation in pools of residential mortgages$8,946,0002,219
Issued or guaranteed by U.S.$8,946,0002,209
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)$19,877,0003,970
Total debt securities$19,877,0004,473
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contractsNANA
2006-12-31Rank
Total securities$20,629,0004,448
U.S. Government securities$14,719,0004,530
U.S. Treasury securitiesNANA
U.S. Government agency obligations$14,719,0004,410
Securities issued by states & political subdivisions$2,452,0004,067
Other domestic debt securities$3,458,0001,218
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,458,000789
Foreign debt securitiesNANA
Equity securities$01,944
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$9,719,0002,685
Certificates of participation in pools of residential mortgages$9,719,0002,112
Issued or guaranteed by U.S.$9,719,0002,102
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)$20,629,0003,900
Total debt securities$20,629,0004,398
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-09-30Rank
Total securities$22,244,0004,279
U.S. Government securities$16,399,0004,310
U.S. Treasury securitiesNANA
U.S. Government agency obligations$16,399,0004,185
Securities issued by states & political subdivisions$2,452,0004,053
Other domestic debt securities$3,393,0001,223
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,393,000804
Foreign debt securitiesNANA
Equity securities$01,983
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$10,401,0002,590
Certificates of participation in pools of residential mortgages$10,401,0002,055
Issued or guaranteed by U.S.$10,401,0002,042
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)$22,244,0003,735
Total debt securities$22,244,0004,229
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2006-06-30Rank
Total securities$7,742,0006,722
U.S. Government securities$321,0008,310
U.S. Treasury securitiesNANA
U.S. Government agency obligations$321,0008,198
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$7,421,000835
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,421,000519
Foreign debt securitiesNANA
Equity securities$02,017
Assets held in trading accounts for TFR Reporters$019
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$321,0005,912
Certificates of participation in pools of residential mortgages$321,0005,541
Issued or guaranteed by U.S.$321,0005,516
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)$7,742,0006,015
Total debt securities$7,742,0006,666
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2006-03-31Rank
Total securities$1,797,0008,189
U.S. Government securities$297,0008,362
U.S. Treasury securitiesNANA
U.S. Government agency obligations$297,0008,252
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$1,500,0001,769
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,281
Foreign debt securitiesNANA
Equity securities$02,050
Assets held in trading accounts for TFR Reporters$015
General valuation allowances for securities for TFR Reporters$05
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$297,0005,992
Certificates of participation in pools of residential mortgages$297,0005,614
Issued or guaranteed by U.S.$297,0005,590
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)$1,797,0007,414
Total debt securities$1,797,0008,147
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2005-12-31Rank
Total securities$1,805,0008,240
U.S. Government securities$305,0008,404
U.S. Treasury securitiesNANA
U.S. Government agency obligations$305,0008,292
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$1,500,0001,824
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,352
Foreign debt securitiesNANA
Equity securities$02,073
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$305,0006,048
Certificates of participation in pools of residential mortgages$305,0005,645
Issued or guaranteed by U.S.$305,0005,618
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)$1,805,0007,460
Total debt securities$1,805,0008,191
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contractsNANA
2005-09-30Rank
Total securities$1,901,0008,246
U.S. Government securities$401,0008,414
U.S. Treasury securitiesNANA
U.S. Government agency obligations$401,0008,309
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$1,500,0001,860
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,409
Foreign debt securitiesNANA
Equity securities$02,096
Assets held in trading accounts for TFR Reporters$016
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$401,0005,966
Certificates of participation in pools of residential mortgages$401,0005,541
Issued or guaranteed by U.S.$401,0005,521
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)$1,901,0007,466
Total debt securities$1,901,0008,194
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-06-30Rank
Total securities$1,912,0008,279
U.S. Government securities$412,0008,437
U.S. Treasury securitiesNANA
U.S. Government agency obligations$412,0008,325
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$1,500,0001,907
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,482
Foreign debt securitiesNANA
Equity securities$02,107
Assets held in trading accounts for TFR Reporters$017
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$412,0006,019
Certificates of participation in pools of residential mortgages$412,0005,590
Issued or guaranteed by U.S.$412,0005,564
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)$1,912,0007,501
Total debt securities$1,912,0008,231
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2005-03-31Rank
Total securities$1,938,0008,336
U.S. Government securities$438,0008,507
U.S. Treasury securitiesNANA
U.S. Government agency obligations$438,0008,393
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$1,500,0001,951
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,562
Foreign debt securitiesNANA
Equity securities$02,164
Assets held in trading accounts for TFR Reporters$018
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$438,0006,058
Certificates of participation in pools of residential mortgages$438,0005,629
Issued or guaranteed by U.S.$438,0005,610
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)$1,938,0007,571
Total debt securities$1,938,0008,284
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2004-12-31Rank
Total securities$1,913,0008,382
U.S. Government securities$413,0008,532
U.S. Treasury securitiesNANA
U.S. Government agency obligations$413,0008,425
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$1,500,0002,016
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,637
Foreign debt securitiesNANA
Equity securities$02,194
Assets held in trading accounts for TFR Reporters$020
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$413,0006,136
Certificates of participation in pools of residential mortgages$413,0005,705
Issued or guaranteed by U.S.$413,0005,687
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)$1,913,0007,599
Total debt securities$1,913,0008,328
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
2004-09-30Rank
Total securities$1,975,0008,413
U.S. Government securities$475,0008,567
U.S. Treasury securitiesNANA
U.S. Government agency obligations$475,0008,460
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$1,500,0002,031
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,682
Foreign debt securitiesNANA
Equity securities$02,231
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$04
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$475,0006,121
Certificates of participation in pools of residential mortgages$475,0005,656
Issued or guaranteed by U.S.$475,0005,640
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)$1,975,0007,619
Total debt securities$1,975,0008,359
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contractsNANA
2004-06-30Rank
Total securities$1,991,0008,484
U.S. Government securities$491,0008,632
U.S. Treasury securitiesNANA
U.S. Government agency obligations$491,0008,518
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$1,500,0002,123
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,775
Foreign debt securitiesNANA
Equity securities$02,274
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$491,0006,165
Certificates of participation in pools of residential mortgages$491,0005,703
Issued or guaranteed by U.S.$491,0005,689
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)$1,991,0007,687
Total debt securities$1,991,0008,432
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
2004-03-31Rank
Total securities$2,117,0008,447
U.S. Government securities$617,0008,590
U.S. Treasury securitiesNANA
U.S. Government agency obligations$617,0008,473
Securities issued by states & political subdivisions$06,636
Other domestic debt securities$1,500,0002,209
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,861
Foreign debt securitiesNANA
Equity securities$02,298
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$03
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$617,0006,078
Certificates of participation in pools of residential mortgages$617,0005,593
Issued or guaranteed by U.S.$617,0005,575
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)$57,0004,418
Available-for-sale securities (fair market value)$2,060,0007,665
Total debt securities$2,117,0008,384
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contractsNANA
2003-12-31Rank
Total securities$2,154,0008,504
U.S. Government securities$654,0008,654
U.S. Treasury securitiesNANA
U.S. Government agency obligations$654,0008,529
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$1,500,0002,249
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0001,966
Foreign debt securitiesNANA
Equity securities$02,350
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$654,0006,057
Certificates of participation in pools of residential mortgages$654,0005,589
Issued or guaranteed by U.S.$654,0005,570
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issuedNANA
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)$2,154,0007,689
Total debt securities$2,154,0008,438
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2003-09-30Rank
Total securities$2,560,0008,418
U.S. Government securities$1,060,0008,541
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,060,0008,391
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$1,500,0002,366
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0002,078
Foreign debt securitiesNANA
Equity securities$02,398
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$012
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,060,0005,746
Certificates of participation in pools of residential mortgages$1,060,0005,239
Issued or guaranteed by U.S.$1,060,0005,216
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,0004,680
Available-for-sale securities (fair market value)$2,556,0007,582
Total debt securities$2,560,0008,339
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contractsNANA
2003-06-30Rank
Total securities$2,661,0008,410
U.S. Government securities$1,161,0008,506
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,161,0008,358
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$1,500,0002,430
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,500,0002,131
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$014
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,161,0005,805
Certificates of participation in pools of residential mortgages$1,161,0005,206
Issued or guaranteed by U.S.$1,161,0005,186
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issuedNANA
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)$2,661,0007,570
Total debt securities$2,661,0008,333
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2003-03-31Rank
Total securities$1,159,0008,826
U.S. Government securities$1,159,0008,573
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,159,0008,412
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securitiesNANA
Equity securities$02,418
Assets held in trading accounts for TFR Reporters$024
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$1,159,0005,829
Certificates of participation in pools of residential mortgages$1,159,0005,227
Issued or guaranteed by U.S.$1,159,0005,205
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issuedNANA
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)$1,159,0008,021
Total debt securities$1,159,0008,754
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contractsNANA
2002-12-31Rank
Total securities$1,987,0008,690
U.S. Government securities$1,987,0008,352
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,987,0008,170
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securitiesNANA
Equity securities$02,426
Assets held in trading accounts for TFR Reporters$021
General valuation allowances for securities for TFR Reporters$013
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$872,0006,029
Certificates of participation in pools of residential mortgages$872,0005,471
Issued or guaranteed by U.S.$872,0005,453
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issuedNANA
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)$1,987,0007,826
Total debt securities$1,987,0008,609
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
2001-12-31Rank
Total securities$5,199,0007,873
U.S. Government securities$5,199,0007,151
U.S. Treasury securitiesNANA
U.S. Government agency obligations$5,199,0006,908
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 securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securitiesNANA
Equity securities$02,400
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$015
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$5,199,0003,918
Certificates of participation in pools of residential mortgages$5,199,0003,078
Issued or guaranteed by U.S.$5,199,0003,063
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issuedNANA
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)$5,199,0006,921
Total debt securities$5,199,0007,766
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
2000-12-31Rank
Total securities$7,377,0007,555
U.S. Government securities$7,377,0006,764
U.S. Treasury securitiesNANA
U.S. Government agency obligations$7,377,0006,393
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$08,187
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$019
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$7,377,0002,783
Certificates of participation in pools of residential mortgages$7,377,0002,116
Issued or guaranteed by U.S.$7,377,0002,100
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issuedNANA
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)$7,377,0006,458
Total debt securities$7,377,0007,435
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$553,0009,962
U.S. Government securities$553,0009,807
U.S. Treasury securitiesNANA
U.S. Government agency obligations$553,0009,540
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$08,272
Assets held in trading accounts for TFR Reporters$029
General valuation allowances for securities for TFR Reporters$018
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$553,0006,379
Certificates of participation in pools of residential mortgages$553,0005,654
Issued or guaranteed by U.S.$553,0005,641
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issuedNANA
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)$553,0008,968
Total debt securities$553,0009,872
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$97,00010,325
U.S. Government securities$97,00010,144
U.S. Treasury securitiesNANA
U.S. Government agency obligations$97,0009,834
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$08,258
Assets held in trading accounts for TFR Reporters$028
General valuation allowances for securities for TFR Reporters$031
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$97,0007,524
Certificates of participation in pools of residential mortgages$97,0006,998
Issued or guaranteed by U.S.$97,0006,980
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issuedNANA
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)$97,0009,515
Total debt securities$97,00010,199
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$1,503,00010,449
U.S. Government securities$1,503,00010,223
U.S. Treasury securitiesNANA
U.S. Government agency obligations$1,503,0009,374
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$08,416
Assets held in trading accounts for TFR Reporters$025
General valuation allowances for securities for TFR Reporters$043
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$269,0007,430
Certificates of participation in pools of residential mortgages$269,0006,719
Issued or guaranteed by U.S.$269,0006,698
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,234,0006,126
Available-for-sale securities (fair market value)$269,0009,656
Total debt securities$1,503,00010,358
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$2,254,00010,790
U.S. Government securities$2,254,00010,482
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,254,0009,300
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$08,592
Assets held in trading accounts for TFR Reporters$034
General valuation allowances for securities for TFR Reporters$0312
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$319,0007,877
Certificates of participation in pools of residential mortgages$319,0007,107
Issued or guaranteed by U.S.$319,0007,086
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,935,0006,353
Available-for-sale securities (fair market value)$319,0009,950
Total debt securities$2,254,00010,691
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$2,554,00011,191
U.S. Government securities$2,534,00010,842
U.S. Treasury securities$010,180
U.S. Government agency obligations$2,534,0009,337
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$20,0007,812
Assets held in trading accounts for TFR Reporters$022
General valuation allowances for securities for TFR Reporters$0335
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$393,0008,213
Certificates of participation in pools of residential mortgages$393,0007,283
Issued or guaranteed by U.S.$393,0007,248
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,0008,402
Available-for-sale securities (fair market value)$2,534,0009,155
Total debt securities$2,534,00011,095
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$2,575,00011,846
U.S. Government securities$2,453,00011,542
U.S. Treasury securities$011,131
U.S. Government agency obligations$2,453,0009,546
Securities issued by states & political subdivisions$09,545
Other domestic debt securities$102,0005,007
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$102,0003,951
Foreign debt securitiesNANA
Equity securities$20,0007,885
Assets held in trading accounts for TFR Reporters$036
General valuation allowances for securities for TFR Reporters$0406
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$404,0008,723
Certificates of participation in pools of residential mortgages$404,0007,656
Issued or guaranteed by U.S.$404,0007,626
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,00011,493
Available-for-sale securities (fair market value)$2,555,0008,427
Total debt securities$2,555,00011,759
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$1,604,00012,710
U.S. Government securities$1,499,00012,483
U.S. Treasury securities$011,566
U.S. Government agency obligations$1,499,00010,713
Securities issued by states & political subdivisions$09,845
Other domestic debt securities$105,0005,725
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$105,0004,464
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR Reporters$057
General valuation allowances for securities for TFR Reporters$0401
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$503,0009,231
Certificates of participation in pools of residential mortgages$503,0008,065
Issued or guaranteed by U.S.$503,0008,012
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issuedNANA
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,604,00012,600
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$013,824
U.S. Government securities$013,618
U.S. Treasury securities$012,156
U.S. Government agency obligations$012,681
Securities issued by states & political subdivisions$09,981
Other domestic debt securities$07,520
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR Reporters$043
General valuation allowances for securities for TFR Reporters$0574
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issuedNANA
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$013,675
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