The Bank of Versailles, Securities

2025-03-31Rank
Total securities$04,338
U.S. Government securities$04,286
U.S. Treasury securities$02,481
U.S. Government agency obligations$04,081
Securities issued by states & political subdivisions$03,672
Other domestic debt securities$02,309
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
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$03,819
Mortgage-backed securities$03,801
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,616
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$04,103
Total debt securities$04,312
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$04,363
U.S. Government securities$04,314
U.S. Treasury securities$02,543
U.S. Government agency obligations$04,110
Securities issued by states & political subdivisions$03,707
Other domestic debt securities$02,330
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,866
Mortgage-backed securities$03,818
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,640
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$04,128
Total debt securities$04,341
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$04,394
U.S. Government securities$04,341
U.S. Treasury securities$02,583
U.S. Government agency obligations$04,149
Securities issued by states & political subdivisions$03,746
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,898
Mortgage-backed securities$03,847
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$04,160
Total debt securities$04,376
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$04,415
U.S. Government securities$04,365
U.S. Treasury securities$02,648
U.S. Government agency obligations$04,169
Securities issued by states & political subdivisions$03,770
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,917
Mortgage-backed securities$03,857
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$04,178
Total debt securities$04,396
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$04,442
U.S. Government securities$04,362
U.S. Treasury securities$02,737
U.S. Government agency obligations$04,237
Securities issued by states & political subdivisions$03,753
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,935
Mortgage-backed securities$03,876
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$04,207
Total debt securities$04,413
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$04,456
U.S. Government securities$04,378
U.S. Treasury securities$02,754
U.S. Government agency obligations$04,259
Securities issued by states & political subdivisions$03,779
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$03,946
Mortgage-backed securities$03,879
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$04,214
Total debt securities$04,429
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$04,483
U.S. Government securities$04,403
U.S. Treasury securities$02,809
U.S. Government agency obligations$04,280
Securities issued by states & political subdivisions$03,823
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$03,957
Mortgage-backed securities$03,892
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$04,231
Total debt securities$04,456
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$04,512
U.S. Government securities$04,431
U.S. Treasury securities$02,832
U.S. Government agency obligations$04,313
Securities issued by states & political subdivisions$03,857
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$03,969
Mortgage-backed securities$03,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$04,256
Total debt securities$04,486
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$04,584
U.S. Government securities$04,495
U.S. Treasury securities$02,901
U.S. Government agency obligations$04,337
Securities issued by states & political subdivisions$03,912
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$03,989
Mortgage-backed securities$03,939
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$04,317
Total debt securities$04,558
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$04,617
U.S. Government securities$04,525
U.S. Treasury securities$02,941
U.S. Government agency obligations$04,362
Securities issued by states & political subdivisions$03,953
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$03,972
Mortgage-backed securities$03,973
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$04,347
Total debt securities$04,591
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$04,660
U.S. Government securities$04,569
U.S. Treasury securities$02,957
U.S. Government agency obligations$04,405
Securities issued by states & political subdivisions$03,993
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$03,998
Mortgage-backed securities$04,006
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$04,389
Total debt securities$04,634
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$04,683
U.S. Government securities$04,587
U.S. Treasury securities$02,920
U.S. Government agency obligations$04,450
Securities issued by states & political subdivisions$04,030
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$04,021
Mortgage-backed securities$04,060
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$04,420
Total debt securities$04,661
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$04,701
U.S. Government securities$04,579
U.S. Treasury securities$02,666
U.S. Government agency obligations$04,457
Securities issued by states & political subdivisions$04,051
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$04,045
Mortgage-backed securities$04,078
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$04,435
Total debt securities$04,677
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$04,732
U.S. Government securities$04,583
U.S. Treasury securities$02,212
U.S. Government agency obligations$04,476
Securities issued by states & political subdivisions$04,078
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$04,071
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$04,480
Total debt securities$04,704
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$04,798
U.S. Government securities$04,633
U.S. Treasury securities$02,008
U.S. Government agency obligations$04,540
Securities issued by states & political subdivisions$04,131
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$04,110
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$04,538
Total debt securities$04,770
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$04,833
U.S. Government securities$04,661
U.S. Treasury securities$01,913
U.S. Government agency obligations$04,577
Securities issued by states & political subdivisions$04,160
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$04,566
Total debt securities$04,806
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$04,849
U.S. Government securities$04,666
U.S. Treasury securities$01,631
U.S. Government agency obligations$04,584
Securities issued by states & political subdivisions$04,183
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,172
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$04,583
Total debt securities$04,822
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$04,864
U.S. Government securities$04,661
U.S. Treasury securities$01,194
U.S. Government agency obligations$04,582
Securities issued by states & political subdivisions$04,200
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,195
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$04,596
Total debt securities$04,837
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$04,892
U.S. Government securities$04,694
U.S. Treasury securities$01,216
U.S. Government agency obligations$04,614
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,211
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$04,624
Total debt securities$04,866
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$04,926
U.S. Government securities$04,728
U.S. Treasury securities$01,251
U.S. Government agency obligations$04,647
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,254
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$04,657
Total debt securities$04,901
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$04,976
U.S. Government securities$04,796
U.S. Treasury securities$01,297
U.S. Government agency obligations$04,708
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$04,717
Total debt securities$04,948
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$05,031
U.S. Government securities$04,877
U.S. Treasury securities$01,363
U.S. Government agency obligations$04,779
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$04,777
Total debt securities$05,007
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$1,422,0004,927
U.S. Government securities$04,960
U.S. Treasury securities$01,429
U.S. Government agency obligations$04,859
Securities issued by states & political subdivisions$1,422,0003,773
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$04,426
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$1,422,0004,673
Total debt securities$1,421,0004,902
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$1,420,0004,979
U.S. Government securities$05,009
U.S. Treasury securities$01,467
U.S. Government agency obligations$04,911
Securities issued by states & political subdivisions$1,420,0003,833
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$783,0004,233
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$1,420,0004,715
Total debt securities$1,420,0004,956
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$1,412,0005,027
U.S. Government securities$05,064
U.S. Treasury securities$01,516
U.S. Government agency obligations$04,971
Securities issued by states & political subdivisions$1,412,0003,903
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$779,0004,279
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$1,412,0004,755
Total debt securities$1,412,0005,004
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$1,402,0005,077
U.S. Government securities$05,111
U.S. Treasury securities$01,513
U.S. Government agency obligations$05,011
Securities issued by states & political subdivisions$1,402,0003,956
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$773,0004,335
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$1,402,0004,807
Total debt securities$1,402,0005,053
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$1,394,0005,145
U.S. Government securities$05,178
U.S. Treasury securities$01,500
U.S. Government agency obligations$05,083
Securities issued by states & political subdivisions$1,394,0003,995
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$769,0004,400
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$1,394,0004,873
Total debt securities$1,394,0005,122
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$1,401,0005,202
U.S. Government securities$05,238
U.S. Treasury securities$01,475
U.S. Government agency obligations$05,142
Securities issued by states & political subdivisions$1,401,0004,046
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$773,0004,439
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$1,401,0004,928
Total debt securities$1,400,0005,178
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$1,401,0005,257
U.S. Government securities$05,305
U.S. Treasury securities$01,426
U.S. Government agency obligations$05,225
Securities issued by states & political subdivisions$1,401,0004,086
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$773,0004,502
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$1,401,0004,979
Total debt securities$1,401,0005,234
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$1,516,0005,315
U.S. Government securities$05,359
U.S. Treasury securities$01,328
U.S. Government agency obligations$05,284
Securities issued by states & political subdivisions$1,516,0004,132
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$781,0004,573
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$1,516,0005,031
Total debt securities$1,516,0005,294
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$1,536,0005,379
U.S. Government securities$05,428
U.S. Treasury securities$01,313
U.S. Government agency obligations$05,354
Securities issued by states & political subdivisions$1,536,0004,168
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$792,0004,629
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$1,536,0005,081
Total debt securities$1,535,0005,357
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$1,539,0005,433
U.S. Government securities$05,484
U.S. Treasury securities$01,351
U.S. Government agency obligations$05,409
Securities issued by states & political subdivisions$1,539,0004,184
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$793,0004,658
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$1,539,0005,131
Total debt securities$1,539,0005,411
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$1,512,0005,505
U.S. Government securities$05,552
U.S. Treasury securities$01,390
U.S. Government agency obligations$05,477
Securities issued by states & political subdivisions$1,512,0004,251
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$779,0004,721
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$1,512,0005,192
Total debt securities$1,512,0005,485
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$1,656,0005,544
U.S. Government securities$05,609
U.S. Treasury securities$01,367
U.S. Government agency obligations$05,538
Securities issued by states & political subdivisions$1,656,0004,241
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$773,0004,766
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$1,656,0005,217
Total debt securities$1,656,0005,525
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$5,535,0005,156
U.S. Government securities$3,821,0004,784
U.S. Treasury securities$01,214
U.S. Government agency obligations$3,821,0004,669
Securities issued by states & political subdivisions$1,714,0004,241
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,390,0003,880
Mortgage-backed securities$824,0004,361
Certificates of participation in pools of residential mortgages$824,0004,102
Issued or guaranteed by U.S.$824,0004,099
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$5,535,0004,826
Total debt securities$5,534,0005,131
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$5,615,0005,219
U.S. Government securities$3,893,0004,877
U.S. Treasury securities$01,253
U.S. Government agency obligations$3,893,0004,753
Securities issued by states & political subdivisions$1,722,0004,263
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,904,0003,844
Mortgage-backed securities$899,0004,395
Certificates of participation in pools of residential mortgages$899,0004,123
Issued or guaranteed by U.S.$899,0004,118
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$5,615,0004,885
Total debt securities$5,615,0005,198
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$5,633,0005,283
U.S. Government securities$3,934,0004,965
U.S. Treasury securities$01,296
U.S. Government agency obligations$3,934,0004,854
Securities issued by states & political subdivisions$1,699,0004,297
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,238,0003,820
Mortgage-backed securities$945,0004,409
Certificates of participation in pools of residential mortgages$945,0004,140
Issued or guaranteed by U.S.$945,0004,136
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$5,633,0004,937
Total debt securities$5,631,0005,266
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$5,672,0005,334
U.S. Government securities$3,992,0005,022
U.S. Treasury securities$01,367
U.S. Government agency obligations$3,992,0004,909
Securities issued by states & political subdivisions$1,680,0004,346
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,931,0004,128
Mortgage-backed securities$1,003,0004,408
Certificates of participation in pools of residential mortgages$1,003,0004,145
Issued or guaranteed by U.S.$1,003,0004,142
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$5,672,0004,983
Total debt securities$5,671,0005,314
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$8,879,0005,109
U.S. Government securities$7,208,0004,607
U.S. Treasury securities$01,303
U.S. Government agency obligations$7,208,0004,491
Securities issued by states & political subdivisions$1,671,0004,410
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,055,0003,941
Mortgage-backed securities$1,091,0004,443
Certificates of participation in pools of residential mortgages$1,091,0004,166
Issued or guaranteed by U.S.$1,091,0004,161
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$8,879,0004,738
Total debt securities$8,878,0005,085
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$8,463,0005,219
U.S. Government securities$8,195,0004,571
U.S. Treasury securities$01,348
U.S. Government agency obligations$8,195,0004,463
Securities issued by states & political subdivisions$268,0005,036
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,701,0004,062
Mortgage-backed securities$2,083,0004,243
Certificates of participation in pools of residential mortgages$1,687,0004,025
Issued or guaranteed by U.S.$1,687,0004,020
Privately issued$067
Collaterized mortgage obligations$396,0003,011
CMOs issued by government agencies or sponsored agencies$396,0002,915
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)$8,463,0004,855
Total debt securities$8,463,0005,199
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$10,704,0005,074
U.S. Government securities$10,434,0004,315
U.S. Treasury securities$01,327
U.S. Government agency obligations$10,434,0004,192
Securities issued by states & political subdivisions$270,0005,039
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,227,0004,015
Mortgage-backed securities$2,286,0004,267
Certificates of participation in pools of residential mortgages$1,861,0004,039
Issued or guaranteed by U.S.$1,861,0004,033
Privately issued$070
Collaterized mortgage obligations$425,0003,028
CMOs issued by government agencies or sponsored agencies$425,0002,929
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)$10,704,0004,706
Total debt securities$10,704,0005,052
Structured notes
Amortized cost$1,000,0001,342
Fair value$1,001,0001,371
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$11,861,0005,014
U.S. Government securities$11,591,0004,228
U.S. Treasury securities$01,361
U.S. Government agency obligations$11,591,0004,114
Securities issued by states & political subdivisions$270,0005,120
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,514,0003,446
Mortgage-backed securities$2,461,0004,314
Certificates of participation in pools of residential mortgages$2,005,0004,063
Issued or guaranteed by U.S.$2,005,0004,057
Privately issued$075
Collaterized mortgage obligations$456,0003,069
CMOs issued by government agencies or sponsored agencies$456,0002,973
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)$11,861,0004,634
Total debt securities$11,861,0004,992
Structured notes
Amortized cost$1,000,0001,423
Fair value$1,003,0001,420
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$11,916,0005,102
U.S. Government securities$11,643,0004,331
U.S. Treasury securities$01,381
U.S. Government agency obligations$11,643,0004,224
Securities issued by states & political subdivisions$273,0005,172
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$472,0005,468
Mortgage-backed securities$2,597,0004,355
Certificates of participation in pools of residential mortgages$2,111,0004,121
Issued or guaranteed by U.S.$2,111,0004,118
Privately issued$073
Collaterized mortgage obligations$486,0003,095
CMOs issued by government agencies or sponsored agencies$486,0002,983
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)$11,916,0004,723
Total debt securities$11,915,0005,078
Structured notes
Amortized cost$1,000,0001,534
Fair value$1,004,0001,530
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$13,049,0005,076
U.S. Government securities$12,775,0004,258
U.S. Treasury securities$01,342
U.S. Government agency obligations$12,775,0004,153
Securities issued by states & political subdivisions$274,0005,227
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$473,0005,517
Mortgage-backed securities$2,782,0004,367
Certificates of participation in pools of residential mortgages$2,257,0004,129
Issued or guaranteed by U.S.$2,257,0004,127
Privately issued$075
Collaterized mortgage obligations$525,0003,104
CMOs issued by government agencies or sponsored agencies$525,0003,000
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)$13,049,0004,670
Total debt securities$13,049,0005,049
Structured notes
Amortized cost$1,000,0001,576
Fair value$1,003,0001,575
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$22,868,0004,227
U.S. Government securities$22,593,0003,285
U.S. Treasury securities$5,000,000464
U.S. Government agency obligations$17,593,0003,625
Securities issued by states & political subdivisions$275,0005,264
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$518,0005,533
Mortgage-backed securities$5,759,0003,801
Certificates of participation in pools of residential mortgages$5,208,0003,435
Issued or guaranteed by U.S.$5,208,0003,435
Privately issued$076
Collaterized mortgage obligations$551,0003,116
CMOs issued by government agencies or sponsored agencies$551,0003,012
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)$22,868,0003,857
Total debt securities$22,871,0004,201
Structured notes
Amortized cost$1,000,0001,588
Fair value$1,002,0001,591
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$24,175,0004,127
U.S. Government securities$23,716,0003,154
U.S. Treasury securities$2,000,000679
U.S. Government agency obligations$21,716,0003,244
Securities issued by states & political subdivisions$459,0005,213
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,046,0002,168
Mortgage-backed securities$5,975,0003,764
Certificates of participation in pools of residential mortgages$5,392,0003,398
Issued or guaranteed by U.S.$5,392,0003,396
Privately issued$081
Collaterized mortgage obligations$583,0003,098
CMOs issued by government agencies or sponsored agencies$583,0002,985
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)$24,175,0003,768
Total debt securities$24,175,0004,093
Structured notes
Amortized cost$1,000,0001,580
Fair value$995,0001,599
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$18,351,0004,661
U.S. Government securities$17,892,0003,716
U.S. Treasury securities$01,131
U.S. Government agency obligations$17,892,0003,619
Securities issued by states & political subdivisions$459,0005,244
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,997,0002,865
Mortgage-backed securities$6,161,0003,768
Certificates of participation in pools of residential mortgages$5,555,0003,381
Issued or guaranteed by U.S.$5,555,0003,378
Privately issued$080
Collaterized mortgage obligations$606,0003,118
CMOs issued by government agencies or sponsored agencies$606,0002,997
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)$18,351,0004,280
Total debt securities$18,352,0004,632
Structured notes
Amortized cost$1,000,0001,570
Fair value$992,0001,612
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$16,532,0004,829
U.S. Government securities$16,068,0003,913
U.S. Treasury securities$01,152
U.S. Government agency obligations$16,068,0003,821
Securities issued by states & political subdivisions$464,0005,242
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,425,0002,688
Mortgage-backed securities$4,019,0004,216
Certificates of participation in pools of residential mortgages$2,822,0004,044
Issued or guaranteed by U.S.$2,822,0004,038
Privately issued$083
Collaterized mortgage obligations$1,197,0002,860
CMOs issued by government agencies or sponsored agencies$1,197,0002,746
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)$16,532,0004,455
Total debt securities$16,531,0004,795
Structured notes
Amortized cost$1,000,0001,552
Fair value$999,0001,583
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$14,389,0005,069
U.S. Government securities$13,920,0004,204
U.S. Treasury securities$01,161
U.S. Government agency obligations$13,920,0004,098
Securities issued by states & political subdivisions$469,0005,260
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,565,0002,952
Mortgage-backed securities$8,482,0003,484
Certificates of participation in pools of residential mortgages$7,099,0003,117
Issued or guaranteed by U.S.$7,099,0003,116
Privately issued$083
Collaterized mortgage obligations$1,383,0002,830
CMOs issued by government agencies or sponsored agencies$1,383,0002,714
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)$14,389,0004,707
Total debt securities$14,388,0005,035
Structured notes
Amortized cost$1,000,0001,588
Fair value$1,008,0001,586
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$21,818,0004,314
U.S. Government securities$20,289,0003,467
U.S. Treasury securities$01,135
U.S. Government agency obligations$20,289,0003,379
Securities issued by states & political subdivisions$1,529,0004,748
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,408,0002,408
Mortgage-backed securities$9,837,0003,324
Certificates of participation in pools of residential mortgages$7,687,0003,000
Issued or guaranteed by U.S.$7,687,0002,999
Privately issued$085
Collaterized mortgage obligations$2,150,0002,629
CMOs issued by government agencies or sponsored agencies$2,150,0002,522
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)$21,818,0003,967
Total debt securities$21,818,0004,286
Structured notes
Amortized cost$2,000,0001,223
Fair value$2,006,0001,248
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$19,961,0004,545
U.S. Government securities$17,924,0003,786
U.S. Treasury securities$01,086
U.S. Government agency obligations$17,924,0003,706
Securities issued by states & political subdivisions$1,537,0004,747
Other domestic debt securities$500,0002,387
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$500,0001,842
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$13,503,0002,849
Mortgage-backed securities$11,478,0003,277
Certificates of participation in pools of residential mortgages$8,406,0003,025
Issued or guaranteed by U.S.$8,406,0003,024
Privately issued$088
Collaterized mortgage obligations$3,072,0002,475
CMOs issued by government agencies or sponsored agencies$3,072,0002,367
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)$19,961,0004,198
Total debt securities$19,961,0004,514
Structured notes
Amortized cost$2,000,0001,316
Fair value$2,014,0001,322
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$20,916,0004,498
U.S. Government securities$19,371,0003,697
U.S. Treasury securities$01,068
U.S. Government agency obligations$19,371,0003,627
Securities issued by states & political subdivisions$1,545,0004,732
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,294,0002,880
Mortgage-backed securities$12,433,0003,201
Certificates of participation in pools of residential mortgages$8,869,0002,994
Issued or guaranteed by U.S.$8,869,0002,994
Privately issued$094
Collaterized mortgage obligations$3,564,0002,385
CMOs issued by government agencies or sponsored agencies$3,564,0002,274
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)$20,916,0004,153
Total debt securities$20,916,0004,468
Structured notes
Amortized cost$2,500,0001,344
Fair value$2,508,0001,354
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$27,467,0003,922
U.S. Government securities$23,887,0003,336
U.S. Treasury securities$01,157
U.S. Government agency obligations$23,887,0003,271
Securities issued by states & political subdivisions$3,580,0003,980
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,412,0002,111
Mortgage-backed securities$10,293,0003,455
Certificates of participation in pools of residential mortgages$5,823,0003,520
Issued or guaranteed by U.S.$5,823,0003,516
Privately issued$094
Collaterized mortgage obligations$4,470,0002,228
CMOs issued by government agencies or sponsored agencies$4,470,0002,122
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)$27,467,0003,619
Total debt securities$27,468,0003,892
Structured notes
Amortized cost$2,500,0001,526
Fair value$2,495,0001,551
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$35,062,0003,336
U.S. Government securities$26,066,0003,087
U.S. Treasury securities$01,076
U.S. Government agency obligations$26,066,0003,014
Securities issued by states & political subdivisions$8,996,0002,785
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,808,0001,654
Mortgage-backed securities$16,736,0002,730
Certificates of participation in pools of residential mortgages$14,192,0002,252
Issued or guaranteed by U.S.$14,192,0002,247
Privately issued$0121
Collaterized mortgage obligations$2,544,0002,611
CMOs issued by government agencies or sponsored agencies$2,544,0002,409
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$35,062,0003,063
Total debt securities$35,062,0003,313
Structured notes
Amortized cost$2,500,0001,516
Fair value$2,501,0001,543
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$39,858,0003,006
U.S. Government securities$23,685,0003,219
U.S. Treasury securities$01,126
U.S. Government agency obligations$23,685,0003,131
Securities issued by states & political subdivisions$16,173,0001,875
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,913,0001,725
Mortgage-backed securities$12,916,0003,016
Certificates of participation in pools of residential mortgages$10,798,0002,560
Issued or guaranteed by U.S.$10,798,0002,554
Privately issued$0132
Collaterized mortgage obligations$2,118,0002,720
CMOs issued by government agencies or sponsored agencies$2,118,0002,497
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$39,858,0002,749
Total debt securities$39,857,0002,977
Structured notes
Amortized cost$2,500,0001,566
Fair value$2,501,0001,597
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$41,790,0002,913
U.S. Government securities$12,468,0004,656
U.S. Treasury securities$01,225
U.S. Government agency obligations$12,468,0004,539
Securities issued by states & political subdivisions$29,322,0001,000
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,714,0001,670
Mortgage-backed securities$5,988,0003,976
Certificates of participation in pools of residential mortgages$3,259,0003,969
Issued or guaranteed by U.S.$3,259,0003,954
Privately issued$0125
Collaterized mortgage obligations$2,729,0002,526
CMOs issued by government agencies or sponsored agencies$2,729,0002,306
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$41,790,0002,655
Total debt securities$41,789,0002,893
Structured notes
Amortized cost$1,500,0002,196
Fair value$1,494,0002,259
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$42,561,0002,844
U.S. Government securities$13,265,0004,506
U.S. Treasury securities$01,272
U.S. Government agency obligations$13,265,0004,382
Securities issued by states & political subdivisions$29,296,000986
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,880,0001,522
Mortgage-backed securities$6,757,0003,760
Certificates of participation in pools of residential mortgages$3,555,0003,821
Issued or guaranteed by U.S.$3,555,0003,811
Privately issued$0136
Collaterized mortgage obligations$3,202,0002,328
CMOs issued by government agencies or sponsored agencies$3,202,0002,117
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$42,561,0002,589
Total debt securities$42,561,0002,819
Structured notes
Amortized cost$1,500,0002,243
Fair value$1,474,0002,296
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$44,679,0002,655
U.S. Government securities$14,548,0004,121
U.S. Treasury securities$01,275
U.S. Government agency obligations$14,548,0004,007
Securities issued by states & political subdivisions$30,131,000926
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,002,0001,374
Mortgage-backed securities$8,024,0003,473
Certificates of participation in pools of residential mortgages$4,244,0003,544
Issued or guaranteed by U.S.$4,244,0003,535
Privately issued$0141
Collaterized mortgage obligations$3,780,0002,190
CMOs issued by government agencies or sponsored agencies$3,780,0001,965
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$44,679,0002,386
Total debt securities$44,678,0002,628
Structured notes
Amortized cost$1,500,0002,096
Fair value$1,455,0002,158
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$45,798,0002,564
U.S. Government securities$17,814,0003,678
U.S. Treasury securities$01,180
U.S. Government agency obligations$17,814,0003,570
Securities issued by states & political subdivisions$27,984,000968
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,915,0001,738
Mortgage-backed securities$9,202,0003,265
Certificates of participation in pools of residential mortgages$4,704,0003,405
Issued or guaranteed by U.S.$4,704,0003,399
Privately issued$0141
Collaterized mortgage obligations$4,498,0002,054
CMOs issued by government agencies or sponsored agencies$4,498,0001,825
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$45,798,0002,311
Total debt securities$45,799,0002,533
Structured notes
Amortized cost$1,500,0002,140
Fair value$1,504,0002,195
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$40,818,0002,799
U.S. Government securities$16,547,0003,886
U.S. Treasury securities$01,121
U.S. Government agency obligations$16,547,0003,788
Securities issued by states & political subdivisions$24,271,0001,044
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,903,0001,661
Mortgage-backed securities$9,196,0003,269
Certificates of participation in pools of residential mortgages$5,242,0003,297
Issued or guaranteed by U.S.$5,242,0003,290
Privately issued$0148
Collaterized mortgage obligations$3,954,0002,078
CMOs issued by government agencies or sponsored agencies$3,954,0001,824
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$40,818,0002,507
Total debt securities$40,819,0002,772
Structured notes
Amortized cost$500,0002,871
Fair value$514,0002,862
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$43,513,0002,687
U.S. Government securities$20,587,0003,483
U.S. Treasury securities$01,130
U.S. Government agency obligations$20,587,0003,400
Securities issued by states & political subdivisions$22,926,0001,086
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,044,0001,662
Mortgage-backed securities$10,227,0003,178
Certificates of participation in pools of residential mortgages$5,993,0003,230
Issued or guaranteed by U.S.$5,993,0003,223
Privately issued$0145
Collaterized mortgage obligations$4,234,0001,973
CMOs issued by government agencies or sponsored agencies$4,234,0001,715
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$43,513,0002,395
Total debt securities$43,512,0002,662
Structured notes
Amortized cost$1,500,0002,024
Fair value$1,504,0002,035
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$43,760,0002,661
U.S. Government securities$21,375,0003,374
U.S. Treasury securities$01,077
U.S. Government agency obligations$21,375,0003,297
Securities issued by states & political subdivisions$22,385,0001,110
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,944,0001,545
Mortgage-backed securities$11,076,0003,123
Certificates of participation in pools of residential mortgages$6,500,0003,181
Issued or guaranteed by U.S.$6,500,0003,172
Privately issued$0157
Collaterized mortgage obligations$4,576,0001,911
CMOs issued by government agencies or sponsored agencies$4,576,0001,639
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$43,760,0002,373
Total debt securities$43,760,0002,636
Structured notes
Amortized cost$1,500,0001,760
Fair value$1,486,0001,805
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$42,266,0002,738
U.S. Government securities$24,451,0003,080
U.S. Treasury securities$01,047
U.S. Government agency obligations$24,451,0003,008
Securities issued by states & political subdivisions$17,815,0001,402
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,589,0001,726
Mortgage-backed securities$12,070,0003,056
Certificates of participation in pools of residential mortgages$7,229,0003,115
Issued or guaranteed by U.S.$7,229,0003,105
Privately issued$0171
Collaterized mortgage obligations$4,841,0001,863
CMOs issued by government agencies or sponsored agencies$4,841,0001,559
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$42,266,0002,432
Total debt securities$42,267,0002,712
Structured notes
Amortized cost$1,500,0001,317
Fair value$1,486,0001,375
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$33,236,0003,206
U.S. Government securities$19,347,0003,532
U.S. Treasury securities$01,036
U.S. Government agency obligations$19,347,0003,459
Securities issued by states & political subdivisions$13,889,0001,725
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,814,0002,091
Mortgage-backed securities$12,972,0002,980
Certificates of participation in pools of residential mortgages$7,862,0003,064
Issued or guaranteed by U.S.$7,862,0003,052
Privately issued$0181
Collaterized mortgage obligations$5,110,0001,816
CMOs issued by government agencies or sponsored agencies$5,110,0001,503
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$33,236,0002,873
Total debt securities$33,236,0003,168
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$29,425,0003,520
U.S. Government securities$19,179,0003,628
U.S. Treasury securities$0981
U.S. Government agency obligations$19,179,0003,554
Securities issued by states & political subdivisions$10,246,0002,098
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,095,0002,438
Mortgage-backed securities$14,075,0002,909
Certificates of participation in pools of residential mortgages$8,669,0002,972
Issued or guaranteed by U.S.$8,669,0002,959
Privately issued$0191
Collaterized mortgage obligations$5,406,0001,782
CMOs issued by government agencies or sponsored agencies$5,406,0001,464
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)$29,425,0003,143
Total debt securities$29,426,0003,494
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$28,680,0003,560
U.S. Government securities$21,127,0003,420
U.S. Treasury securities$0973
U.S. Government agency obligations$21,127,0003,357
Securities issued by states & political subdivisions$7,553,0002,499
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,617,0002,788
Mortgage-backed securities$14,962,0002,783
Certificates of participation in pools of residential mortgages$9,304,0002,825
Issued or guaranteed by U.S.$9,304,0002,809
Privately issued$0188
Collaterized mortgage obligations$5,658,0001,695
CMOs issued by government agencies or sponsored agencies$5,658,0001,409
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)$28,680,0003,174
Total debt securities$28,680,0003,521
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$28,182,0003,541
U.S. Government securities$20,744,0003,411
U.S. Treasury securities$01,019
U.S. Government agency obligations$20,744,0003,347
Securities issued by states & political subdivisions$7,438,0002,528
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,750,0002,895
Mortgage-backed securities$13,645,0002,808
Certificates of participation in pools of residential mortgages$7,843,0002,994
Issued or guaranteed by U.S.$7,843,0002,984
Privately issued$0192
Collaterized mortgage obligations$5,802,0001,613
CMOs issued by government agencies or sponsored agencies$5,802,0001,314
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)$28,182,0003,138
Total debt securities$28,182,0003,509
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$27,343,0003,672
U.S. Government securities$21,354,0003,392
U.S. Treasury securities$01,021
U.S. Government agency obligations$21,354,0003,326
Securities issued by states & political subdivisions$5,989,0002,852
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$200,0006,512
Mortgage-backed securities$11,210,0003,083
Certificates of participation in pools of residential mortgages$5,235,0003,583
Issued or guaranteed by U.S.$5,235,0003,567
Privately issued$0202
Collaterized mortgage obligations$5,975,0001,598
CMOs issued by government agencies or sponsored agencies$5,975,0001,305
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)$27,343,0003,260
Total debt securities$27,343,0003,632
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$26,346,0003,752
U.S. Government securities$22,152,0003,278
U.S. Treasury securities$01,044
U.S. Government agency obligations$22,152,0003,225
Securities issued by states & political subdivisions$4,194,0003,369
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,802,0005,268
Mortgage-backed securities$11,924,0002,908
Certificates of participation in pools of residential mortgages$5,825,0003,324
Issued or guaranteed by U.S.$5,825,0003,306
Privately issued$0205
Collaterized mortgage obligations$6,099,0001,564
CMOs issued by government agencies or sponsored agencies$6,099,0001,281
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)$26,346,0003,352
Total debt securities$26,347,0003,695
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$30,274,0003,423
U.S. Government securities$26,283,0002,958
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,283,0002,901
Securities issued by states & political subdivisions$3,991,0003,420
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,820,0005,313
Mortgage-backed securities$11,114,0002,753
Certificates of participation in pools of residential mortgages$5,031,0003,210
Issued or guaranteed by U.S.$5,031,0003,195
Privately issued$0191
Collaterized mortgage obligations$6,083,0001,494
CMOs issued by government agencies or sponsored agencies$6,083,0001,238
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)$30,274,0003,034
Total debt securities$30,274,0003,377
Structured notes
Amortized cost$1,000,0001,500
Fair value$1,000,0001,579
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$23,892,0004,013
U.S. Government securities$19,915,0003,646
U.S. Treasury securities$01,235
U.S. Government agency obligations$19,915,0003,568
Securities issued by states & political subdivisions$3,977,0003,415
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,791,0005,345
Mortgage-backed securities$3,822,0004,041
Certificates of participation in pools of residential mortgages$680,0005,060
Issued or guaranteed by U.S.$680,0005,043
Privately issued$0194
Collaterized mortgage obligations$3,142,0001,878
CMOs issued by government agencies or sponsored agencies$3,142,0001,590
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)$23,892,0003,544
Total debt securities$23,891,0003,959
Structured notes
Amortized cost$1,000,0001,697
Fair value$1,000,0001,732
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$22,732,0004,128
U.S. Government securities$18,803,0003,810
U.S. Treasury securities$01,362
U.S. Government agency obligations$18,803,0003,721
Securities issued by states & political subdivisions$3,929,0003,419
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,751,0005,403
Mortgage-backed securities$2,829,0004,375
Certificates of participation in pools of residential mortgages$773,0004,992
Issued or guaranteed by U.S.$773,0004,977
Privately issued$0207
Collaterized mortgage obligations$2,056,0002,135
CMOs issued by government agencies or sponsored agencies$2,056,0001,856
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)$22,732,0003,640
Total debt securities$22,733,0004,090
Structured notes
Amortized cost$1,000,0001,776
Fair value$997,0001,807
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$23,776,0004,011
U.S. Government securities$20,045,0003,656
U.S. Treasury securities$01,448
U.S. Government agency obligations$20,045,0003,562
Securities issued by states & political subdivisions$3,731,0003,512
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,785,0005,409
Mortgage-backed securities$3,000,0004,286
Certificates of participation in pools of residential mortgages$825,0004,966
Issued or guaranteed by U.S.$825,0004,948
Privately issued$0218
Collaterized mortgage obligations$2,175,0002,074
CMOs issued by government agencies or sponsored agencies$2,175,0001,804
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)$23,776,0003,527
Total debt securities$23,775,0003,962
Structured notes
Amortized cost$1,000,0001,848
Fair value$995,0001,923
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$26,372,0003,792
U.S. Government securities$22,117,0003,463
U.S. Treasury securities$01,498
U.S. Government agency obligations$22,117,0003,365
Securities issued by states & political subdivisions$4,255,0003,348
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,709,0005,923
Mortgage-backed securities$3,104,0004,237
Certificates of participation in pools of residential mortgages$839,0004,952
Issued or guaranteed by U.S.$839,0004,934
Privately issued$0208
Collaterized mortgage obligations$2,265,0002,046
CMOs issued by government agencies or sponsored agencies$2,265,0001,786
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)$26,372,0003,321
Total debt securities$26,372,0003,741
Structured notes
Amortized cost$1,000,0001,951
Fair value$993,0002,011
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$24,436,0004,038
U.S. Government securities$22,162,0003,493
U.S. Treasury securities$01,574
U.S. Government agency obligations$22,162,0003,387
Securities issued by states & political subdivisions$2,274,0004,153
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$197,0006,815
Mortgage-backed securities$2,433,0004,508
Certificates of participation in pools of residential mortgages$887,0004,918
Issued or guaranteed by U.S.$887,0004,894
Privately issued$0214
Collaterized mortgage obligations$1,546,0002,236
CMOs issued by government agencies or sponsored agencies$1,546,0001,970
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)$24,436,0003,519
Total debt securities$24,435,0003,979
Structured notes
Amortized cost$1,000,0002,056
Fair value$990,0002,136
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$24,305,0004,045
U.S. Government securities$22,049,0003,506
U.S. Treasury securities$01,634
U.S. Government agency obligations$22,049,0003,394
Securities issued by states & political subdivisions$2,256,0004,156
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$195,0006,871
Mortgage-backed securities$2,604,0004,426
Certificates of participation in pools of residential mortgages$949,0004,900
Issued or guaranteed by U.S.$949,0004,878
Privately issued$0211
Collaterized mortgage obligations$1,655,0002,188
CMOs issued by government agencies or sponsored agencies$1,655,0001,925
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)$24,305,0003,510
Total debt securities$24,305,0003,997
Structured notes
Amortized cost$2,000,0001,533
Fair value$1,952,0001,620
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$25,907,0003,927
U.S. Government securities$23,629,0003,388
U.S. Treasury securities$01,715
U.S. Government agency obligations$23,629,0003,270
Securities issued by states & political subdivisions$2,278,0004,170
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$196,0006,899
Mortgage-backed securities$3,020,0004,297
Certificates of participation in pools of residential mortgages$1,062,0004,838
Issued or guaranteed by U.S.$1,062,0004,818
Privately issued$0205
Collaterized mortgage obligations$1,958,0002,090
CMOs issued by government agencies or sponsored agencies$1,958,0001,825
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)$25,907,0003,423
Total debt securities$25,908,0003,872
Structured notes
Amortized cost$2,999,0001,287
Fair value$2,953,0001,274
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$24,001,0004,149
U.S. Government securities$20,948,0003,660
U.S. Treasury securities$01,737
U.S. Government agency obligations$20,948,0003,537
Securities issued by states & political subdivisions$3,053,0003,809
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$176,0006,950
Mortgage-backed securities$2,350,0004,610
Certificates of participation in pools of residential mortgages$1,118,0004,829
Issued or guaranteed by U.S.$1,118,0004,810
Privately issued$0216
Collaterized mortgage obligations$1,232,0002,362
CMOs issued by government agencies or sponsored agencies$1,232,0002,101
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)$24,001,0003,578
Total debt securities$24,001,0004,089
Structured notes
Amortized cost$3,999,0001,036
Fair value$3,961,0001,021
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$26,433,0003,858
U.S. Government securities$23,357,0003,357
U.S. Treasury securities$01,786
U.S. Government agency obligations$23,357,0003,234
Securities issued by states & political subdivisions$3,076,0003,801
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$234,0006,949
Mortgage-backed securities$3,046,0004,376
Certificates of participation in pools of residential mortgages$1,228,0004,791
Issued or guaranteed by U.S.$1,228,0004,772
Privately issued$0225
Collaterized mortgage obligations$1,818,0002,134
CMOs issued by government agencies or sponsored agencies$1,818,0001,894
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)$26,433,0003,346
Total debt securities$26,433,0003,806
Structured notes
Amortized cost$5,999,000717
Fair value$5,959,000711
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$23,022,0004,248
U.S. Government securities$19,909,0003,812
U.S. Treasury securities$998,0001,181
U.S. Government agency obligations$18,911,0003,805
Securities issued by states & political subdivisions$3,113,0003,755
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$250,0006,941
Mortgage-backed securities$3,759,0004,197
Certificates of participation in pools of residential mortgages$1,392,0004,746
Issued or guaranteed by U.S.$1,392,0004,725
Privately issued$0223
Collaterized mortgage obligations$2,367,0002,013
CMOs issued by government agencies or sponsored agencies$2,367,0001,785
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)$23,022,0003,684
Total debt securities$23,023,0004,193
Structured notes
Amortized cost$6,000,000700
Fair value$5,968,000721
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$25,618,0004,036
U.S. Government securities$22,395,0003,576
U.S. Treasury securities$995,0001,280
U.S. Government agency obligations$21,400,0003,560
Securities issued by states & political subdivisions$3,223,0003,692
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,133
Mortgage-backed securities$4,286,0004,106
Certificates of participation in pools of residential mortgages$1,518,0004,733
Issued or guaranteed by U.S.$1,518,0004,718
Privately issued$0207
Collaterized mortgage obligations$2,768,0001,951
CMOs issued by government agencies or sponsored agencies$2,768,0001,732
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)$25,618,0003,492
Total debt securities$25,619,0003,980
Structured notes
Amortized cost$6,000,000698
Fair value$5,939,000704
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$26,893,0003,906
U.S. Government securities$22,822,0003,529
U.S. Treasury securities$994,0001,341
U.S. Government agency obligations$21,828,0003,529
Securities issued by states & political subdivisions$4,071,0003,386
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,158
Mortgage-backed securities$4,551,0004,083
Certificates of participation in pools of residential mortgages$1,640,0004,690
Issued or guaranteed by U.S.$1,640,0004,674
Privately issued$0203
Collaterized mortgage obligations$2,911,0001,936
CMOs issued by government agencies or sponsored agencies$2,911,0001,721
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)$26,893,0003,383
Total debt securities$26,893,0003,845
Structured notes
Amortized cost$6,000,000679
Fair value$5,984,000683
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$28,818,0003,730
U.S. Government securities$24,711,0003,299
U.S. Treasury securities$995,0001,374
U.S. Government agency obligations$23,716,0003,291
Securities issued by states & political subdivisions$4,107,0003,383
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,0007,193
Mortgage-backed securities$4,774,0004,030
Certificates of participation in pools of residential mortgages$1,792,0004,636
Issued or guaranteed by U.S.$1,792,0004,622
Privately issued$0225
Collaterized mortgage obligations$2,982,0001,901
CMOs issued by government agencies or sponsored agencies$2,982,0001,698
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)$28,818,0003,226
Total debt securities$28,819,0003,665
Structured notes
Amortized cost$6,000,000688
Fair value$5,954,000726
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$31,659,0003,524
U.S. Government securities$27,864,0003,036
U.S. Treasury securities$993,0001,441
U.S. Government agency obligations$26,871,0003,015
Securities issued by states & political subdivisions$3,795,0003,503
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$829,0006,670
Mortgage-backed securities$4,970,0004,025
Certificates of participation in pools of residential mortgages$1,952,0004,599
Issued or guaranteed by U.S.$1,952,0004,584
Privately issued$0225
Collaterized mortgage obligations$3,018,0001,923
CMOs issued by government agencies or sponsored agencies$3,018,0001,719
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)$31,659,0003,031
Total debt securities$31,658,0003,456
Structured notes
Amortized cost$6,000,000677
Fair value$5,954,000676
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$31,764,0003,495
U.S. Government securities$28,647,0002,922
U.S. Treasury securities$1,004,0001,392
U.S. Government agency obligations$27,643,0002,916
Securities issued by states & political subdivisions$3,117,0003,765
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$885,0006,629
Mortgage-backed securities$5,277,0004,002
Certificates of participation in pools of residential mortgages$2,229,0004,492
Issued or guaranteed by U.S.$2,229,0004,475
Privately issued$0230
Collaterized mortgage obligations$3,048,0001,966
CMOs issued by government agencies or sponsored agencies$3,048,0001,754
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$31,764,0003,034
Total debt securities$31,760,0003,429
Structured notes
Amortized cost$5,000,000678
Fair value$5,077,000676
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$28,150,0003,891
U.S. Government securities$23,152,0003,539
U.S. Treasury securities$999,0001,524
U.S. Government agency obligations$22,153,0003,511
Securities issued by states & political subdivisions$4,998,0003,094
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$936,0006,602
Mortgage-backed securities$5,378,0003,943
Certificates of participation in pools of residential mortgages$2,358,0004,409
Issued or guaranteed by U.S.$2,358,0004,388
Privately issued$0248
Collaterized mortgage obligations$3,020,0001,977
CMOs issued by government agencies or sponsored agencies$3,020,0001,857
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$28,150,0003,357
Total debt securities$28,150,0003,826
Structured notes
Amortized cost$5,000,000612
Fair value$5,027,000609
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$19,854,0004,764
U.S. Government securities$14,822,0004,577
U.S. Treasury securities$999,0001,572
U.S. Government agency obligations$13,823,0004,602
Securities issued by states & political subdivisions$5,032,0003,077
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,046,0005,799
Mortgage-backed securities$5,997,0003,762
Certificates of participation in pools of residential mortgages$2,566,0004,298
Issued or guaranteed by U.S.$2,566,0004,280
Privately issued$0253
Collaterized mortgage obligations$3,431,0001,917
CMOs issued by government agencies or sponsored agencies$3,431,0001,792
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$19,854,0004,148
Total debt securities$19,851,0004,690
Structured notes
Amortized cost$2,000,0001,004
Fair value$2,032,0001,006
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$22,165,0004,393
U.S. Government securities$16,857,0004,140
U.S. Treasury securities$02,322
U.S. Government agency obligations$16,857,0003,985
Securities issued by states & political subdivisions$5,308,0002,937
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,089,0005,217
Mortgage-backed securities$4,933,0004,145
Certificates of participation in pools of residential mortgages$873,0005,478
Issued or guaranteed by U.S.$873,0005,457
Privately issued$0256
Collaterized mortgage obligations$4,060,0001,906
CMOs issued by government agencies or sponsored agencies$4,060,0001,792
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$22,165,0003,807
Total debt securities$22,165,0004,311
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$26,819,0003,821
U.S. Government securities$21,201,0003,546
U.S. Treasury securities$02,382
U.S. Government agency obligations$21,201,0003,393
Securities issued by states & political subdivisions$5,618,0002,760
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,360,0005,105
Mortgage-backed securities$8,103,0003,400
Certificates of participation in pools of residential mortgages$1,243,0005,154
Issued or guaranteed by U.S.$1,243,0005,137
Privately issued$0257
Collaterized mortgage obligations$6,860,0001,538
CMOs issued by government agencies or sponsored agencies$6,860,0001,443
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$26,819,0003,300
Total debt securities$26,815,0003,746
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$33,045,0003,262
U.S. Government securities$25,803,0003,032
U.S. Treasury securities$02,544
U.S. Government agency obligations$25,803,0002,884
Securities issued by states & political subdivisions$7,242,0002,342
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,062,0004,035
Mortgage-backed securities$8,973,0003,188
Certificates of participation in pools of residential mortgages$1,638,0004,880
Issued or guaranteed by U.S.$1,638,0004,864
Privately issued$0252
Collaterized mortgage obligations$7,335,0001,507
CMOs issued by government agencies or sponsored agencies$7,335,0001,406
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$33,045,0002,792
Total debt securities$33,045,0003,182
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$38,103,0002,774
U.S. Government securities$29,169,0002,598
U.S. Treasury securities$03,182
U.S. Government agency obligations$29,169,0002,457
Securities issued by states & political subdivisions$8,934,0001,897
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,887,0001,197
Mortgage-backed securities$4,932,0004,001
Certificates of participation in pools of residential mortgages$2,901,0003,944
Issued or guaranteed by U.S.$2,901,0003,929
Privately issued$0260
Collaterized mortgage obligations$2,031,0002,712
CMOs issued by government agencies or sponsored agencies$2,031,0002,552
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$38,103,0002,304
Total debt securities$38,103,0002,703
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$52,782,0002,073
U.S. Government securities$39,606,0002,014
U.S. Treasury securities$04,186
U.S. Government agency obligations$39,606,0001,877
Securities issued by states & political subdivisions$9,962,0001,664
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 securities$0313
Equity securities$3,214,0001,165
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,818,0001,451
Mortgage-backed securities$834,0005,706
Certificates of participation in pools of residential mortgages$393,0005,644
Issued or guaranteed by U.S.$393,0005,624
Privately issued$0308
Collaterized mortgage obligations$441,0003,424
CMOs issued by government agencies or sponsored agencies$441,0003,259
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$52,782,0001,618
Total debt securities$49,568,0002,112
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$52,049,0002,169
U.S. Government securities$40,268,0002,083
U.S. Treasury securities$05,412
U.S. Government agency obligations$40,268,0001,874
Securities issued by states & political subdivisions$9,711,0001,728
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 securities$0343
Equity securities$2,070,0001,503
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,667,0001,276
Mortgage-backed securities$1,431,0005,485
Certificates of participation in pools of residential mortgages$474,0005,798
Issued or guaranteed by U.S.$474,0005,785
Privately issued$0307
Collaterized mortgage obligations$957,0003,080
CMOs issued by government agencies or sponsored agencies$957,0002,933
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$52,049,0001,656
Total debt securities$49,979,0002,185
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$31,719,0003,457
U.S. Government securities$19,311,0004,011
U.S. Treasury securities$2,017,0003,909
U.S. Government agency obligations$17,294,0003,715
Securities issued by states & political subdivisions$11,537,0001,464
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 securities$0363
Equity securities$871,0002,568
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,918,0001,304
Mortgage-backed securities$3,709,0004,384
Certificates of participation in pools of residential mortgages$709,0005,644
Issued or guaranteed by U.S.$709,0005,627
Privately issued$0349
Collaterized mortgage obligations$3,000,0002,216
CMOs issued by government agencies or sponsored agencies$3,000,0002,093
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$31,719,0002,649
Total debt securities$30,848,0003,443
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$33,203,0003,328
U.S. Government securities$20,266,0004,040
U.S. Treasury securities$3,011,0004,267
U.S. Government agency obligations$17,255,0003,619
Securities issued by states & political subdivisions$12,908,0001,096
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 securities$0390
Equity securities$29,0007,422
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,999,0001,762
Mortgage-backed securities$4,115,0004,197
Certificates of participation in pools of residential mortgages$1,146,0005,194
Issued or guaranteed by U.S.$1,146,0005,176
Privately issued$0394
Collaterized mortgage obligations$2,969,0002,255
CMOs issued by government agencies or sponsored agencies$2,969,0002,158
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$33,203,0002,394
Total debt securities$33,174,0003,260
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$46,158,0002,624
U.S. Government securities$33,749,0002,871
U.S. Treasury securities$3,008,0005,048
U.S. Government agency obligations$30,741,0002,326
Securities issued by states & political subdivisions$12,381,0001,144
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 securities$0466
Equity securities$28,0007,510
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,111,0001,404
Mortgage-backed securities$4,160,0004,611
Certificates of participation in pools of residential mortgages$08,543
Issued or guaranteed by U.S.$08,513
Privately issued$0472
Collaterized mortgage obligations$4,160,0002,167
CMOs issued by government agencies or sponsored agencies$4,160,0002,052
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$46,158,0001,786
Total debt securities$46,130,0002,563
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$47,841,0002,640
U.S. Government securities$36,816,0002,746
U.S. Treasury securities$8,088,0003,207
U.S. Government agency obligations$28,728,0002,433
Securities issued by states & political subdivisions$10,996,0001,339
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 securities$0553
Equity securities$29,0007,514
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,088,0003,429
Mortgage-backed securities$4,643,0004,638
Certificates of participation in pools of residential mortgages$08,904
Issued or guaranteed by U.S.$08,868
Privately issued$0558
Collaterized mortgage obligations$4,643,0002,272
CMOs issued by government agencies or sponsored agencies$4,643,0002,146
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$47,841,0001,771
Total debt securities$47,812,0002,559
Structured notes
Amortized cost$2,000,0001,612
Fair value$1,990,0001,675
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$49,618,0002,638
U.S. Government securities$38,707,0002,700
U.S. Treasury securities$8,825,0003,788
U.S. Government agency obligations$29,882,0002,267
Securities issued by states & political subdivisions$10,882,0001,352
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securities$0600
Equity securities$29,0007,524
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,914,0001,337
Mortgage-backed securities$4,647,0004,867
Certificates of participation in pools of residential mortgages$09,378
Issued or guaranteed by U.S.$09,346
Privately issued$0564
Collaterized mortgage obligations$4,647,0002,424
CMOs issued by government agencies or sponsored agencies$4,647,0002,289
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,882,0005,383
Available-for-sale securities (fair market value)$38,736,0001,476
Total debt securities$49,589,0002,578
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$60,684,0002,252
U.S. Government securities$51,225,0002,147
U.S. Treasury securities$9,155,0003,763
U.S. Government agency obligations$42,070,0001,666
Securities issued by states & political subdivisions$9,430,0001,625
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$29,0007,401
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,997,0001,161
Mortgage-backed securities$14,146,0002,897
Certificates of participation in pools of residential mortgages$1,414,0006,443
Issued or guaranteed by U.S.$1,414,0006,396
Privately issued$0731
Collaterized mortgage obligations$12,732,0001,424
CMOs issued by government agencies or sponsored agencies$12,732,0001,336
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$60,655,0002,182
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$52,167,0002,613
U.S. Government securities$45,039,0002,397
U.S. Treasury securities$5,544,0005,440
U.S. Government agency obligations$39,495,0001,711
Securities issued by states & political subdivisions$7,099,0001,970
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$29,0007,181
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,300,0001,678
Mortgage-backed securities$13,134,0003,110
Certificates of participation in pools of residential mortgages$2,747,0005,380
Issued or guaranteed by U.S.$2,747,0005,323
Privately issued$0831
Collaterized mortgage obligations$10,387,0001,628
CMOs issued by government agencies or sponsored agencies$10,387,0001,452
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$52,138,0002,546
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