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TPNB Bank, Securities

2023-12-31Rank
Total securities$38,045,0002,935
U.S. Government securities$2,942,0004,118
U.S. Treasury securities$907,0002,593
U.S. Government agency obligations$2,035,0003,959
Securities issued by states & political subdivisions$23,762,0001,621
Other domestic debt securities$11,341,000959
Privately issued residential mortgage-backed securities$8,918,000293
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$2,423,0001,263
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$33,838,0001,847
Mortgage-backed securities$9,357,0002,610
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$439,0003,384
Privately issued$8,918,00068
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)$38,045,0002,704
Total debt securities$38,045,0002,916
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$36,788,0002,968
U.S. Government securities$2,847,0004,166
U.S. Treasury securities$880,0002,655
U.S. Government agency obligations$1,967,0003,993
Securities issued by states & political subdivisions$22,826,0001,638
Other domestic debt securities$11,115,000963
Privately issued residential mortgage-backed securities$8,730,000278
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$2,385,0001,258
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$28,877,0001,937
Mortgage-backed securities$9,170,0002,615
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$440,0003,401
Privately issued$8,730,00068
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)$36,788,0002,731
Total debt securities$36,788,0002,950
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$39,254,0002,946
U.S. Government securities$2,917,0004,193
U.S. Treasury securities$886,0002,678
U.S. Government agency obligations$2,031,0004,017
Securities issued by states & political subdivisions$24,603,0001,620
Other domestic debt securities$11,734,000938
Privately issued residential mortgage-backed securities$9,329,000277
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$2,405,0001,273
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$26,328,0002,034
Mortgage-backed securities$9,803,0002,602
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$474,0003,403
Privately issued$9,329,00071
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)$39,254,0002,709
Total debt securities$39,254,0002,929
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$40,192,0003,006
U.S. Government securities$2,487,0004,286
U.S. Treasury securities$901,0002,745
U.S. Government agency obligations$1,586,0004,071
Securities issued by states & political subdivisions$25,352,0001,629
Other domestic debt securities$12,353,000955
Privately issued residential mortgage-backed securities$9,778,000290
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$2,575,0001,275
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$25,881,0001,993
Mortgage-backed securities$10,282,0002,618
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$504,0003,436
Privately issued$9,778,00075
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)$40,192,0002,757
Total debt securities$40,192,0002,984
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$40,735,0003,017
U.S. Government securities$12,426,0003,599
U.S. Treasury securities$884,0002,791
U.S. Government agency obligations$11,542,0003,175
Securities issued by states & political subdivisions$25,731,0001,667
Other domestic debt securities$2,578,0001,714
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$2,578,0001,284
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$21,013,0002,104
Mortgage-backed securities$10,477,0002,640
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,477,0002,098
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)$40,735,0002,759
Total debt securities$40,734,0002,995
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0126
2022-09-30Rank
Total securities$41,017,0003,018
U.S. Government securities$12,553,0003,593
U.S. Treasury securities$872,0002,810
U.S. Government agency obligations$11,681,0003,188
Securities issued by states & political subdivisions$25,865,0001,658
Other domestic debt securities$2,599,0001,684
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$2,599,0001,287
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$19,392,0002,115
Mortgage-backed securities$10,618,0002,639
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$10,618,0002,093
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)$41,017,0002,766
Total debt securities$41,016,0002,998
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0130
2022-06-30Rank
Total securities$42,846,0003,002
U.S. Government securities$13,440,0003,564
U.S. Treasury securities$893,0002,774
U.S. Government agency obligations$12,547,0003,165
Securities issued by states & political subdivisions$26,708,0001,676
Other domestic debt securities$2,698,0001,577
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$2,698,0001,278
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$20,111,0002,062
Mortgage-backed securities$11,423,0002,643
Certificates of participation in pools of residential mortgages$11,423,0002,142
Issued or guaranteed by U.S.$11,423,0002,088
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)$42,846,0002,778
Total debt securities$42,845,0002,987
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0133
2022-03-31Rank
Total securities$45,236,0002,899
U.S. Government securities$14,451,0003,425
U.S. Treasury securities$923,0002,509
U.S. Government agency obligations$13,528,0003,080
Securities issued by states & political subdivisions$27,996,0001,651
Other domestic debt securities$2,789,0001,551
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$2,789,0001,253
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$19,630,0002,025
Mortgage-backed securities$12,338,0002,597
Certificates of participation in pools of residential mortgages$12,338,0002,107
Issued or guaranteed by U.S.$12,338,0002,060
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)$45,236,0002,698
Total debt securities$45,238,0002,883
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-12-31Rank
Total securities$45,563,0002,815
U.S. Government securities$12,090,0003,437
U.S. Treasury securities$491,0002,137
U.S. Government agency obligations$11,599,0003,171
Securities issued by states & political subdivisions$30,620,0001,596
Other domestic debt securities$2,853,0001,503
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$2,853,0001,180
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$24,978,0001,798
Mortgage-backed securities$10,332,0002,733
Certificates of participation in pools of residential mortgages$10,328,0002,253
Issued or guaranteed by U.S.$10,328,0002,191
Privately issued$0246
Collaterized mortgage obligations$4,0002,860
CMOs issued by government agencies or sponsored agencies$4,0002,801
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)$45,563,0002,646
Total debt securities$45,563,0002,799
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-09-30Rank
Total securities$48,823,0002,657
U.S. Government securities$13,605,0003,287
U.S. Treasury securities$499,0001,917
U.S. Government agency obligations$13,106,0003,076
Securities issued by states & political subdivisions$32,342,0001,502
Other domestic debt securities$2,876,0001,438
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$2,876,0001,123
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$22,803,0001,858
Mortgage-backed securities$11,319,0002,676
Certificates of participation in pools of residential mortgages$11,201,0002,188
Issued or guaranteed by U.S.$11,201,0002,133
Privately issued$0234
Collaterized mortgage obligations$118,0002,755
CMOs issued by government agencies or sponsored agencies$118,0002,695
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)$48,823,0002,493
Total debt securities$48,824,0002,638
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2021-06-30Rank
Total securities$45,471,0002,696
U.S. Government securities$14,342,0003,185
U.S. Treasury securities$498,0001,824
U.S. Government agency obligations$13,844,0003,000
Securities issued by states & political subdivisions$29,243,0001,568
Other domestic debt securities$1,886,0001,560
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$1,886,0001,229
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$21,800,0001,885
Mortgage-backed securities$12,307,0002,603
Certificates of participation in pools of residential mortgages$12,053,0002,104
Issued or guaranteed by U.S.$12,053,0002,047
Privately issued$0247
Collaterized mortgage obligations$254,0002,658
CMOs issued by government agencies or sponsored agencies$254,0002,607
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)$45,471,0002,544
Total debt securities$45,472,0002,681
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0139
2021-03-31Rank
Total securities$40,990,0002,725
U.S. Government securities$12,603,0003,221
U.S. Treasury securities$01,631
U.S. Government agency obligations$12,603,0003,034
Securities issued by states & political subdivisions$27,347,0001,605
Other domestic debt securities$1,040,0001,723
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$1,040,0001,351
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$20,467,0001,912
Mortgage-backed securities$10,067,0002,732
Certificates of participation in pools of residential mortgages$9,600,0002,239
Issued or guaranteed by U.S.$9,600,0002,173
Privately issued$0261
Collaterized mortgage obligations$467,0002,507
CMOs issued by government agencies or sponsored agencies$467,0002,455
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)$40,990,0002,553
Total debt securities$40,989,0002,706
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-12-31Rank
Total securities$36,713,0002,751
U.S. Government securities$9,512,0003,335
U.S. Treasury securities$01,194
U.S. Government agency obligations$9,512,0003,181
Securities issued by states & political subdivisions$26,172,0001,596
Other domestic debt securities$1,029,0001,678
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$1,029,0001,303
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$20,724,0001,874
Mortgage-backed securities$8,710,0002,768
Certificates of participation in pools of residential mortgages$8,200,0002,265
Issued or guaranteed by U.S.$8,200,0002,205
Privately issued$0245
Collaterized mortgage obligations$510,0002,501
CMOs issued by government agencies or sponsored agencies$510,0002,448
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)$36,713,0002,575
Total debt securities$36,714,0002,730
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0137
2020-09-30Rank
Total securities$37,931,0002,611
U.S. Government securities$10,700,0003,187
U.S. Treasury securities$01,216
U.S. Government agency obligations$10,700,0003,047
Securities issued by states & political subdivisions$26,216,0001,474
Other domestic debt securities$1,015,0001,653
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$1,015,0001,274
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$15,773,0002,136
Mortgage-backed securities$9,893,0002,652
Certificates of participation in pools of residential mortgages$9,376,0002,126
Issued or guaranteed by U.S.$9,376,0002,062
Privately issued$0251
Collaterized mortgage obligations$517,0002,531
CMOs issued by government agencies or sponsored agencies$517,0002,477
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$37,931,0002,440
Total debt securities$37,933,0002,589
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0131
2020-06-30Rank
Total securities$32,468,0002,776
U.S. Government securities$11,431,0003,121
U.S. Treasury securities$01,251
U.S. Government agency obligations$11,431,0002,982
Securities issued by states & political subdivisions$21,037,0001,627
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$15,677,0002,154
Mortgage-backed securities$10,371,0002,595
Certificates of participation in pools of residential mortgages$8,890,0002,150
Issued or guaranteed by U.S.$8,890,0002,094
Privately issued$0251
Collaterized mortgage obligations$1,481,0002,201
CMOs issued by government agencies or sponsored agencies$1,481,0002,159
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)$32,468,0002,603
Total debt securities$32,468,0002,753
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0132
2020-03-31Rank
Total securities$30,677,0002,797
U.S. Government securities$11,860,0003,133
U.S. Treasury securities$01,297
U.S. Government agency obligations$11,860,0002,991
Securities issued by states & political subdivisions$18,817,0001,623
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$14,599,0002,172
Mortgage-backed securities$10,798,0002,578
Certificates of participation in pools of residential mortgages$9,281,0002,123
Issued or guaranteed by U.S.$9,281,0002,064
Privately issued$0267
Collaterized mortgage obligations$1,517,0002,204
CMOs issued by government agencies or sponsored agencies$1,517,0002,157
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)$30,677,0002,631
Total debt securities$30,678,0002,780
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0129
2019-12-31Rank
Total securities$30,457,0002,830
U.S. Government securities$13,547,0003,055
U.S. Treasury securities$01,363
U.S. Government agency obligations$13,547,0002,894
Securities issued by states & political subdivisions$16,910,0001,718
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$16,304,0002,063
Mortgage-backed securities$12,538,0002,412
Certificates of participation in pools of residential mortgages$11,507,0001,867
Issued or guaranteed by U.S.$11,507,0001,816
Privately issued$0249
Collaterized mortgage obligations$1,031,0002,340
CMOs issued by government agencies or sponsored agencies$1,031,0002,295
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)$30,457,0002,641
Total debt securities$30,457,0002,809
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$26,777,0003,038
U.S. Government securities$14,032,0003,050
U.S. Treasury securities$01,429
U.S. Government agency obligations$14,032,0002,891
Securities issued by states & political subdivisions$12,745,0002,051
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$13,997,0002,259
Mortgage-backed securities$12,021,0002,445
Certificates of participation in pools of residential mortgages$12,021,0001,813
Issued or guaranteed by U.S.$12,021,0001,758
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)$26,777,0002,833
Total debt securities$26,777,0003,022
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$26,733,0003,079
U.S. Government securities$12,600,0003,227
U.S. Treasury securities$01,467
U.S. Government agency obligations$12,600,0003,068
Securities issued by states & political subdivisions$14,133,0001,975
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$14,940,0002,227
Mortgage-backed securities$10,589,0002,567
Certificates of participation in pools of residential mortgages$10,589,0001,921
Issued or guaranteed by U.S.$10,589,0001,886
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)$26,733,0002,860
Total debt securities$26,733,0003,061
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$27,103,0003,103
U.S. Government securities$12,874,0003,231
U.S. Treasury securities$01,516
U.S. Government agency obligations$12,874,0003,061
Securities issued by states & political subdivisions$14,229,0002,027
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$14,689,0002,301
Mortgage-backed securities$10,880,0002,529
Certificates of participation in pools of residential mortgages$10,880,0001,895
Issued or guaranteed by U.S.$10,880,0001,855
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)$27,103,0002,870
Total debt securities$27,103,0003,085
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$25,278,0003,232
U.S. Government securities$10,237,0003,550
U.S. Treasury securities$01,513
U.S. Government agency obligations$10,237,0003,399
Securities issued by states & political subdivisions$15,041,0001,991
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$14,958,0002,292
Mortgage-backed securities$8,260,0002,773
Certificates of participation in pools of residential mortgages$8,260,0002,169
Issued or guaranteed by U.S.$8,260,0002,135
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)$75,0001,842
Available-for-sale securities (fair market value)$25,203,0002,996
Total debt securities$25,276,0003,212
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$25,739,0003,213
U.S. Government securities$10,446,0003,568
U.S. Treasury securities$01,500
U.S. Government agency obligations$10,446,0003,420
Securities issued by states & political subdivisions$15,293,0002,008
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,358,0002,352
Mortgage-backed securities$8,476,0002,769
Certificates of participation in pools of residential mortgages$8,476,0002,161
Issued or guaranteed by U.S.$8,476,0002,149
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)$75,0001,883
Available-for-sale securities (fair market value)$25,664,0002,976
Total debt securities$25,738,0003,190
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$26,065,0003,246
U.S. Government securities$10,325,0003,592
U.S. Treasury securities$01,475
U.S. Government agency obligations$10,325,0003,447
Securities issued by states & political subdivisions$15,740,0002,021
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$15,620,0002,285
Mortgage-backed securities$7,850,0002,868
Certificates of participation in pools of residential mortgages$7,850,0002,272
Issued or guaranteed by U.S.$7,850,0002,168
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)$75,0001,913
Available-for-sale securities (fair market value)$25,990,0002,994
Total debt securities$26,065,0003,225
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$26,448,0003,251
U.S. Government securities$10,145,0003,695
U.S. Treasury securities$01,426
U.S. Government agency obligations$10,145,0003,547
Securities issued by states & political subdivisions$16,303,0002,021
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$15,823,0002,292
Mortgage-backed securities$7,662,0002,896
Certificates of participation in pools of residential mortgages$7,662,0002,350
Issued or guaranteed by U.S.$7,662,0002,347
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)$230,0001,841
Available-for-sale securities (fair market value)$26,218,0003,013
Total debt securities$26,448,0003,230
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$27,826,0003,240
U.S. Government securities$10,644,0003,659
U.S. Treasury securities$01,328
U.S. Government agency obligations$10,644,0003,510
Securities issued by states & political subdivisions$17,182,0002,004
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$17,888,0002,155
Mortgage-backed securities$8,136,0002,884
Certificates of participation in pools of residential mortgages$8,136,0002,335
Issued or guaranteed by U.S.$8,136,0002,332
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)$305,0001,836
Available-for-sale securities (fair market value)$27,521,0003,006
Total debt securities$27,826,0003,217
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$28,878,0003,206
U.S. Government securities$11,122,0003,617
U.S. Treasury securities$01,313
U.S. Government agency obligations$11,122,0003,473
Securities issued by states & political subdivisions$17,756,0001,992
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,129,0002,320
Mortgage-backed securities$8,592,0002,857
Certificates of participation in pools of residential mortgages$8,592,0002,319
Issued or guaranteed by U.S.$8,592,0002,318
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)$305,0001,889
Available-for-sale securities (fair market value)$28,573,0002,971
Total debt securities$28,878,0003,184
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$29,762,0003,214
U.S. Government securities$11,579,0003,630
U.S. Treasury securities$01,351
U.S. Government agency obligations$11,579,0003,495
Securities issued by states & political subdivisions$18,183,0001,979
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$17,234,0002,262
Mortgage-backed securities$9,042,0002,841
Certificates of participation in pools of residential mortgages$9,042,0002,304
Issued or guaranteed by U.S.$9,042,0002,303
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)$305,0001,914
Available-for-sale securities (fair market value)$29,457,0002,983
Total debt securities$29,762,0003,196
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$29,790,0003,230
U.S. Government securities$11,859,0003,644
U.S. Treasury securities$01,390
U.S. Government agency obligations$11,859,0003,509
Securities issued by states & political subdivisions$17,931,0002,010
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$14,608,0002,501
Mortgage-backed securities$9,331,0002,855
Certificates of participation in pools of residential mortgages$9,331,0002,320
Issued or guaranteed by U.S.$9,331,0002,320
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)$305,0001,950
Available-for-sale securities (fair market value)$29,485,0002,986
Total debt securities$29,790,0003,211
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$30,285,0003,184
U.S. Government securities$11,684,0003,644
U.S. Treasury securities$01,367
U.S. Government agency obligations$11,684,0003,506
Securities issued by states & political subdivisions$18,601,0001,973
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$18,666,0002,185
Mortgage-backed securities$9,162,0002,865
Certificates of participation in pools of residential mortgages$9,162,0002,332
Issued or guaranteed by U.S.$9,162,0002,329
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)$305,0001,967
Available-for-sale securities (fair market value)$29,980,0002,939
Total debt securities$30,285,0003,167
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$31,224,0003,143
U.S. Government securities$12,377,0003,571
U.S. Treasury securities$01,214
U.S. Government agency obligations$12,377,0003,449
Securities issued by states & political subdivisions$18,847,0001,949
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$12,934,0002,642
Mortgage-backed securities$9,541,0002,844
Certificates of participation in pools of residential mortgages$9,541,0002,318
Issued or guaranteed by U.S.$9,541,0002,318
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)$305,0001,985
Available-for-sale securities (fair market value)$30,919,0002,901
Total debt securities$31,224,0003,123
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$31,258,0003,221
U.S. Government securities$13,403,0003,561
U.S. Treasury securities$01,253
U.S. Government agency obligations$13,403,0003,444
Securities issued by states & political subdivisions$17,855,0002,042
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$12,761,0002,712
Mortgage-backed securities$10,055,0002,831
Certificates of participation in pools of residential mortgages$10,055,0002,315
Issued or guaranteed by U.S.$10,055,0002,311
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)$485,0001,962
Available-for-sale securities (fair market value)$30,773,0002,981
Total debt securities$31,258,0003,196
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$31,942,0003,239
U.S. Government securities$13,838,0003,603
U.S. Treasury securities$01,296
U.S. Government agency obligations$13,838,0003,475
Securities issued by states & political subdivisions$18,104,0001,990
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$12,690,0002,769
Mortgage-backed securities$10,501,0002,808
Certificates of participation in pools of residential mortgages$10,501,0002,289
Issued or guaranteed by U.S.$10,501,0002,288
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)$486,0002,006
Available-for-sale securities (fair market value)$31,456,0002,983
Total debt securities$31,942,0003,210
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$33,377,0003,189
U.S. Government securities$14,801,0003,552
U.S. Treasury securities$01,367
U.S. Government agency obligations$14,801,0003,428
Securities issued by states & political subdivisions$18,576,0001,979
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$15,977,0002,461
Mortgage-backed securities$9,995,0002,842
Certificates of participation in pools of residential mortgages$9,995,0002,330
Issued or guaranteed by U.S.$9,995,0002,327
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)$736,0001,950
Available-for-sale securities (fair market value)$32,641,0002,932
Total debt securities$33,377,0003,165
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$33,610,0003,210
U.S. Government securities$14,861,0003,616
U.S. Treasury securities$01,303
U.S. Government agency obligations$14,861,0003,502
Securities issued by states & political subdivisions$18,749,0001,950
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$12,756,0002,804
Mortgage-backed securities$9,012,0002,984
Certificates of participation in pools of residential mortgages$9,012,0002,482
Issued or guaranteed by U.S.$9,012,0002,480
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)$736,0001,964
Available-for-sale securities (fair market value)$32,874,0002,967
Total debt securities$33,610,0003,184
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$34,499,0003,215
U.S. Government securities$16,116,0003,587
U.S. Treasury securities$01,348
U.S. Government agency obligations$16,116,0003,470
Securities issued by states & political subdivisions$18,383,0001,956
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$12,809,0002,802
Mortgage-backed securities$9,318,0003,029
Certificates of participation in pools of residential mortgages$9,318,0002,505
Issued or guaranteed by U.S.$9,318,0002,501
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$736,0001,997
Available-for-sale securities (fair market value)$33,763,0002,978
Total debt securities$34,499,0003,188
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$35,204,0003,228
U.S. Government securities$16,983,0003,568
U.S. Treasury securities$01,327
U.S. Government agency obligations$16,983,0003,449
Securities issued by states & political subdivisions$18,221,0001,955
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$12,946,0002,845
Mortgage-backed securities$9,886,0003,018
Certificates of participation in pools of residential mortgages$9,886,0002,490
Issued or guaranteed by U.S.$9,886,0002,488
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$736,0002,004
Available-for-sale securities (fair market value)$34,468,0002,977
Total debt securities$35,204,0003,202
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$35,589,0003,237
U.S. Government securities$17,472,0003,572
U.S. Treasury securities$01,361
U.S. Government agency obligations$17,472,0003,463
Securities issued by states & political subdivisions$18,117,0001,968
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$16,957,0002,487
Mortgage-backed securities$10,213,0003,031
Certificates of participation in pools of residential mortgages$10,213,0002,495
Issued or guaranteed by U.S.$10,213,0002,490
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$736,0002,021
Available-for-sale securities (fair market value)$34,853,0002,986
Total debt securities$35,589,0003,216
Structured notes
Amortized cost$3,498,000810
Fair value$3,466,000808
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$36,191,0003,286
U.S. Government securities$18,095,0003,602
U.S. Treasury securities$01,381
U.S. Government agency obligations$18,095,0003,485
Securities issued by states & political subdivisions$18,096,0002,000
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$11,267,0003,067
Mortgage-backed securities$10,388,0003,074
Certificates of participation in pools of residential mortgages$10,388,0002,541
Issued or guaranteed by U.S.$10,388,0002,537
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$736,0002,049
Available-for-sale securities (fair market value)$35,455,0003,032
Total debt securities$36,191,0003,263
Structured notes
Amortized cost$3,998,000838
Fair value$3,931,000830
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$36,137,0003,316
U.S. Government securities$18,467,0003,607
U.S. Treasury securities$01,342
U.S. Government agency obligations$18,467,0003,499
Securities issued by states & political subdivisions$17,670,0002,046
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$12,541,0002,926
Mortgage-backed securities$10,778,0003,085
Certificates of participation in pools of residential mortgages$10,778,0002,540
Issued or guaranteed by U.S.$10,778,0002,540
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$736,0002,067
Available-for-sale securities (fair market value)$35,401,0003,064
Total debt securities$36,137,0003,290
Structured notes
Amortized cost$3,998,000867
Fair value$3,909,000864
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$35,710,0003,360
U.S. Government securities$18,822,0003,610
U.S. Treasury securities$01,198
U.S. Government agency obligations$18,822,0003,507
Securities issued by states & political subdivisions$16,888,0002,113
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$12,904,0002,902
Mortgage-backed securities$10,984,0003,084
Certificates of participation in pools of residential mortgages$10,984,0002,533
Issued or guaranteed by U.S.$10,984,0002,533
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$736,0002,073
Available-for-sale securities (fair market value)$34,974,0003,106
Total debt securities$35,710,0003,335
Structured notes
Amortized cost$3,998,000881
Fair value$3,852,000873
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$35,452,0003,365
U.S. Government securities$18,454,0003,638
U.S. Treasury securities$01,131
U.S. Government agency obligations$18,454,0003,540
Securities issued by states & political subdivisions$16,998,0002,096
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$16,473,0002,548
Mortgage-backed securities$10,688,0003,116
Certificates of participation in pools of residential mortgages$10,688,0002,567
Issued or guaranteed by U.S.$10,688,0002,567
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$887,0002,021
Available-for-sale securities (fair market value)$34,565,0003,127
Total debt securities$35,452,0003,340
Structured notes
Amortized cost$3,998,000866
Fair value$3,806,000855
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$36,479,0003,338
U.S. Government securities$19,369,0003,573
U.S. Treasury securities$01,131
U.S. Government agency obligations$19,369,0003,478
Securities issued by states & political subdivisions$17,110,0002,092
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$10,069,0003,260
Mortgage-backed securities$11,067,0003,095
Certificates of participation in pools of residential mortgages$11,067,0002,532
Issued or guaranteed by U.S.$11,067,0002,530
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$887,0002,005
Available-for-sale securities (fair market value)$35,592,0003,090
Total debt securities$36,479,0003,306
Structured notes
Amortized cost$4,498,000792
Fair value$4,325,000780
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$37,722,0003,248
U.S. Government securities$20,310,0003,489
U.S. Treasury securities$01,152
U.S. Government agency obligations$20,310,0003,394
Securities issued by states & political subdivisions$17,412,0002,063
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$10,253,0003,209
Mortgage-backed securities$10,316,0003,190
Certificates of participation in pools of residential mortgages$10,316,0002,599
Issued or guaranteed by U.S.$10,316,0002,597
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$887,0001,956
Available-for-sale securities (fair market value)$36,835,0003,035
Total debt securities$37,722,0003,217
Structured notes
Amortized cost$4,498,000785
Fair value$4,416,000775
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$35,302,0003,405
U.S. Government securities$18,477,0003,688
U.S. Treasury securities$01,161
U.S. Government agency obligations$18,477,0003,598
Securities issued by states & political subdivisions$16,825,0002,098
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$10,494,0003,231
Mortgage-backed securities$9,743,0003,312
Certificates of participation in pools of residential mortgages$9,743,0002,703
Issued or guaranteed by U.S.$9,743,0002,702
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$987,0001,916
Available-for-sale securities (fair market value)$34,315,0003,213
Total debt securities$35,302,0003,372
Structured notes
Amortized cost$3,998,000845
Fair value$4,027,000804
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$31,769,0003,570
U.S. Government securities$15,871,0003,920
U.S. Treasury securities$01,135
U.S. Government agency obligations$15,871,0003,819
Securities issued by states & political subdivisions$15,898,0002,142
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$13,297,0002,843
Mortgage-backed securities$7,347,0003,671
Certificates of participation in pools of residential mortgages$7,347,0003,063
Issued or guaranteed by U.S.$7,347,0003,062
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$1,272,0001,835
Available-for-sale securities (fair market value)$30,497,0003,375
Total debt securities$31,769,0003,534
Structured notes
Amortized cost$4,500,000792
Fair value$4,546,000783
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$32,257,0003,577
U.S. Government securities$16,094,0003,989
U.S. Treasury securities$01,086
U.S. Government agency obligations$16,094,0003,908
Securities issued by states & political subdivisions$16,163,0002,093
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,935,0003,324
Mortgage-backed securities$8,039,0003,705
Certificates of participation in pools of residential mortgages$8,039,0003,097
Issued or guaranteed by U.S.$8,039,0003,096
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$1,372,0001,835
Available-for-sale securities (fair market value)$30,885,0003,378
Total debt securities$32,257,0003,547
Structured notes
Amortized cost$4,000,000900
Fair value$4,055,000889
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$32,572,0003,562
U.S. Government securities$17,609,0003,883
U.S. Treasury securities$01,068
U.S. Government agency obligations$17,609,0003,802
Securities issued by states & political subdivisions$14,963,0002,142
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$9,996,0003,343
Mortgage-backed securities$8,524,0003,680
Certificates of participation in pools of residential mortgages$8,524,0003,049
Issued or guaranteed by U.S.$8,524,0003,049
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$1,372,0001,847
Available-for-sale securities (fair market value)$31,200,0003,382
Total debt securities$32,572,0003,534
Structured notes
Amortized cost$4,500,000963
Fair value$4,562,000952
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$31,193,0003,663
U.S. Government securities$17,367,0003,987
U.S. Treasury securities$01,157
U.S. Government agency obligations$17,367,0003,904
Securities issued by states & political subdivisions$13,826,0002,205
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$9,511,0003,440
Mortgage-backed securities$7,023,0003,943
Certificates of participation in pools of residential mortgages$7,023,0003,290
Issued or guaranteed by U.S.$7,023,0003,288
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$1,589,0001,829
Available-for-sale securities (fair market value)$29,604,0003,486
Total debt securities$31,193,0003,636
Structured notes
Amortized cost$4,500,0001,118
Fair value$4,521,0001,108
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$28,903,0003,760
U.S. Government securities$13,133,0004,470
U.S. Treasury securities$01,076
U.S. Government agency obligations$13,133,0004,380
Securities issued by states & political subdivisions$15,770,0001,969
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$13,320,0002,778
Mortgage-backed securities$3,380,0004,558
Certificates of participation in pools of residential mortgages$3,380,0004,012
Issued or guaranteed by U.S.$3,380,0004,007
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$2,047,0001,772
Available-for-sale securities (fair market value)$26,856,0003,628
Total debt securities$28,903,0003,735
Structured notes
Amortized cost$3,750,0001,231
Fair value$3,813,0001,223
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$31,516,0003,503
U.S. Government securities$15,096,0004,157
U.S. Treasury securities$01,126
U.S. Government agency obligations$15,096,0004,062
Securities issued by states & political subdivisions$16,420,0001,845
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$10,077,0003,186
Mortgage-backed securities$3,164,0004,583
Certificates of participation in pools of residential mortgages$3,164,0004,027
Issued or guaranteed by U.S.$3,164,0004,013
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$2,222,0001,754
Available-for-sale securities (fair market value)$29,294,0003,383
Total debt securities$31,516,0003,467
Structured notes
Amortized cost$4,250,0001,162
Fair value$4,322,0001,156
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$30,528,0003,592
U.S. Government securities$14,836,0004,292
U.S. Treasury securities$01,225
U.S. Government agency obligations$14,836,0004,189
Securities issued by states & political subdivisions$15,692,0001,862
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$10,288,0003,159
Mortgage-backed securities$3,271,0004,533
Certificates of participation in pools of residential mortgages$3,271,0003,966
Issued or guaranteed by U.S.$3,271,0003,951
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$2,322,0001,776
Available-for-sale securities (fair market value)$28,206,0003,464
Total debt securities$30,528,0003,568
Structured notes
Amortized cost$3,000,0001,597
Fair value$3,034,0001,599
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$27,717,0003,788
U.S. Government securities$13,452,0004,472
U.S. Treasury securities$01,272
U.S. Government agency obligations$13,452,0004,348
Securities issued by states & political subdivisions$14,265,0001,958
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$10,585,0003,106
Mortgage-backed securities$2,420,0004,702
Certificates of participation in pools of residential mortgages$2,420,0004,191
Issued or guaranteed by U.S.$2,420,0004,181
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$2,472,0001,761
Available-for-sale securities (fair market value)$25,245,0003,691
Total debt securities$27,717,0003,756
Structured notes
Amortized cost$3,000,0001,661
Fair value$3,005,0001,664
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$27,701,0003,678
U.S. Government securities$13,889,0004,230
U.S. Treasury securities$01,275
U.S. Government agency obligations$13,889,0004,107
Securities issued by states & political subdivisions$13,812,0001,972
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$15,440,0002,507
Mortgage-backed securities$1,502,0004,952
Certificates of participation in pools of residential mortgages$1,502,0004,461
Issued or guaranteed by U.S.$1,502,0004,456
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$2,873,0001,700
Available-for-sale securities (fair market value)$24,828,0003,619
Total debt securities$27,701,0003,650
Structured notes
Amortized cost$3,000,0001,519
Fair value$2,996,0001,542
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$25,369,0003,839
U.S. Government securities$12,226,0004,445
U.S. Treasury securities$01,180
U.S. Government agency obligations$12,226,0004,330
Securities issued by states & political subdivisions$13,143,0001,967
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$11,093,0003,044
Mortgage-backed securities$1,644,0004,922
Certificates of participation in pools of residential mortgages$1,644,0004,379
Issued or guaranteed by U.S.$1,644,0004,372
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$2,903,0001,746
Available-for-sale securities (fair market value)$22,466,0003,761
Total debt securities$25,369,0003,801
Structured notes
Amortized cost$2,000,0001,860
Fair value$2,062,0001,841
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$24,339,0003,949
U.S. Government securities$12,821,0004,436
U.S. Treasury securities$01,121
U.S. Government agency obligations$12,821,0004,322
Securities issued by states & political subdivisions$11,518,0002,062
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$11,717,0002,977
Mortgage-backed securities$1,835,0004,877
Certificates of participation in pools of residential mortgages$1,835,0004,363
Issued or guaranteed by U.S.$1,835,0004,355
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$3,068,0001,773
Available-for-sale securities (fair market value)$21,271,0003,869
Total debt securities$24,339,0003,912
Structured notes
Amortized cost$2,000,0001,961
Fair value$2,044,0001,950
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$23,309,0004,078
U.S. Government securities$12,118,0004,590
U.S. Treasury securities$01,130
U.S. Government agency obligations$12,118,0004,476
Securities issued by states & political subdivisions$11,191,0002,088
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$13,061,0002,878
Mortgage-backed securities$1,995,0004,912
Certificates of participation in pools of residential mortgages$1,995,0004,414
Issued or guaranteed by U.S.$1,995,0004,406
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$3,184,0001,779
Available-for-sale securities (fair market value)$20,125,0004,023
Total debt securities$23,309,0004,047
Structured notes
Amortized cost$1,500,0002,024
Fair value$1,512,0002,024
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$22,683,0004,127
U.S. Government securities$10,313,0004,925
U.S. Treasury securities$01,077
U.S. Government agency obligations$10,313,0004,823
Securities issued by states & political subdivisions$12,370,0001,945
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$18,911,0002,296
Mortgage-backed securities$2,113,0004,952
Certificates of participation in pools of residential mortgages$2,113,0004,446
Issued or guaranteed by U.S.$2,113,0004,440
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$4,430,0001,610
Available-for-sale securities (fair market value)$18,253,0004,184
Total debt securities$22,683,0004,097
Structured notes
Amortized cost$1,000,0001,971
Fair value$991,0002,120
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$22,851,0004,121
U.S. Government securities$10,995,0004,806
U.S. Treasury securities$01,047
U.S. Government agency obligations$10,995,0004,716
Securities issued by states & political subdivisions$11,856,0002,021
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$15,810,0002,583
Mortgage-backed securities$2,232,0005,002
Certificates of participation in pools of residential mortgages$2,232,0004,506
Issued or guaranteed by U.S.$2,232,0004,499
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$4,035,0001,718
Available-for-sale securities (fair market value)$18,816,0004,145
Total debt securities$22,851,0004,088
Structured notes
Amortized cost$500,0002,012
Fair value$499,0002,125
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$21,959,0004,204
U.S. Government securities$10,477,0004,903
U.S. Treasury securities$01,036
U.S. Government agency obligations$10,477,0004,816
Securities issued by states & political subdivisions$11,482,0002,021
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$15,765,0002,609
Mortgage-backed securities$2,403,0004,987
Certificates of participation in pools of residential mortgages$2,403,0004,502
Issued or guaranteed by U.S.$2,403,0004,490
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$4,121,0001,728
Available-for-sale securities (fair market value)$17,838,0004,248
Total debt securities$21,959,0004,162
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$21,632,0004,247
U.S. Government securities$10,103,0005,048
U.S. Treasury securities$0981
U.S. Government agency obligations$10,103,0004,965
Securities issued by states & political subdivisions$11,529,0001,911
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$17,621,0002,489
Mortgage-backed securities$2,611,0005,008
Certificates of participation in pools of residential mortgages$2,611,0004,525
Issued or guaranteed by U.S.$2,611,0004,514
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,122,0001,747
Available-for-sale securities (fair market value)$17,510,0004,269
Total debt securities$21,632,0004,212
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$21,538,0004,265
U.S. Government securities$10,189,0005,093
U.S. Treasury securities$0973
U.S. Government agency obligations$10,189,0005,010
Securities issued by states & political subdivisions$11,349,0001,890
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$18,258,0002,449
Mortgage-backed securities$2,709,0004,954
Certificates of participation in pools of residential mortgages$2,709,0004,462
Issued or guaranteed by U.S.$2,709,0004,449
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,345,0001,717
Available-for-sale securities (fair market value)$17,193,0004,315
Total debt securities$21,538,0004,223
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$22,069,0004,135
U.S. Government securities$10,969,0004,902
U.S. Treasury securities$01,019
U.S. Government agency obligations$10,969,0004,814
Securities issued by states & political subdivisions$11,100,0001,889
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$14,825,0002,757
Mortgage-backed securities$3,662,0004,592
Certificates of participation in pools of residential mortgages$3,662,0004,067
Issued or guaranteed by U.S.$3,662,0004,055
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,501,0001,713
Available-for-sale securities (fair market value)$17,568,0004,202
Total debt securities$22,069,0004,099
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$21,868,0004,221
U.S. Government securities$10,955,0004,942
U.S. Treasury securities$01,021
U.S. Government agency obligations$10,955,0004,862
Securities issued by states & political subdivisions$10,913,0001,928
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$14,678,0002,728
Mortgage-backed securities$2,235,0005,072
Certificates of participation in pools of residential mortgages$2,235,0004,600
Issued or guaranteed by U.S.$2,235,0004,581
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,502,0001,708
Available-for-sale securities (fair market value)$17,366,0004,299
Total debt securities$21,868,0004,176
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$20,100,0004,419
U.S. Government securities$9,360,0005,254
U.S. Treasury securities$01,044
U.S. Government agency obligations$9,360,0005,168
Securities issued by states & political subdivisions$10,740,0001,946
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$13,628,0002,822
Mortgage-backed securities$2,392,0004,941
Certificates of participation in pools of residential mortgages$2,392,0004,440
Issued or guaranteed by U.S.$2,392,0004,421
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,062,0001,641
Available-for-sale securities (fair market value)$15,038,0004,619
Total debt securities$20,100,0004,357
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$19,645,0004,504
U.S. Government securities$8,610,0005,570
U.S. Treasury securities$01,146
U.S. Government agency obligations$8,610,0005,465
Securities issued by states & political subdivisions$11,035,0001,906
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$14,265,0002,758
Mortgage-backed securities$1,810,0004,944
Certificates of participation in pools of residential mortgages$1,810,0004,475
Issued or guaranteed by U.S.$1,810,0004,458
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,203,0001,681
Available-for-sale securities (fair market value)$14,442,0004,699
Total debt securities$19,645,0004,450
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$19,241,0004,585
U.S. Government securities$8,410,0005,738
U.S. Treasury securities$01,235
U.S. Government agency obligations$8,410,0005,633
Securities issued by states & political subdivisions$10,831,0001,888
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$14,322,0002,740
Mortgage-backed securities$1,342,0005,079
Certificates of participation in pools of residential mortgages$1,342,0004,581
Issued or guaranteed by U.S.$1,342,0004,568
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,589,0001,810
Available-for-sale securities (fair market value)$14,652,0004,675
Total debt securities$19,241,0004,534
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$18,842,0004,632
U.S. Government securities$8,122,0005,822
U.S. Treasury securities$01,362
U.S. Government agency obligations$8,122,0005,708
Securities issued by states & political subdivisions$10,720,0001,883
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$14,391,0002,737
Mortgage-backed securities$883,0005,362
Certificates of participation in pools of residential mortgages$883,0004,902
Issued or guaranteed by U.S.$883,0004,887
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,591,0001,823
Available-for-sale securities (fair market value)$14,251,0004,728
Total debt securities$18,842,0004,589
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$17,982,0004,788
U.S. Government securities$7,906,0005,923
U.S. Treasury securities$01,448
U.S. Government agency obligations$7,906,0005,805
Securities issued by states & political subdivisions$10,076,0001,999
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$13,914,0002,828
Mortgage-backed securities$1,109,0005,198
Certificates of participation in pools of residential mortgages$1,109,0004,720
Issued or guaranteed by U.S.$1,109,0004,700
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,452,0001,880
Available-for-sale securities (fair market value)$13,530,0004,891
Total debt securities$17,982,0004,738
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$18,309,0004,790
U.S. Government securities$8,264,0005,867
U.S. Treasury securities$01,498
U.S. Government agency obligations$8,264,0005,748
Securities issued by states & political subdivisions$10,045,0002,003
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$14,483,0002,750
Mortgage-backed securities$1,153,0005,169
Certificates of participation in pools of residential mortgages$1,153,0004,682
Issued or guaranteed by U.S.$1,153,0004,665
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,889,0001,842
Available-for-sale securities (fair market value)$13,420,0004,929
Total debt securities$18,309,0004,741
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$18,809,0004,754
U.S. Government securities$8,446,0005,895
U.S. Treasury securities$01,574
U.S. Government agency obligations$8,446,0005,782
Securities issued by states & political subdivisions$10,363,0001,946
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$15,046,0002,675
Mortgage-backed securities$1,202,0005,150
Certificates of participation in pools of residential mortgages$1,202,0004,662
Issued or guaranteed by U.S.$1,202,0004,637
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,083,0001,871
Available-for-sale securities (fair market value)$13,726,0004,880
Total debt securities$18,809,0004,709
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$18,833,0004,725
U.S. Government securities$8,593,0005,884
U.S. Treasury securities$01,634
U.S. Government agency obligations$8,593,0005,749
Securities issued by states & political subdivisions$10,240,0001,915
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$15,452,0002,626
Mortgage-backed securities$1,248,0005,145
Certificates of participation in pools of residential mortgages$1,248,0004,654
Issued or guaranteed by U.S.$1,248,0004,630
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,081,0001,901
Available-for-sale securities (fair market value)$13,752,0004,869
Total debt securities$18,833,0004,674
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$19,895,0004,632
U.S. Government securities$9,781,0005,625
U.S. Treasury securities$01,715
U.S. Government agency obligations$9,781,0005,495
Securities issued by states & political subdivisions$10,114,0001,929
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$13,954,0002,808
Mortgage-backed securities$1,335,0005,134
Certificates of participation in pools of residential mortgages$1,335,0004,621
Issued or guaranteed by U.S.$1,335,0004,602
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,919,0001,946
Available-for-sale securities (fair market value)$14,976,0004,715
Total debt securities$19,895,0004,577
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$18,511,0004,838
U.S. Government securities$8,329,0005,979
U.S. Treasury securities$01,737
U.S. Government agency obligations$8,329,0005,823
Securities issued by states & political subdivisions$10,182,0001,906
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$13,904,0002,777
Mortgage-backed securities$1,402,0005,139
Certificates of participation in pools of residential mortgages$1,402,0004,619
Issued or guaranteed by U.S.$1,402,0004,600
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,897,0001,987
Available-for-sale securities (fair market value)$13,614,0004,944
Total debt securities$18,512,0004,785
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$18,854,0004,781
U.S. Government securities$8,755,0005,875
U.S. Treasury securities$01,786
U.S. Government agency obligations$8,755,0005,730
Securities issued by states & political subdivisions$10,099,0001,915
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$13,029,0002,866
Mortgage-backed securities$1,501,0005,132
Certificates of participation in pools of residential mortgages$1,501,0004,612
Issued or guaranteed by U.S.$1,501,0004,593
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,610,0002,033
Available-for-sale securities (fair market value)$14,244,0004,824
Total debt securities$18,854,0004,726
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$19,185,0004,754
U.S. Government securities$9,034,0005,835
U.S. Treasury securities$01,839
U.S. Government agency obligations$9,034,0005,694
Securities issued by states & political subdivisions$9,800,0001,960
Other domestic debt securities$351,0002,860
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$351,0002,375
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$11,769,0003,057
Mortgage-backed securities$1,615,0005,145
Certificates of participation in pools of residential mortgages$1,615,0004,616
Issued or guaranteed by U.S.$1,615,0004,592
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,706,0002,035
Available-for-sale securities (fair market value)$14,479,0004,822
Total debt securities$19,185,0004,688
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$19,543,0004,767
U.S. Government securities$9,727,0005,747
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,727,0005,599
Securities issued by states & political subdivisions$9,110,0002,063
Other domestic debt securities$706,0002,516
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$706,0002,076
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$12,394,0002,954
Mortgage-backed securities$1,705,0005,174
Certificates of participation in pools of residential mortgages$1,705,0004,627
Issued or guaranteed by U.S.$1,705,0004,612
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,678,0002,078
Available-for-sale securities (fair market value)$14,865,0004,823
Total debt securities$19,543,0004,717
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$20,238,0004,694
U.S. Government securities$10,099,0005,675
U.S. Treasury securities$01,963
U.S. Government agency obligations$10,099,0005,507
Securities issued by states & political subdivisions$9,426,0002,044
Other domestic debt securities$713,0002,550
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$713,0002,132
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$12,528,0002,907
Mortgage-backed securities$1,829,0005,147
Certificates of participation in pools of residential mortgages$1,829,0004,575
Issued or guaranteed by U.S.$1,829,0004,560
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,868,0002,049
Available-for-sale securities (fair market value)$15,370,0004,756
Total debt securities$20,238,0004,628
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$20,772,0004,617
U.S. Government securities$10,525,0005,579
U.S. Treasury securities$01,990
U.S. Government agency obligations$10,525,0005,418
Securities issued by states & political subdivisions$9,528,0002,020
Other domestic debt securities$719,0002,568
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$719,0002,184
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$13,616,0002,713
Mortgage-backed securities$1,973,0005,095
Certificates of participation in pools of residential mortgages$1,973,0004,525
Issued or guaranteed by U.S.$1,973,0004,511
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,947,0002,067
Available-for-sale securities (fair market value)$15,825,0004,692
Total debt securities$20,772,0004,558
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$21,716,0004,572
U.S. Government securities$11,536,0005,423
U.S. Treasury securities$02,098
U.S. Government agency obligations$11,536,0005,264
Securities issued by states & political subdivisions$9,455,0002,015
Other domestic debt securities$725,0002,669
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$725,0002,286
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$9,750,0003,343
Mortgage-backed securities$2,119,0005,083
Certificates of participation in pools of residential mortgages$2,119,0004,493
Issued or guaranteed by U.S.$2,119,0004,477
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,956,0002,069
Available-for-sale securities (fair market value)$16,760,0004,631
Total debt securities$21,716,0004,498
Structured notes
Amortized cost$300,0002,628
Fair value$300,0002,632
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$21,994,0004,501
U.S. Government securities$11,522,0005,378
U.S. Treasury securities$02,082
U.S. Government agency obligations$11,522,0005,230
Securities issued by states & political subdivisions$9,441,0002,060
Other domestic debt securities$1,031,0002,487
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$1,031,0002,105
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$9,187,0003,421
Mortgage-backed securities$2,406,0005,006
Certificates of participation in pools of residential mortgages$2,406,0004,405
Issued or guaranteed by U.S.$2,406,0004,391
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,259,0002,006
Available-for-sale securities (fair market value)$16,735,0004,613
Total debt securities$21,994,0004,430
Structured notes
Amortized cost$302,0002,405
Fair value$302,0002,418
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$21,964,0004,565
U.S. Government securities$11,188,0005,480
U.S. Treasury securities$02,227
U.S. Government agency obligations$11,188,0005,316
Securities issued by states & political subdivisions$9,438,0002,039
Other domestic debt securities$1,338,0002,329
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$1,338,0002,031
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$13,266,0002,654
Mortgage-backed securities$2,116,0005,107
Certificates of participation in pools of residential mortgages$2,116,0004,533
Issued or guaranteed by U.S.$2,116,0004,512
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,724,0001,966
Available-for-sale securities (fair market value)$16,240,0004,712
Total debt securities$21,964,0004,490
Structured notes
Amortized cost$607,0001,983
Fair value$607,0001,987
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$21,719,0004,525
U.S. Government securities$11,103,0005,356
U.S. Treasury securities$02,287
U.S. Government agency obligations$11,103,0005,189
Securities issued by states & political subdivisions$9,272,0002,079
Other domestic debt securities$1,344,0002,440
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$1,344,0002,140
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$9,653,0003,154
Mortgage-backed securities$2,362,0005,014
Certificates of participation in pools of residential mortgages$2,362,0004,402
Issued or guaranteed by U.S.$2,362,0004,381
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,572,0001,994
Available-for-sale securities (fair market value)$16,147,0004,670
Total debt securities$21,719,0004,453
Structured notes
Amortized cost$304,0002,017
Fair value$304,0002,022
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$20,391,0004,635
U.S. Government securities$9,884,0005,588
U.S. Treasury securities$02,322
U.S. Government agency obligations$9,884,0005,420
Securities issued by states & political subdivisions$9,156,0002,065
Other domestic debt securities$1,351,0002,505
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$1,351,0002,196
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$8,771,0003,295
Mortgage-backed securities$2,296,0005,155
Certificates of participation in pools of residential mortgages$2,296,0004,499
Issued or guaranteed by U.S.$2,296,0004,482
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,425,0001,996
Available-for-sale securities (fair market value)$14,966,0004,791
Total debt securities$20,391,0004,541
Structured notes
Amortized cost$306,0001,821
Fair value$306,0001,824
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$20,374,0004,620
U.S. Government securities$9,737,0005,640
U.S. Treasury securities$02,382
U.S. Government agency obligations$9,737,0005,458
Securities issued by states & political subdivisions$8,367,0002,144
Other domestic debt securities$2,270,0002,082
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$2,270,0001,792
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$8,841,0003,326
Mortgage-backed securities$2,910,0004,914
Certificates of participation in pools of residential mortgages$2,910,0004,231
Issued or guaranteed by U.S.$2,910,0004,215
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,893,0001,996
Available-for-sale securities (fair market value)$14,481,0004,868
Total debt securities$20,374,0004,523
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$20,662,0004,545
U.S. Government securities$9,757,0005,645
U.S. Treasury securities$02,544
U.S. Government agency obligations$9,757,0005,454
Securities issued by states & political subdivisions$8,623,0002,053
Other domestic debt securities$2,282,0002,076
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$2,282,0001,792
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$8,819,0003,308
Mortgage-backed securities$3,652,0004,608
Certificates of participation in pools of residential mortgages$3,652,0003,866
Issued or guaranteed by U.S.$3,652,0003,852
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,525,0001,926
Available-for-sale securities (fair market value)$14,137,0004,878
Total debt securities$20,662,0004,455
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$20,516,0004,454
U.S. Government securities$8,864,0005,823
U.S. Treasury securities$03,182
U.S. Government agency obligations$8,864,0005,595
Securities issued by states & political subdivisions$9,191,0001,847
Other domestic debt securities$2,461,0002,074
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$2,461,0001,749
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$6,719,0003,771
Mortgage-backed securities$4,263,0004,217
Certificates of participation in pools of residential mortgages$4,263,0003,382
Issued or guaranteed by U.S.$4,263,0003,368
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,957,0001,788
Available-for-sale securities (fair market value)$12,559,0005,044
Total debt securities$20,516,0004,360
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$19,380,0004,741
U.S. Government securities$9,879,0005,889
U.S. Treasury securities$04,186
U.S. Government agency obligations$9,879,0005,570
Securities issued by states & political subdivisions$8,369,0001,928
Other domestic debt securities$636,0002,773
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$636,0002,437
Foreign debt securitiesNANA
Equity securities$496,0003,851
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,326,0002,314
Mortgage-backed securities$1,184,0005,373
Certificates of participation in pools of residential mortgages$1,184,0004,608
Issued or guaranteed by U.S.$1,184,0004,592
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,994,0002,529
Available-for-sale securities (fair market value)$13,386,0004,928
Total debt securities$18,884,0004,691
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$19,475,0004,947
U.S. Government securities$9,846,0006,144
U.S. Treasury securities$05,412
U.S. Government agency obligations$9,846,0005,646
Securities issued by states & political subdivisions$7,892,0002,093
Other domestic debt securities$1,255,0002,183
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$1,255,0001,839
Foreign debt securitiesNANA
Equity securities$482,0003,793
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,547,0002,862
Mortgage-backed securities$162,0007,071
Certificates of participation in pools of residential mortgages$162,0006,492
Issued or guaranteed by U.S.$162,0006,474
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,510,0002,689
Available-for-sale securities (fair market value)$12,965,0005,162
Total debt securities$18,993,0004,907
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$18,524,0005,091
U.S. Government securities$9,884,0006,145
U.S. Treasury securities$304,0006,335
U.S. Government agency obligations$9,580,0005,408
Securities issued by states & political subdivisions$7,354,0002,229
Other domestic debt securities$872,0002,357
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$872,0001,946
Foreign debt securitiesNANA
Equity securities$414,0003,968
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,818,0002,841
Mortgage-backed securities$379,0006,874
Certificates of participation in pools of residential mortgages$379,0006,205
Issued or guaranteed by U.S.$379,0006,188
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,214,0003,055
Available-for-sale securities (fair market value)$12,310,0005,193
Total debt securities$18,110,0005,041
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$15,435,0005,893
U.S. Government securities$8,025,0007,247
U.S. Treasury securities$1,101,0006,165
U.S. Government agency obligations$6,924,0006,417
Securities issued by states & political subdivisions$5,830,0002,438
Other domestic debt securities$858,0001,945
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$858,0001,558
Foreign debt securitiesNANA
Equity securities$722,0002,910
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,565,0003,871
Mortgage-backed securities$604,0006,820
Certificates of participation in pools of residential mortgages$604,0005,975
Issued or guaranteed by U.S.$604,0005,956
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,704,0004,278
Available-for-sale securities (fair market value)$10,731,0005,520
Total debt securities$14,713,0005,952
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$15,887,0006,197
U.S. Government securities$7,246,0008,153
U.S. Treasury securities$1,399,0006,711
U.S. Government agency obligations$5,847,0007,204
Securities issued by states & political subdivisions$6,714,0002,179
Other domestic debt securities$1,075,0001,968
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$1,075,0001,478
Foreign debt securitiesNANA
Equity securities$852,0002,566
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,303,0004,058
Mortgage-backed securities$715,0007,214
Certificates of participation in pools of residential mortgages$715,0006,261
Issued or guaranteed by U.S.$715,0006,245
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,052,0004,661
Available-for-sale securities (fair market value)$10,835,0005,736
Total debt securities$15,035,0006,287
Structured notes
Amortized cost$299,0003,148
Fair value$300,0003,048
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$14,931,0006,731
U.S. Government securities$6,799,0008,719
U.S. Treasury securities$549,0009,234
U.S. Government agency obligations$6,250,0007,054
Securities issued by states & political subdivisions$6,681,0002,194
Other domestic debt securities$779,0002,746
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$779,0002,135
Foreign debt securitiesNANA
Equity securities$672,0002,773
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,470,0004,983
Mortgage-backed securities$427,0008,130
Certificates of participation in pools of residential mortgages$427,0007,177
Issued or guaranteed by U.S.$427,0007,143
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,377,0004,839
Available-for-sale securities (fair market value)$9,554,0006,284
Total debt securities$14,259,0006,767
Structured notes
Amortized cost$295,0004,098
Fair value$293,0004,077
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$14,674,0007,211
U.S. Government securities$6,540,0009,355
U.S. Treasury securities$1,251,0009,243
U.S. Government agency obligations$5,289,0007,549
Securities issued by states & political subdivisions$5,938,0002,530
Other domestic debt securities$1,812,0002,140
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$1,812,0001,693
Foreign debt securitiesNANA
Equity securities$384,0003,566
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,543,0004,982
Mortgage-backed securities$758,0008,118
Certificates of participation in pools of residential mortgages$758,0006,852
Issued or guaranteed by U.S.$758,0006,827
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,972,0005,352
Available-for-sale securities (fair market value)$3,702,0007,652
Total debt securities$14,290,0007,214
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$14,443,0007,586
U.S. Government securities$7,399,0009,207
U.S. Treasury securities$1,509,0009,144
U.S. Government agency obligations$5,890,0007,389
Securities issued by states & political subdivisions$4,944,0003,038
Other domestic debt securities$1,860,0002,482
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$1,860,0001,885
Foreign debt securitiesNANA
Equity securities$240,0004,252
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,876,0005,347
Mortgage-backed securities$912,0008,605
Certificates of participation in pools of residential mortgages$912,0007,256
Issued or guaranteed by U.S.$912,0007,206
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$14,203,0007,503
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$14,721,0007,444
U.S. Government securities$9,481,0008,295
U.S. Treasury securities$1,921,0008,976
U.S. Government agency obligations$7,560,0006,557
Securities issued by states & political subdivisions$4,103,0003,255
Other domestic debt securities$1,072,0003,929
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$1,072,0002,822
Foreign debt securitiesNANA
Equity securities$65,0005,889
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,866,0004,585
Mortgage-backed securities$011,133
Certificates of participation in pools of residential mortgages$010,234
Issued or guaranteed by U.S.$010,148
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately 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$14,656,0007,335
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