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U.S. Bank, Securities

2021-12-31Rank
Total securities$173,611,507,0007
U.S. Government securities$162,818,402,0006
U.S. Treasury securities$29,795,821,0008
U.S. Government agency obligations$133,022,581,0006
Securities issued by states & political subdivisions$10,716,817,0006
Other domestic debt securities$66,429,000307
Privately issued residential mortgage-backed securities$369,000535
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$64,091,00084
Structured financial products - Total$1,969,000120
Other domestic debt securities - All other$01,853
Foreign debt securities$6,981,00081
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,718,407,0009
Mortgage-backed securities$127,331,381,0006
Certificates of participation in pools of residential mortgages$102,235,489,0005
Issued or guaranteed by U.S.$102,235,365,0005
Privately issued$124,000214
Collaterized mortgage obligations$16,611,196,0009
CMOs issued by government agencies or sponsored agencies$16,610,951,0008
Privately issued$245,000386
Commercial mortgage-backed securities$8,484,696,00014
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$8,484,696,0009
Held to maturity securities (book value)$41,857,562,0008
Available-for-sale securities (fair market value)$131,751,067,0008
Total debt securities$173,605,497,0007
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$2,315,469,00014
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,151,758,00011
2021-09-30Rank
Total securities$148,000,109,0009
U.S. Government securities$137,593,759,0007
U.S. Treasury securities$13,066,211,00013
U.S. Government agency obligations$124,527,548,0006
Securities issued by states & political subdivisions$10,327,134,0006
Other domestic debt securities$69,246,000285
Privately issued residential mortgage-backed securities$390,000507
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$66,846,00092
Structured financial products - Total$2,010,000114
Other domestic debt securities - All other$01,795
Foreign debt securities$7,003,00075
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,704,684,0009
Mortgage-backed securities$120,381,455,0006
Certificates of participation in pools of residential mortgages$98,322,194,0005
Issued or guaranteed by U.S.$98,322,061,0005
Privately issued$133,000201
Collaterized mortgage obligations$14,373,272,0009
CMOs issued by government agencies or sponsored agencies$14,373,015,0009
Privately issued$257,000367
Commercial mortgage-backed securities$7,685,989,00015
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$7,685,989,0008
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$147,997,142,0008
Total debt securities$147,994,010,0009
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$2,646,000,00015
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,136,642,00012
2021-06-30Rank
Total securities$158,894,854,0007
U.S. Government securities$148,541,066,0006
U.S. Treasury securities$18,418,122,00010
U.S. Government agency obligations$130,122,944,0005
Securities issued by states & political subdivisions$10,142,944,0006
Other domestic debt securities$200,707,000124
Privately issued residential mortgage-backed securities$424,000509
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$198,246,00045
Structured financial products - Total$2,037,000105
Other domestic debt securities - All other$01,761
Foreign debt securities$7,003,00074
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,734,808,0009
Mortgage-backed securities$127,171,414,0006
Certificates of participation in pools of residential mortgages$105,910,827,0004
Issued or guaranteed by U.S.$105,910,683,0004
Privately issued$144,000217
Collaterized mortgage obligations$14,292,209,0008
CMOs issued by government agencies or sponsored agencies$14,291,929,0008
Privately issued$280,000354
Commercial mortgage-backed securities$6,968,378,00016
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$6,968,378,0009
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$158,891,720,0007
Total debt securities$158,888,519,0007
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$2,880,358,00014
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,119,485,00011
2021-03-31Rank
Total securities$154,609,348,0008
U.S. Government securities$145,181,826,0006
U.S. Treasury securities$20,135,612,00010
U.S. Government agency obligations$125,046,214,0005
Securities issued by states & political subdivisions$9,214,513,0006
Other domestic debt securities$202,758,000114
Privately issued residential mortgage-backed securities$451,000508
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$201,450,00043
Structured financial products - Total$857,000120
Other domestic debt securities - All other$01,722
Foreign debt securities$7,004,00076
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,210,374,0008
Mortgage-backed securities$122,135,972,0005
Certificates of participation in pools of residential mortgages$100,346,645,0004
Issued or guaranteed by U.S.$100,346,490,0004
Privately issued$155,000230
Collaterized mortgage obligations$15,703,079,0008
CMOs issued by government agencies or sponsored agencies$15,702,783,0008
Privately issued$296,000346
Commercial mortgage-backed securities$6,086,248,00018
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$6,086,248,00012
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$154,606,101,0007
Total debt securities$154,602,821,0008
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$2,662,294,00013
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,231,176,00010
2020-12-31Rank
Total securities$135,372,305,0008
U.S. Government securities$126,293,474,0006
U.S. Treasury securities$17,921,552,0009
U.S. Government agency obligations$108,371,922,0006
Securities issued by states & political subdivisions$8,860,599,0006
Other domestic debt securities$205,647,000110
Privately issued residential mortgage-backed securities$489,000480
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$204,510,00041
Structured financial products - Total$648,000123
Other domestic debt securities - All other$01,665
Foreign debt securities$9,020,00068
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,914,892,00017
Mortgage-backed securities$105,231,593,0006
Certificates of participation in pools of residential mortgages$83,531,505,0005
Issued or guaranteed by U.S.$83,531,337,0005
Privately issued$168,000213
Collaterized mortgage obligations$16,294,025,0008
CMOs issued by government agencies or sponsored agencies$16,293,704,0008
Privately issued$321,000335
Commercial mortgage-backed securities$5,406,063,00019
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$5,406,063,00014
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$135,368,740,0007
Total debt securities$135,365,046,0008
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$3,881,192,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,036,903,00011
2020-09-30Rank
Total securities$132,530,990,0008
U.S. Government securities$123,949,495,0006
U.S. Treasury securities$18,011,901,00011
U.S. Government agency obligations$105,937,594,0005
Securities issued by states & political subdivisions$8,355,991,0007
Other domestic debt securities$212,977,000104
Privately issued residential mortgage-backed securities$535,000469
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$207,583,00041
Structured financial products - Total$616,000122
Other domestic debt securities - All other$4,243,000765
Foreign debt securities$9,025,00074
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,387,527,00019
Mortgage-backed securities$102,731,246,0005
Certificates of participation in pools of residential mortgages$83,002,490,0005
Issued or guaranteed by U.S.$83,002,294,0005
Privately issued$196,000216
Collaterized mortgage obligations$15,299,538,0008
CMOs issued by government agencies or sponsored agencies$15,299,199,0006
Privately issued$339,000320
Commercial mortgage-backed securities$4,429,218,00022
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$4,429,218,00019
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$132,527,488,0007
Total debt securities$132,523,794,0008
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$3,968,531,00011
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$859,917,00014
2020-06-30Rank
Total securities$126,598,837,0008
U.S. Government securities$118,217,922,0006
U.S. Treasury securities$16,720,619,00012
U.S. Government agency obligations$101,497,303,0005
Securities issued by states & political subdivisions$7,996,028,0007
Other domestic debt securities$372,146,00068
Privately issued residential mortgage-backed securities$572,000443
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$366,710,00025
Structured financial products - Total$621,000122
Other domestic debt securities - All other$4,243,000739
Foreign debt securities$9,082,00070
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,735,699,00016
Mortgage-backed securities$99,588,026,0005
Certificates of participation in pools of residential mortgages$80,826,676,0005
Issued or guaranteed by U.S.$80,826,463,0005
Privately issued$213,000212
Collaterized mortgage obligations$15,497,901,0007
CMOs issued by government agencies or sponsored agencies$15,497,542,0006
Privately issued$359,000297
Commercial mortgage-backed securities$3,263,449,00026
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$3,263,449,00022
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$126,595,178,0007
Total debt securities$126,591,402,0008
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$4,093,996,00011
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,018,213,00013
2020-03-31Rank
Total securities$122,149,987,0008
U.S. Government securities$114,306,817,0006
U.S. Treasury securities$16,793,093,00010
U.S. Government agency obligations$97,513,724,0005
Securities issued by states & political subdivisions$7,453,606,0007
Other domestic debt securities$380,736,00064
Privately issued residential mortgage-backed securities$607,000451
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$373,699,00024
Structured financial products - Total$2,187,00096
Other domestic debt securities - All other$4,243,000673
Foreign debt securities$5,077,00084
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,565,116,00017
Mortgage-backed securities$96,542,051,0005
Certificates of participation in pools of residential mortgages$77,680,256,0004
Issued or guaranteed by U.S.$77,680,019,0004
Privately issued$237,000220
Collaterized mortgage obligations$16,237,977,0006
CMOs issued by government agencies or sponsored agencies$16,237,607,0006
Privately issued$370,000306
Commercial mortgage-backed securities$2,623,818,00029
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$2,623,818,00024
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$122,146,236,0007
Total debt securities$122,141,796,0008
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$5,273,368,00011
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$1,392,214,00012
2019-12-31Rank
Total securities$120,982,766,0008
U.S. Government securities$113,768,385,0006
U.S. Treasury securities$17,548,707,0008
U.S. Government agency obligations$96,219,678,0005
Securities issued by states & political subdivisions$6,814,074,0007
Other domestic debt securities$387,107,00067
Privately issued residential mortgage-backed securities$681,000420
Commercial mortgage-backed securities - Total$0179
Asset backed securities$381,476,00026
Structured financial products - Total$707,000127
Other domestic debt securities - All other$4,243,000645
Foreign debt securities$9,026,00061
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,331,863,00018
Mortgage-backed securities$95,367,188,0005
Certificates of participation in pools of residential mortgages$73,256,650,0004
Issued or guaranteed by U.S.$73,256,390,0004
Privately issued$260,000197
Collaterized mortgage obligations$20,657,384,0002
CMOs issued by government agencies or sponsored agencies$20,656,963,0002
Privately issued$421,000292
Commercial mortgage-backed securities$1,453,154,00037
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$1,453,154,00030
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$120,978,592,0005
Total debt securities$120,973,026,0008
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$2,053,995,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$769,407,00011
2019-09-30Rank
Total securities$119,318,592,0008
U.S. Government securities$112,170,684,0006
U.S. Treasury securities$17,670,240,00010
U.S. Government agency obligations$94,500,444,0005
Securities issued by states & political subdivisions$6,738,568,0007
Other domestic debt securities$396,331,00067
Privately issued residential mortgage-backed securities$605,000452
Commercial mortgage-backed securities - Total$0182
Asset backed securities$387,560,00024
Structured financial products - Total$0154
Other domestic debt securities - All other$8,166,000472
Foreign debt securities$9,012,00062
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,895,397,00013
Mortgage-backed securities$93,773,138,0005
Certificates of participation in pools of residential mortgages$70,730,242,0005
Issued or guaranteed by U.S.$70,729,959,0005
Privately issued$283,000229
Collaterized mortgage obligations$22,058,421,0002
CMOs issued by government agencies or sponsored agencies$22,058,099,0002
Privately issued$322,000301
Commercial mortgage-backed securities$984,475,00046
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$984,475,00036
Held to maturity securities (book value)$46,480,890,0005
Available-for-sale securities (fair market value)$72,833,705,0007
Total debt securities$119,309,037,0008
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$2,825,490,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$991,966,00010
2019-06-30Rank
Total securities$114,813,521,0008
U.S. Government securities$107,891,204,0006
U.S. Treasury securities$20,271,250,0006
U.S. Government agency obligations$87,619,954,0005
Securities issued by states & political subdivisions$6,506,968,0007
Other domestic debt securities$402,168,00064
Privately issued residential mortgage-backed securities$663,000402
Commercial mortgage-backed securities - Total$0177
Asset backed securities$393,339,00025
Structured financial products - Total$0152
Other domestic debt securities - All other$8,166,000474
Foreign debt securities$9,000,00065
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,828,702,00013
Mortgage-backed securities$86,626,091,0005
Certificates of participation in pools of residential mortgages$63,496,564,0005
Issued or guaranteed by U.S.$63,496,229,0005
Privately issued$335,000183
Collaterized mortgage obligations$23,128,758,0001
CMOs issued by government agencies or sponsored agencies$23,128,430,0001
Privately issued$328,000309
Commercial mortgage-backed securities$769,0001,615
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$769,0001,026
Held to maturity securities (book value)$46,383,112,0005
Available-for-sale securities (fair market value)$68,426,228,0008
Total debt securities$114,803,696,0008
Structured notes
Amortized cost$400,000,0005
Fair value$399,465,0005
Trading account assets$1,882,505,00012
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$639,668,00011
2019-03-31Rank
Total securities$113,629,093,0008
U.S. Government securities$106,284,120,0006
U.S. Treasury securities$22,301,071,0006
U.S. Government agency obligations$83,983,049,0005
Securities issued by states & political subdivisions$6,922,361,0007
Other domestic debt securities$409,068,00057
Privately issued residential mortgage-backed securities$718,000400
Commercial mortgage-backed securities - Total$0171
Asset backed securities$400,184,00023
Structured financial products - Total$0154
Other domestic debt securities - All other$8,166,000477
Foreign debt securities$9,000,00069
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,640,913,00016
Mortgage-backed securities$82,983,807,0005
Certificates of participation in pools of residential mortgages$57,923,196,0005
Issued or guaranteed by U.S.$57,922,814,0005
Privately issued$382,000181
Collaterized mortgage obligations$25,058,358,0001
CMOs issued by government agencies or sponsored agencies$25,058,022,0001
Privately issued$336,000323
Commercial mortgage-backed securities$2,253,0001,191
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$2,253,000689
Held to maturity securities (book value)$46,285,177,0005
Available-for-sale securities (fair market value)$67,339,372,0007
Total debt securities$113,618,818,0008
Structured notes
Amortized cost$400,000,0005
Fair value$392,880,0005
Trading account assets$1,450,159,00013
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$565,646,00011
2018-12-31Rank
Total securities$111,246,751,0008
U.S. Government securities$104,107,910,0006
U.S. Treasury securities$22,623,797,0007
U.S. Government agency obligations$81,484,113,0005
Securities issued by states & political subdivisions$6,707,052,0007
Other domestic debt securities$417,409,00059
Privately issued residential mortgage-backed securities$763,000370
Commercial mortgage-backed securities - Total$0160
Asset backed securities$408,480,00023
Structured financial products - Total$0154
Other domestic debt securities - All other$8,166,000474
Foreign debt securities$9,000,00072
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,701,691,00011
Mortgage-backed securities$80,444,337,0005
Certificates of participation in pools of residential mortgages$54,590,025,0006
Issued or guaranteed by U.S.$54,589,605,0006
Privately issued$420,000147
Collaterized mortgage obligations$25,852,030,0001
CMOs issued by government agencies or sponsored agencies$25,851,687,0001
Privately issued$343,000318
Commercial mortgage-backed securities$2,282,0001,163
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$2,282,000661
Held to maturity securities (book value)$46,050,280,0005
Available-for-sale securities (fair market value)$65,191,091,0007
Total debt securities$111,233,580,0008
Structured notes
Amortized cost$400,000,0005
Fair value$382,838,0005
Trading account assets$1,093,733,00015
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$783,326,00011
2018-09-30Rank
Total securities$110,034,104,0008
U.S. Government securities$102,980,680,0006
U.S. Treasury securities$22,949,012,0007
U.S. Government agency obligations$80,031,668,0005
Securities issued by states & political subdivisions$6,613,323,0007
Other domestic debt securities$426,256,00055
Privately issued residential mortgage-backed securities$872,000304
Commercial mortgage-backed securities - Total$0150
Asset backed securities$413,591,00023
Structured financial products - Total$0171
Other domestic debt securities - All other$11,793,000370
Foreign debt securities$9,000,00070
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,173,480,00012
Mortgage-backed securities$78,982,595,0005
Certificates of participation in pools of residential mortgages$52,175,785,0005
Issued or guaranteed by U.S.$52,175,274,0005
Privately issued$511,00082
Collaterized mortgage obligations$26,801,440,0001
CMOs issued by government agencies or sponsored agencies$26,801,079,0001
Privately issued$361,000318
Commercial mortgage-backed securities$5,370,000833
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$5,370,000487
Held to maturity securities (book value)$46,046,251,0005
Available-for-sale securities (fair market value)$63,983,008,0007
Total debt securities$110,021,533,0008
Structured notes
Amortized cost$400,000,0005
Fair value$377,039,0005
Trading account assets$1,191,658,00015
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$977,478,00010
2018-06-30Rank
Total securities$111,465,209,0008
U.S. Government securities$104,236,223,0006
U.S. Treasury securities$24,075,021,0005
U.S. Government agency obligations$80,161,202,0005
Securities issued by states & political subdivisions$6,784,944,0007
Other domestic debt securities$429,816,00053
Privately issued residential mortgage-backed securities$939,000498
Commercial mortgage-backed securities - Total$0147
Asset backed securities$417,084,00022
Structured financial products - Total$0186
Other domestic debt securities - All other$11,793,000369
Foreign debt securities$9,000,00066
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,279,719,00011
Mortgage-backed securities$79,058,999,0005
Certificates of participation in pools of residential mortgages$50,953,146,0005
Issued or guaranteed by U.S.$50,952,590,0005
Privately issued$556,000309
Collaterized mortgage obligations$28,099,722,0001
CMOs issued by government agencies or sponsored agencies$28,099,339,0001
Privately issued$383,000326
Commercial mortgage-backed securities$6,131,000766
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$6,131,000457
Held to maturity securities (book value)$46,054,807,0005
Available-for-sale securities (fair market value)$65,405,176,0007
Total debt securities$111,453,406,0008
Structured notes
Amortized cost$400,000,0005
Fair value$382,258,0005
Trading account assets$1,095,711,00015
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$903,425,00010
2018-03-31Rank
Total securities$110,797,912,0008
U.S. Government securities$104,050,189,0006
U.S. Treasury securities$25,291,203,0005
U.S. Government agency obligations$78,758,986,0005
Securities issued by states & political subdivisions$6,300,111,0008
Other domestic debt securities$433,509,00051
Privately issued residential mortgage-backed securities$1,045,000267
Commercial mortgage-backed securities - Total$0147
Asset backed securities$420,671,00022
Structured financial products - Total$0193
Other domestic debt securities - All other$11,793,000375
Foreign debt securities$9,000,00069
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,913,003,00018
Mortgage-backed securities$77,629,905,0005
Certificates of participation in pools of residential mortgages$48,215,066,0005
Issued or guaranteed by U.S.$48,214,409,0005
Privately issued$657,00035
Collaterized mortgage obligations$29,408,319,0001
CMOs issued by government agencies or sponsored agencies$29,407,931,0001
Privately issued$388,000341
Commercial mortgage-backed securities$6,520,000655
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$6,520,000430
Held to maturity securities (book value)$44,612,407,0005
Available-for-sale securities (fair market value)$66,180,402,0007
Total debt securities$110,786,133,0008
Structured notes
Amortized cost$400,000,0005
Fair value$378,306,0005
Trading account assets$1,445,551,00014
Revaluation gains on off-balance sheet contracts$1,124,971,00010
Revaluation losses on off-balance sheet contracts$679,206,00010
2017-12-31Rank
Total securities$111,520,538,0007
U.S. Government securities$104,706,045,0006
U.S. Treasury securities$26,599,949,0004
U.S. Government agency obligations$78,106,096,0005
Securities issued by states & political subdivisions$6,363,671,0008
Other domestic debt securities$438,508,00047
Privately issued residential mortgage-backed securities$1,095,000265
Commercial mortgage-backed securities - Total$0146
Asset backed securities$425,619,00021
Structured financial products - Total$0204
Other domestic debt securities - All other$11,794,000379
Foreign debt securities$7,000,00076
Equity securities$5,314,000205
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,738,276,00010
Mortgage-backed securities$76,927,151,0005
Certificates of participation in pools of residential mortgages$45,163,369,0006
Issued or guaranteed by U.S.$45,162,664,0006
Privately issued$705,00033
Collaterized mortgage obligations$31,757,201,0001
CMOs issued by government agencies or sponsored agencies$31,756,811,0001
Privately issued$390,000346
Commercial mortgage-backed securities$6,581,000639
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$6,581,000409
Held to maturity securities (book value)$44,362,144,0006
Available-for-sale securities (fair market value)$67,158,394,0007
Total debt securities$111,508,494,0007
Structured notes
Amortized cost$400,000,0005
Fair value$394,202,0005
Trading account assets$1,985,022,00011
Revaluation gains on off-balance sheet contracts$1,761,285,00010
Revaluation losses on off-balance sheet contracts$1,098,238,00010
2017-09-30Rank
Total securities$110,797,206,0007
U.S. Government securities$104,644,898,0006
U.S. Treasury securities$25,349,039,0005
U.S. Government agency obligations$79,295,859,0005
Securities issued by states & political subdivisions$5,687,405,0008
Other domestic debt securities$448,367,00049
Privately issued residential mortgage-backed securities$1,244,000266
Commercial mortgage-backed securities - Total$0146
Asset backed securities$431,976,00024
Structured financial products - Total$0214
Other domestic debt securities - All other$15,147,000323
Foreign debt securities$9,000,00071
Equity securities$7,536,000174
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,813,144,00010
Mortgage-backed securities$78,086,407,0005
Certificates of participation in pools of residential mortgages$44,462,521,0006
Issued or guaranteed by U.S.$44,461,690,0006
Privately issued$831,00033
Collaterized mortgage obligations$33,615,496,0001
CMOs issued by government agencies or sponsored agencies$33,615,083,0001
Privately issued$413,000349
Commercial mortgage-backed securities$8,390,000555
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$8,390,000351
Held to maturity securities (book value)$44,018,417,0006
Available-for-sale securities (fair market value)$66,778,789,0007
Total debt securities$110,782,925,0007
Structured notes
Amortized cost$400,000,0004
Fair value$396,117,0004
Trading account assets$1,941,107,00011
Revaluation gains on off-balance sheet contracts$1,643,388,00010
Revaluation losses on off-balance sheet contracts$946,951,00011
2017-06-30Rank
Total securities$110,114,701,0007
U.S. Government securities$104,161,641,0006
U.S. Treasury securities$24,029,289,0006
U.S. Government agency obligations$80,132,352,0005
Securities issued by states & political subdivisions$5,475,135,0008
Other domestic debt securities$461,219,00050
Privately issued residential mortgage-backed securities$1,370,000268
Commercial mortgage-backed securities - Total$0138
Asset backed securities$444,702,00026
Structured financial products - Total$0219
Other domestic debt securities - All other$15,147,000330
Foreign debt securities$9,000,00077
Equity securities$7,706,000171
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,010,633,0009
Mortgage-backed securities$78,886,790,0005
Certificates of participation in pools of residential mortgages$42,989,446,0006
Issued or guaranteed by U.S.$42,988,519,0006
Privately issued$927,00030
Collaterized mortgage obligations$35,887,279,0001
CMOs issued by government agencies or sponsored agencies$35,886,836,0001
Privately issued$443,000350
Commercial mortgage-backed securities$10,065,000512
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$10,065,000305
Held to maturity securities (book value)$43,659,025,0006
Available-for-sale securities (fair market value)$66,455,676,0006
Total debt securities$110,100,340,0007
Structured notes
Amortized cost$400,000,0004
Fair value$396,595,0004
Trading account assets$1,795,326,00011
Revaluation gains on off-balance sheet contracts$1,474,439,00010
Revaluation losses on off-balance sheet contracts$866,340,00011
2017-03-31Rank
Total securities$109,425,081,0006
U.S. Government securities$103,674,999,0006
U.S. Treasury securities$22,275,395,0005
U.S. Government agency obligations$81,399,604,0005
Securities issued by states & political subdivisions$5,262,004,0008
Other domestic debt securities$466,984,00050
Privately issued residential mortgage-backed securities$1,452,000282
Commercial mortgage-backed securities - Total$0146
Asset backed securities$450,384,00028
Structured financial products - Total$0221
Other domestic debt securities - All other$15,148,000332
Foreign debt securities$13,000,00060
Equity securities$8,094,000169
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,397,835,0009
Mortgage-backed securities$79,647,571,0005
Certificates of participation in pools of residential mortgages$39,869,423,0006
Issued or guaranteed by U.S.$39,868,437,0006
Privately issued$986,00028
Collaterized mortgage obligations$39,764,070,0001
CMOs issued by government agencies or sponsored agencies$39,763,604,0001
Privately issued$466,000373
Commercial mortgage-backed securities$14,078,000410
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$14,078,000259
Held to maturity securities (book value)$43,392,808,0006
Available-for-sale securities (fair market value)$66,032,273,0006
Total debt securities$109,409,686,0006
Structured notes
Amortized cost$887,175,0003
Fair value$881,264,0003
Trading account assets$1,895,074,00011
Revaluation gains on off-balance sheet contracts$1,597,494,00010
Revaluation losses on off-balance sheet contracts$1,077,223,00010
2016-12-31Rank
Total securities$109,032,596,0006
U.S. Government securities$103,053,922,0006
U.S. Treasury securities$21,077,730,0007
U.S. Government agency obligations$81,976,192,0005
Securities issued by states & political subdivisions$5,006,955,0008
Other domestic debt securities$954,152,00035
Privately issued residential mortgage-backed securities$438,499,00017
Commercial mortgage-backed securities - Total$0137
Asset backed securities$491,505,00022
Structured financial products - Total$0226
Other domestic debt securities - All other$24,148,000232
Foreign debt securities$9,000,00078
Equity securities$8,567,000165
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,877,158,00011
Mortgage-backed securities$81,123,224,0005
Certificates of participation in pools of residential mortgages$38,134,759,0006
Issued or guaranteed by U.S.$38,133,678,0006
Privately issued$1,081,00030
Collaterized mortgage obligations$42,973,859,0001
CMOs issued by government agencies or sponsored agencies$42,536,441,0001
Privately issued$437,418,00015
Commercial mortgage-backed securities$14,606,000380
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$14,606,000246
Held to maturity securities (book value)$42,991,293,0006
Available-for-sale securities (fair market value)$66,041,303,0007
Total debt securities$109,020,329,0006
Structured notes
Amortized cost$400,000,0004
Fair value$387,403,0004
Trading account assets$1,903,277,00011
Revaluation gains on off-balance sheet contracts$1,706,551,0009
Revaluation losses on off-balance sheet contracts$1,528,206,0009
2016-09-30Rank
Total securities$109,767,226,0007
U.S. Government securities$102,777,107,0006
U.S. Treasury securities$17,996,325,0009
U.S. Government agency obligations$84,780,782,0005
Securities issued by states & political subdivisions$5,333,868,0008
Other domestic debt securities$1,608,345,00026
Privately issued residential mortgage-backed securities$466,122,00017
Commercial mortgage-backed securities - Total$0131
Asset backed securities$532,415,00023
Structured financial products - Total$12,815,00067
Other domestic debt securities - All other$596,993,00019
Foreign debt securities$9,000,00076
Equity securities$38,906,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,320,381,00010
Mortgage-backed securities$83,850,064,0005
Certificates of participation in pools of residential mortgages$36,160,692,0006
Issued or guaranteed by U.S.$36,159,514,0006
Privately issued$1,178,00025
Collaterized mortgage obligations$47,673,397,0001
CMOs issued by government agencies or sponsored agencies$47,208,453,0001
Privately issued$464,944,00015
Commercial mortgage-backed securities$15,975,000349
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$15,975,000220
Held to maturity securities (book value)$42,872,810,0005
Available-for-sale securities (fair market value)$66,894,416,0008
Total debt securities$109,723,480,0007
Structured notes
Amortized cost$400,000,0004
Fair value$400,581,0004
Trading account assets$2,944,558,00011
Revaluation gains on off-balance sheet contracts$2,498,727,0009
Revaluation losses on off-balance sheet contracts$1,823,679,00010
2016-06-30Rank
Total securities$108,246,267,0007
U.S. Government securities$101,140,851,0005
U.S. Treasury securities$14,037,058,0009
U.S. Government agency obligations$87,103,793,0005
Securities issued by states & political subdivisions$5,381,125,0008
Other domestic debt securities$1,678,551,00027
Privately issued residential mortgage-backed securities$498,200,00017
Commercial mortgage-backed securities - Total$0142
Asset backed securities$538,168,00024
Structured financial products - Total$15,914,00065
Other domestic debt securities - All other$626,269,00020
Foreign debt securities$9,000,00074
Equity securities$36,740,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,888,454,00010
Mortgage-backed securities$86,114,212,0005
Certificates of participation in pools of residential mortgages$31,391,313,0008
Issued or guaranteed by U.S.$31,390,054,0008
Privately issued$1,259,00030
Collaterized mortgage obligations$54,703,112,0001
CMOs issued by government agencies or sponsored agencies$54,206,171,0001
Privately issued$496,941,00015
Commercial mortgage-backed securities$19,787,000298
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$19,787,000189
Held to maturity securities (book value)$42,030,417,0005
Available-for-sale securities (fair market value)$66,215,850,0008
Total debt securities$108,204,680,0007
Structured notes
Amortized cost$450,000,0004
Fair value$451,283,0004
Trading account assets$3,018,796,00011
Revaluation gains on off-balance sheet contracts$2,894,833,0009
Revaluation losses on off-balance sheet contracts$2,172,890,00010
2016-03-31Rank
Total securities$106,681,861,0007
U.S. Government securities$99,789,772,0005
U.S. Treasury securities$9,171,336,00012
U.S. Government agency obligations$90,618,436,0004
Securities issued by states & political subdivisions$5,154,726,0008
Other domestic debt securities$1,690,246,00027
Privately issued residential mortgage-backed securities$525,961,00017
Commercial mortgage-backed securities - Total$28,000146
Asset backed securities$542,532,00024
Structured financial products - Total$17,824,00060
Other domestic debt securities - All other$603,901,00020
Foreign debt securities$9,000,00069
Equity securities$38,117,00044
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,862,741,00010
Mortgage-backed securities$89,642,849,0004
Certificates of participation in pools of residential mortgages$26,550,420,0008
Issued or guaranteed by U.S.$26,549,081,0008
Privately issued$1,339,00026
Collaterized mortgage obligations$63,060,398,0001
CMOs issued by government agencies or sponsored agencies$62,535,776,0001
Privately issued$524,622,00015
Commercial mortgage-backed securities$32,031,000205
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$32,031,000133
Held to maturity securities (book value)$42,113,007,0005
Available-for-sale securities (fair market value)$64,568,854,0008
Total debt securities$106,638,919,0007
Structured notes
Amortized cost$450,000,0005
Fair value$450,713,0005
Trading account assets$2,265,165,00011
Revaluation gains on off-balance sheet contracts$2,152,399,00010
Revaluation losses on off-balance sheet contracts$1,570,792,00010
2015-12-31Rank
Total securities$105,221,515,0007
U.S. Government securities$98,143,876,0005
U.S. Treasury securities$5,990,755,00014
U.S. Government agency obligations$92,153,121,0003
Securities issued by states & political subdivisions$5,273,742,0007
Other domestic debt securities$1,757,050,00026
Privately issued residential mortgage-backed securities$559,592,00017
Commercial mortgage-backed securities - Total$86,000123
Asset backed securities$550,074,00023
Structured financial products - Total$19,080,00057
Other domestic debt securities - All other$628,218,00020
Foreign debt securities$9,000,00069
Equity securities$37,847,00043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,950,336,00010
Mortgage-backed securities$91,187,474,0004
Certificates of participation in pools of residential mortgages$25,258,295,0008
Issued or guaranteed by U.S.$25,256,872,0008
Privately issued$1,423,00026
Collaterized mortgage obligations$65,876,665,0001
CMOs issued by government agencies or sponsored agencies$65,318,496,0001
Privately issued$558,169,00015
Commercial mortgage-backed securities$52,514,000145
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$52,514,000100
Held to maturity securities (book value)$43,589,873,0005
Available-for-sale securities (fair market value)$61,631,642,0008
Total debt securities$105,178,848,0007
Structured notes
Amortized cost$450,000,0004
Fair value$450,053,0004
Trading account assets$1,367,663,00011
Revaluation gains on off-balance sheet contracts$1,337,609,00010
Revaluation losses on off-balance sheet contracts$986,147,00010
2015-09-30Rank
Total securities$104,656,800,0006
U.S. Government securities$97,348,951,0005
U.S. Treasury securities$4,252,592,00015
U.S. Government agency obligations$93,096,359,0003
Securities issued by states & political subdivisions$5,260,711,0007
Other domestic debt securities$1,803,989,00025
Privately issued residential mortgage-backed securities$590,993,00017
Commercial mortgage-backed securities - Total$116,000132
Asset backed securities$555,643,00023
Structured financial products - Total$20,039,00054
Other domestic debt securities - All other$637,198,00020
Foreign debt securities$9,000,00072
Equity securities$234,149,0004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,381,648,00011
Mortgage-backed securities$92,135,013,0004
Certificates of participation in pools of residential mortgages$24,216,790,0007
Issued or guaranteed by U.S.$24,215,289,0007
Privately issued$1,501,00025
Collaterized mortgage obligations$67,846,201,0001
CMOs issued by government agencies or sponsored agencies$67,256,709,0001
Privately issued$589,492,00015
Commercial mortgage-backed securities$72,022,000116
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$72,022,00084
Held to maturity securities (book value)$44,690,047,0004
Available-for-sale securities (fair market value)$59,966,753,0008
Total debt securities$104,417,831,0007
Structured notes
Amortized cost$450,000,0004
Fair value$449,932,0004
Trading account assets$1,652,047,00012
Revaluation gains on off-balance sheet contracts$1,630,636,00011
Revaluation losses on off-balance sheet contracts$1,227,564,00010
2015-06-30Rank
Total securities$102,874,924,0006
U.S. Government securities$95,530,995,0005
U.S. Treasury securities$3,983,536,00015
U.S. Government agency obligations$91,547,459,0004
Securities issued by states & political subdivisions$5,332,020,0007
Other domestic debt securities$1,866,154,00025
Privately issued residential mortgage-backed securities$626,962,00018
Commercial mortgage-backed securities - Total$121,000116
Asset backed securities$564,359,00024
Structured financial products - Total$21,017,00053
Other domestic debt securities - All other$653,695,00020
Foreign debt securities$9,000,00076
Equity securities$136,755,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,170,464,00010
Mortgage-backed securities$90,546,647,0004
Certificates of participation in pools of residential mortgages$22,634,639,0007
Issued or guaranteed by U.S.$22,633,064,0007
Privately issued$1,575,00027
Collaterized mortgage obligations$67,820,446,0001
CMOs issued by government agencies or sponsored agencies$67,195,059,0001
Privately issued$625,387,00016
Commercial mortgage-backed securities$91,562,00095
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$91,562,00076
Held to maturity securities (book value)$46,232,579,0004
Available-for-sale securities (fair market value)$56,642,345,0008
Total debt securities$102,733,380,0006
Structured notes
Amortized cost$400,000,0005
Fair value$393,670,0005
Trading account assets$1,273,031,00012
Revaluation gains on off-balance sheet contracts$1,221,600,00010
Revaluation losses on off-balance sheet contracts$885,507,00012
2015-03-31Rank
Total securities$101,980,067,0007
U.S. Government securities$94,133,338,0005
U.S. Treasury securities$3,594,133,00015
U.S. Government agency obligations$90,539,205,0004
Securities issued by states & political subdivisions$5,694,288,0007
Other domestic debt securities$1,902,082,00025
Privately issued residential mortgage-backed securities$660,842,00017
Commercial mortgage-backed securities - Total$125,000109
Asset backed securities$570,977,00024
Structured financial products - Total$21,398,00044
Other domestic debt securities - All other$648,740,00020
Foreign debt securities$9,000,00076
Equity securities$241,359,0005
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,376,934,00012
Mortgage-backed securities$89,463,931,0004
Certificates of participation in pools of residential mortgages$22,283,833,0008
Issued or guaranteed by U.S.$22,282,184,0008
Privately issued$1,649,00026
Collaterized mortgage obligations$67,077,348,0001
CMOs issued by government agencies or sponsored agencies$66,418,155,0001
Privately issued$659,193,00015
Commercial mortgage-backed securities$102,750,00086
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$102,750,00071
Held to maturity securities (book value)$45,597,204,0004
Available-for-sale securities (fair market value)$56,382,863,0008
Total debt securities$101,733,715,0007
Structured notes
Amortized cost$400,000,0007
Fair value$399,653,0007
Trading account assets$1,731,034,00012
Revaluation gains on off-balance sheet contracts$1,502,168,00011
Revaluation losses on off-balance sheet contracts$1,151,544,00012
2014-12-31Rank
Total securities$100,557,832,0007
U.S. Government securities$92,554,596,0005
U.S. Treasury securities$3,282,240,00015
U.S. Government agency obligations$89,272,356,0004
Securities issued by states & political subdivisions$5,827,279,0007
Other domestic debt securities$1,918,673,00024
Privately issued residential mortgage-backed securities$687,774,00017
Commercial mortgage-backed securities - Total$143,000112
Asset backed securities$573,140,00024
Structured financial products - Total$21,996,00044
Other domestic debt securities - All other$635,620,00019
Foreign debt securities$14,637,00055
Equity securities$242,647,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,466,185,00011
Mortgage-backed securities$87,899,637,0004
Certificates of participation in pools of residential mortgages$21,773,726,0007
Issued or guaranteed by U.S.$21,771,969,0007
Privately issued$1,757,00028
Collaterized mortgage obligations$66,011,036,0001
CMOs issued by government agencies or sponsored agencies$65,325,019,0001
Privately issued$686,017,00015
Commercial mortgage-backed securities$114,875,00081
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$114,875,00066
Held to maturity securities (book value)$44,974,010,0004
Available-for-sale securities (fair market value)$55,583,822,0007
Total debt securities$100,310,594,0007
Structured notes
Amortized cost$700,000,0004
Fair value$697,248,0004
Trading account assets$1,134,117,00014
Revaluation gains on off-balance sheet contracts$1,081,291,00012
Revaluation losses on off-balance sheet contracts$734,026,00014
2014-09-30Rank
Total securities$96,412,984,0007
U.S. Government securities$88,600,939,0005
U.S. Treasury securities$3,276,363,00013
U.S. Government agency obligations$85,324,576,0004
Securities issued by states & political subdivisions$5,522,423,0006
Other domestic debt securities$2,047,690,00023
Privately issued residential mortgage-backed securities$712,227,00017
Commercial mortgage-backed securities - Total$148,000131
Asset backed securities$574,607,00024
Structured financial products - Total$22,578,00043
Other domestic debt securities - All other$738,130,00018
Foreign debt securities$14,891,00055
Equity securities$227,041,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,669,502,00018
Mortgage-backed securities$83,961,558,0004
Certificates of participation in pools of residential mortgages$20,341,084,0007
Issued or guaranteed by U.S.$20,339,245,0007
Privately issued$1,839,00025
Collaterized mortgage obligations$63,498,796,0001
CMOs issued by government agencies or sponsored agencies$62,788,408,0001
Privately issued$710,388,00015
Commercial mortgage-backed securities$121,678,00079
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$121,678,00063
Held to maturity securities (book value)$44,230,890,0003
Available-for-sale securities (fair market value)$52,182,094,0007
Total debt securities$96,181,352,0007
Structured notes
Amortized cost$800,000,0004
Fair value$781,841,0004
Trading account assets$977,357,00014
Revaluation gains on off-balance sheet contracts$748,136,00012
Revaluation losses on off-balance sheet contracts$565,781,00012
2014-06-30Rank
Total securities$89,882,232,0007
U.S. Government securities$82,030,000,0005
U.S. Treasury securities$2,192,071,00014
U.S. Government agency obligations$79,837,929,0004
Securities issued by states & political subdivisions$5,556,543,0007
Other domestic debt securities$2,062,213,00022
Privately issued residential mortgage-backed securities$735,199,00017
Commercial mortgage-backed securities - Total$177,000121
Asset backed securities$575,799,00025
Structured financial products - Total$22,986,00043
Other domestic debt securities - All other$728,052,00018
Foreign debt securities$15,234,00052
Equity securities$218,242,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,455,116,00018
Mortgage-backed securities$78,919,465,0004
Certificates of participation in pools of residential mortgages$19,790,312,0006
Issued or guaranteed by U.S.$19,788,361,0006
Privately issued$1,951,00023
Collaterized mortgage obligations$58,996,019,0001
CMOs issued by government agencies or sponsored agencies$58,262,771,0001
Privately issued$733,248,00015
Commercial mortgage-backed securities$133,134,00072
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$133,134,00056
Held to maturity securities (book value)$41,994,878,0003
Available-for-sale securities (fair market value)$47,887,354,00010
Total debt securities$89,659,399,0007
Structured notes
Amortized cost$800,000,0003
Fair value$771,725,0003
Trading account assets$851,490,00014
Revaluation gains on off-balance sheet contracts$781,692,00011
Revaluation losses on off-balance sheet contracts$364,328,00017
2014-03-31Rank
Total securities$84,977,518,0007
U.S. Government securities$77,134,398,0005
U.S. Treasury securities$1,491,722,00015
U.S. Government agency obligations$75,642,676,0004
Securities issued by states & political subdivisions$5,542,091,0007
Other domestic debt securities$2,139,148,00023
Privately issued residential mortgage-backed securities$764,750,00017
Commercial mortgage-backed securities - Total$220,000120
Asset backed securities$581,392,00024
Structured financial products - Total$23,583,00038
Other domestic debt securities - All other$769,203,00018
Foreign debt securities$15,367,00058
Equity securities$146,514,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,048,054,00018
Mortgage-backed securities$74,858,955,0004
Certificates of participation in pools of residential mortgages$18,796,407,0007
Issued or guaranteed by U.S.$18,794,372,0007
Privately issued$2,035,00025
Collaterized mortgage obligations$55,918,973,0001
CMOs issued by government agencies or sponsored agencies$55,156,258,0001
Privately issued$762,715,00015
Commercial mortgage-backed securities$143,575,00067
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$143,575,00051
Held to maturity securities (book value)$40,711,556,0003
Available-for-sale securities (fair market value)$44,265,962,00012
Total debt securities$84,826,413,0007
Structured notes
Amortized cost$800,000,0003
Fair value$756,844,0003
Trading account assets$1,049,814,00012
Revaluation gains on off-balance sheet contracts$759,050,00011
Revaluation losses on off-balance sheet contracts$415,347,00014
2013-12-31Rank
Total securities$79,357,671,0008
U.S. Government securities$71,395,901,0005
U.S. Treasury securities$2,652,270,00010
U.S. Government agency obligations$68,743,631,0004
Securities issued by states & political subdivisions$5,694,669,0006
Other domestic debt securities$2,127,656,00024
Privately issued residential mortgage-backed securities$778,006,00019
Commercial mortgage-backed securities - Total$731,000111
Asset backed securities$584,422,00025
Structured financial products - Total$24,850,00042
Other domestic debt securities - All other$739,647,00018
Foreign debt securities$12,981,00063
Equity securities$126,464,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,501,704,00011
Mortgage-backed securities$68,021,225,0004
Certificates of participation in pools of residential mortgages$19,082,820,0007
Issued or guaranteed by U.S.$19,080,673,0007
Privately issued$2,147,00026
Collaterized mortgage obligations$48,786,000,0002
CMOs issued by government agencies or sponsored agencies$48,010,141,0001
Privately issued$775,859,00016
Commercial mortgage-backed securities$152,405,00063
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$152,405,00050
Held to maturity securities (book value)$38,919,652,0002
Available-for-sale securities (fair market value)$40,438,019,00012
Total debt securities$79,226,616,0008
Structured notes
Amortized cost$800,000,0003
Fair value$737,232,0003
Trading account assets$732,480,00015
Revaluation gains on off-balance sheet contracts$703,032,00012
Revaluation losses on off-balance sheet contracts$432,300,00016
2013-09-30Rank
Total securities$75,731,096,0009
U.S. Government securities$67,516,023,0005
U.S. Treasury securities$3,403,520,0006
U.S. Government agency obligations$64,112,503,0004
Securities issued by states & political subdivisions$5,782,482,0006
Other domestic debt securities$2,179,242,00024
Privately issued residential mortgage-backed securities$806,055,00018
Commercial mortgage-backed securities - Total$1,280,000103
Asset backed securities$589,086,00025
Structured financial products - Total$26,673,00041
Other domestic debt securities - All other$756,148,00018
Foreign debt securities$13,222,00062
Equity securities$240,127,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,511,768,00015
Mortgage-backed securities$63,445,892,0004
Certificates of participation in pools of residential mortgages$19,584,334,0007
Issued or guaranteed by U.S.$19,582,105,0007
Privately issued$2,229,00030
Collaterized mortgage obligations$43,691,298,0002
CMOs issued by government agencies or sponsored agencies$42,887,472,0001
Privately issued$803,826,00015
Commercial mortgage-backed securities$170,260,00058
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$170,260,00041
Held to maturity securities (book value)$36,903,732,0002
Available-for-sale securities (fair market value)$38,827,364,00012
Total debt securities$75,486,378,0009
Structured notes
Amortized cost$800,000,0003
Fair value$751,923,0003
Trading account assets$941,586,00014
Revaluation gains on off-balance sheet contracts$805,242,00012
Revaluation losses on off-balance sheet contracts$377,760,00017
2013-06-30Rank
Total securities$74,478,321,0008
U.S. Government securities$66,052,543,0005
U.S. Treasury securities$3,654,936,0006
U.S. Government agency obligations$62,397,607,0005
Securities issued by states & political subdivisions$5,907,375,0006
Other domestic debt securities$2,311,910,00024
Privately issued residential mortgage-backed securities$868,694,00016
Commercial mortgage-backed securities - Total$1,798,000101
Asset backed securities$591,844,00026
Structured financial products - Total$28,124,00034
Other domestic debt securities - All other$821,450,00018
Foreign debt securities$13,153,00064
Equity securities$193,340,00011
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,398,398,00013
Mortgage-backed securities$61,869,094,0004
Certificates of participation in pools of residential mortgages$20,252,543,0007
Issued or guaranteed by U.S.$20,250,214,0007
Privately issued$2,329,00028
Collaterized mortgage obligations$41,438,099,0002
CMOs issued by government agencies or sponsored agencies$40,571,734,0001
Privately issued$866,365,00015
Commercial mortgage-backed securities$178,452,00056
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$178,452,00038
Held to maturity securities (book value)$34,667,680,0002
Available-for-sale securities (fair market value)$39,810,641,00013
Total debt securities$74,280,390,0008
Structured notes
Amortized cost$800,000,0003
Fair value$763,066,0003
Trading account assets$1,104,623,00013
Revaluation gains on off-balance sheet contracts$946,244,00012
Revaluation losses on off-balance sheet contracts$639,343,00012
2013-03-31Rank
Total securities$74,769,168,0007
U.S. Government securities$65,542,828,0005
U.S. Treasury securities$3,656,304,0007
U.S. Government agency obligations$61,886,524,0005
Securities issued by states & political subdivisions$6,244,806,0006
Other domestic debt securities$2,430,770,00023
Privately issued residential mortgage-backed securities$951,303,00018
Commercial mortgage-backed securities - Total$2,299,000101
Asset backed securities$592,869,00026
Structured financial products - Total$30,374,00031
Other domestic debt securities - All other$853,925,00018
Foreign debt securities$13,417,00059
Equity securities$537,347,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,743,054,00012
Mortgage-backed securities$61,543,483,0004
Certificates of participation in pools of residential mortgages$22,141,902,0007
Issued or guaranteed by U.S.$22,139,479,0007
Privately issued$2,423,00025
Collaterized mortgage obligations$39,211,796,0003
CMOs issued by government agencies or sponsored agencies$38,262,916,0001
Privately issued$948,880,00017
Commercial mortgage-backed securities$189,785,00052
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$189,785,00035
Held to maturity securities (book value)$34,716,545,0002
Available-for-sale securities (fair market value)$40,052,623,00012
Total debt securities$74,227,230,0007
Structured notes
Amortized cost$800,000,0002
Fair value$799,342,0002
Trading account assets$1,317,271,00013
Revaluation gains on off-balance sheet contracts$1,076,897,00011
Revaluation losses on off-balance sheet contracts$512,718,00016
2012-12-31Rank
Total securities$74,022,528,0007
U.S. Government securities$64,954,314,0005
U.S. Treasury securities$3,413,098,0007
U.S. Government agency obligations$61,541,216,0005
Securities issued by states & political subdivisions$6,420,033,0005
Other domestic debt securities$2,476,201,00022
Privately issued residential mortgage-backed securities$981,647,00019
Commercial mortgage-backed securities - Total$2,791,00097
Asset backed securities$597,066,00029
Structured financial products - Total$48,665,00024
Other domestic debt securities - All other$846,032,00015
Foreign debt securities$13,597,00057
Equity securities$158,383,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,535,867,00011
Mortgage-backed securities$61,596,789,0004
Certificates of participation in pools of residential mortgages$23,440,954,0007
Issued or guaranteed by U.S.$23,438,404,0007
Privately issued$2,550,00023
Collaterized mortgage obligations$37,959,504,0003
CMOs issued by government agencies or sponsored agencies$36,980,407,0002
Privately issued$979,097,00017
Commercial mortgage-backed securities$196,331,00047
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$196,331,00034
Held to maturity securities (book value)$34,389,003,0002
Available-for-sale securities (fair market value)$39,633,525,00012
Total debt securities$73,859,554,0007
Structured notes
Amortized cost$500,000,0002
Fair value$499,830,0002
Trading account assets$1,192,230,00014
Revaluation gains on off-balance sheet contracts$1,125,087,00012
Revaluation losses on off-balance sheet contracts$404,237,00021
2012-09-30Rank
Total securities$73,560,962,0008
U.S. Government securities$64,444,635,0005
U.S. Treasury securities$2,871,208,0009
U.S. Government agency obligations$61,573,427,0005
Securities issued by states & political subdivisions$6,422,649,0005
Other domestic debt securities$2,459,295,00023
Privately issued residential mortgage-backed securities$973,957,00019
Commercial mortgage-backed securities - Total$3,304,00090
Asset backed securities$604,043,00026
Structured financial products - Total$51,039,00020
Other domestic debt securities - All other$826,952,00015
Foreign debt securities$13,437,00056
Equity securities$220,946,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,971,731,00015
Mortgage-backed securities$62,172,873,0004
Certificates of participation in pools of residential mortgages$25,122,130,0006
Issued or guaranteed by U.S.$25,119,485,0006
Privately issued$2,645,00025
Collaterized mortgage obligations$36,844,954,0003
CMOs issued by government agencies or sponsored agencies$35,873,642,0002
Privately issued$971,312,00017
Commercial mortgage-backed securities$205,789,00045
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$205,789,00034
Held to maturity securities (book value)$34,508,555,0002
Available-for-sale securities (fair market value)$39,052,407,00010
Total debt securities$73,335,425,0008
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$1,452,054,00012
Revaluation gains on off-balance sheet contracts$1,292,526,00010
Revaluation losses on off-balance sheet contracts$389,944,00023
2012-06-30Rank
Total securities$72,720,824,0008
U.S. Government securities$63,227,697,0005
U.S. Treasury securities$2,872,248,0008
U.S. Government agency obligations$60,355,449,0005
Securities issued by states & political subdivisions$6,476,085,0005
Other domestic debt securities$2,807,944,00022
Privately issued residential mortgage-backed securities$1,173,858,00016
Commercial mortgage-backed securities - Total$3,832,00087
Asset backed securities$607,042,00027
Structured financial products - Total$72,388,00016
Other domestic debt securities - All other$950,824,00013
Foreign debt securities$13,277,00054
Equity securities$195,821,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,581,191,00010
Mortgage-backed securities$61,110,184,0004
Certificates of participation in pools of residential mortgages$26,125,640,0006
Issued or guaranteed by U.S.$26,122,746,0006
Privately issued$2,894,00025
Collaterized mortgage obligations$34,849,066,0003
CMOs issued by government agencies or sponsored agencies$33,678,102,0002
Privately issued$1,170,964,00015
Commercial mortgage-backed securities$135,478,00046
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$135,478,00032
Held to maturity securities (book value)$34,634,736,0002
Available-for-sale securities (fair market value)$38,086,088,00010
Total debt securities$72,520,412,0008
Structured notes
Amortized cost$50,000,00070
Fair value$50,036,00070
Trading account assets$1,354,583,00013
Revaluation gains on off-balance sheet contracts$1,265,409,00011
Revaluation losses on off-balance sheet contracts$937,898,00013
2012-03-31Rank
Total securities$72,930,403,0007
U.S. Government securities$63,324,014,0005
U.S. Treasury securities$2,879,231,0008
U.S. Government agency obligations$60,444,783,0005
Securities issued by states & political subdivisions$6,466,694,0005
Other domestic debt securities$2,929,814,00021
Privately issued residential mortgage-backed securities$1,189,555,00015
Commercial mortgage-backed securities - Total$4,350,00084
Asset backed securities$608,796,00026
Structured financial products - Total$121,655,00013
Other domestic debt securities - All other$1,005,458,00011
Foreign debt securities$13,449,00054
Equity securities$196,432,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,493,700,00012
Mortgage-backed securities$61,181,418,0004
Certificates of participation in pools of residential mortgages$25,941,192,0007
Issued or guaranteed by U.S.$25,938,144,0007
Privately issued$3,048,00026
Collaterized mortgage obligations$35,098,458,0003
CMOs issued by government agencies or sponsored agencies$33,911,951,0002
Privately issued$1,186,507,00014
Commercial mortgage-backed securities$141,768,00041
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$141,768,00032
Held to maturity securities (book value)$21,504,784,0002
Available-for-sale securities (fair market value)$51,425,619,00010
Total debt securities$72,729,380,0007
Structured notes
Amortized cost$99,989,00033
Fair value$100,203,00032
Trading account assets$1,328,911,00013
Revaluation gains on off-balance sheet contracts$1,208,946,00011
Revaluation losses on off-balance sheet contracts$349,463,00023
2011-12-31Rank
Total securities$69,485,200,0008
U.S. Government securities$59,884,822,0005
U.S. Treasury securities$2,880,047,0008
U.S. Government agency obligations$57,004,775,0005
Securities issued by states & political subdivisions$6,484,956,0005
Other domestic debt securities$2,928,191,00019
Privately issued residential mortgage-backed securities$1,249,958,00015
Commercial mortgage-backed securities - Total$4,796,00062
Asset backed securities$588,791,00020
Structured financial products - Total$137,486,00012
Other domestic debt securities - All other$947,160,00014
Foreign debt securities$13,382,00045
Equity securities$173,849,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,997,802,00011
Mortgage-backed securities$57,624,546,0004
Certificates of participation in pools of residential mortgages$22,970,066,0006
Issued or guaranteed by U.S.$22,966,771,0006
Privately issued$3,295,00037
Collaterized mortgage obligations$34,509,349,0003
CMOs issued by government agencies or sponsored agencies$33,262,686,0002
Privately issued$1,246,663,00015
Commercial mortgage-backed securities$145,131,00033
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$145,131,00026
Held to maturity securities (book value)$18,876,719,0002
Available-for-sale securities (fair market value)$50,608,481,0009
Total debt securities$69,306,760,0008
Structured notes
Amortized cost$299,989,0003
Fair value$300,565,0003
Trading account assets$1,407,144,00013
Revaluation gains on off-balance sheet contracts$1,380,455,00011
Revaluation losses on off-balance sheet contracts$377,634,00024
2011-09-30Rank
Total securities$66,888,393,0008
U.S. Government securities$57,100,898,0005
U.S. Treasury securities$2,881,082,0008
U.S. Government agency obligations$54,219,816,0005
Securities issued by states & political subdivisions$6,442,014,0005
Other domestic debt securities$3,170,716,00018
Privately issued residential mortgage-backed securities$1,328,109,00016
Commercial mortgage-backed securities - Total$5,340,00054
Asset backed securities$591,684,00020
Structured financial products - Total$152,845,0009
Other domestic debt securities - All other$1,092,738,00013
Foreign debt securities$13,056,00050
Equity securities$161,709,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,607,639,00010
Mortgage-backed securities$54,446,518,0004
Certificates of participation in pools of residential mortgages$19,219,154,0006
Issued or guaranteed by U.S.$19,215,758,0006
Privately issued$3,396,00050
Collaterized mortgage obligations$35,074,421,0003
CMOs issued by government agencies or sponsored agencies$33,749,708,0002
Privately issued$1,324,713,00015
Commercial mortgage-backed securities$152,943,00028
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$152,943,00022
Held to maturity securities (book value)$16,268,412,0002
Available-for-sale securities (fair market value)$50,619,981,0009
Total debt securities$66,722,094,0008
Structured notes
Amortized cost$749,941,0003
Fair value$750,533,0003
Trading account assets$1,548,893,00014
Revaluation gains on off-balance sheet contracts$1,529,337,00010
Revaluation losses on off-balance sheet contracts$545,669,00019
2011-06-30Rank
Total securities$63,952,096,0008
U.S. Government securities$53,796,088,0005
U.S. Treasury securities$2,780,493,0007
U.S. Government agency obligations$51,015,595,0005
Securities issued by states & political subdivisions$6,618,139,0005
Other domestic debt securities$3,324,201,00017
Privately issued residential mortgage-backed securities$1,374,022,00016
Commercial mortgage-backed securities - Total$5,753,00048
Asset backed securities$609,775,00020
Structured financial products - Total$188,128,0009
Other domestic debt securities - All other$1,146,523,00012
Foreign debt securities$13,605,00047
Equity securities$200,063,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,686,316,00010
Mortgage-backed securities$51,063,261,0004
Certificates of participation in pools of residential mortgages$19,036,315,0006
Issued or guaranteed by U.S.$19,032,735,0006
Privately issued$3,580,00051
Collaterized mortgage obligations$31,862,717,0003
CMOs issued by government agencies or sponsored agencies$30,492,275,0002
Privately issued$1,370,442,00015
Commercial mortgage-backed securities$164,229,00026
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$164,229,00021
Held to maturity securities (book value)$13,280,081,0003
Available-for-sale securities (fair market value)$50,672,015,0008
Total debt securities$63,747,447,0008
Structured notes
Amortized cost$1,099,493,0002
Fair value$1,097,251,0002
Trading account assets$1,214,001,00016
Revaluation gains on off-balance sheet contracts$1,183,357,00013
Revaluation losses on off-balance sheet contracts$550,498,00018
2011-03-31Rank
Total securities$58,784,508,0009
U.S. Government securities$48,724,061,0005
U.S. Treasury securities$2,171,240,0009
U.S. Government agency obligations$46,552,821,0005
Securities issued by states & political subdivisions$6,337,444,0005
Other domestic debt securities$3,522,350,00015
Privately issued residential mortgage-backed securities$1,467,923,00016
Commercial mortgage-backed securities - Total$7,434,00044
Asset backed securities$712,857,00021
Structured financial products - Total$205,730,0009
Other domestic debt securities - All other$1,128,406,00013
Foreign debt securities$13,671,00043
Equity securities$186,982,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,810,796,0009
Mortgage-backed securities$46,305,027,0004
Certificates of participation in pools of residential mortgages$19,048,517,0007
Issued or guaranteed by U.S.$19,044,769,0007
Privately issued$3,748,00046
Collaterized mortgage obligations$27,079,658,0004
CMOs issued by government agencies or sponsored agencies$25,615,483,0003
Privately issued$1,464,175,00014
Commercial mortgage-backed securities$176,852,00024
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$176,852,00019
Held to maturity securities (book value)$8,213,440,0008
Available-for-sale securities (fair market value)$50,571,068,0009
Total debt securities$58,592,943,0009
Structured notes
Amortized cost$1,549,409,0002
Fair value$1,532,467,0002
Trading account assets$1,112,224,00015
Revaluation gains on off-balance sheet contracts$1,093,797,00013
Revaluation losses on off-balance sheet contracts$579,986,00017
2010-12-31Rank
Total securities$51,308,254,0009
U.S. Government securities$40,919,421,0005
U.S. Treasury securities$858,750,00016
U.S. Government agency obligations$40,060,671,0005
Securities issued by states & political subdivisions$6,330,652,0005
Other domestic debt securities$3,883,153,00015
Privately issued residential mortgage-backed securities$1,629,499,00016
Commercial mortgage-backed securities - Total$206,987,00017
Asset backed securities$716,088,00020
Structured financial products - Total$246,364,0008
Other domestic debt securities - All other$1,084,215,00015
Foreign debt securities$13,497,00041
Equity securities$161,531,00015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,258,598,0008
Mortgage-backed securities$40,177,318,0006
Certificates of participation in pools of residential mortgages$17,278,685,0008
Issued or guaranteed by U.S.$17,274,767,0008
Privately issued$3,918,00051
Collaterized mortgage obligations$22,691,646,0004
CMOs issued by government agencies or sponsored agencies$21,066,065,0003
Privately issued$1,625,581,00015
Commercial mortgage-backed securities$206,987,00017
Commercial mortgage pass-through securities$10,029,00041
Other commercial mortgage-backed securities$196,958,00015
Held to maturity securities (book value)$1,469,173,00022
Available-for-sale securities (fair market value)$49,839,081,0009
Total debt securities$51,142,143,0009
Structured notes
Amortized cost$1,549,398,0002
Fair value$1,531,494,0002
Trading account assets$1,231,511,00016
Revaluation gains on off-balance sheet contracts$1,231,511,00013
Revaluation losses on off-balance sheet contracts$524,005,00018
2010-09-30Rank
Total securities$47,348,124,0009
U.S. Government securities$36,075,833,0006
U.S. Treasury securities$8,262,000345
U.S. Government agency obligations$36,067,571,0005
Securities issued by states & political subdivisions$6,869,642,0003
Other domestic debt securities$4,232,749,00015
Privately issued residential mortgage-backed securities$1,695,380,00016
Commercial mortgage-backed securities - Total$339,089,00013
Asset backed securities$787,092,00019
Structured financial products - Total$276,229,0007
Other domestic debt securities - All other$1,134,959,00015
Foreign debt securities$14,142,00041
Equity securities$155,758,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,492,707,0009
Mortgage-backed securities$36,497,669,0006
Certificates of participation in pools of residential mortgages$16,265,032,0009
Issued or guaranteed by U.S.$16,260,972,0009
Privately issued$4,060,00053
Collaterized mortgage obligations$19,893,548,0007
CMOs issued by government agencies or sponsored agencies$18,202,228,0004
Privately issued$1,691,320,00015
Commercial mortgage-backed securities$339,089,00013
Commercial mortgage pass-through securities$213,952,0008
Other commercial mortgage-backed securities$125,137,00015
Held to maturity securities (book value)$556,937,00046
Available-for-sale securities (fair market value)$46,791,187,0009
Total debt securities$47,187,789,0009
Structured notes
Amortized cost$1,399,391,0002
Fair value$1,405,224,0002
Trading account assets$1,644,586,00015
Revaluation gains on off-balance sheet contracts$1,639,943,00012
Revaluation losses on off-balance sheet contracts$476,735,00019
2010-06-30Rank
Total securities$46,751,442,0009
U.S. Government securities$35,662,518,0005
U.S. Treasury securities$8,218,000329
U.S. Government agency obligations$35,654,300,0005
Securities issued by states & political subdivisions$6,695,874,0004
Other domestic debt securities$4,232,086,00014
Privately issued residential mortgage-backed securities$1,742,384,00018
Commercial mortgage-backed securities - Total$341,589,00012
Asset backed securities$792,717,00020
Structured financial products - Total$298,333,0008
Other domestic debt securities - All other$1,057,063,00014
Foreign debt securities$14,995,00037
Equity securities$145,969,00019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,471,452,0007
Mortgage-backed securities$35,145,402,0006
Certificates of participation in pools of residential mortgages$16,038,562,0007
Issued or guaranteed by U.S.$16,034,367,0007
Privately issued$4,195,00054
Collaterized mortgage obligations$18,765,251,0006
CMOs issued by government agencies or sponsored agencies$17,027,062,0003
Privately issued$1,738,189,00016
Commercial mortgage-backed securities$341,589,00012
Commercial mortgage pass-through securities$203,429,0007
Other commercial mortgage-backed securities$138,160,00015
Held to maturity securities (book value)$590,001,00044
Available-for-sale securities (fair market value)$46,161,441,0008
Total debt securities$46,600,899,0009
Structured notes
Amortized cost$2,399,221,0002
Fair value$2,407,609,0002
Trading account assets$1,415,269,00017
Revaluation gains on off-balance sheet contracts$1,413,810,00013
Revaluation losses on off-balance sheet contracts$437,280,00019
2010-03-31Rank
Total securities$45,269,095,00010
U.S. Government securities$34,405,801,0005
U.S. Treasury securities$8,083,000331
U.S. Government agency obligations$34,397,718,0005
Securities issued by states & political subdivisions$6,630,151,0004
Other domestic debt securities$4,048,004,00014
Privately issued residential mortgage-backed securities$1,830,758,00017
Commercial mortgage-backed securities - Total$319,717,00012
Asset backed securities$485,815,00023
Structured financial products - Total$324,945,0007
Other domestic debt securities - All other$1,086,769,00014
Foreign debt securities$17,385,00035
Equity securities$167,754,00020
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,609,081,0007
Mortgage-backed securities$33,964,459,0006
Certificates of participation in pools of residential mortgages$15,636,123,0008
Issued or guaranteed by U.S.$15,631,790,0008
Privately issued$4,333,00052
Collaterized mortgage obligations$18,008,619,0006
CMOs issued by government agencies or sponsored agencies$16,182,194,0002
Privately issued$1,826,425,00016
Commercial mortgage-backed securities$319,717,00012
Commercial mortgage pass-through securities$175,538,0007
Other commercial mortgage-backed securities$144,179,00014
Held to maturity securities (book value)$625,133,00042
Available-for-sale securities (fair market value)$44,643,962,0009
Total debt securities$45,097,552,00010
Structured notes
Amortized cost$2,399,288,0002
Fair value$2,400,318,0002
Trading account assets$1,093,896,00018
Revaluation gains on off-balance sheet contracts$1,083,208,00013
Revaluation losses on off-balance sheet contracts$362,519,00020
2009-12-31Rank
Total securities$43,054,635,00011
U.S. Government securities$32,770,052,0006
U.S. Treasury securities$8,612,000278
U.S. Government agency obligations$32,761,440,0006
Securities issued by states & political subdivisions$6,599,693,0003
Other domestic debt securities$3,331,496,00019
Privately issued residential mortgage-backed securities$1,969,336,00016
Commercial mortgage-backed securities - Total$305,973,00014
Asset backed securities$71,869,00042
Structured financial products - Total$106,469,00015
Other domestic debt securities - All other$877,849,00015
Foreign debt securities$17,276,00032
Equity securities$336,118,00018
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,321,463,0007
Mortgage-backed securities$31,676,125,0008
Certificates of participation in pools of residential mortgages$14,762,078,00010
Issued or guaranteed by U.S.$14,757,612,00010
Privately issued$4,466,00053
Collaterized mortgage obligations$16,608,074,0006
CMOs issued by government agencies or sponsored agencies$14,643,204,0002
Privately issued$1,964,870,00015
Commercial mortgage-backed securities$305,973,00014
Commercial mortgage pass-through securities$158,875,0007
Other commercial mortgage-backed securities$147,098,00017
Held to maturity securities (book value)$47,428,000375
Available-for-sale securities (fair market value)$43,007,207,00010
Total debt securities$42,718,517,00011
Structured notes
Amortized cost$2,394,898,0002
Fair value$2,380,744,0002
Trading account assets$1,041,748,00021
Revaluation gains on off-balance sheet contracts$1,029,960,00012
Revaluation losses on off-balance sheet contracts$345,396,00019
2009-09-30Rank
Total securities$40,563,378,00010
U.S. Government securities$29,965,886,0006
U.S. Treasury securities$6,240,000312
U.S. Government agency obligations$29,959,646,0006
Securities issued by states & political subdivisions$6,591,389,0003
Other domestic debt securities$3,758,077,00021
Privately issued residential mortgage-backed securities$2,583,784,00013
Commercial mortgage-backed securities - Total$161,982,00021
Asset backed securities$2,866,000102
Structured financial products - Total$105,538,00018
Other domestic debt securities - All other$903,907,00017
Foreign debt securities$16,240,00030
Equity securities$231,786,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,126,067,0008
Mortgage-backed securities$29,444,926,0008
Certificates of participation in pools of residential mortgages$13,484,931,00010
Issued or guaranteed by U.S.$13,480,303,00010
Privately issued$4,628,00058
Collaterized mortgage obligations$15,798,013,0008
CMOs issued by government agencies or sponsored agencies$13,218,857,0002
Privately issued$2,579,156,00013
Commercial mortgage-backed securities$161,982,00021
Commercial mortgage pass-through securities$570,000181
Other commercial mortgage-backed securities$161,412,00017
Held to maturity securities (book value)$48,260,000377
Available-for-sale securities (fair market value)$40,515,118,0009
Total debt securities$40,331,592,00010
Structured notes
Amortized cost$1,994,853,0002
Fair value$1,986,141,0002
Trading account assets$1,327,626,00023
Revaluation gains on off-balance sheet contracts$1,313,610,00014
Revaluation losses on off-balance sheet contracts$469,006,00020
2009-06-30Rank
Total securities$38,971,863,0009
U.S. Government securities$28,293,201,0006
U.S. Treasury securities$6,238,000301
U.S. Government agency obligations$28,286,963,0006
Securities issued by states & political subdivisions$6,153,374,0003
Other domestic debt securities$3,978,739,00020
Privately issued residential mortgage-backed securities$2,993,945,00011
Commercial mortgage-backed securities - Total$163,908,00024
Asset backed securities$5,021,000102
Structured financial products - Total$0397
Other domestic debt securities - All other$815,865,00018
Foreign debt securities$15,918,00032
Equity securities$530,631,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,320,985,0007
Mortgage-backed securities$28,988,476,0007
Certificates of participation in pools of residential mortgages$13,242,408,00010
Issued or guaranteed by U.S.$13,237,645,00010
Privately issued$4,763,00059
Collaterized mortgage obligations$15,582,160,0005
CMOs issued by government agencies or sponsored agencies$12,592,978,0001
Privately issued$2,989,182,00011
Commercial mortgage-backed securities$163,908,00024
Commercial mortgage pass-through securities$608,000136
Other commercial mortgage-backed securities$163,300,00020
Held to maturity securities (book value)$49,317,000375
Available-for-sale securities (fair market value)$38,922,546,0008
Total debt securities$38,441,232,0009
Structured notes
Amortized cost$1,195,456,0002
Fair value$1,188,931,0002
Trading account assets$1,138,674,00024
Revaluation gains on off-balance sheet contracts$1,135,960,00015
Revaluation losses on off-balance sheet contracts$385,470,00021
2009-03-31Rank
Total securities$37,422,789,0008
U.S. Government securities$26,821,569,0005
U.S. Treasury securities$6,324,000266
U.S. Government agency obligations$26,815,245,0004
Securities issued by states & political subdivisions$6,281,850,0003
Other domestic debt securities$3,837,480,00018
Privately issued residential mortgage-backed securities$3,222,525,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,014,000147
Structured financial products - TotalNANA
Other domestic debt securities - All other$611,941,00017
Foreign debt securities$21,262,00027
Equity securities$460,628,00013
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,363,846,0007
Mortgage-backed securities$29,354,412,0006
Certificates of participation in pools of residential mortgages$14,219,449,0008
Issued or guaranteed by U.S.$14,214,488,0007
Privately issued$4,961,00066
Collaterized mortgage obligations$15,134,963,0009
CMOs issued by government agencies or sponsored agencies$11,917,399,0001
Privately issued$3,217,564,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$51,490,000358
Available-for-sale securities (fair market value)$37,371,299,0007
Total debt securities$36,962,161,0008
Structured notes
Amortized cost$239,834,0005
Fair value$249,453,0005
Trading account assets$1,622,240,00021
Revaluation gains on off-balance sheet contracts$1,620,744,00015
Revaluation losses on off-balance sheet contracts$745,122,00018
2008-12-31Rank
Total securities$37,455,111,0008
U.S. Government securities$26,937,969,0005
U.S. Treasury securities$6,414,000232
U.S. Government agency obligations$26,931,555,0005
Securities issued by states & political subdivisions$6,316,878,0003
Other domestic debt securities$3,748,473,00017
Privately issued residential mortgage-backed securities$2,989,662,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,185,000136
Structured financial products - TotalNANA
Other domestic debt securities - All other$755,626,00014
Foreign debt securities$22,013,00022
Equity securities$429,778,00012
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,605,962,0007
Mortgage-backed securities$29,337,319,0007
Certificates of participation in pools of residential mortgages$16,366,069,0008
Issued or guaranteed by U.S.$16,360,968,0008
Privately issued$5,101,00066
Collaterized mortgage obligations$12,971,250,00010
CMOs issued by government agencies or sponsored agencies$9,986,689,0002
Privately issued$2,984,561,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$53,156,000335
Available-for-sale securities (fair market value)$37,401,955,0007
Total debt securities$37,025,333,0008
Structured notes
Amortized cost$239,616,0003
Fair value$250,984,0003
Trading account assets$1,980,567,00020
Revaluation gains on off-balance sheet contracts$1,965,924,00015
Revaluation losses on off-balance sheet contracts$1,919,265,00014
2008-09-30Rank
Total securities$36,927,854,0009
U.S. Government securities$25,862,537,0005
U.S. Treasury securities$01,019
U.S. Government agency obligations$25,862,537,0005
Securities issued by states & political subdivisions$6,428,422,0002
Other domestic debt securities$4,485,294,00016
Privately issued residential mortgage-backed securities$3,695,002,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,074,000138
Structured financial products - TotalNANA
Other domestic debt securities - All other$787,218,00010
Foreign debt securities$24,236,00021
Equity securities$127,365,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,043,997,0007
Mortgage-backed securities$29,485,941,0008
Certificates of participation in pools of residential mortgages$16,316,561,0006
Issued or guaranteed by U.S.$16,311,433,0006
Privately issued$5,128,00069
Collaterized mortgage obligations$13,169,380,00010
CMOs issued by government agencies or sponsored agencies$9,479,506,0002
Privately issued$3,689,874,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,808,000288
Available-for-sale securities (fair market value)$36,864,046,0009
Total debt securities$36,800,489,0009
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$852,089,00027
Revaluation gains on off-balance sheet contracts$542,466,00018
Revaluation losses on off-balance sheet contracts$488,249,00014
2008-06-30Rank
Total securities$38,273,740,0008
U.S. Government securities$26,200,366,0005
U.S. Treasury securities$01,021
U.S. Government agency obligations$26,200,366,0005
Securities issued by states & political subdivisions$6,824,797,0002
Other domestic debt securities$4,984,134,00020
Privately issued residential mortgage-backed securities$4,013,153,00018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$3,145,000141
Structured financial products - TotalNANA
Other domestic debt securities - All other$967,836,00013
Foreign debt securities$29,199,00020
Equity securities$235,244,00023
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,876,513,0006
Mortgage-backed securities$30,134,484,0007
Certificates of participation in pools of residential mortgages$16,539,237,0008
Issued or guaranteed by U.S.$16,533,956,0007
Privately issued$5,281,00073
Collaterized mortgage obligations$13,595,247,0009
CMOs issued by government agencies or sponsored agencies$9,587,375,0002
Privately issued$4,007,872,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$64,231,000285
Available-for-sale securities (fair market value)$38,209,509,0008
Total debt securities$38,038,496,0008
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$502,424,00034
Revaluation gains on off-balance sheet contracts$492,916,00021
Revaluation losses on off-balance sheet contracts$490,836,00018
2008-03-31Rank
Total securities$38,286,822,0008
U.S. Government securities$26,124,201,0005
U.S. Treasury securities$165,762,00025
U.S. Government agency obligations$25,958,439,0005
Securities issued by states & political subdivisions$6,794,199,0003
Other domestic debt securities$5,223,993,00019
Privately issued residential mortgage-backed securities$4,188,432,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,514,000133
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,031,047,00011
Foreign debt securities$27,281,00022
Equity securities$117,148,00039
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,476,755,0006
Mortgage-backed securities$30,081,595,0007
Certificates of participation in pools of residential mortgages$18,718,158,0005
Issued or guaranteed by U.S.$18,712,691,0005
Privately issued$5,467,00074
Collaterized mortgage obligations$11,363,437,00012
CMOs issued by government agencies or sponsored agencies$7,180,472,0004
Privately issued$4,182,965,00018
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$72,379,000249
Available-for-sale securities (fair market value)$38,214,443,0008
Total debt securities$38,169,674,0008
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$1,123,274,00028
Revaluation gains on off-balance sheet contracts$1,084,975,00015
Revaluation losses on off-balance sheet contracts$982,166,00015
2007-12-31Rank
Total securities$39,255,677,0008
U.S. Government securities$26,376,076,0006
U.S. Treasury securities$01,146
U.S. Government agency obligations$26,376,076,0005
Securities issued by states & political subdivisions$7,111,485,0003
Other domestic debt securities$5,549,391,00018
Privately issued residential mortgage-backed securities$4,481,408,00017
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$4,728,000130
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,063,255,00011
Foreign debt securities$45,120,00018
Equity securities$173,605,00027
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,147,779,0006
Mortgage-backed securities$30,460,849,0007
Certificates of participation in pools of residential mortgages$18,416,954,0006
Issued or guaranteed by U.S.$18,411,233,0006
Privately issued$5,721,00072
Collaterized mortgage obligations$12,043,895,00014
CMOs issued by government agencies or sponsored agencies$7,568,208,0002
Privately issued$4,475,687,00017
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$74,384,000246
Available-for-sale securities (fair market value)$39,181,293,0008
Total debt securities$39,082,072,0008
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$577,412,00033
Revaluation gains on off-balance sheet contracts$533,279,00017
Revaluation losses on off-balance sheet contracts$441,993,00018
2007-09-30Rank
Total securities$39,854,938,0008
U.S. Government securities$26,837,347,0006
U.S. Treasury securities$01,235
U.S. Government agency obligations$26,837,347,0006
Securities issued by states & political subdivisions$6,683,837,0003
Other domestic debt securities$5,785,906,00017
Privately issued residential mortgage-backed securities$4,579,939,00016
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,137,000120
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,200,830,00012
Foreign debt securities$261,386,00011
Equity securities$286,462,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,671,947,0007
Mortgage-backed securities$30,984,750,0007
Certificates of participation in pools of residential mortgages$18,813,500,0006
Issued or guaranteed by U.S.$18,807,606,0006
Privately issued$5,894,00069
Collaterized mortgage obligations$12,171,250,00010
CMOs issued by government agencies or sponsored agencies$7,597,205,0002
Privately issued$4,574,045,00016
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$77,931,000250
Available-for-sale securities (fair market value)$39,777,007,0008
Total debt securities$39,568,476,0008
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$369,836,00038
Revaluation gains on off-balance sheet contracts$313,223,00016
Revaluation losses on off-balance sheet contracts$234,272,00018
2007-06-30Rank
Total securities$38,972,163,0008
U.S. Government securities$27,388,866,0006
U.S. Treasury securities$01,362
U.S. Government agency obligations$27,388,866,0006
Securities issued by states & political subdivisions$5,756,943,0004
Other domestic debt securities$5,574,560,00016
Privately issued residential mortgage-backed securities$4,349,070,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$5,542,000109
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,219,948,00011
Foreign debt securities$124,336,00014
Equity securities$127,458,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,830,769,0007
Mortgage-backed securities$31,290,866,0007
Certificates of participation in pools of residential mortgages$19,189,001,0006
Issued or guaranteed by U.S.$19,182,562,0006
Privately issued$6,439,00077
Collaterized mortgage obligations$12,101,865,0009
CMOs issued by government agencies or sponsored agencies$7,759,234,0001
Privately issued$4,342,631,00014
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$80,603,000242
Available-for-sale securities (fair market value)$38,891,560,0008
Total debt securities$38,844,705,0008
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$366,603,00034
Revaluation gains on off-balance sheet contracts$306,780,00017
Revaluation losses on off-balance sheet contracts$241,301,00017
2007-03-31Rank
Total securities$40,113,107,0008
U.S. Government securities$28,808,314,0006
U.S. Treasury securities$01,448
U.S. Government agency obligations$28,808,314,0006
Securities issued by states & political subdivisions$5,226,125,0004
Other domestic debt securities$5,632,887,00015
Privately issued residential mortgage-backed securities$4,570,382,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,020,000107
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,056,485,00013
Foreign debt securities$78,922,00018
Equity securities$366,859,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,391,003,0007
Mortgage-backed securities$32,926,783,0007
Certificates of participation in pools of residential mortgages$20,359,576,0006
Issued or guaranteed by U.S.$20,352,761,0006
Privately issued$6,815,00074
Collaterized mortgage obligations$12,567,207,0007
CMOs issued by government agencies or sponsored agencies$8,003,640,0001
Privately issued$4,563,567,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$83,187,000251
Available-for-sale securities (fair market value)$40,029,920,0008
Total debt securities$39,746,248,0008
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$187,811,00044
Revaluation gains on off-balance sheet contracts$171,410,00019
Revaluation losses on off-balance sheet contracts$105,934,00020
2006-12-31Rank
Total securities$39,699,269,0007
U.S. Government securities$29,525,012,0005
U.S. Treasury securities$01,498
U.S. Government agency obligations$29,525,012,0005
Securities issued by states & political subdivisions$4,606,363,0004
Other domestic debt securities$5,376,645,00016
Privately issued residential mortgage-backed securities$4,549,814,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,480,00096
Structured financial products - TotalNANA
Other domestic debt securities - All other$820,351,00014
Foreign debt securities$74,437,00020
Equity securities$116,812,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,189,376,0007
Mortgage-backed securities$33,626,350,0006
Certificates of participation in pools of residential mortgages$20,998,862,0006
Issued or guaranteed by U.S.$20,991,579,0006
Privately issued$7,283,00061
Collaterized mortgage obligations$12,627,488,0007
CMOs issued by government agencies or sponsored agencies$8,084,957,0001
Privately issued$4,542,531,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$87,309,000238
Available-for-sale securities (fair market value)$39,611,960,0007
Total debt securities$39,582,457,0007
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$257,253,00033
Revaluation gains on off-balance sheet contracts$205,286,00019
Revaluation losses on off-balance sheet contracts$139,984,00020
2006-09-30Rank
Total securities$39,245,651,0008
U.S. Government securities$30,120,870,0007
U.S. Treasury securities$1,001,000999
U.S. Government agency obligations$30,119,869,0006
Securities issued by states & political subdivisions$3,829,313,0004
Other domestic debt securities$5,081,669,00016
Privately issued residential mortgage-backed securities$4,448,961,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$6,933,00098
Structured financial products - TotalNANA
Other domestic debt securities - All other$625,775,00015
Foreign debt securities$45,920,00023
Equity securities$167,879,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,793,255,0005
Mortgage-backed securities$34,127,430,0006
Certificates of participation in pools of residential mortgages$21,537,234,0006
Issued or guaranteed by U.S.$21,529,728,0006
Privately issued$7,506,00064
Collaterized mortgage obligations$12,590,196,0007
CMOs issued by government agencies or sponsored agencies$8,148,741,0002
Privately issued$4,441,455,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$91,423,000227
Available-for-sale securities (fair market value)$39,154,228,0008
Total debt securities$39,077,772,0008
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$603,924,00019
Revaluation gains on off-balance sheet contracts$209,142,00018
Revaluation losses on off-balance sheet contracts$166,479,00018
2006-06-30Rank
Total securities$38,280,379,0008
U.S. Government securities$30,342,288,0005
U.S. Treasury securities$90,392,00055
U.S. Government agency obligations$30,251,896,0005
Securities issued by states & political subdivisions$2,811,527,0005
Other domestic debt securities$4,850,740,00015
Privately issued residential mortgage-backed securities$4,217,971,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$7,574,00097
Structured financial products - TotalNANA
Other domestic debt securities - All other$625,195,00012
Foreign debt securities$50,109,00020
Equity securities$225,715,00016
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,778,272,0005
Mortgage-backed securities$34,083,482,0006
Certificates of participation in pools of residential mortgages$21,656,819,0005
Issued or guaranteed by U.S.$21,649,040,0005
Privately issued$7,779,00065
Collaterized mortgage obligations$12,426,663,0006
CMOs issued by government agencies or sponsored agencies$8,216,471,0001
Privately issued$4,210,192,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$98,314,000221
Available-for-sale securities (fair market value)$38,182,065,0008
Total debt securities$38,054,664,0008
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$707,364,00020
Revaluation gains on off-balance sheet contracts$411,669,00014
Revaluation losses on off-balance sheet contracts$370,755,00016
2006-03-31Rank
Total securities$39,215,391,0008
U.S. Government securities$31,904,754,0005
U.S. Treasury securities$90,963,00064
U.S. Government agency obligations$31,813,791,0005
Securities issued by states & political subdivisions$1,853,503,0007
Other domestic debt securities$5,090,856,00014
Privately issued residential mortgage-backed securities$4,456,348,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$8,599,00092
Structured financial products - TotalNANA
Other domestic debt securities - All other$625,909,0009
Foreign debt securities$47,997,00017
Equity securities$318,281,00010
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,921,051,0005
Mortgage-backed securities$35,887,441,0006
Certificates of participation in pools of residential mortgages$22,840,148,0005
Issued or guaranteed by U.S.$22,832,059,0005
Privately issued$8,089,00064
Collaterized mortgage obligations$13,047,293,0006
CMOs issued by government agencies or sponsored agencies$8,599,034,0001
Privately issued$4,448,259,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$109,971,000196
Available-for-sale securities (fair market value)$39,105,420,0008
Total debt securities$38,897,110,0008
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$484,683,00025
Revaluation gains on off-balance sheet contracts$307,937,00015
Revaluation losses on off-balance sheet contracts$252,318,00016
2005-12-31Rank
Total securities$39,572,460,0005
U.S. Government securities$33,259,235,0003
U.S. Treasury securities$90,756,00071
U.S. Government agency obligations$33,168,479,0003
Securities issued by states & political subdivisions$720,751,00016
Other domestic debt securities$5,285,818,00015
Privately issued residential mortgage-backed securities$4,651,598,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$12,419,00076
Structured financial products - TotalNANA
Other domestic debt securities - All other$621,801,00010
Foreign debt securities$45,482,00019
Equity securities$261,174,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,809,710,0004
Mortgage-backed securities$37,431,433,0004
Certificates of participation in pools of residential mortgages$23,413,158,0004
Issued or guaranteed by U.S.$23,404,790,0004
Privately issued$8,368,00058
Collaterized mortgage obligations$14,018,275,0005
CMOs issued by government agencies or sponsored agencies$9,375,045,0001
Privately issued$4,643,230,00011
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$109,158,000200
Available-for-sale securities (fair market value)$39,463,302,0005
Total debt securities$39,311,286,0005
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$496,299,00023
Revaluation gains on off-balance sheet contracts$233,627,00017
Revaluation losses on off-balance sheet contracts$186,413,00018
2005-09-30Rank
Total securities$41,305,628,0006
U.S. Government securities$35,272,846,0004
U.S. Treasury securities$117,629,00050
U.S. Government agency obligations$35,155,217,0003
Securities issued by states & political subdivisions$483,624,00025
Other domestic debt securities$5,299,303,00014
Privately issued residential mortgage-backed securities$4,584,934,00014
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$19,776,00065
Structured financial products - TotalNANA
Other domestic debt securities - All other$694,593,0008
Foreign debt securities$45,465,00020
Equity securities$204,390,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,143,547,0004
Mortgage-backed securities$39,337,597,0003
Certificates of participation in pools of residential mortgages$25,638,032,0004
Issued or guaranteed by U.S.$25,629,168,0004
Privately issued$8,864,00059
Collaterized mortgage obligations$13,699,565,0005
CMOs issued by government agencies or sponsored agencies$9,123,495,0001
Privately issued$4,576,070,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$113,926,000194
Available-for-sale securities (fair market value)$41,191,702,0006
Total debt securities$41,101,238,0006
Structured notes
Amortized cost$324,963,0006
Fair value$321,981,0006
Trading account assets$301,350,00031
Revaluation gains on off-balance sheet contracts$226,454,00018
Revaluation losses on off-balance sheet contracts$176,079,00018
2005-06-30Rank
Total securities$42,078,340,0006
U.S. Government securities$36,415,758,0003
U.S. Treasury securities$117,633,00051
U.S. Government agency obligations$36,298,125,0003
Securities issued by states & political subdivisions$357,702,00037
Other domestic debt securities$5,157,364,00014
Privately issued residential mortgage-backed securities$4,554,840,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$32,000,00062
Structured financial products - TotalNANA
Other domestic debt securities - All other$570,524,00012
Foreign debt securities$26,862,00021
Equity securities$120,654,00026
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$38,271,889,0005
Mortgage-backed securities$40,770,926,0003
Certificates of participation in pools of residential mortgages$27,092,363,0003
Issued or guaranteed by U.S.$27,082,799,0003
Privately issued$9,564,00058
Collaterized mortgage obligations$13,678,563,0004
CMOs issued by government agencies or sponsored agencies$9,133,287,0001
Privately issued$4,545,276,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$115,803,000191
Available-for-sale securities (fair market value)$41,962,537,0006
Total debt securities$41,957,686,0006
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$201,336,00035
Revaluation gains on off-balance sheet contracts$199,210,00016
Revaluation losses on off-balance sheet contracts$153,065,00018
2005-03-31Rank
Total securities$42,846,194,0006
U.S. Government securities$37,214,168,0004
U.S. Treasury securities$93,073,00069
U.S. Government agency obligations$37,121,095,0004
Securities issued by states & political subdivisions$266,873,00048
Other domestic debt securities$5,124,090,00015
Privately issued residential mortgage-backed securities$4,511,056,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$45,166,00052
Structured financial products - TotalNANA
Other domestic debt securities - All other$567,868,00013
Foreign debt securities$27,195,00023
Equity securities$213,868,00017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,718,672,0005
Mortgage-backed securities$41,553,419,0003
Certificates of participation in pools of residential mortgages$27,697,164,0004
Issued or guaranteed by U.S.$27,686,776,0004
Privately issued$10,388,00056
Collaterized mortgage obligations$13,856,255,0003
CMOs issued by government agencies or sponsored agencies$9,355,587,0001
Privately issued$4,500,668,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$121,159,000182
Available-for-sale securities (fair market value)$42,725,035,0006
Total debt securities$42,632,326,0006
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$186,675,00036
Revaluation gains on off-balance sheet contracts$186,675,00016
Revaluation losses on off-balance sheet contracts$144,277,00017
2004-12-31Rank
Total securities$41,160,517,0005
U.S. Government securities$36,289,109,0004
U.S. Treasury securities$92,795,00071
U.S. Government agency obligations$36,196,314,0004
Securities issued by states & political subdivisions$309,171,00040
Other domestic debt securities$4,409,147,00015
Privately issued residential mortgage-backed securities$3,768,859,00012
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$64,345,00049
Structured financial products - TotalNANA
Other domestic debt securities - All other$575,943,00012
Foreign debt securities$25,635,00022
Equity securities$127,455,00030
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,961,630,0005
Mortgage-backed securities$39,438,497,0004
Certificates of participation in pools of residential mortgages$26,266,223,0004
Issued or guaranteed by U.S.$26,255,004,0004
Privately issued$11,219,00053
Collaterized mortgage obligations$13,172,274,0004
CMOs issued by government agencies or sponsored agencies$9,414,634,0001
Privately issued$3,757,640,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$126,913,000175
Available-for-sale securities (fair market value)$41,033,604,0005
Total debt securities$41,033,062,0005
Structured notes
Amortized cost$450,000,0005
Fair value$441,440,0005
Trading account assets$196,342,00035
Revaluation gains on off-balance sheet contracts$196,342,00018
Revaluation losses on off-balance sheet contracts$156,654,00019
2004-09-30Rank
Total securities$39,400,687,0005
U.S. Government securities$34,863,190,0004
U.S. Treasury securities$4,730,000641
U.S. Government agency obligations$34,858,460,0003
Securities issued by states & political subdivisions$363,805,00034
Other domestic debt securities$4,003,538,00015
Privately issued residential mortgage-backed securities$3,334,422,00010
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$84,619,00047
Structured financial products - TotalNANA
Other domestic debt securities - All other$584,497,00010
Foreign debt securities$25,353,00023
Equity securities$144,801,00028
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,229,588,0005
Mortgage-backed securities$36,692,833,0003
Certificates of participation in pools of residential mortgages$23,253,619,0004
Issued or guaranteed by U.S.$23,241,897,0004
Privately issued$11,722,00051
Collaterized mortgage obligations$13,439,214,0004
CMOs issued by government agencies or sponsored agencies$10,116,514,0001
Privately issued$3,322,700,0009
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$119,694,000184
Available-for-sale securities (fair market value)$39,280,993,0005
Total debt securities$39,255,886,0005
Structured notes
Amortized cost$1,150,000,0002
Fair value$1,113,843,0003
Trading account assets$180,195,00039
Revaluation gains on off-balance sheet contracts$180,195,00018
Revaluation losses on off-balance sheet contracts$145,128,00018
2004-06-30Rank
Total securities$39,934,622,0006
U.S. Government securities$37,357,305,0005
U.S. Treasury securities$4,904,000679
U.S. Government agency obligations$37,352,401,0003
Securities issued by states & political subdivisions$380,142,00031
Other domestic debt securities$2,040,421,00025
Privately issued residential mortgage-backed securities$1,305,568,00030
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$142,339,00037
Structured financial products - TotalNANA
Other domestic debt securities - All other$592,514,00011
Foreign debt securities$22,552,00024
Equity securities$134,202,00031
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$33,307,691,0005
Mortgage-backed securities$35,687,796,0004
Certificates of participation in pools of residential mortgages$24,327,455,0004
Issued or guaranteed by U.S.$24,315,234,0004
Privately issued$12,221,00047
Collaterized mortgage obligations$11,360,341,0004
CMOs issued by government agencies or sponsored agencies$10,066,994,0001
Privately issued$1,293,347,00025
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$124,765,000179
Available-for-sale securities (fair market value)$39,809,857,0006
Total debt securities$39,800,420,0006
Structured notes
Amortized cost$2,650,000,0001
Fair value$2,595,475,0001
Trading account assets$162,099,00037
Revaluation gains on off-balance sheet contracts$162,099,00018
Revaluation losses on off-balance sheet contracts$123,543,00019
2004-03-31Rank
Total securities$45,038,794,0006
U.S. Government securities$41,856,238,0004
U.S. Treasury securities$7,052,000485
U.S. Government agency obligations$41,849,186,0003
Securities issued by states & political subdivisions$431,153,00025
Other domestic debt securities$2,559,630,00023
Privately issued residential mortgage-backed securities$1,765,575,00026
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$195,690,00031
Structured financial products - TotalNANA
Other domestic debt securities - All other$598,365,00011
Foreign debt securities$22,740,00024
Equity securities$169,033,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$35,514,217,0004
Mortgage-backed securities$42,113,661,0003
Certificates of participation in pools of residential mortgages$28,119,868,0005
Issued or guaranteed by U.S.$28,106,649,0005
Privately issued$13,219,00047
Collaterized mortgage obligations$13,993,793,0003
CMOs issued by government agencies or sponsored agencies$12,241,437,0001
Privately issued$1,752,356,00021
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$136,537,000164
Available-for-sale securities (fair market value)$44,902,257,0006
Total debt securities$44,869,761,0006
Structured notes
Amortized cost$1,150,000,0002
Fair value$1,110,654,0002
Trading account assets$293,923,00029
Revaluation gains on off-balance sheet contracts$293,923,00017
Revaluation losses on off-balance sheet contracts$252,912,00017
2003-12-31Rank
Total securities$42,963,396,0006
U.S. Government securities$39,767,275,0004
U.S. Treasury securities$12,436,000345
U.S. Government agency obligations$39,754,839,0003
Securities issued by states & political subdivisions$486,045,00023
Other domestic debt securities$2,263,636,00024
Privately issued residential mortgage-backed securities$1,651,746,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$251,796,00026
Structured financial products - TotalNANA
Other domestic debt securities - All other$360,094,00021
Foreign debt securities$22,797,00027
Equity securities$423,643,0006
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,978,350,0004
Mortgage-backed securities$39,921,458,0003
Certificates of participation in pools of residential mortgages$26,808,356,0005
Issued or guaranteed by U.S.$26,794,583,0005
Privately issued$13,773,00054
Collaterized mortgage obligations$13,113,102,0003
CMOs issued by government agencies or sponsored agencies$11,475,129,0001
Privately issued$1,637,973,00015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$152,005,000150
Available-for-sale securities (fair market value)$42,811,391,0006
Total debt securities$42,539,753,0006
Structured notes
Amortized cost$1,150,000,0002
Fair value$1,094,255,0002
Trading account assets$246,093,00030
Revaluation gains on off-balance sheet contracts$246,093,00017
Revaluation losses on off-balance sheet contracts$213,447,00017
2003-09-30Rank
Total securities$34,719,100,0006
U.S. Government securities$33,071,486,0007
U.S. Treasury securities$12,648,000341
U.S. Government agency obligations$33,058,838,0005
Securities issued by states & political subdivisions$563,618,00019
Other domestic debt securities$990,101,00038
Privately issued residential mortgage-backed securities$326,110,00047
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$292,856,00023
Structured financial products - TotalNANA
Other domestic debt securities - All other$371,135,00024
Foreign debt securities$21,684,00026
Equity securities$72,211,00063
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,990,708,0005
Mortgage-backed securities$31,853,453,0004
Certificates of participation in pools of residential mortgages$22,988,567,0005
Issued or guaranteed by U.S.$22,973,656,0005
Privately issued$14,911,00047
Collaterized mortgage obligations$8,864,886,0003
CMOs issued by government agencies or sponsored agencies$8,553,687,0001
Privately issued$311,199,00040
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$180,313,000132
Available-for-sale securities (fair market value)$34,538,787,0006
Total debt securities$34,646,889,0006
Structured notes
Amortized cost$1,150,000,0002
Fair value$1,096,720,0002
Trading account assets$278,217,00028
Revaluation gains on off-balance sheet contracts$278,217,00017
Revaluation losses on off-balance sheet contracts$246,528,00017
2003-06-30Rank
Total securities$35,336,411,0007
U.S. Government securities$32,827,148,0007
U.S. Treasury securities$19,887,000253
U.S. Government agency obligations$32,807,261,0005
Securities issued by states & political subdivisions$603,551,00019
Other domestic debt securities$1,234,017,00032
Privately issued residential mortgage-backed securities$516,763,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$332,288,00019
Structured financial products - TotalNANA
Other domestic debt securities - All other$384,966,00024
Foreign debt securities$18,335,00026
Equity securities$653,360,0007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,790,504,0005
Mortgage-backed securities$30,127,262,0005
Certificates of participation in pools of residential mortgages$20,296,743,0005
Issued or guaranteed by U.S.$20,280,003,0005
Privately issued$16,740,00041
Collaterized mortgage obligations$9,830,519,0003
CMOs issued by government agencies or sponsored agencies$9,330,496,0002
Privately issued$500,023,00032
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$187,736,000122
Available-for-sale securities (fair market value)$35,148,675,0007
Total debt securities$34,683,051,0007
Structured notes
Amortized cost$1,150,600,0001
Fair value$1,149,503,0001
Trading account assets$333,534,00027
Revaluation gains on off-balance sheet contracts$333,534,00017
Revaluation losses on off-balance sheet contracts$303,140,00017
2003-03-31Rank
Total securities$30,038,992,0009
U.S. Government securities$26,195,182,0008
U.S. Treasury securities$64,326,00095
U.S. Government agency obligations$26,130,856,0007
Securities issued by states & political subdivisions$713,982,00014
Other domestic debt securities$2,599,642,00019
Privately issued residential mortgage-backed securities$1,583,595,00015
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$611,820,00014
Structured financial products - TotalNANA
Other domestic debt securities - All other$404,227,00025
Foreign debt securities$16,485,00029
Equity securities$513,701,0008
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,754,908,0006
Mortgage-backed securities$27,462,548,0005
Certificates of participation in pools of residential mortgages$15,857,879,0007
Issued or guaranteed by U.S.$15,839,618,0007
Privately issued$18,261,00041
Collaterized mortgage obligations$11,604,669,0003
CMOs issued by government agencies or sponsored agencies$10,039,335,0002
Privately issued$1,565,334,00012
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$219,856,000111
Available-for-sale securities (fair market value)$29,819,136,0009
Total debt securities$29,525,291,0009
Structured notes
Amortized cost$2,329,000557
Fair value$2,320,000558
Trading account assets$482,404,00022
Revaluation gains on off-balance sheet contracts$482,404,00016
Revaluation losses on off-balance sheet contracts$454,575,00016
2002-12-31Rank
Total securities$28,139,801,0009
U.S. Government securities$24,122,728,0006
U.S. Treasury securities$125,232,00058
U.S. Government agency obligations$23,997,496,0005
Securities issued by states & political subdivisions$792,009,00010
Other domestic debt securities$2,970,310,00015
Privately issued residential mortgage-backed securities$1,885,477,00013
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$668,875,00015
Structured financial products - TotalNANA
Other domestic debt securities - All other$415,958,00025
Foreign debt securities$16,885,00028
Equity securities$237,869,00021
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,163,419,0006
Mortgage-backed securities$25,624,315,0005
Certificates of participation in pools of residential mortgages$16,074,873,0006
Issued or guaranteed by U.S.$16,054,979,0006
Privately issued$19,894,00041
Collaterized mortgage obligations$9,549,442,0003
CMOs issued by government agencies or sponsored agencies$7,683,859,0002
Privately issued$1,865,583,00010
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$233,123,000105
Available-for-sale securities (fair market value)$27,906,678,0008
Total debt securities$27,901,932,0008
Structured notes
Amortized cost$2,442,000433
Fair value$2,429,000435
Trading account assets$426,448,00022
Revaluation gains on off-balance sheet contracts$426,448,00017
Revaluation losses on off-balance sheet contracts$402,464,00017
2001-12-31Rank
Total securities$26,316,516,0008
U.S. Government securities$21,735,749,0006
U.S. Treasury securities$159,673,00046
U.S. Government agency obligations$21,576,076,0006
Securities issued by states & political subdivisions$1,160,725,0008
Other domestic debt securities$3,057,647,00018
Privately issued residential mortgage-backed securities$571,511,00035
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$2,185,995,00013
Structured financial products - TotalNANA
Other domestic debt securities - All other$300,141,00030
Foreign debt securities$18,407,00032
Equity securities$343,988,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,961,641,0004
Mortgage-backed securities$21,905,850,0005
Certificates of participation in pools of residential mortgages$8,827,346,00011
Issued or guaranteed by U.S.$8,798,590,00010
Privately issued$28,756,00037
Collaterized mortgage obligations$13,078,504,0002
CMOs issued by government agencies or sponsored agencies$12,535,749,0002
Privately issued$542,755,00033
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$298,947,00073
Available-for-sale securities (fair market value)$26,017,569,0008
Total debt securities$25,972,528,0008
Structured notes
Amortized cost$2,590,000154
Fair value$2,806,000147
Trading account assets$327,027,00026
Revaluation gains on off-balance sheet contracts$327,027,00017
Revaluation losses on off-balance sheet contracts$313,719,00017
2000-12-31Rank
Total securities$12,945,944,00014
U.S. Government securities$6,832,771,00023
U.S. Treasury securities$237,147,00038
U.S. Government agency obligations$6,595,624,00021
Securities issued by states & political subdivisions$1,565,370,0006
Other domestic debt securities$3,841,094,00010
Privately issued residential mortgage-backed securities$2,938,430,0007
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$902,664,00019
Foreign debt securities$11,012,00037
Equity securities$695,697,0009
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,148,048,0009
Mortgage-backed securities$8,775,479,00014
Certificates of participation in pools of residential mortgages$3,071,076,00022
Issued or guaranteed by U.S.$3,071,076,00021
Privately issued$0308
Collaterized mortgage obligations$5,704,403,0008
CMOs issued by government agencies or sponsored agencies$2,765,973,00012
Privately issued$2,938,430,0006
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$249,907,000115
Available-for-sale securities (fair market value)$12,696,037,00010
Total debt securities$12,249,796,00014
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$5,042,00088
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$060
1999-12-31Rank
Total securities$6,095,540,00033
U.S. Government securities$2,804,080,00051
U.S. Treasury securities$885,049,00019
U.S. Government agency obligations$1,919,031,00069
Securities issued by states & political subdivisions$1,458,236,0005
Other domestic debt securities$1,383,207,00026
Privately issued residential mortgage-backed securities$939,868,00019
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$443,339,00035
Foreign debt securities$8,738,00044
Equity securities$441,279,00014
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,799,375,00034
Mortgage-backed securities$2,829,175,00038
Certificates of participation in pools of residential mortgages$1,633,924,00042
Issued or guaranteed by U.S.$1,633,924,00040
Privately issued$0307
Collaterized mortgage obligations$1,195,251,00040
CMOs issued by government agencies or sponsored agencies$255,383,000119
Privately issued$939,868,00013
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$194,454,000152
Available-for-sale securities (fair market value)$5,901,086,00028
Total debt securities$5,654,261,00035
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$32,233,00056
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
1998-12-31Rank
Total securities$2,426,562,00076
U.S. Government securities$1,690,616,00082
U.S. Treasury securities$15,685,000846
U.S. Government agency obligations$1,674,931,00074
Securities issued by states & political subdivisions$125,412,00079
Other domestic debt securities$482,859,00055
Privately issued residential mortgage-backed securities$482,587,00032
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$272,0002,521
Foreign debt securities$1,750,00087
Equity securities$125,925,00048
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,639,122,00056
Mortgage-backed securities$2,119,339,00053
Certificates of participation in pools of residential mortgages$1,194,292,00065
Issued or guaranteed by U.S.$1,194,292,00061
Privately issued$0349
Collaterized mortgage obligations$925,047,00050
CMOs issued by government agencies or sponsored agencies$442,460,00080
Privately issued$482,587,00026
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$135,407,000226
Available-for-sale securities (fair market value)$2,291,155,00071
Total debt securities$2,299,909,00077
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$2,957,000120
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$053
1997-12-31Rank
Total securities$1,135,542,000144
U.S. Government securities$920,422,000148
U.S. Treasury securities$5,552,0002,930
U.S. Government agency obligations$914,870,000128
Securities issued by states & political subdivisions$65,106,000149
Other domestic debt securities$89,519,000140
Privately issued residential mortgage-backed securities$89,494,00084
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0002,834
Foreign debt securities$1,751,00089
Equity securities$58,744,00086
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$915,124,00075
Mortgage-backed securities$1,003,801,000100
Certificates of participation in pools of residential mortgages$500,274,000111
Issued or guaranteed by U.S.$500,274,000106
Privately issued$0394
Collaterized mortgage obligations$503,527,00072
CMOs issued by government agencies or sponsored agencies$414,033,00070
Privately issued$89,494,00055
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$154,549,000238
Available-for-sale securities (fair market value)$980,993,000122
Total debt securities$1,075,846,000146
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$4,794,000120
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$057
1996-12-31Rank
Total securities$1,481,677,000116
U.S. Government securities$1,274,200,000110
U.S. Treasury securities$7,596,0002,783
U.S. Government agency obligations$1,266,604,00091
Securities issued by states & political subdivisions$54,203,000186
Other domestic debt securities$113,779,000113
Privately issued residential mortgage-backed securities$113,754,00075
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0003,174
Foreign debt securities$1,259,000122
Equity securities$38,236,000124
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,277,362,00062
Mortgage-backed securities$1,375,182,00082
Certificates of participation in pools of residential mortgages$734,408,00095
Issued or guaranteed by U.S.$734,408,00090
Privately issued$0472
Collaterized mortgage obligations$640,774,00051
CMOs issued by government agencies or sponsored agencies$527,020,00048
Privately issued$113,754,00051
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$167,957,000243
Available-for-sale securities (fair market value)$1,313,720,00088
Total debt securities$1,442,779,000113
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$2,218,000151
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contracts$072
1995-12-31Rank
Total securities$1,486,822,000128
U.S. Government securities$1,277,243,000121
U.S. Treasury securities$2,135,0006,848
U.S. Government agency obligations$1,275,108,00088
Securities issued by states & political subdivisions$29,798,000377
Other domestic debt securities$144,726,000115
Privately issued residential mortgage-backed securities$144,701,00074
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0003,785
Foreign debt securities$1,250,000146
Equity securities$33,805,000129
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,271,966,00058
Mortgage-backed securities$1,416,733,00079
Certificates of participation in pools of residential mortgages$848,370,00081
Issued or guaranteed by U.S.$848,370,00074
Privately issued$0558
Collaterized mortgage obligations$568,363,00070
CMOs issued by government agencies or sponsored agencies$423,662,00072
Privately issued$144,701,00047
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$174,499,000245
Available-for-sale securities (fair market value)$1,312,323,00092
Total debt securities$1,452,226,000126
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$079
1994-12-31Rank
Total securities$2,099,380,00085
U.S. Government securities$1,872,076,00076
U.S. Treasury securities$94,645,000370
U.S. Government agency obligations$1,777,431,00049
Securities issued by states & political subdivisions$18,343,000687
Other domestic debt securities$178,133,000105
Privately issued residential mortgage-backed securities$178,108,00063
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0004,333
Foreign debt securities$1,100,000162
Equity securities$29,728,000113
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,685,948,00040
Mortgage-backed securities$1,952,557,00049
Certificates of participation in pools of residential mortgages$1,251,488,00053
Issued or guaranteed by U.S.$1,251,488,00047
Privately issued$0564
Collaterized mortgage obligations$701,069,00057
CMOs issued by government agencies or sponsored agencies$522,961,00068
Privately issued$178,108,00035
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,559,140,00073
Available-for-sale securities (fair market value)$540,240,000131
Total debt securities$2,068,836,00084
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contracts$062
1993-12-31Rank
Total securities$1,407,615,000142
U.S. Government securities$1,206,199,000133
U.S. Treasury securities$312,534,000139
U.S. Government agency obligations$893,665,000106
Securities issued by states & political subdivisions$22,933,000512
Other domestic debt securities$172,769,000101
Privately issued residential mortgage-backed securities$172,744,00068
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$25,0004,923
Foreign debt securities$100,000401
Equity securities$5,614,000653
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,183,408,00060
Mortgage-backed securities$1,063,413,00099
Certificates of participation in pools of residential mortgages$748,603,00084
Issued or guaranteed by U.S.$575,859,00091
Privately issued$172,744,00042
Collaterized mortgage obligations$314,810,000132
CMOs issued by government agencies or sponsored agencies$314,810,000117
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,401,707,000139
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$1,220,097,000143
U.S. Government securities$989,636,000147
U.S. Treasury securities$255,925,000156
U.S. Government agency obligations$733,711,000130
Securities issued by states & political subdivisions$13,488,000948
Other domestic debt securities$213,441,00093
Privately issued residential mortgage-backed securities$213,441,00055
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securities$100,000418
Equity securities$3,432,000849
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$840,291,00073
Mortgage-backed securities$940,109,000100
Certificates of participation in pools of residential mortgages$661,562,00080
Issued or guaranteed by U.S.$448,121,000106
Privately issued$213,441,00036
Collaterized mortgage obligations$278,547,000138
CMOs issued by government agencies or sponsored agencies$278,547,000120
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$1,216,586,000140
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