1st Security Bank of Washington, Securities

2023-12-31Rank
Total securities$301,388,000676
U.S. Government securities$160,615,000783
U.S. Treasury securities$02,754
U.S. Government agency obligations$160,615,000677
Securities issued by states & political subdivisions$119,446,000373
Other domestic debt securities$12,800,000898
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$12,800,000554
Foreign debt securities$8,572,00079
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$116,747,000785
Mortgage-backed securities$101,248,000775
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,744,000917
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,741,0001,969
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$17,458,000324
Other commercial mortgage-backed securities$38,305,000224
Held to maturity securities (book value)$8,500,0001,041
Available-for-sale securities (fair market value)$292,933,000581
Total debt securities$301,433,000665
Structured notes
Amortized cost$13,500,000117
Fair value$12,348,000112
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$04,483
U.S. Government securities$04,403
U.S. Treasury securitiesNANA
U.S. Government agency obligations$2,628,599,00082
Securities issued by states & political subdivisions$03,823
Other domestic debt securitiesNANA
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - Total$0698
Other domestic debt securities - All otherNANA
Foreign debt securities$30,501,00040
Equity securities$30624
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR Reporters$01
Memoranda:
Pledged securitiesNANA
Mortgage-backed securities$183,886
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.NANA
Privately issued$1,000194
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$6052,716
Privately issuedNANA
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$1231,569
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$04,231
Total debt securitiesNANA
Structured notes
Amortized costNANA
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$2,572,000132
2023-06-30Rank
Total securities$234,338,000861
U.S. Government securities$101,011,0001,188
U.S. Treasury securities$02,832
U.S. Government agency obligations$101,011,000992
Securities issued by states & political subdivisions$118,665,000384
Other domestic debt securities$12,658,000906
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$12,658,000560
Foreign debt securities$2,035,000156
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$119,370,000755
Mortgage-backed securities$67,596,0001,045
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$43,609,000933
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$17,836,000318
Other commercial mortgage-backed securities$6,151,000639
Held to maturity securities (book value)$8,500,0001,070
Available-for-sale securities (fair market value)$225,869,000741
Total debt securities$234,369,000850
Structured notes
Amortized cost$13,500,000129
Fair value$12,140,000125
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$240,842,000876
U.S. Government securities$100,460,0001,256
U.S. Treasury securities$02,901
U.S. Government agency obligations$100,460,0001,006
Securities issued by states & political subdivisions$123,290,000391
Other domestic debt securities$13,617,000916
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$13,617,000561
Foreign debt securities$3,506,000109
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$109,058,000756
Mortgage-backed securities$70,087,0001,069
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$45,406,000945
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$18,285,000331
Other commercial mortgage-backed securities$6,396,000643
Held to maturity securities (book value)$8,500,0001,104
Available-for-sale securities (fair market value)$232,373,000760
Total debt securities$240,873,000865
Structured notes
Amortized cost$13,500,000145
Fair value$12,527,000139
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$237,722,000896
U.S. Government securities$100,106,0001,270
U.S. Treasury securities$02,941
U.S. Government agency obligations$100,106,0001,011
Securities issued by states & political subdivisions$120,602,000406
Other domestic debt securities$13,523,000941
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$13,523,000575
Foreign debt securities$3,522,000118
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,306,0002,335
Mortgage-backed securities$69,966,0001,072
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$44,502,000970
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$19,154,000322
Other commercial mortgage-backed securities$6,310,000646
Held to maturity securities (book value)$8,500,0001,110
Available-for-sale securities (fair market value)$229,253,000782
Total debt securities$237,752,000887
Structured notes
Amortized cost$13,500,000157
Fair value$12,499,000154
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$236,410,000913
U.S. Government securities$102,682,0001,251
U.S. Treasury securities$02,957
U.S. Government agency obligations$102,682,000999
Securities issued by states & political subdivisions$116,644,000426
Other domestic debt securities$13,609,000900
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$13,609,000570
Foreign debt securities$3,506,000116
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,857,0002,767
Mortgage-backed securities$71,077,0001,080
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$44,456,000978
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$20,354,000310
Other commercial mortgage-backed securities$6,267,000685
Held to maturity securities (book value)$8,500,0001,089
Available-for-sale securities (fair market value)$227,941,000804
Total debt securities$236,443,000903
Structured notes
Amortized cost$13,500,000153
Fair value$12,596,000148
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$256,302,000857
U.S. Government securities$111,934,0001,181
U.S. Treasury securities$02,920
U.S. Government agency obligations$111,934,000960
Securities issued by states & political subdivisions$127,131,000412
Other domestic debt securities$13,745,000849
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$13,745,000575
Foreign debt securities$3,523,000114
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,495,0002,717
Mortgage-backed securities$77,176,0001,033
Certificates of participation in pools of residential mortgages$46,962,000976
Issued or guaranteed by U.S.$46,962,000959
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$30,214,000480
Commercial mortgage pass-through securities$23,578,000280
Other commercial mortgage-backed securities$6,636,000722
Held to maturity securities (book value)$8,500,0001,018
Available-for-sale securities (fair market value)$247,833,000772
Total debt securities$256,333,000847
Structured notes
Amortized cost$13,500,000141
Fair value$12,988,000136
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$270,734,000803
U.S. Government securities$122,836,0001,087
U.S. Treasury securities$02,666
U.S. Government agency obligations$122,836,000896
Securities issued by states & political subdivisions$131,736,000401
Other domestic debt securities$12,729,000863
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$12,729,000583
Foreign debt securities$3,505,000111
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,233,0002,613
Mortgage-backed securities$86,647,000969
Certificates of participation in pools of residential mortgages$52,525,000930
Issued or guaranteed by U.S.$52,525,000918
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$34,122,000445
Commercial mortgage pass-through securities$26,968,000261
Other commercial mortgage-backed securities$7,154,000697
Held to maturity securities (book value)$7,500,000962
Available-for-sale securities (fair market value)$263,306,000742
Total debt securities$270,806,000792
Structured notes
Amortized cost$12,500,000125
Fair value$12,382,000122
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$278,860,000769
U.S. Government securities$126,924,000973
U.S. Treasury securities$02,212
U.S. Government agency obligations$126,924,000861
Securities issued by states & political subdivisions$135,434,000399
Other domestic debt securities$13,129,000820
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$13,129,000542
Foreign debt securities$3,373,000110
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,409,0002,547
Mortgage-backed securities$89,402,000944
Certificates of participation in pools of residential mortgages$55,128,000894
Issued or guaranteed by U.S.$55,128,000880
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$34,274,000442
Commercial mortgage pass-through securities$28,931,000256
Other commercial mortgage-backed securities$5,343,000760
Held to maturity securities (book value)$7,500,000857
Available-for-sale securities (fair market value)$271,360,000709
Total debt securities$278,859,000758
Structured notes
Amortized cost$12,500,000105
Fair value$12,748,000103
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$276,302,000745
U.S. Government securities$130,351,000894
U.S. Treasury securities$02,008
U.S. Government agency obligations$130,351,000813
Securities issued by states & political subdivisions$129,309,000401
Other domestic debt securities$13,288,000775
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$13,288,000512
Foreign debt securities$3,354,000104
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,342,0002,554
Mortgage-backed securities$87,131,000925
Certificates of participation in pools of residential mortgages$50,220,000914
Issued or guaranteed by U.S.$50,220,000897
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$36,911,000422
Commercial mortgage pass-through securities$31,605,000230
Other commercial mortgage-backed securities$5,306,000763
Held to maturity securities (book value)$7,500,000825
Available-for-sale securities (fair market value)$268,802,000690
Total debt securities$276,303,000736
Structured notes
Amortized cost$12,500,00091
Fair value$12,804,00090
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$240,070,000802
U.S. Government securities$109,586,000984
U.S. Treasury securities$01,913
U.S. Government agency obligations$109,586,000895
Securities issued by states & political subdivisions$111,455,000454
Other domestic debt securities$18,053,000627
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$18,053,000394
Foreign debt securities$976,000187
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,409,0002,518
Mortgage-backed securities$75,998,0001,001
Certificates of participation in pools of residential mortgages$38,986,0001,068
Issued or guaranteed by U.S.$38,986,0001,047
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$37,012,000401
Commercial mortgage pass-through securities$31,632,000221
Other commercial mortgage-backed securities$5,380,000740
Held to maturity securities (book value)$7,500,000801
Available-for-sale securities (fair market value)$232,570,000749
Total debt securities$240,070,000790
Structured notes
Amortized cost$11,500,00079
Fair value$11,704,00079
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$208,811,000834
U.S. Government securities$92,118,0001,029
U.S. Treasury securities$01,631
U.S. Government agency obligations$92,118,000962
Securities issued by states & political subdivisions$97,647,000502
Other domestic debt securities$18,061,000601
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$18,061,000372
Foreign debt securities$985,000189
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,683,0002,556
Mortgage-backed securities$67,402,0001,028
Certificates of participation in pools of residential mortgages$29,013,0001,238
Issued or guaranteed by U.S.$29,013,0001,205
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$38,389,000376
Commercial mortgage pass-through securities$32,937,000212
Other commercial mortgage-backed securities$5,452,000702
Held to maturity securities (book value)$7,500,000769
Available-for-sale securities (fair market value)$201,311,000779
Total debt securities$208,811,000819
Structured notes
Amortized cost$11,500,00058
Fair value$11,663,00057
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$185,518,000856
U.S. Government securities$95,160,000911
U.S. Treasury securities$01,194
U.S. Government agency obligations$95,160,000863
Securities issued by states & political subdivisions$71,858,000672
Other domestic debt securities$17,516,000580
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$17,516,000366
Foreign debt securities$984,000190
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,711,0002,377
Mortgage-backed securities$68,186,000952
Certificates of participation in pools of residential mortgages$29,344,0001,143
Issued or guaranteed by U.S.$29,344,0001,119
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$38,842,000356
Commercial mortgage pass-through securities$33,874,000200
Other commercial mortgage-backed securities$4,968,000702
Held to maturity securities (book value)$7,500,000753
Available-for-sale securities (fair market value)$178,018,000803
Total debt securities$185,518,000841
Structured notes
Amortized cost$11,500,00036
Fair value$11,232,00037
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$178,601,000813
U.S. Government securities$95,857,000863
U.S. Treasury securities$01,216
U.S. Government agency obligations$95,857,000813
Securities issued by states & political subdivisions$61,677,000711
Other domestic debt securities$20,087,000518
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$20,087,000321
Foreign debt securities$980,000194
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,321,0002,038
Mortgage-backed securities$72,442,000871
Certificates of participation in pools of residential mortgages$33,240,0001,004
Issued or guaranteed by U.S.$33,240,000980
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$39,202,000333
Commercial mortgage pass-through securities$34,237,000183
Other commercial mortgage-backed securities$4,965,000687
Held to maturity securities (book value)$5,500,000833
Available-for-sale securities (fair market value)$173,101,000761
Total debt securities$178,601,000801
Structured notes
Amortized cost$9,500,00038
Fair value$9,141,00040
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$168,709,000831
U.S. Government securities$103,987,000803
U.S. Treasury securities$01,251
U.S. Government agency obligations$103,987,000754
Securities issued by states & political subdivisions$45,830,000861
Other domestic debt securities$17,861,000518
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$17,861,000332
Foreign debt securities$1,031,000170
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,939,0002,709
Mortgage-backed securities$79,484,000798
Certificates of participation in pools of residential mortgages$39,808,000843
Issued or guaranteed by U.S.$39,808,000826
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$39,676,000322
Commercial mortgage pass-through securities$39,676,000162
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$168,709,000754
Total debt securities$168,709,000819
Structured notes
Amortized cost$8,981,00039
Fair value$8,917,00040
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$156,466,000870
U.S. Government securities$105,209,000808
U.S. Treasury securities$01,297
U.S. Government agency obligations$105,209,000762
Securities issued by states & political subdivisions$31,406,0001,092
Other domestic debt securities$18,815,000482
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$18,815,000296
Foreign debt securities$1,036,000173
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,913,0002,907
Mortgage-backed securities$76,733,000821
Certificates of participation in pools of residential mortgages$42,581,000791
Issued or guaranteed by U.S.$42,581,000772
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$34,152,000346
Commercial mortgage pass-through securities$34,152,000173
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$156,466,000796
Total debt securities$156,466,000859
Structured notes
Amortized cost$8,980,00062
Fair value$9,084,00058
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$126,057,0001,045
U.S. Government securities$94,366,000888
U.S. Treasury securities$01,363
U.S. Government agency obligations$94,366,000844
Securities issued by states & political subdivisions$21,121,0001,462
Other domestic debt securities$9,546,000672
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$9,546,000435
Foreign debt securities$1,024,000161
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,412,0002,883
Mortgage-backed securities$62,850,000939
Certificates of participation in pools of residential mortgages$31,165,000975
Issued or guaranteed by U.S.$31,165,000952
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$31,685,000364
Commercial mortgage pass-through securities$31,685,000181
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$126,057,000940
Total debt securities$126,057,0001,030
Structured notes
Amortized cost$2,000,000271
Fair value$1,994,000303
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0128
2019-09-30Rank
Total securities$106,038,0001,198
U.S. Government securities$80,051,0001,006
U.S. Treasury securities$01,429
U.S. Government agency obligations$80,051,000947
Securities issued by states & political subdivisions$16,399,0001,754
Other domestic debt securities$8,563,000704
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$8,563,000462
Foreign debt securities$1,025,000165
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,646,0002,909
Mortgage-backed securities$52,374,0001,058
Certificates of participation in pools of residential mortgages$40,425,000776
Issued or guaranteed by U.S.$40,425,000753
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$11,949,000641
Commercial mortgage pass-through securities$11,949,000365
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$106,038,0001,086
Total debt securities$106,038,0001,180
Structured notes
Amortized cost$1,000,000491
Fair value$1,009,000490
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0127
2019-06-30Rank
Total securities$96,251,0001,313
U.S. Government securities$75,162,0001,089
U.S. Treasury securities$01,467
U.S. Government agency obligations$75,162,0001,031
Securities issued by states & political subdivisions$12,482,0002,117
Other domestic debt securities$7,597,000721
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$7,597,000496
Foreign debt securities$1,010,000175
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,907,0002,609
Mortgage-backed securities$44,553,0001,187
Certificates of participation in pools of residential mortgages$30,700,000951
Issued or guaranteed by U.S.$30,700,000943
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$13,853,000567
Commercial mortgage pass-through securities$13,853,000331
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$96,251,0001,194
Total debt securities$96,252,0001,298
Structured notes
Amortized cost$997,000637
Fair value$1,010,000544
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0135
2019-03-31Rank
Total securities$99,783,0001,282
U.S. Government securities$76,769,0001,070
U.S. Treasury securities$01,516
U.S. Government agency obligations$76,769,0001,015
Securities issued by states & political subdivisions$14,474,0002,004
Other domestic debt securities$7,553,000719
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$7,553,000495
Foreign debt securities$987,000207
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,875,0002,365
Mortgage-backed securities$49,252,0001,081
Certificates of participation in pools of residential mortgages$32,038,000932
Issued or guaranteed by U.S.$32,038,000923
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$17,214,000484
Commercial mortgage pass-through securities$17,214,000291
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$99,783,0001,160
Total debt securities$99,783,0001,265
Structured notes
Amortized cost$997,000653
Fair value$987,000621
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-12-31Rank
Total securities$97,205,0001,323
U.S. Government securities$76,147,0001,084
U.S. Treasury securities$01,513
U.S. Government agency obligations$76,147,0001,027
Securities issued by states & political subdivisions$14,194,0002,076
Other domestic debt securities$5,946,000783
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$5,946,000557
Foreign debt securities$918,000220
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,669,0002,398
Mortgage-backed securities$44,837,0001,144
Certificates of participation in pools of residential mortgages$27,782,0001,038
Issued or guaranteed by U.S.$27,782,0001,030
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$17,055,000480
Commercial mortgage pass-through securities$17,055,000283
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$97,205,0001,206
Total debt securities$97,205,0001,306
Structured notes
Amortized cost$997,000669
Fair value$918,000694
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0138
2018-09-30Rank
Total securities$97,374,0001,323
U.S. Government securities$79,550,0001,045
U.S. Treasury securities$01,500
U.S. Government agency obligations$79,550,000989
Securities issued by states & political subdivisions$10,917,0002,420
Other domestic debt securities$6,001,000751
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$6,001,000552
Foreign debt securities$906,000217
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,289,0002,715
Mortgage-backed securities$48,609,0001,072
Certificates of participation in pools of residential mortgages$28,455,0001,030
Issued or guaranteed by U.S.$28,455,0001,024
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$20,154,000432
Commercial mortgage pass-through securities$20,154,000243
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$97,374,0001,199
Total debt securities$97,374,0001,304
Structured notes
Amortized cost$997,000657
Fair value$906,000682
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0141
2018-06-30Rank
Total securities$98,465,0001,333
U.S. Government securities$82,911,0001,023
U.S. Treasury securities$01,475
U.S. Government agency obligations$82,911,000977
Securities issued by states & political subdivisions$8,659,0002,739
Other domestic debt securities$5,990,000856
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$5,990,000561
Foreign debt securities$905,000217
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,831,0002,703
Mortgage-backed securities$50,886,0001,050
Certificates of participation in pools of residential mortgages$30,385,0001,012
Issued or guaranteed by U.S.$30,385,000986
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$20,501,000405
Commercial mortgage pass-through securities$20,501,000232
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$98,465,0001,210
Total debt securities$98,465,0001,310
Structured notes
Amortized cost$996,000664
Fair value$905,000692
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contracts$0145
2018-03-31Rank
Total securities$91,371,0001,432
U.S. Government securities$73,916,0001,131
U.S. Treasury securities$01,426
U.S. Government agency obligations$73,916,0001,075
Securities issued by states & political subdivisions$10,536,0002,542
Other domestic debt securities$6,010,000751
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$6,010,000566
Foreign debt securities$909,000213
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,160,0002,610
Mortgage-backed securities$45,692,0001,144
Certificates of participation in pools of residential mortgages$29,839,0001,054
Issued or guaranteed by U.S.$29,839,0001,053
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$15,853,000413
Commercial mortgage pass-through securities$15,853,000223
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$91,371,0001,298
Total debt securities$91,371,0001,412
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-12-31Rank
Total securities$82,480,0001,570
U.S. Government securities$62,668,0001,291
U.S. Treasury securities$01,328
U.S. Government agency obligations$62,668,0001,224
Securities issued by states & political subdivisions$12,786,0002,389
Other domestic debt securities$6,100,000742
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$6,100,000551
Foreign debt securities$926,000210
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,720,0002,789
Mortgage-backed securities$39,734,0001,263
Certificates of participation in pools of residential mortgages$29,449,0001,096
Issued or guaranteed by U.S.$29,449,0001,096
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$10,285,000515
Commercial mortgage pass-through securities$10,285,000296
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$82,480,0001,429
Total debt securities$82,480,0001,549
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contracts$0146
2017-09-30Rank
Total securities$78,103,0001,654
U.S. Government securities$59,589,0001,354
U.S. Treasury securities$01,313
U.S. Government agency obligations$59,589,0001,291
Securities issued by states & political subdivisions$11,439,0002,544
Other domestic debt securities$6,131,000751
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$6,131,000570
Foreign debt securities$944,000224
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,902,0002,797
Mortgage-backed securities$39,474,0001,278
Certificates of participation in pools of residential mortgages$29,108,0001,110
Issued or guaranteed by U.S.$29,108,0001,109
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$10,366,000507
Commercial mortgage pass-through securities$10,366,000290
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$78,103,0001,516
Total debt securities$78,103,0001,635
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0144
2017-06-30Rank
Total securities$78,932,0001,677
U.S. Government securities$62,453,0001,338
U.S. Treasury securities$01,351
U.S. Government agency obligations$62,453,0001,280
Securities issued by states & political subdivisions$9,396,0002,804
Other domestic debt securities$6,127,000764
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$6,127,000575
Foreign debt securities$956,000230
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,381,0002,664
Mortgage-backed securities$42,751,0001,226
Certificates of participation in pools of residential mortgages$33,906,0001,006
Issued or guaranteed by U.S.$33,906,0001,005
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$8,845,000541
Commercial mortgage pass-through securities$8,845,000316
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$78,932,0001,533
Total debt securities$78,932,0001,656
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2017-03-31Rank
Total securities$107,241,0001,294
U.S. Government securities$80,881,0001,097
U.S. Treasury securities$01,390
U.S. Government agency obligations$80,881,0001,054
Securities issued by states & political subdivisions$18,804,0001,955
Other domestic debt securities$6,610,000750
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$6,610,000563
Foreign debt securities$946,000227
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,062,0002,546
Mortgage-backed securities$55,293,0001,057
Certificates of participation in pools of residential mortgages$45,040,000869
Issued or guaranteed by U.S.$45,040,000869
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$10,253,000488
Commercial mortgage pass-through securities$10,253,000278
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$107,241,0001,147
Total debt securities$107,241,0001,273
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contracts$0142
2016-12-31Rank
Total securities$81,875,0001,641
U.S. Government securities$59,111,0001,394
U.S. Treasury securities$01,367
U.S. Government agency obligations$59,111,0001,326
Securities issued by states & political subdivisions$15,265,0002,234
Other domestic debt securities$6,565,000751
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$6,565,000555
Foreign debt securities$934,000223
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,210,0002,532
Mortgage-backed securities$45,195,0001,203
Certificates of participation in pools of residential mortgages$40,402,000915
Issued or guaranteed by U.S.$40,402,000915
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$4,793,000666
Commercial mortgage pass-through securities$4,793,000417
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$81,875,0001,477
Total debt securities$81,875,0001,616
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$80,762,0001,646
U.S. Government securities$55,200,0001,455
U.S. Treasury securities$01,214
U.S. Government agency obligations$55,200,0001,395
Securities issued by states & political subdivisions$17,949,0002,025
Other domestic debt securities$6,648,000742
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$6,648,000557
Foreign debt securities$965,000216
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,697,0002,412
Mortgage-backed securities$40,916,0001,278
Certificates of participation in pools of residential mortgages$37,989,000965
Issued or guaranteed by U.S.$37,989,000965
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$2,927,000770
Commercial mortgage pass-through securities$2,927,000481
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$80,762,0001,488
Total debt securities$80,762,0001,618
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$97,728,0001,413
U.S. Government securities$64,105,0001,318
U.S. Treasury securities$01,253
U.S. Government agency obligations$64,105,0001,263
Securities issued by states & political subdivisions$26,051,0001,527
Other domestic debt securities$6,664,000767
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$6,664,000561
Foreign debt securities$908,000218
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,384,0002,648
Mortgage-backed securities$48,671,0001,151
Certificates of participation in pools of residential mortgages$45,722,000850
Issued or guaranteed by U.S.$45,722,000846
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$2,949,000723
Commercial mortgage pass-through securities$2,949,000433
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$97,728,0001,252
Total debt securities$97,728,0001,395
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$80,458,0001,689
U.S. Government securities$49,028,0001,694
U.S. Treasury securities$01,296
U.S. Government agency obligations$49,028,0001,616
Securities issued by states & political subdivisions$25,968,0001,508
Other domestic debt securities$4,462,000940
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$4,462,000700
Foreign debt securities$1,000,000197
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,327,0002,714
Mortgage-backed securities$34,732,0001,459
Certificates of participation in pools of residential mortgages$31,814,0001,114
Issued or guaranteed by U.S.$31,814,0001,113
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$2,918,000711
Commercial mortgage pass-through securities$2,918,000421
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$80,458,0001,516
Total debt securities$80,458,0001,668
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$55,217,0002,288
U.S. Government securities$32,893,0002,307
U.S. Treasury securities$01,367
U.S. Government agency obligations$32,893,0002,223
Securities issued by states & political subdivisions$18,891,0001,948
Other domestic debt securities$2,433,0001,199
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$2,433,000941
Foreign debt securities$1,000,000181
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,224,0004,852
Mortgage-backed securities$22,835,0001,927
Certificates of participation in pools of residential mortgages$22,835,0001,436
Issued or guaranteed by U.S.$22,835,0001,435
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$55,217,0002,077
Total debt securities$55,217,0002,265
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$53,679,0002,369
U.S. Government securities$32,871,0002,356
U.S. Treasury securities$01,303
U.S. Government agency obligations$32,871,0002,267
Securities issued by states & political subdivisions$17,387,0002,059
Other domestic debt securities$2,421,0001,212
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$2,421,000952
Foreign debt securities$1,000,000191
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,230,0004,915
Mortgage-backed securities$21,709,0001,990
Certificates of participation in pools of residential mortgages$21,709,0001,495
Issued or guaranteed by U.S.$21,709,0001,495
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$53,679,0002,152
Total debt securities$53,679,0002,341
Structured notes
Amortized cost$1,000,0001,132
Fair value$996,0001,226
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$50,414,0002,520
U.S. Government securities$28,840,0002,616
U.S. Treasury securities$01,348
U.S. Government agency obligations$28,840,0002,527
Securities issued by states & political subdivisions$17,131,0002,049
Other domestic debt securities$3,443,0001,056
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$3,443,000809
Foreign debt securities$1,000,000193
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,229,0004,955
Mortgage-backed securities$19,859,0002,171
Certificates of participation in pools of residential mortgages$19,859,0001,630
Issued or guaranteed by U.S.$19,859,0001,630
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$50,414,0002,302
Total debt securities$50,414,0002,498
Structured notes
Amortized cost$999,0001,378
Fair value$987,0001,369
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$44,547,0002,760
U.S. Government securities$23,919,0002,972
U.S. Treasury securities$01,327
U.S. Government agency obligations$23,919,0002,889
Securities issued by states & political subdivisions$16,193,0002,136
Other domestic debt securities$3,435,0001,060
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$3,435,000802
Foreign debt securities$1,000,000206
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,249,0005,010
Mortgage-backed securities$15,395,0002,497
Certificates of participation in pools of residential mortgages$15,395,0001,953
Issued or guaranteed by U.S.$15,395,0001,953
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$44,547,0002,526
Total debt securities$44,547,0002,738
Structured notes
Amortized cost$999,0001,469
Fair value$994,0001,475
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$48,744,0002,644
U.S. Government securities$28,146,0002,724
U.S. Treasury securities$01,361
U.S. Government agency obligations$28,146,0002,634
Securities issued by states & political subdivisions$16,161,0002,151
Other domestic debt securities$3,457,0001,050
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$3,457,000806
Foreign debt securities$980,000198
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,245,0005,089
Mortgage-backed securities$20,244,0002,236
Certificates of participation in pools of residential mortgages$20,244,0001,665
Issued or guaranteed by U.S.$20,244,0001,662
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$48,744,0002,411
Total debt securities$48,744,0002,624
Structured notes
Amortized cost$1,499,0001,296
Fair value$1,485,0001,293
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$49,443,0002,658
U.S. Government securities$28,740,0002,774
U.S. Treasury securities$01,381
U.S. Government agency obligations$28,740,0002,686
Securities issued by states & political subdivisions$16,238,0002,153
Other domestic debt securities$3,469,0001,090
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$3,469,000820
Foreign debt securities$996,000194
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,245,0005,156
Mortgage-backed securities$20,953,0002,242
Certificates of participation in pools of residential mortgages$20,953,0001,681
Issued or guaranteed by U.S.$20,953,0001,680
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$49,443,0002,420
Total debt securities$49,443,0002,630
Structured notes
Amortized cost$1,499,0001,389
Fair value$1,466,0001,391
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$58,363,0002,361
U.S. Government securities$37,171,0002,365
U.S. Treasury securities$01,342
U.S. Government agency obligations$37,171,0002,298
Securities issued by states & political subdivisions$16,233,0002,161
Other domestic debt securities$3,465,0001,126
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$3,465,000841
Foreign debt securities$1,494,000155
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,251,0005,213
Mortgage-backed securities$30,624,0001,810
Certificates of participation in pools of residential mortgages$30,624,0001,288
Issued or guaranteed by U.S.$30,624,0001,288
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$58,363,0002,134
Total debt securities$58,363,0002,340
Structured notes
Amortized cost$1,499,0001,430
Fair value$1,462,0001,436
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$72,092,0002,018
U.S. Government securities$52,672,0001,794
U.S. Treasury securities$01,198
U.S. Government agency obligations$52,672,0001,735
Securities issued by states & political subdivisions$14,472,0002,352
Other domestic debt securities$3,456,0001,165
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$3,456,000872
Foreign debt securities$1,492,000156
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,237,0005,246
Mortgage-backed securities$36,340,0001,612
Certificates of participation in pools of residential mortgages$36,340,0001,128
Issued or guaranteed by U.S.$36,340,0001,128
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$72,092,0001,820
Total debt securities$72,092,0001,995
Structured notes
Amortized cost$4,497,000814
Fair value$4,433,000802
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$56,239,0002,436
U.S. Government securities$39,121,0002,289
U.S. Treasury securities$01,131
U.S. Government agency obligations$39,121,0002,223
Securities issued by states & political subdivisions$13,180,0002,487
Other domestic debt securities$3,441,0001,199
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$3,441,000891
Foreign debt securities$497,000238
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,220,0005,317
Mortgage-backed securities$27,454,0001,967
Certificates of participation in pools of residential mortgages$27,454,0001,420
Issued or guaranteed by U.S.$27,454,0001,420
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$56,239,0002,216
Total debt securities$56,239,0002,414
Structured notes
Amortized cost$1,998,0001,289
Fair value$1,892,0001,265
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$47,131,0002,829
U.S. Government securities$33,218,0002,585
U.S. Treasury securities$01,131
U.S. Government agency obligations$33,218,0002,519
Securities issued by states & political subdivisions$10,450,0002,844
Other domestic debt securities$3,463,0001,233
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$3,463,000917
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,237,0005,365
Mortgage-backed securities$23,844,0002,133
Certificates of participation in pools of residential mortgages$23,844,0001,583
Issued or guaranteed by U.S.$23,844,0001,580
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$47,131,0002,578
Total debt securities$47,131,0002,802
Structured notes
Amortized cost$999,0001,732
Fair value$930,0001,737
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$44,186,0002,933
U.S. Government securities$31,680,0002,659
U.S. Treasury securities$01,152
U.S. Government agency obligations$31,680,0002,593
Securities issued by states & political subdivisions$9,036,0003,046
Other domestic debt securities$3,470,0001,249
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$3,470,000926
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,196,0005,405
Mortgage-backed securities$20,643,0002,336
Certificates of participation in pools of residential mortgages$20,643,0001,754
Issued or guaranteed by U.S.$20,643,0001,752
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$44,186,0002,689
Total debt securities$44,186,0002,905
Structured notes
Amortized cost$1,499,0001,396
Fair value$1,449,0001,400
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$43,158,0002,995
U.S. Government securities$31,106,0002,751
U.S. Treasury securities$01,161
U.S. Government agency obligations$31,106,0002,689
Securities issued by states & political subdivisions$9,558,0002,934
Other domestic debt securities$2,494,0001,445
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$2,494,0001,075
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,291,0005,425
Mortgage-backed securities$19,755,0002,409
Certificates of participation in pools of residential mortgages$19,755,0001,834
Issued or guaranteed by U.S.$19,755,0001,833
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$43,158,0002,778
Total debt securities$43,158,0002,966
Structured notes
Amortized cost$1,499,0001,431
Fair value$1,495,0001,437
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$43,312,0002,948
U.S. Government securities$31,764,0002,644
U.S. Treasury securities$01,135
U.S. Government agency obligations$31,764,0002,583
Securities issued by states & political subdivisions$9,060,0002,980
Other domestic debt securities$2,488,0001,428
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$2,488,0001,048
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,289,0005,453
Mortgage-backed securities$19,212,0002,452
Certificates of participation in pools of residential mortgages$19,212,0001,816
Issued or guaranteed by U.S.$19,212,0001,815
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$43,312,0002,724
Total debt securities$43,312,0002,919
Structured notes
Amortized cost$500,0002,008
Fair value$504,0002,017
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$38,793,0003,202
U.S. Government securities$32,105,0002,682
U.S. Treasury securities$01,086
U.S. Government agency obligations$32,105,0002,622
Securities issued by states & political subdivisions$6,688,0003,374
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,278,0005,540
Mortgage-backed securities$20,393,0002,492
Certificates of participation in pools of residential mortgages$20,393,0001,826
Issued or guaranteed by U.S.$20,393,0001,825
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$38,793,0002,963
Total debt securities$38,793,0003,173
Structured notes
Amortized cost$500,0002,199
Fair value$506,0002,192
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$37,864,0003,242
U.S. Government securities$31,591,0002,741
U.S. Treasury securities$01,068
U.S. Government agency obligations$31,591,0002,685
Securities issued by states & political subdivisions$6,273,0003,404
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,260,0005,608
Mortgage-backed securities$19,545,0002,569
Certificates of participation in pools of residential mortgages$19,545,0001,918
Issued or guaranteed by U.S.$19,545,0001,918
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$37,864,0002,996
Total debt securities$37,864,0003,221
Structured notes
Amortized cost$2,500,0001,344
Fair value$2,507,0001,356
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$31,866,0003,622
U.S. Government securities$27,167,0003,067
U.S. Treasury securities$01,157
U.S. Government agency obligations$27,167,0003,009
Securities issued by states & political subdivisions$4,699,0003,701
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$915,0005,804
Mortgage-backed securities$14,701,0002,980
Certificates of participation in pools of residential mortgages$14,701,0002,306
Issued or guaranteed by U.S.$14,701,0002,303
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$31,866,0003,354
Total debt securities$31,866,0003,596
Structured notes
Amortized cost$2,500,0001,526
Fair value$2,509,0001,527
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$26,899,0003,939
U.S. Government securities$22,894,0003,359
U.S. Treasury securities$01,076
U.S. Government agency obligations$22,894,0003,282
Securities issued by states & political subdivisions$4,005,0003,839
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,916
Mortgage-backed securities$8,565,0003,621
Certificates of participation in pools of residential mortgages$8,565,0002,921
Issued or guaranteed by U.S.$8,565,0002,921
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$26,899,0003,623
Total debt securities$26,899,0003,910
Structured notes
Amortized cost$2,422,0001,561
Fair value$2,461,0001,556
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$13,353,0005,270
U.S. Government securities$12,170,0004,562
U.S. Treasury securities$01,126
U.S. Government agency obligations$12,170,0004,470
Securities issued by states & political subdivisions$1,183,0004,820
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,942
Mortgage-backed securities$442,0005,476
Certificates of participation in pools of residential mortgages$442,0005,137
Issued or guaranteed by U.S.$442,0005,121
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$13,353,0004,848
Total debt securities$13,353,0005,241
Structured notes
Amortized cost$1,600,0001,960
Fair value$1,605,0001,962
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$11,689,0005,584
U.S. Government securities$10,280,0004,974
U.S. Treasury securities$01,225
U.S. Government agency obligations$10,280,0004,861
Securities issued by states & political subdivisions$1,409,0004,685
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,008
Mortgage-backed securities$447,0005,479
Certificates of participation in pools of residential mortgages$447,0005,136
Issued or guaranteed by U.S.$447,0005,121
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$11,689,0005,148
Total debt securities$11,689,0005,549
Structured notes
Amortized cost$1,098,0002,400
Fair value$1,097,0002,403
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$9,733,0005,841
U.S. Government securities$8,345,0005,337
U.S. Treasury securities$01,272
U.S. Government agency obligations$8,345,0005,218
Securities issued by states & political subdivisions$1,388,0004,687
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,043
Mortgage-backed securities$452,0005,464
Certificates of participation in pools of residential mortgages$452,0005,110
Issued or guaranteed by U.S.$452,0005,099
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$9,733,0005,395
Total debt securities$9,733,0005,808
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$7,642,0006,076
U.S. Government securities$6,539,0005,561
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,539,0005,447
Securities issued by states & political subdivisions$1,103,0004,871
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,121
Mortgage-backed securities$453,0005,456
Certificates of participation in pools of residential mortgages$453,0005,054
Issued or guaranteed by U.S.$453,0005,042
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$7,642,0005,618
Total debt securities$7,642,0006,041
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$4,136,0006,721
U.S. Government securities$3,623,0006,256
U.S. Treasury securities$01,180
U.S. Government agency obligations$3,623,0006,139
Securities issued by states & political subdivisions$513,0005,245
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,199
Mortgage-backed securities$457,0005,508
Certificates of participation in pools of residential mortgages$457,0005,066
Issued or guaranteed by U.S.$457,0005,053
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$4,136,0006,207
Total debt securities$4,136,0006,686
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$606,0007,445
U.S. Government securities$606,0007,205
U.S. Treasury securities$01,121
U.S. Government agency obligations$606,0007,107
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,254
Mortgage-backed securities$606,0005,442
Certificates of participation in pools of residential mortgages$606,0005,016
Issued or guaranteed by U.S.$606,0005,006
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$606,0006,932
Total debt securities$606,0007,414
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$603,0007,529
U.S. Government securities$603,0007,310
U.S. Treasury securities$01,130
U.S. Government agency obligations$603,0007,208
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,343
Mortgage-backed securities$603,0005,550
Certificates of participation in pools of residential mortgages$603,0005,143
Issued or guaranteed by U.S.$603,0005,133
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$603,0007,002
Total debt securities$603,0007,499
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$602,0007,578
U.S. Government securities$602,0007,332
U.S. Treasury securities$01,077
U.S. Government agency obligations$602,0007,233
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,398
Mortgage-backed securities$602,0005,623
Certificates of participation in pools of residential mortgages$602,0005,208
Issued or guaranteed by U.S.$602,0005,197
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$602,0007,047
Total debt securities$602,0007,545
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$2,279,0007,332
U.S. Government securities$746,0007,377
U.S. Treasury securities$01,047
U.S. Government agency obligations$746,0007,287
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$1,533,000614
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,412
Mortgage-backed securities$746,0005,621
Certificates of participation in pools of residential mortgages$746,0005,212
Issued or guaranteed by U.S.$746,0005,197
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$2,279,0006,782
Total debt securities$746,0007,591
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$2,641,0007,300
U.S. Government securities$1,145,0007,302
U.S. Treasury securities$01,036
U.S. Government agency obligations$1,145,0007,218
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$1,496,000676
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,462
Mortgage-backed securities$1,145,0005,455
Certificates of participation in pools of residential mortgages$1,145,0005,024
Issued or guaranteed by U.S.$1,145,0005,010
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,641,0006,750
Total debt securities$1,145,0007,570
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$2,646,0007,364
U.S. Government securities$1,151,0007,403
U.S. Treasury securities$0981
U.S. Government agency obligations$1,151,0007,316
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$1,495,000666
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,516
Mortgage-backed securities$1,151,0005,531
Certificates of participation in pools of residential mortgages$1,151,0005,110
Issued or guaranteed by U.S.$1,151,0005,093
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$2,646,0006,795
Total debt securities$1,151,0007,649
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$2,834,0007,409
U.S. Government securities$1,362,0007,431
U.S. Treasury securities$0973
U.S. Government agency obligations$1,362,0007,343
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$1,472,000646
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,541
Mortgage-backed securities$1,362,0005,435
Certificates of participation in pools of residential mortgages$1,362,0004,993
Issued or guaranteed by U.S.$1,362,0004,979
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$2,834,0006,814
Total debt securities$1,362,0007,665
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$5,857,0006,724
U.S. Government securities$4,396,0006,574
U.S. Treasury securities$01,019
U.S. Government agency obligations$4,396,0006,479
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$1,461,000657
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,576
Mortgage-backed securities$1,395,0005,386
Certificates of participation in pools of residential mortgages$1,395,0004,952
Issued or guaranteed by U.S.$1,395,0004,936
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$5,857,0006,144
Total debt securities$4,396,0007,000
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$6,036,0006,749
U.S. Government securities$4,568,0006,584
U.S. Treasury securities$01,021
U.S. Government agency obligations$4,568,0006,488
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$1,468,000873
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,612
Mortgage-backed securities$1,549,0005,340
Certificates of participation in pools of residential mortgages$1,549,0004,891
Issued or guaranteed by U.S.$1,549,0004,871
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$6,036,0006,166
Total debt securities$4,568,0007,024
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$54,711,0002,130
U.S. Government securities$53,218,0001,551
U.S. Treasury securities$01,044
U.S. Government agency obligations$53,218,0001,521
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$1,493,000909
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,633
Mortgage-backed securities$50,179,0001,087
Certificates of participation in pools of residential mortgages$50,179,000755
Issued or guaranteed by U.S.$50,179,000745
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$54,711,0001,870
Total debt securities$53,218,0002,140
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$4,485,0007,217
U.S. Government securities$3,010,0007,195
U.S. Treasury securities$01,146
U.S. Government agency obligations$3,010,0007,078
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$1,475,000874
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,689
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$4,485,0006,582
Total debt securities$3,010,0007,506
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$7,450,0006,600
U.S. Government securities$5,996,0006,385
U.S. Treasury securities$01,235
U.S. Government agency obligations$5,996,0006,277
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$1,454,000857
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,710
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$7,450,0005,971
Total debt securities$5,996,0006,871
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$7,388,0006,636
U.S. Government securities$5,943,0006,440
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,943,0006,321
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$1,445,000858
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,778
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$7,388,0005,979
Total debt securities$5,943,0006,920
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$15,413,0005,189
U.S. Government securities$13,939,0004,617
U.S. Treasury securities$01,448
U.S. Government agency obligations$13,939,0004,494
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$1,474,000877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,814
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$15,413,0004,588
Total debt securities$13,939,0005,383
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$15,369,0005,233
U.S. Government securities$13,896,0004,681
U.S. Treasury securities$01,498
U.S. Government agency obligations$13,896,0004,554
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$1,473,000892
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,854
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$15,369,0004,620
Total debt securities$13,896,0005,414
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$15,336,0005,273
U.S. Government securities$13,865,0004,741
U.S. Treasury securities$01,574
U.S. Government agency obligations$13,865,0004,610
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$1,471,000907
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,913
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$15,336,0004,643
Total debt securities$13,865,0005,450
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$15,184,0005,306
U.S. Government securities$13,745,0004,749
U.S. Treasury securities$01,634
U.S. Government agency obligations$13,745,0004,611
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$1,439,000916
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,970
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$15,184,0004,649
Total debt securities$13,745,0005,484
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$15,240,0005,332
U.S. Government securities$13,773,0004,787
U.S. Treasury securities$01,715
U.S. Government agency obligations$13,773,0004,653
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$1,467,000928
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$15,240,0004,677
Total debt securities$13,772,0005,527
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$15,316,0005,318
U.S. Government securities$13,828,0004,769
U.S. Treasury securities$01,737
U.S. Government agency obligations$13,828,0004,627
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$1,488,000951
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$15,316,0004,643
Total debt securities$13,828,0005,533
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$9,402,0006,465
U.S. Government securities$7,910,0006,087
U.S. Treasury securities$01,786
U.S. Government agency obligations$7,910,0005,953
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$1,492,000952
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$9,402,0005,735
Total debt securities$7,910,0006,737
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$5,478,0007,411
U.S. Government securities$3,969,0007,340
U.S. Treasury securities$01,839
U.S. Government agency obligations$3,969,0007,187
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$1,509,000952
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$5,478,0006,624
Total debt securities$3,969,0007,722
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$9,499,0006,543
U.S. Government securities$8,000,0006,185
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,000,0006,038
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$1,499,0001,004
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,000,0001,644
Available-for-sale securities (fair market value)$1,499,0007,661
Total debt securities$8,000,0006,831
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$9,523,0006,565
U.S. Government securities$8,000,0006,165
U.S. Treasury securities$01,963
U.S. Government agency obligations$8,000,0006,025
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$1,523,0001,029
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,000,0001,654
Available-for-sale securities (fair market value)$1,523,0007,677
Total debt securities$8,000,0006,825
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$11,523,0006,192
U.S. Government securities$08,738
U.S. Treasury securities$01,990
U.S. Government agency obligations$08,656
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$10,000,000807
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,000,000540
Foreign debt securities$0248
Equity securities$1,523,0001,043
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,214
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,000,0001,477
Available-for-sale securities (fair market value)$1,523,0007,719
Total debt securities$10,000,0006,432
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$11,498,0006,262
U.S. Government securities$08,803
U.S. Treasury securities$02,098
U.S. Government agency obligations$08,720
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$10,000,000815
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,000,000563
Foreign debt securities$0251
Equity securities$1,498,0001,081
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,245
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,000,0001,484
Available-for-sale securities (fair market value)$1,498,0007,796
Total debt securities$10,000,0006,507
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054