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Bank of Cushing, Securities

2019-12-31Rank
Total securities$60,130,0001,839
U.S. Government securities$39,072,0001,739
U.S. Treasury securities$01,363
U.S. Government agency obligations$39,072,0001,636
Securities issued by states & political subdivisions$7,623,0002,598
Other domestic debt securities$13,435,000558
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$4,266,000259
Structured financial products - Total$0159
Other domestic debt securities - All other$9,169,000443
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,365,0002,680
Mortgage-backed securities$39,072,0001,336
Certificates of participation in pools of residential mortgages$21,302,0001,292
Issued or guaranteed by U.S.$21,302,0001,259
Privately issued$0249
Collaterized mortgage obligations$12,398,0001,047
CMOs issued by government agencies or sponsored agencies$12,398,0001,011
Privately issued$0457
Commercial mortgage-backed securities$5,372,000949
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$5,372,000599
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$60,130,0001,698
Total debt securities$60,129,0001,820
Structured notes
Amortized cost$0739
Fair value$0739
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$59,457,0001,848
U.S. Government securities$44,016,0001,598
U.S. Treasury securities$01,429
U.S. Government agency obligations$44,016,0001,516
Securities issued by states & political subdivisions$1,978,0003,609
Other domestic debt securities$13,463,000546
Privately issued residential mortgage-backed securities$1,515,000357
Commercial mortgage-backed securities - Total$0182
Asset backed securities$2,842,000281
Structured financial products - Total$0154
Other domestic debt securities - All other$9,106,000445
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,346,0002,598
Mortgage-backed securities$45,531,0001,178
Certificates of participation in pools of residential mortgages$22,948,0001,170
Issued or guaranteed by U.S.$21,433,0001,199
Privately issued$1,515,000161
Collaterized mortgage obligations$17,152,000879
CMOs issued by government agencies or sponsored agencies$17,152,000852
Privately issued$0463
Commercial mortgage-backed securities$5,431,000924
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$5,431,000569
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$59,457,0001,712
Total debt securities$59,458,0001,833
Structured notes
Amortized cost$0889
Fair value$0889
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$59,978,0001,843
U.S. Government securities$49,134,0001,483
U.S. Treasury securities$01,467
U.S. Government agency obligations$49,134,0001,390
Securities issued by states & political subdivisions$1,961,0003,667
Other domestic debt securities$8,883,000668
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$2,862,000264
Structured financial products - Total$0152
Other domestic debt securities - All other$6,021,000561
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,828,0003,944
Mortgage-backed securities$49,134,0001,086
Certificates of participation in pools of residential mortgages$21,223,0001,226
Issued or guaranteed by U.S.$21,223,0001,211
Privately issued$0244
Collaterized mortgage obligations$22,501,000728
CMOs issued by government agencies or sponsored agencies$22,501,000691
Privately issued$0476
Commercial mortgage-backed securities$5,410,000910
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$5,410,000545
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$59,978,0001,715
Total debt securities$59,977,0001,825
Structured notes
Amortized cost$0951
Fair value$0951
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$60,382,0001,864
U.S. Government securities$51,042,0001,434
U.S. Treasury securities$01,516
U.S. Government agency obligations$51,042,0001,358
Securities issued by states & political subdivisions$1,912,0003,744
Other domestic debt securities$7,428,000728
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$1,451,000303
Structured financial products - Total$0154
Other domestic debt securities - All other$5,977,000564
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$51,042,0001,053
Certificates of participation in pools of residential mortgages$21,945,0001,218
Issued or guaranteed by U.S.$21,945,0001,204
Privately issued$0248
Collaterized mortgage obligations$23,787,000685
CMOs issued by government agencies or sponsored agencies$23,787,000652
Privately issued$0499
Commercial mortgage-backed securities$5,310,000858
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$5,310,000498
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$60,382,0001,732
Total debt securities$60,381,0001,851
Structured notes
Amortized cost$0972
Fair value$0972
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$44,125,0002,395
U.S. Government securities$39,275,0001,814
U.S. Treasury securities$01,513
U.S. Government agency obligations$39,275,0001,705
Securities issued by states & political subdivisions$1,888,0003,802
Other domestic debt securities$2,962,0001,093
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$2,962,000795
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$39,275,0001,251
Certificates of participation in pools of residential mortgages$18,853,0001,350
Issued or guaranteed by U.S.$18,853,0001,336
Privately issued$0211
Collaterized mortgage obligations$20,422,000762
CMOs issued by government agencies or sponsored agencies$20,422,000725
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$44,125,0002,209
Total debt securities$44,131,0002,377
Structured notes
Amortized cost$0995
Fair value$0995
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$51,275,0002,154
U.S. Government securities$905,0004,963
U.S. Treasury securities$01,500
U.S. Government agency obligations$905,0004,824
Securities issued by states & political subdivisions$50,370,000699
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$905,0003,977
Certificates of participation in pools of residential mortgages$28,0004,212
Issued or guaranteed by U.S.$28,0004,191
Privately issued$0145
Collaterized mortgage obligations$877,0002,438
CMOs issued by government agencies or sponsored agencies$877,0002,387
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$51,275,0001,982
Total debt securities$51,275,0002,137
Structured notes
Amortized cost$0976
Fair value$0976
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$59,233,0001,963
U.S. Government securities$907,0005,011
U.S. Treasury securities$01,475
U.S. Government agency obligations$907,0004,874
Securities issued by states & political subdivisions$58,326,000632
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$907,0004,028
Certificates of participation in pools of residential mortgages$30,0004,261
Issued or guaranteed by U.S.$30,0004,148
Privately issued$0453
Collaterized mortgage obligations$877,0002,471
CMOs issued by government agencies or sponsored agencies$877,0002,412
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$59,233,0001,804
Total debt securities$59,233,0001,944
Structured notes
Amortized cost$0980
Fair value$0980
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$60,715,0001,956
U.S. Government securities$951,0005,074
U.S. Treasury securities$01,426
U.S. Government agency obligations$951,0004,948
Securities issued by states & political subdivisions$59,764,000620
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$951,0004,059
Certificates of participation in pools of residential mortgages$37,0004,292
Issued or guaranteed by U.S.$37,0004,285
Privately issued$067
Collaterized mortgage obligations$914,0002,451
CMOs issued by government agencies or sponsored agencies$914,0002,388
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$60,715,0001,798
Total debt securities$60,715,0001,939
Structured notes
Amortized cost$0955
Fair value$0956
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$64,903,0001,890
U.S. Government securities$1,023,0005,085
U.S. Treasury securities$01,328
U.S. Government agency obligations$1,023,0004,969
Securities issued by states & political subdivisions$63,880,000611
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$1,023,0004,067
Certificates of participation in pools of residential mortgages$45,0004,328
Issued or guaranteed by U.S.$45,0004,323
Privately issued$064
Collaterized mortgage obligations$978,0002,411
CMOs issued by government agencies or sponsored agencies$978,0002,347
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$64,903,0001,751
Total debt securities$64,903,0001,874
Structured notes
Amortized cost$0980
Fair value$0981
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$68,941,0001,824
U.S. Government securities$1,048,0005,138
U.S. Treasury securities$01,313
U.S. Government agency obligations$1,048,0005,019
Securities issued by states & political subdivisions$67,893,000567
Other domestic debt securities$02,063
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$644,0004,668
Mortgage-backed securities$1,048,0004,094
Certificates of participation in pools of residential mortgages$54,0004,369
Issued or guaranteed by U.S.$54,0004,365
Privately issued$069
Collaterized mortgage obligations$994,0002,419
CMOs issued by government agencies or sponsored agencies$994,0002,361
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$68,941,0001,679
Total debt securities$68,941,0001,809
Structured notes
Amortized cost$01,014
Fair value$01,015
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$68,482,0001,860
U.S. Government securities$1,094,0005,176
U.S. Treasury securities$01,351
U.S. Government agency obligations$1,094,0005,059
Securities issued by states & political subdivisions$67,388,000575
Other domestic debt securities$02,100
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$1,094,0004,124
Certificates of participation in pools of residential mortgages$60,0004,396
Issued or guaranteed by U.S.$60,0004,391
Privately issued$067
Collaterized mortgage obligations$1,034,0002,430
CMOs issued by government agencies or sponsored agencies$1,034,0002,365
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$68,482,0001,711
Total debt securities$68,482,0001,844
Structured notes
Amortized cost$01,085
Fair value$01,086
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$67,016,0001,924
U.S. Government securities$1,151,0005,241
U.S. Treasury securities$01,390
U.S. Government agency obligations$1,151,0005,119
Securities issued by states & political subdivisions$65,865,000585
Other domestic debt securities$02,154
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$745,0004,734
Mortgage-backed securities$1,151,0004,169
Certificates of participation in pools of residential mortgages$69,0004,453
Issued or guaranteed by U.S.$69,0004,449
Privately issued$066
Collaterized mortgage obligations$1,082,0002,451
CMOs issued by government agencies or sponsored agencies$1,082,0002,382
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$67,016,0001,766
Total debt securities$67,016,0001,902
Structured notes
Amortized cost$01,166
Fair value$01,167
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$63,360,0001,993
U.S. Government securities$1,179,0005,274
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,179,0005,151
Securities issued by states & political subdivisions$62,181,000632
Other domestic debt securities$02,175
Privately issued residential mortgage-backed securities$0708
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$1,179,0004,193
Certificates of participation in pools of residential mortgages$78,0004,485
Issued or guaranteed by U.S.$78,0004,480
Privately issued$071
Collaterized mortgage obligations$1,101,0002,456
CMOs issued by government agencies or sponsored agencies$1,101,0002,383
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$63,360,0001,836
Total debt securities$63,360,0001,974
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$67,552,0001,900
U.S. Government securities$1,210,0005,312
U.S. Treasury securities$01,214
U.S. Government agency obligations$1,210,0005,198
Securities issued by states & political subdivisions$66,342,000595
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$1,210,0004,236
Certificates of participation in pools of residential mortgages$86,0004,512
Issued or guaranteed by U.S.$86,0004,509
Privately issued$067
Collaterized mortgage obligations$1,124,0002,460
CMOs issued by government agencies or sponsored agencies$1,124,0002,393
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$67,552,0001,738
Total debt securities$67,552,0001,878
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$66,810,0001,946
U.S. Government securities$1,252,0005,403
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,252,0005,296
Securities issued by states & political subdivisions$65,558,000596
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,0005,188
Mortgage-backed securities$1,252,0004,272
Certificates of participation in pools of residential mortgages$93,0004,570
Issued or guaranteed by U.S.$93,0004,565
Privately issued$071
Collaterized mortgage obligations$1,159,0002,470
CMOs issued by government agencies or sponsored agencies$1,159,0002,399
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$66,810,0001,761
Total debt securities$66,810,0001,921
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$68,856,0001,934
U.S. Government securities$1,262,0005,479
U.S. Treasury securities$01,296
U.S. Government agency obligations$1,262,0005,376
Securities issued by states & political subdivisions$67,594,000557
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$1,262,0004,296
Certificates of participation in pools of residential mortgages$101,0004,606
Issued or guaranteed by U.S.$101,0004,602
Privately issued$066
Collaterized mortgage obligations$1,161,0002,495
CMOs issued by government agencies or sponsored agencies$1,161,0002,425
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$68,856,0001,747
Total debt securities$68,856,0001,907
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$71,285,0001,907
U.S. Government securities$1,292,0005,536
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,292,0005,435
Securities issued by states & political subdivisions$69,993,000532
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$1,292,0004,313
Certificates of participation in pools of residential mortgages$108,0004,633
Issued or guaranteed by U.S.$108,0004,629
Privately issued$066
Collaterized mortgage obligations$1,184,0002,512
CMOs issued by government agencies or sponsored agencies$1,184,0002,446
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)$71,285,0001,730
Total debt securities$71,285,0001,879
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$70,373,0001,930
U.S. Government securities$1,319,0005,617
U.S. Treasury securities$01,303
U.S. Government agency obligations$1,319,0005,524
Securities issued by states & political subdivisions$69,054,000532
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$1,319,0004,365
Certificates of participation in pools of residential mortgages$115,0004,681
Issued or guaranteed by U.S.$115,0004,676
Privately issued$065
Collaterized mortgage obligations$1,204,0002,534
CMOs issued by government agencies or sponsored agencies$1,204,0002,467
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)$70,373,0001,747
Total debt securities$70,373,0001,902
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$68,998,0001,993
U.S. Government securities$1,331,0005,698
U.S. Treasury securities$01,348
U.S. Government agency obligations$1,331,0005,604
Securities issued by states & political subdivisions$67,667,000534
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$1,331,0004,446
Certificates of participation in pools of residential mortgages$123,0004,751
Issued or guaranteed by U.S.$123,0004,748
Privately issued$067
Collaterized mortgage obligations$1,208,0002,599
CMOs issued by government agencies or sponsored agencies$1,208,0002,527
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)$68,998,0001,800
Total debt securities$68,998,0001,969
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$66,229,0002,091
U.S. Government securities$1,409,0005,766
U.S. Treasury securities$01,327
U.S. Government agency obligations$1,409,0005,673
Securities issued by states & political subdivisions$64,820,000546
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$1,409,0004,492
Certificates of participation in pools of residential mortgages$164,0004,775
Issued or guaranteed by U.S.$164,0004,769
Privately issued$070
Collaterized mortgage obligations$1,245,0002,621
CMOs issued by government agencies or sponsored agencies$1,245,0002,544
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)$66,229,0001,886
Total debt securities$66,229,0002,065
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$66,474,0002,103
U.S. Government securities$1,481,0005,848
U.S. Treasury securities$01,361
U.S. Government agency obligations$1,481,0005,750
Securities issued by states & political subdivisions$64,993,000534
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$1,481,0004,558
Certificates of participation in pools of residential mortgages$193,0004,827
Issued or guaranteed by U.S.$193,0004,821
Privately issued$075
Collaterized mortgage obligations$1,288,0002,650
CMOs issued by government agencies or sponsored agencies$1,288,0002,569
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)$66,474,0001,895
Total debt securities$66,474,0002,078
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$64,499,0002,191
U.S. Government securities$1,520,0005,934
U.S. Treasury securities$01,381
U.S. Government agency obligations$1,520,0005,836
Securities issued by states & political subdivisions$62,979,000552
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$1,520,0004,624
Certificates of participation in pools of residential mortgages$204,0004,901
Issued or guaranteed by U.S.$204,0004,898
Privately issued$073
Collaterized mortgage obligations$1,316,0002,689
CMOs issued by government agencies or sponsored agencies$1,316,0002,593
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)$64,499,0001,969
Total debt securities$64,499,0002,168
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$61,913,0002,258
U.S. Government securities$1,579,0005,997
U.S. Treasury securities$01,342
U.S. Government agency obligations$1,579,0005,901
Securities issued by states & political subdivisions$60,268,000586
Other domestic debt securities$66,0002,450
Privately issued residential mortgage-backed securities$66,000759
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,698
Mortgage-backed securities$1,645,0004,655
Certificates of participation in pools of residential mortgages$211,0004,944
Issued or guaranteed by U.S.$211,0004,941
Privately issued$075
Collaterized mortgage obligations$1,434,0002,684
CMOs issued by government agencies or sponsored agencies$1,368,0002,617
Privately issued$66,000726
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)$61,913,0002,030
Total debt securities$61,913,0002,241
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$59,446,0002,349
U.S. Government securities$1,657,0006,031
U.S. Treasury securities$01,198
U.S. Government agency obligations$1,657,0005,937
Securities issued by states & political subdivisions$57,724,000622
Other domestic debt securities$65,0002,512
Privately issued residential mortgage-backed securities$65,000787
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$1,722,0004,672
Certificates of participation in pools of residential mortgages$221,0004,993
Issued or guaranteed by U.S.$221,0004,989
Privately issued$076
Collaterized mortgage obligations$1,501,0002,670
CMOs issued by government agencies or sponsored agencies$1,436,0002,600
Privately issued$65,000754
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)$59,446,0002,128
Total debt securities$59,446,0002,331
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$58,079,0002,370
U.S. Government securities$1,737,0006,075
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,737,0005,975
Securities issued by states & political subdivisions$56,274,000649
Other domestic debt securities$68,0002,570
Privately issued residential mortgage-backed securities$68,000823
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,833
Mortgage-backed securities$1,805,0004,684
Certificates of participation in pools of residential mortgages$233,0005,019
Issued or guaranteed by U.S.$233,0005,014
Privately issued$081
Collaterized mortgage obligations$1,572,0002,632
CMOs issued by government agencies or sponsored agencies$1,504,0002,561
Privately issued$68,000786
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)$58,079,0002,154
Total debt securities$58,079,0002,353
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$57,976,0002,391
U.S. Government securities$1,791,0006,138
U.S. Treasury securities$01,131
U.S. Government agency obligations$1,791,0006,038
Securities issued by states & political subdivisions$56,101,000653
Other domestic debt securities$84,0002,623
Privately issued residential mortgage-backed securities$84,000837
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,888
Mortgage-backed securities$1,875,0004,701
Certificates of participation in pools of residential mortgages$248,0005,051
Issued or guaranteed by U.S.$248,0005,045
Privately issued$080
Collaterized mortgage obligations$1,627,0002,629
CMOs issued by government agencies or sponsored agencies$1,543,0002,552
Privately issued$84,000801
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)$57,976,0002,170
Total debt securities$57,976,0002,369
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$55,801,0002,471
U.S. Government securities$1,901,0006,110
U.S. Treasury securities$01,152
U.S. Government agency obligations$1,901,0006,007
Securities issued by states & political subdivisions$53,779,000679
Other domestic debt securities$121,0002,656
Privately issued residential mortgage-backed securities$121,000827
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,912
Mortgage-backed securities$2,022,0004,656
Certificates of participation in pools of residential mortgages$262,0005,031
Issued or guaranteed by U.S.$262,0005,024
Privately issued$083
Collaterized mortgage obligations$1,760,0002,637
CMOs issued by government agencies or sponsored agencies$1,639,0002,571
Privately issued$121,000790
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)$55,801,0002,253
Total debt securities$55,801,0002,447
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$55,925,0002,477
U.S. Government securities$2,060,0006,108
U.S. Treasury securities$01,161
U.S. Government agency obligations$2,060,0006,002
Securities issued by states & political subdivisions$53,729,000667
Other domestic debt securities$136,0002,648
Privately issued residential mortgage-backed securities$136,000862
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,985
Mortgage-backed securities$2,196,0004,657
Certificates of participation in pools of residential mortgages$277,0005,060
Issued or guaranteed by U.S.$277,0005,056
Privately issued$083
Collaterized mortgage obligations$1,919,0002,646
CMOs issued by government agencies or sponsored agencies$1,783,0002,575
Privately issued$136,000827
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)$55,925,0002,279
Total debt securities$55,925,0002,451
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$55,330,0002,446
U.S. Government securities$2,362,0006,089
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,362,0005,987
Securities issued by states & political subdivisions$52,811,000664
Other domestic debt securities$157,0002,631
Privately issued residential mortgage-backed securities$157,000884
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,039
Mortgage-backed securities$2,519,0004,616
Certificates of participation in pools of residential mortgages$297,0005,077
Issued or guaranteed by U.S.$297,0005,073
Privately issued$085
Collaterized mortgage obligations$2,222,0002,607
CMOs issued by government agencies or sponsored agencies$2,065,0002,543
Privately issued$157,000850
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)$55,330,0002,246
Total debt securities$55,330,0002,421
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$51,768,0002,592
U.S. Government securities$2,181,0006,240
U.S. Treasury securities$01,086
U.S. Government agency obligations$2,181,0006,147
Securities issued by states & political subdivisions$49,406,000691
Other domestic debt securities$181,0002,700
Privately issued residential mortgage-backed securities$181,000916
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$06,124
Mortgage-backed securities$2,362,0004,763
Certificates of participation in pools of residential mortgages$305,0005,183
Issued or guaranteed by U.S.$305,0005,176
Privately issued$088
Collaterized mortgage obligations$2,057,0002,735
CMOs issued by government agencies or sponsored agencies$1,876,0002,670
Privately issued$181,000880
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)$51,768,0002,378
Total debt securities$51,768,0002,566
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$50,361,0002,662
U.S. Government securities$2,449,0006,290
U.S. Treasury securities$01,068
U.S. Government agency obligations$2,449,0006,197
Securities issued by states & political subdivisions$47,698,000696
Other domestic debt securities$214,0002,658
Privately issued residential mortgage-backed securities$214,000947
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$06,201
Mortgage-backed securities$2,663,0004,746
Certificates of participation in pools of residential mortgages$317,0005,207
Issued or guaranteed by U.S.$317,0005,199
Privately issued$094
Collaterized mortgage obligations$2,346,0002,679
CMOs issued by government agencies or sponsored agencies$2,132,0002,605
Privately issued$214,000911
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)$50,361,0002,449
Total debt securities$50,361,0002,632
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$46,754,0002,817
U.S. Government securities$2,663,0006,319
U.S. Treasury securities$01,157
U.S. Government agency obligations$2,663,0006,215
Securities issued by states & political subdivisions$43,436,000746
Other domestic debt securities$655,0002,238
Privately issued residential mortgage-backed securities$255,000952
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$400,0001,917
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,234
Mortgage-backed securities$2,918,0004,725
Certificates of participation in pools of residential mortgages$357,0005,202
Issued or guaranteed by U.S.$357,0005,196
Privately issued$094
Collaterized mortgage obligations$2,561,0002,640
CMOs issued by government agencies or sponsored agencies$2,306,0002,593
Privately issued$255,000918
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)$46,754,0002,573
Total debt securities$46,754,0002,797
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$47,465,0002,706
U.S. Government securities$2,761,0006,333
U.S. Treasury securities$01,076
U.S. Government agency obligations$2,761,0006,237
Securities issued by states & political subdivisions$43,307,000729
Other domestic debt securities$1,397,0001,788
Privately issued residential mortgage-backed securities$997,000771
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$400,0001,835
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$3,758,0004,483
Certificates of participation in pools of residential mortgages$376,0005,163
Issued or guaranteed by U.S.$376,0005,150
Privately issued$0121
Collaterized mortgage obligations$3,382,0002,415
CMOs issued by government agencies or sponsored agencies$2,385,0002,452
Privately issued$997,000733
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)$47,465,0002,459
Total debt securities$47,465,0002,674
Structured notes
Amortized cost$02,967
Fair value$02,967
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$41,888,0002,885
U.S. Government securities$3,043,0006,319
U.S. Treasury securities$01,126
U.S. Government agency obligations$3,043,0006,210
Securities issued by states & political subdivisions$37,386,000815
Other domestic debt securities$1,459,0001,768
Privately issued residential mortgage-backed securities$1,059,000795
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$400,0001,811
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$4,102,0004,363
Certificates of participation in pools of residential mortgages$385,0005,166
Issued or guaranteed by U.S.$385,0005,151
Privately issued$0132
Collaterized mortgage obligations$3,717,0002,314
CMOs issued by government agencies or sponsored agencies$2,658,0002,360
Privately issued$1,059,000753
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$55,0002,777
Available-for-sale securities (fair market value)$41,833,0002,647
Total debt securities$41,888,0002,861
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$41,123,0002,947
U.S. Government securities$3,284,0006,385
U.S. Treasury securities$01,225
U.S. Government agency obligations$3,284,0006,265
Securities issued by states & political subdivisions$35,913,000789
Other domestic debt securities$1,926,0001,584
Privately issued residential mortgage-backed securities$1,526,000723
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$400,0001,739
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$45,0005,992
Mortgage-backed securities$4,810,0004,191
Certificates of participation in pools of residential mortgages$401,0005,170
Issued or guaranteed by U.S.$401,0005,156
Privately issued$0125
Collaterized mortgage obligations$4,409,0002,144
CMOs issued by government agencies or sponsored agencies$2,883,0002,272
Privately issued$1,526,000687
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$55,0002,826
Available-for-sale securities (fair market value)$41,068,0002,681
Total debt securities$41,123,0002,926
Structured notes
Amortized cost$03,156
Fair value$03,156
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$39,363,0003,008
U.S. Government securities$3,450,0006,377
U.S. Treasury securities$01,272
U.S. Government agency obligations$3,450,0006,253
Securities issued by states & political subdivisions$32,446,000861
Other domestic debt securities$3,467,0001,246
Privately issued residential mortgage-backed securities$2,565,000621
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$902,0001,455
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$55,0006,026
Mortgage-backed securities$6,015,0003,892
Certificates of participation in pools of residential mortgages$437,0005,118
Issued or guaranteed by U.S.$437,0005,107
Privately issued$0136
Collaterized mortgage obligations$5,578,0001,931
CMOs issued by government agencies or sponsored agencies$3,013,0002,160
Privately issued$2,565,000594
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$56,0002,846
Available-for-sale securities (fair market value)$39,307,0002,734
Total debt securities$39,363,0002,987
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$40,397,0002,878
U.S. Government securities$5,192,0005,871
U.S. Treasury securities$01,275
U.S. Government agency obligations$5,192,0005,742
Securities issued by states & political subdivisions$30,909,000892
Other domestic debt securities$4,296,0001,190
Privately issued residential mortgage-backed securities$3,395,000600
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$901,0001,461
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$62,0006,101
Mortgage-backed securities$8,587,0003,365
Certificates of participation in pools of residential mortgages$447,0005,060
Issued or guaranteed by U.S.$447,0005,048
Privately issued$0141
Collaterized mortgage obligations$8,140,0001,631
CMOs issued by government agencies or sponsored agencies$4,745,0001,813
Privately issued$3,395,000570
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$56,0002,877
Available-for-sale securities (fair market value)$40,341,0002,614
Total debt securities$40,397,0002,853
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$44,361,0002,644
U.S. Government securities$7,066,0005,406
U.S. Treasury securities$01,180
U.S. Government agency obligations$7,066,0005,281
Securities issued by states & political subdivisions$32,615,000812
Other domestic debt securities$4,680,0001,181
Privately issued residential mortgage-backed securities$3,775,000634
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$905,0001,467
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$3,081,0004,873
Mortgage-backed securities$10,841,0003,052
Certificates of participation in pools of residential mortgages$525,0005,006
Issued or guaranteed by U.S.$525,0004,994
Privately issued$0141
Collaterized mortgage obligations$10,316,0001,447
CMOs issued by government agencies or sponsored agencies$6,541,0001,557
Privately issued$3,775,000603
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$416,0002,535
Available-for-sale securities (fair market value)$43,945,0002,387
Total debt securities$44,361,0002,616
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$45,491,0002,581
U.S. Government securities$8,220,0005,289
U.S. Treasury securities$01,121
U.S. Government agency obligations$8,220,0005,176
Securities issued by states & political subdivisions$31,977,000776
Other domestic debt securities$5,294,0001,100
Privately issued residential mortgage-backed securities$4,386,000629
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$908,0001,424
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$1,419,0005,577
Mortgage-backed securities$12,606,0002,828
Certificates of participation in pools of residential mortgages$760,0004,909
Issued or guaranteed by U.S.$760,0004,901
Privately issued$0148
Collaterized mortgage obligations$11,846,0001,282
CMOs issued by government agencies or sponsored agencies$7,460,0001,411
Privately issued$4,386,000602
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$517,0002,520
Available-for-sale securities (fair market value)$44,974,0002,319
Total debt securities$45,491,0002,547
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$43,086,0002,702
U.S. Government securities$9,580,0005,101
U.S. Treasury securities$01,130
U.S. Government agency obligations$9,580,0004,993
Securities issued by states & political subdivisions$28,501,000863
Other domestic debt securities$5,005,0001,188
Privately issued residential mortgage-backed securities$4,096,000664
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$909,0001,449
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$1,397,0005,666
Mortgage-backed securities$13,676,0002,790
Certificates of participation in pools of residential mortgages$773,0005,029
Issued or guaranteed by U.S.$773,0005,019
Privately issued$0145
Collaterized mortgage obligations$12,903,0001,220
CMOs issued by government agencies or sponsored agencies$8,807,0001,235
Privately issued$4,096,000637
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$519,0002,565
Available-for-sale securities (fair market value)$42,567,0002,441
Total debt securities$43,086,0002,677
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$44,194,0002,639
U.S. Government securities$10,712,0004,839
U.S. Treasury securities$01,077
U.S. Government agency obligations$10,712,0004,738
Securities issued by states & political subdivisions$28,674,000845
Other domestic debt securities$4,808,0001,259
Privately issued residential mortgage-backed securities$3,908,000708
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$900,0001,487
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$1,373,0005,733
Mortgage-backed securities$14,620,0002,757
Certificates of participation in pools of residential mortgages$789,0005,098
Issued or guaranteed by U.S.$789,0005,090
Privately issued$0157
Collaterized mortgage obligations$13,831,0001,174
CMOs issued by government agencies or sponsored agencies$9,923,0001,140
Privately issued$3,908,000680
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$523,0002,616
Available-for-sale securities (fair market value)$43,671,0002,379
Total debt securities$44,194,0002,615
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$43,280,0002,685
U.S. Government securities$11,060,0004,792
U.S. Treasury securities$01,047
U.S. Government agency obligations$11,060,0004,700
Securities issued by states & political subdivisions$27,101,000889
Other domestic debt securities$5,119,0001,293
Privately issued residential mortgage-backed securities$4,113,000752
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$1,006,0001,496
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,196,0005,823
Mortgage-backed securities$15,173,0002,730
Certificates of participation in pools of residential mortgages$805,0005,173
Issued or guaranteed by U.S.$805,0005,159
Privately issued$0171
Collaterized mortgage obligations$14,368,0001,125
CMOs issued by government agencies or sponsored agencies$10,255,0001,106
Privately issued$4,113,000721
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)$43,280,0002,379
Total debt securities$43,280,0002,653
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$42,092,0002,670
U.S. Government securities$11,957,0004,624
U.S. Treasury securities$01,036
U.S. Government agency obligations$11,957,0004,531
Securities issued by states & political subdivisions$25,475,000914
Other domestic debt securities$4,660,0001,386
Privately issued residential mortgage-backed securities$3,659,000809
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$1,001,0001,523
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,342,0005,352
Mortgage-backed securities$15,616,0002,716
Certificates of participation in pools of residential mortgages$821,0005,217
Issued or guaranteed by U.S.$821,0005,199
Privately issued$0181
Collaterized mortgage obligations$14,795,0001,080
CMOs issued by government agencies or sponsored agencies$11,136,0001,038
Privately issued$3,659,000774
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)$42,092,0002,365
Total debt securities$42,092,0002,646
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$42,729,0002,636
U.S. Government securities$13,467,0004,439
U.S. Treasury securities$0981
U.S. Government agency obligations$13,467,0004,361
Securities issued by states & political subdivisions$24,500,000907
Other domestic debt securities$4,762,0001,282
Privately issued residential mortgage-backed securities$3,907,000789
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$855,0001,679
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$602,0006,175
Mortgage-backed securities$17,374,0002,608
Certificates of participation in pools of residential mortgages$843,0005,287
Issued or guaranteed by U.S.$843,0005,270
Privately issued$0191
Collaterized mortgage obligations$16,531,0001,008
CMOs issued by government agencies or sponsored agencies$12,624,000940
Privately issued$3,907,000758
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)$42,729,0002,353
Total debt securities$42,729,0002,605
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$43,545,0002,580
U.S. Government securities$14,389,0004,331
U.S. Treasury securities$0973
U.S. Government agency obligations$14,389,0004,255
Securities issued by states & political subdivisions$23,535,000926
Other domestic debt securities$5,621,0001,145
Privately issued residential mortgage-backed securities$4,444,000718
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,177,0001,415
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,714,0003,327
Mortgage-backed securities$18,833,0002,427
Certificates of participation in pools of residential mortgages$869,0005,275
Issued or guaranteed by U.S.$869,0005,258
Privately issued$0188
Collaterized mortgage obligations$17,964,000927
CMOs issued by government agencies or sponsored agencies$13,520,000878
Privately issued$4,444,000688
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)$43,545,0002,295
Total debt securities$43,545,0002,550
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$44,437,0002,505
U.S. Government securities$14,031,0004,358
U.S. Treasury securities$01,019
U.S. Government agency obligations$14,031,0004,278
Securities issued by states & political subdivisions$23,693,000905
Other domestic debt securities$6,713,0001,020
Privately issued residential mortgage-backed securities$5,515,000667
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,198,0001,386
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,161,0004,480
Mortgage-backed securities$19,546,0002,281
Certificates of participation in pools of residential mortgages$875,0005,260
Issued or guaranteed by U.S.$875,0005,243
Privately issued$0192
Collaterized mortgage obligations$18,671,000869
CMOs issued by government agencies or sponsored agencies$13,156,000848
Privately issued$5,515,000638
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)$44,437,0002,210
Total debt securities$44,437,0002,471
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$46,017,0002,487
U.S. Government securities$14,234,0004,347
U.S. Treasury securities$01,021
U.S. Government agency obligations$14,234,0004,276
Securities issued by states & political subdivisions$24,576,000885
Other domestic debt securities$7,207,0001,023
Privately issued residential mortgage-backed securities$5,939,000648
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,268,0001,435
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,445,0003,658
Mortgage-backed securities$20,173,0002,222
Certificates of participation in pools of residential mortgages$890,0005,261
Issued or guaranteed by U.S.$890,0005,238
Privately issued$0202
Collaterized mortgage obligations$19,283,000838
CMOs issued by government agencies or sponsored agencies$13,344,000823
Privately issued$5,939,000616
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)$46,017,0002,193
Total debt securities$46,017,0002,436
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$47,888,0002,393
U.S. Government securities$15,502,0004,158
U.S. Treasury securities$01,044
U.S. Government agency obligations$15,502,0004,082
Securities issued by states & political subdivisions$24,919,000862
Other domestic debt securities$7,467,000997
Privately issued residential mortgage-backed securities$6,275,000605
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,192,0001,407
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,455,0003,127
Mortgage-backed securities$21,777,0002,048
Certificates of participation in pools of residential mortgages$960,0005,157
Issued or guaranteed by U.S.$960,0005,130
Privately issued$0205
Collaterized mortgage obligations$20,817,000778
CMOs issued by government agencies or sponsored agencies$14,542,000759
Privately issued$6,275,000573
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)$47,888,0002,116
Total debt securities$47,888,0002,343
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$46,179,0002,458
U.S. Government securities$15,622,0004,190
U.S. Treasury securities$01,146
U.S. Government agency obligations$15,622,0004,100
Securities issued by states & political subdivisions$22,095,000961
Other domestic debt securities$8,462,000883
Privately issued residential mortgage-backed securities$6,996,000539
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,466,0001,235
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,832,0003,255
Mortgage-backed securities$22,618,0001,760
Certificates of participation in pools of residential mortgages$967,0004,959
Issued or guaranteed by U.S.$967,0004,936
Privately issued$0191
Collaterized mortgage obligations$21,651,000705
CMOs issued by government agencies or sponsored agencies$14,655,000706
Privately issued$6,996,000506
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)$46,179,0002,152
Total debt securities$46,179,0002,411
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$42,912,0002,607
U.S. Government securities$11,743,0005,006
U.S. Treasury securities$01,235
U.S. Government agency obligations$11,743,0004,911
Securities issued by states & political subdivisions$22,130,000928
Other domestic debt securities$9,039,000801
Privately issued residential mortgage-backed securities$7,546,000485
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,493,0001,201
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,849,0003,291
Mortgage-backed securities$19,289,0001,851
Certificates of participation in pools of residential mortgages$986,0004,821
Issued or guaranteed by U.S.$986,0004,805
Privately issued$0194
Collaterized mortgage obligations$18,303,000748
CMOs issued by government agencies or sponsored agencies$10,757,000843
Privately issued$7,546,000458
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)$42,912,0002,278
Total debt securities$42,912,0002,567
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$40,686,0002,732
U.S. Government securities$10,284,0005,331
U.S. Treasury securities$01,362
U.S. Government agency obligations$10,284,0005,222
Securities issued by states & political subdivisions$22,156,000918
Other domestic debt securities$8,246,000803
Privately issued residential mortgage-backed securities$7,183,000480
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,063,0001,279
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,954,0003,420
Mortgage-backed securities$17,467,0001,909
Certificates of participation in pools of residential mortgages$1,004,0004,793
Issued or guaranteed by U.S.$1,004,0004,779
Privately issued$0207
Collaterized mortgage obligations$16,463,000782
CMOs issued by government agencies or sponsored agencies$9,280,000899
Privately issued$7,183,000454
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)$40,686,0002,381
Total debt securities$40,686,0002,690
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$42,775,0002,636
U.S. Government securities$11,034,0005,195
U.S. Treasury securities$01,448
U.S. Government agency obligations$11,034,0005,072
Securities issued by states & political subdivisions$23,137,000871
Other domestic debt securities$8,604,000791
Privately issued residential mortgage-backed securities$8,008,000449
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$596,0001,593
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,818,0003,278
Mortgage-backed securities$19,042,0001,812
Certificates of participation in pools of residential mortgages$1,154,0004,691
Issued or guaranteed by U.S.$1,154,0004,671
Privately issued$0218
Collaterized mortgage obligations$17,888,000735
CMOs issued by government agencies or sponsored agencies$9,880,000854
Privately issued$8,008,000422
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)$42,775,0002,291
Total debt securities$42,775,0002,595
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$40,373,0002,776
U.S. Government securities$9,989,0005,466
U.S. Treasury securities$01,498
U.S. Government agency obligations$9,989,0005,346
Securities issued by states & political subdivisions$21,978,000916
Other domestic debt securities$8,406,000786
Privately issued residential mortgage-backed securities$7,810,000440
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$596,0001,634
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,412,0003,943
Mortgage-backed securities$17,799,0001,909
Certificates of participation in pools of residential mortgages$1,189,0004,660
Issued or guaranteed by U.S.$1,189,0004,643
Privately issued$0208
Collaterized mortgage obligations$16,610,000778
CMOs issued by government agencies or sponsored agencies$8,800,000926
Privately issued$7,810,000418
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)$40,373,0002,420
Total debt securities$40,373,0002,732
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$39,115,0002,878
U.S. Government securities$8,373,0005,915
U.S. Treasury securities$01,574
U.S. Government agency obligations$8,373,0005,799
Securities issued by states & political subdivisions$23,016,000867
Other domestic debt securities$7,726,000820
Privately issued residential mortgage-backed securities$7,104,000461
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$622,0001,649
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,244,0003,991
Mortgage-backed securities$15,477,0002,071
Certificates of participation in pools of residential mortgages$1,404,0004,536
Issued or guaranteed by U.S.$1,404,0004,512
Privately issued$0214
Collaterized mortgage obligations$14,073,000852
CMOs issued by government agencies or sponsored agencies$6,969,0001,048
Privately issued$7,104,000432
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)$39,115,0002,474
Total debt securities$39,115,0002,845
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$35,419,0003,104
U.S. Government securities$8,484,0005,914
U.S. Treasury securities$01,634
U.S. Government agency obligations$8,484,0005,776
Securities issued by states & political subdivisions$22,436,000870
Other domestic debt securities$4,499,0001,078
Privately issued residential mortgage-backed securities$3,879,000559
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$620,0001,697
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,668,0003,880
Mortgage-backed securities$12,363,0002,355
Certificates of participation in pools of residential mortgages$1,557,0004,453
Issued or guaranteed by U.S.$1,557,0004,433
Privately issued$0211
Collaterized mortgage obligations$10,806,000970
CMOs issued by government agencies or sponsored agencies$6,927,0001,047
Privately issued$3,879,000524
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)$35,419,0002,678
Total debt securities$35,419,0003,064
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$36,199,0003,090
U.S. Government securities$9,371,0005,746
U.S. Treasury securities$01,715
U.S. Government agency obligations$9,371,0005,606
Securities issued by states & political subdivisions$22,224,000871
Other domestic debt securities$4,604,0001,103
Privately issued residential mortgage-backed securities$3,983,000560
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$621,0001,768
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,804,0003,850
Mortgage-backed securities$13,354,0002,293
Certificates of participation in pools of residential mortgages$1,908,0004,270
Issued or guaranteed by U.S.$1,908,0004,255
Privately issued$0205
Collaterized mortgage obligations$11,446,000949
CMOs issued by government agencies or sponsored agencies$7,463,0001,014
Privately issued$3,983,000524
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)$36,199,0002,665
Total debt securities$36,199,0003,042
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$35,803,0003,099
U.S. Government securities$9,968,0005,586
U.S. Treasury securities$01,737
U.S. Government agency obligations$9,968,0005,442
Securities issued by states & political subdivisions$22,108,000865
Other domestic debt securities$3,727,0001,224
Privately issued residential mortgage-backed securities$3,104,000585
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$623,0001,875
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,846,0003,238
Mortgage-backed securities$13,072,0002,336
Certificates of participation in pools of residential mortgages$3,062,0003,715
Issued or guaranteed by U.S.$3,062,0003,700
Privately issued$0216
Collaterized mortgage obligations$10,010,0001,021
CMOs issued by government agencies or sponsored agencies$6,906,0001,052
Privately issued$3,104,000548
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)$35,803,0002,673
Total debt securities$35,803,0003,049
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$33,728,0003,220
U.S. Government securities$9,553,0005,668
U.S. Treasury securities$01,786
U.S. Government agency obligations$9,553,0005,532
Securities issued by states & political subdivisions$21,220,000914
Other domestic debt securities$2,955,0001,394
Privately issued residential mortgage-backed securities$2,310,000642
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$645,0001,934
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,560,0003,104
Mortgage-backed securities$11,863,0002,493
Certificates of participation in pools of residential mortgages$3,202,0003,716
Issued or guaranteed by U.S.$3,202,0003,702
Privately issued$0225
Collaterized mortgage obligations$8,661,0001,104
CMOs issued by government agencies or sponsored agencies$6,351,0001,122
Privately issued$2,310,000600
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)$33,728,0002,784
Total debt securities$33,728,0003,169
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$33,947,0003,267
U.S. Government securities$9,914,0005,627
U.S. Treasury securities$01,839
U.S. Government agency obligations$9,914,0005,487
Securities issued by states & political subdivisions$21,823,000871
Other domestic debt securities$2,210,0001,611
Privately issued residential mortgage-backed securities$1,563,000704
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$647,0002,015
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,858,0003,041
Mortgage-backed securities$11,477,0002,613
Certificates of participation in pools of residential mortgages$2,488,0004,119
Issued or guaranteed by U.S.$2,488,0004,103
Privately issued$0223
Collaterized mortgage obligations$8,989,0001,128
CMOs issued by government agencies or sponsored agencies$7,426,0001,072
Privately issued$1,563,000661
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)$33,947,0002,804
Total debt securities$33,947,0003,213
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$32,853,0003,391
U.S. Government securities$9,620,0005,769
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,620,0005,623
Securities issued by states & political subdivisions$21,991,000852
Other domestic debt securities$1,242,0002,073
Privately issued residential mortgage-backed securities$596,000864
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$646,0002,112
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,425,0002,948
Mortgage-backed securities$10,216,0002,850
Certificates of participation in pools of residential mortgages$2,716,0004,088
Issued or guaranteed by U.S.$2,716,0004,076
Privately issued$0207
Collaterized mortgage obligations$7,500,0001,257
CMOs issued by government agencies or sponsored agencies$6,904,0001,138
Privately issued$596,000802
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$32,853,0002,921
Total debt securities$32,853,0003,341
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$32,744,0003,399
U.S. Government securities$9,608,0005,774
U.S. Treasury securities$01,963
U.S. Government agency obligations$9,608,0005,621
Securities issued by states & political subdivisions$22,313,000853
Other domestic debt securities$823,0002,456
Privately issued residential mortgage-backed securities$154,0001,018
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$20,000322
Structured financial products - TotalNANA
Other domestic debt securities - All other$649,0002,164
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,256,0002,790
Mortgage-backed securities$9,586,0003,007
Certificates of participation in pools of residential mortgages$2,922,0004,045
Issued or guaranteed by U.S.$2,922,0004,033
Privately issued$0203
Collaterized mortgage obligations$6,664,0001,350
CMOs issued by government agencies or sponsored agencies$6,510,0001,189
Privately issued$154,000939
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$32,744,0002,934
Total debt securities$32,744,0003,344
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$32,062,0003,448
U.S. Government securities$6,052,0006,791
U.S. Treasury securities$01,990
U.S. Government agency obligations$6,052,0006,632
Securities issued by states & political subdivisions$24,823,000767
Other domestic debt securities$1,187,0002,193
Privately issued residential mortgage-backed securities$189,000954
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$23,000341
Structured financial products - TotalNANA
Other domestic debt securities - All other$975,0002,036
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,977,0002,657
Mortgage-backed securities$6,064,0003,692
Certificates of participation in pools of residential mortgages$2,280,0004,367
Issued or guaranteed by U.S.$2,280,0004,354
Privately issued$0225
Collaterized mortgage obligations$3,784,0001,733
CMOs issued by government agencies or sponsored agencies$3,595,0001,582
Privately issued$189,000874
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$32,062,0002,974
Total debt securities$32,062,0003,387
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$32,761,0003,434
U.S. Government securities$7,405,0006,466
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,405,0006,295
Securities issued by states & political subdivisions$24,018,000772
Other domestic debt securities$1,338,0002,194
Privately issued residential mortgage-backed securities$240,000914
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$27,000347
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,071,0001,961
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,452,0002,261
Mortgage-backed securities$6,809,0003,571
Certificates of participation in pools of residential mortgages$2,486,0004,314
Issued or guaranteed by U.S.$2,486,0004,301
Privately issued$0225
Collaterized mortgage obligations$4,323,0001,658
CMOs issued by government agencies or sponsored agencies$4,083,0001,507
Privately issued$240,000846
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$32,761,0002,952
Total debt securities$32,761,0003,368
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
2004-03-31Rank
Total securities$37,095,0003,115
U.S. Government securities$7,580,0006,349
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,580,0006,196
Securities issued by states & political subdivisions$27,736,000649
Other domestic debt securities$1,779,0002,081
Privately issued residential mortgage-backed securities$370,000905
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$31,000360
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,378,0001,911
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,054,0002,184
Mortgage-backed securities$7,096,0003,547
Certificates of participation in pools of residential mortgages$2,935,0004,156
Issued or guaranteed by U.S.$2,935,0004,145
Privately issued$0230
Collaterized mortgage obligations$4,161,0001,749
CMOs issued by government agencies or sponsored agencies$3,791,0001,617
Privately issued$370,000834
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$37,095,0002,690
Total debt securities$37,095,0003,048
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$37,459,0003,146
U.S. Government securities$7,876,0006,342
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,876,0006,167
Securities issued by states & political subdivisions$26,811,000680
Other domestic debt securities$2,772,0001,755
Privately issued residential mortgage-backed securities$434,000757
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$37,000384
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,301,0001,610
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,077,0002,337
Mortgage-backed securities$7,457,0003,458
Certificates of participation in pools of residential mortgages$3,282,0003,990
Issued or guaranteed by U.S.$3,282,0003,979
Privately issued$0248
Collaterized mortgage obligations$4,175,0001,749
CMOs issued by government agencies or sponsored agencies$3,741,0001,711
Privately issued$434,000657
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$37,459,0002,707
Total debt securities$37,459,0003,085
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$37,937,0003,064
U.S. Government securities$7,481,0006,322
U.S. Treasury securities$02,287
U.S. Government agency obligations$7,481,0006,144
Securities issued by states & political subdivisions$25,030,000736
Other domestic debt securities$5,426,0001,278
Privately issued residential mortgage-backed securities$284,000881
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$43,000395
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,099,0001,091
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,394,0002,417
Mortgage-backed securities$7,004,0003,544
Certificates of participation in pools of residential mortgages$3,572,0003,890
Issued or guaranteed by U.S.$3,572,0003,878
Privately issued$0253
Collaterized mortgage obligations$3,432,0001,916
CMOs issued by government agencies or sponsored agencies$3,148,0001,856
Privately issued$284,000770
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$37,937,0002,641
Total debt securities$37,937,0002,991
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$36,451,0003,090
U.S. Government securities$6,230,0006,652
U.S. Treasury securities$02,322
U.S. Government agency obligations$6,230,0006,469
Securities issued by states & political subdivisions$24,881,000740
Other domestic debt securities$5,340,0001,330
Privately issued residential mortgage-backed securities$388,000868
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$197,000387
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,755,0001,173
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,618,0002,612
Mortgage-backed securities$5,840,0003,918
Certificates of participation in pools of residential mortgages$4,339,0003,658
Issued or guaranteed by U.S.$4,339,0003,648
Privately issued$0256
Collaterized mortgage obligations$1,501,0002,738
CMOs issued by government agencies or sponsored agencies$1,113,0002,773
Privately issued$388,000764
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$36,451,0002,654
Total debt securities$36,451,0003,008
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$34,438,0003,178
U.S. Government securities$8,594,0005,963
U.S. Treasury securities$02,382
U.S. Government agency obligations$8,594,0005,783
Securities issued by states & political subdivisions$22,114,000802
Other domestic debt securities$3,730,0001,664
Privately issued residential mortgage-backed securities$44,0001,171
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$597,000308
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,089,0001,554
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,823,0002,219
Mortgage-backed securities$7,876,0003,441
Certificates of participation in pools of residential mortgages$4,891,0003,448
Issued or guaranteed by U.S.$4,891,0003,437
Privately issued$0257
Collaterized mortgage obligations$2,985,0002,244
CMOs issued by government agencies or sponsored agencies$2,941,0002,141
Privately issued$44,0001,033
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$34,438,0002,731
Total debt securities$34,438,0003,095
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$38,890,0002,876
U.S. Government securities$12,084,0005,075
U.S. Treasury securities$02,544
U.S. Government agency obligations$12,084,0004,893
Securities issued by states & political subdivisions$22,170,000771
Other domestic debt securities$4,636,0001,461
Privately issued residential mortgage-backed securities$994,000724
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,642,0001,414
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,930,0002,303
Mortgage-backed securities$12,059,0002,732
Certificates of participation in pools of residential mortgages$5,298,0003,272
Issued or guaranteed by U.S.$5,298,0003,258
Privately issued$0252
Collaterized mortgage obligations$6,761,0001,573
CMOs issued by government agencies or sponsored agencies$5,767,0001,617
Privately issued$994,000648
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$38,890,0002,455
Total debt securities$38,890,0002,795
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$39,850,0002,658
U.S. Government securities$15,220,0004,331
U.S. Treasury securities$03,182
U.S. Government agency obligations$15,220,0004,124
Securities issued by states & political subdivisions$22,436,000722
Other domestic debt securities$2,194,0002,145
Privately issued residential mortgage-backed securities$855,000857
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$446,000404
Structured financial products - TotalNANA
Other domestic debt securities - All other$893,0002,621
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,848,0002,661
Mortgage-backed securities$14,224,0002,313
Certificates of participation in pools of residential mortgages$5,476,0003,012
Issued or guaranteed by U.S.$5,476,0002,995
Privately issued$0260
Collaterized mortgage obligations$8,748,0001,388
CMOs issued by government agencies or sponsored agencies$7,893,0001,372
Privately issued$855,000775
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$39,850,0002,213
Total debt securities$39,850,0002,590
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$36,992,0002,876
U.S. Government securities$10,772,0005,610
U.S. Treasury securities$04,186
U.S. Government agency obligations$10,772,0005,287
Securities issued by states & political subdivisions$22,146,000678
Other domestic debt securities$4,007,0001,350
Privately issued residential mortgage-backed securities$3,417,000458
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$590,0002,483
Foreign debt securitiesNANA
Equity securities$67,0007,163
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,297,0002,745
Mortgage-backed securities$11,455,0002,157
Certificates of participation in pools of residential mortgages$6,333,0002,304
Issued or guaranteed by U.S.$6,333,0002,291
Privately issued$0308
Collaterized mortgage obligations$5,122,0001,486
CMOs issued by government agencies or sponsored agencies$1,705,0002,283
Privately issued$3,417,000405
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$36,992,0002,286
Total debt securities$36,925,0002,792
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$39,059,0002,862
U.S. Government securities$11,969,0005,515
U.S. Treasury securities$05,412
U.S. Government agency obligations$11,969,0005,023
Securities issued by states & political subdivisions$20,984,000751
Other domestic debt securities$6,039,0001,087
Privately issued residential mortgage-backed securities$6,039,000377
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,254
Foreign debt securitiesNANA
Equity securities$67,0007,121
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,856,0002,810
Mortgage-backed securities$15,914,0001,876
Certificates of participation in pools of residential mortgages$4,097,0003,103
Issued or guaranteed by U.S.$4,097,0003,092
Privately issued$0307
Collaterized mortgage obligations$11,817,000985
CMOs issued by government agencies or sponsored agencies$5,778,0001,368
Privately issued$6,039,000330
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$39,059,0002,221
Total debt securities$38,992,0002,778
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$36,008,0003,099
U.S. Government securities$13,155,0005,197
U.S. Treasury securities$1,048,0004,856
U.S. Government agency obligations$12,107,0004,713
Securities issued by states & political subdivisions$20,796,000761
Other domestic debt securities$1,990,0001,749
Privately issued residential mortgage-backed securities$1,990,000558
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$67,0006,884
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,537,0003,713
Mortgage-backed securities$11,854,0002,417
Certificates of participation in pools of residential mortgages$5,110,0002,920
Issued or guaranteed by U.S.$5,110,0002,906
Privately issued$0349
Collaterized mortgage obligations$6,744,0001,508
CMOs issued by government agencies or sponsored agencies$4,754,0001,695
Privately issued$1,990,000477
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$36,008,0002,343
Total debt securities$35,941,0003,018
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$29,236,0003,715
U.S. Government securities$10,496,0006,310
U.S. Treasury securities$1,025,0006,233
U.S. Government agency obligations$9,471,0005,408
Securities issued by states & political subdivisions$18,206,000745
Other domestic debt securities$467,0002,441
Privately issued residential mortgage-backed securities$467,000830
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$67,0006,801
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,626,0003,849
Mortgage-backed securities$8,113,0002,975
Certificates of participation in pools of residential mortgages$5,940,0002,661
Issued or guaranteed by U.S.$5,940,0002,648
Privately issued$0394
Collaterized mortgage obligations$2,173,0002,616
CMOs issued by government agencies or sponsored agencies$1,706,0002,773
Privately issued$467,000656
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$29,236,0002,680
Total debt securities$29,168,0003,619
Structured notes
Amortized cost$500,0001,789
Fair value$488,0002,114
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$25,857,0004,406
U.S. Government securities$10,321,0006,894
U.S. Treasury securities$2,062,0005,847
U.S. Government agency obligations$8,259,0006,135
Securities issued by states & political subdivisions$15,073,000923
Other domestic debt securities$397,0002,910
Privately issued residential mortgage-backed securities$397,0001,069
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$66,0006,822
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,213,0003,710
Mortgage-backed securities$5,579,0003,989
Certificates of participation in pools of residential mortgages$3,153,0004,011
Issued or guaranteed by U.S.$3,153,0003,988
Privately issued$0472
Collaterized mortgage obligations$2,426,0002,822
CMOs issued by government agencies or sponsored agencies$2,029,0002,918
Privately issued$397,000844
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$25,857,0003,105
Total debt securities$25,791,0004,308
Structured notes
Amortized cost$500,0002,460
Fair value$449,0002,868
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$22,376,0005,132
U.S. Government securities$8,632,0007,895
U.S. Treasury securities$3,178,0005,849
U.S. Government agency obligations$5,454,0007,459
Securities issued by states & political subdivisions$13,280,0001,045
Other domestic debt securities$400,0003,444
Privately issued residential mortgage-backed securities$400,0001,285
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$64,0006,736
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,609,0005,511
Mortgage-backed securities$4,893,0004,526
Certificates of participation in pools of residential mortgages$2,044,0004,869
Issued or guaranteed by U.S.$2,044,0004,838
Privately issued$0558
Collaterized mortgage obligations$2,849,0002,910
CMOs issued by government agencies or sponsored agencies$2,449,0002,993
Privately issued$400,0001,023
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$22,376,0003,608
Total debt securities$22,312,0005,048
Structured notes
Amortized cost$500,0003,409
Fair value$463,0003,773
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$18,622,0006,189
U.S. Government securities$7,545,0008,868
U.S. Treasury securities$1,932,0008,454
U.S. Government agency obligations$5,613,0007,370
Securities issued by states & political subdivisions$11,014,0001,331
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$63,0006,632
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,482,0007,725
Mortgage-backed securities$4,700,0004,846
Certificates of participation in pools of residential mortgages$2,152,0005,047
Issued or guaranteed by U.S.$2,152,0005,022
Privately issued$0564
Collaterized mortgage obligations$2,548,0003,282
CMOs issued by government agencies or sponsored agencies$2,548,0003,127
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$011,523
Available-for-sale securities (fair market value)$18,622,0002,995
Total debt securities$18,559,0006,107
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$21,467,0005,828
U.S. Government securities$9,336,0008,310
U.S. Treasury securities$2,003,0008,481
U.S. Government agency obligations$7,333,0006,650
Securities issued by states & political subdivisions$12,068,0001,218
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$63,0006,364
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,880,0007,195
Mortgage-backed securities$6,833,0004,509
Certificates of participation in pools of residential mortgages$2,911,0004,951
Issued or guaranteed by U.S.$2,911,0004,913
Privately issued$0731
Collaterized mortgage obligations$3,922,0003,017
CMOs issued by government agencies or sponsored agencies$3,922,0002,855
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$21,404,0005,711
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$15,966,0007,084
U.S. Government securities$4,565,00011,079
U.S. Treasury securities$2,230,0008,432
U.S. Government agency obligations$2,335,00010,187
Securities issued by states & political subdivisions$10,381,0001,298
Other domestic debt securities$957,0004,183
Privately issued residential mortgage-backed securities$957,0001,835
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$63,0005,933
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,035,0005,937
Mortgage-backed securities$3,292,0006,538
Certificates of participation in pools of residential mortgages$1,843,0006,344
Issued or guaranteed by U.S.$1,843,0006,276
Privately issued$0831
Collaterized mortgage obligations$1,449,0004,538
CMOs issued by government agencies or sponsored agencies$492,0005,514
Privately issued$957,0001,492
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$15,903,0006,992
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA