Bank of Lincoln County, Securities

2023-12-31Rank
Total securities$20,351,0003,560
U.S. Government securities$5,251,0003,949
U.S. Treasury securities$02,754
U.S. Government agency obligations$5,251,0003,642
Securities issued by states & political subdivisions$13,293,0002,199
Other domestic debt securities$1,807,0001,817
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$1,807,0001,393
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,463,0002,904
Mortgage-backed securities$3,324,0003,198
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,324,0002,798
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$20,351,0003,311
Total debt securities$20,352,0003,539
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$19,231,0003,615
U.S. Government securities$5,156,0003,976
U.S. Treasury securities$02,809
U.S. Government agency obligations$5,156,0003,654
Securities issued by states & political subdivisions$12,299,0002,254
Other domestic debt securities$1,776,0001,811
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$1,776,0001,391
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,651,0003,099
Mortgage-backed securities$3,311,0003,199
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,311,0002,797
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$19,231,0003,358
Total debt securities$19,232,0003,594
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$20,844,0003,600
U.S. Government securities$5,485,0003,991
U.S. Treasury securities$02,832
U.S. Government agency obligations$5,485,0003,667
Securities issued by states & political subdivisions$13,579,0002,218
Other domestic debt securities$1,780,0001,814
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$1,780,0001,396
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,039,0003,034
Mortgage-backed securities$3,574,0003,186
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,574,0002,785
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$20,844,0003,335
Total debt securities$20,844,0003,579
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$21,434,0003,655
U.S. Government securities$5,857,0004,036
U.S. Treasury securities$02,901
U.S. Government agency obligations$5,857,0003,644
Securities issued by states & political subdivisions$13,718,0002,265
Other domestic debt securities$1,859,0001,840
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$1,859,0001,425
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,837,0002,981
Mortgage-backed securities$3,843,0003,211
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,843,0002,788
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$21,434,0003,379
Total debt securities$21,434,0003,631
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$20,360,0003,726
U.S. Government securities$5,909,0004,058
U.S. Treasury securities$02,941
U.S. Government agency obligations$5,909,0003,644
Securities issued by states & political subdivisions$12,643,0002,383
Other domestic debt securities$1,808,0001,880
Privately issued residential mortgage-backed securities$0728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$1,808,0001,456
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,134,0003,059
Mortgage-backed securities$3,898,0003,230
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,898,0002,800
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$20,360,0003,454
Total debt securities$20,360,0003,703
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$20,109,0003,749
U.S. Government securities$5,576,0004,108
U.S. Treasury securities$02,957
U.S. Government agency obligations$5,576,0003,695
Securities issued by states & political subdivisions$12,685,0002,371
Other domestic debt securities$1,848,0001,845
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$1,848,0001,453
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,135,0003,017
Mortgage-backed securities$3,558,0003,293
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$3,558,0002,890
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$20,109,0003,468
Total debt securities$20,109,0003,724
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$20,820,0003,755
U.S. Government securities$6,063,0004,074
U.S. Treasury securities$02,920
U.S. Government agency obligations$6,063,0003,676
Securities issued by states & political subdivisions$13,361,0002,388
Other domestic debt securities$1,396,0001,838
Privately issued residential mortgage-backed securities$0732
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$1,396,0001,542
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,610,0003,076
Mortgage-backed securities$3,843,0003,315
Certificates of participation in pools of residential mortgages$3,843,0002,960
Issued or guaranteed by U.S.$3,843,0002,872
Privately issued$0231
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$20,820,0003,486
Total debt securities$20,821,0003,734
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$21,436,0003,681
U.S. Government securities$5,778,0004,021
U.S. Treasury securities$02,666
U.S. Government agency obligations$5,778,0003,695
Securities issued by states & political subdivisions$14,215,0002,346
Other domestic debt securities$1,443,0001,798
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$1,443,0001,494
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,176,0003,109
Mortgage-backed securities$3,493,0003,352
Certificates of participation in pools of residential mortgages$3,493,0003,035
Issued or guaranteed by U.S.$3,493,0002,951
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$21,436,0003,441
Total debt securities$21,437,0003,662
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$19,817,0003,696
U.S. Government securities$1,709,0004,315
U.S. Treasury securities$02,212
U.S. Government agency obligations$1,709,0004,128
Securities issued by states & political subdivisions$12,840,0002,476
Other domestic debt securities$5,268,0001,252
Privately issued residential mortgage-backed securities$3,776,000349
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$1,492,0001,431
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,211,0002,563
Mortgage-backed securities$3,943,0003,301
Certificates of participation in pools of residential mortgages$3,943,0002,960
Issued or guaranteed by U.S.$167,0003,692
Privately issued$3,776,000126
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$19,817,0003,478
Total debt securities$19,816,0003,677
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$16,936,0003,794
U.S. Government securities$1,741,0004,333
U.S. Treasury securities$02,008
U.S. Government agency obligations$1,741,0004,167
Securities issued by states & political subdivisions$9,979,0002,682
Other domestic debt securities$5,216,0001,209
Privately issued residential mortgage-backed securities$4,201,000298
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$1,015,000128
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,606,0002,528
Mortgage-backed securities$4,373,0003,289
Certificates of participation in pools of residential mortgages$4,373,0002,910
Issued or guaranteed by U.S.$172,0003,743
Privately issued$4,201,000111
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$16,936,0003,576
Total debt securities$16,936,0003,771
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$16,866,0003,760
U.S. Government securities$1,875,0004,346
U.S. Treasury securities$01,913
U.S. Government agency obligations$1,875,0004,189
Securities issued by states & political subdivisions$9,851,0002,681
Other domestic debt securities$5,140,0001,179
Privately issued residential mortgage-backed securities$4,620,000289
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$520,0001,564
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,264,0002,533
Mortgage-backed securities$4,812,0003,241
Certificates of participation in pools of residential mortgages$4,812,0002,843
Issued or guaranteed by U.S.$192,0003,744
Privately issued$4,620,000117
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$16,866,0003,536
Total debt securities$16,865,0003,737
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$15,951,0003,746
U.S. Government securities$2,366,0004,236
U.S. Treasury securities$01,631
U.S. Government agency obligations$2,366,0004,084
Securities issued by states & political subdivisions$7,843,0002,856
Other domestic debt securities$5,742,0001,078
Privately issued residential mortgage-backed securities$5,220,000272
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$522,0001,521
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,307,0002,597
Mortgage-backed securities$5,414,0003,127
Certificates of participation in pools of residential mortgages$5,414,0002,705
Issued or guaranteed by U.S.$194,0003,736
Privately issued$5,220,000113
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$15,951,0003,521
Total debt securities$15,953,0003,720
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$15,029,0003,702
U.S. Government securities$3,442,0003,999
U.S. Treasury securities$01,194
U.S. Government agency obligations$3,442,0003,854
Securities issued by states & political subdivisions$5,210,0003,169
Other domestic debt securities$6,377,000966
Privately issued residential mortgage-backed securities$5,878,000239
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$499,0001,524
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,260,0002,683
Mortgage-backed securities$6,529,0002,981
Certificates of participation in pools of residential mortgages$6,075,0002,544
Issued or guaranteed by U.S.$197,0003,739
Privately issued$5,878,00094
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$454,0001,832
Commercial mortgage pass-through securities$454,0001,358
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$15,029,0003,485
Total debt securities$15,030,0003,681
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$13,703,0003,738
U.S. Government securities$3,501,0004,021
U.S. Treasury securities$01,216
U.S. Government agency obligations$3,501,0003,865
Securities issued by states & political subdivisions$3,119,0003,398
Other domestic debt securities$7,083,000891
Privately issued residential mortgage-backed securities$6,583,000223
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$500,000479
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,497,0002,758
Mortgage-backed securities$7,271,0002,893
Certificates of participation in pools of residential mortgages$6,814,0002,433
Issued or guaranteed by U.S.$231,0003,724
Privately issued$6,583,00089
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$457,0001,816
Commercial mortgage pass-through securities$457,0001,343
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$13,703,0003,509
Total debt securities$13,703,0003,716
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$13,471,0003,758
U.S. Government securities$9,846,0003,275
U.S. Treasury securities$01,251
U.S. Government agency obligations$9,846,0003,129
Securities issued by states & political subdivisions$3,125,0003,385
Other domestic debt securities$500,0001,794
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$500,000127
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,105,0002,688
Mortgage-backed securities$7,979,0002,822
Certificates of participation in pools of residential mortgages$7,519,0002,307
Issued or guaranteed by U.S.$7,519,0002,240
Privately issued$0251
Collaterized mortgage obligations$02,886
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$0454
Commercial mortgage-backed securities$460,0001,812
Commercial mortgage pass-through securities$460,0001,340
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$13,471,0003,519
Total debt securities$13,472,0003,737
Structured notes
Amortized cost$500,000285
Fair value$500,000296
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$13,701,0003,720
U.S. Government securities$2,694,0004,221
U.S. Treasury securities$01,297
U.S. Government agency obligations$2,694,0004,073
Securities issued by states & political subdivisions$3,242,0003,303
Other domestic debt securities$7,765,000786
Privately issued residential mortgage-backed securities$7,765,000198
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,670,0002,813
Mortgage-backed securities$8,597,0002,781
Certificates of participation in pools of residential mortgages$8,139,0002,247
Issued or guaranteed by U.S.$374,0003,676
Privately issued$7,765,00080
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$458,0001,784
Commercial mortgage pass-through securities$458,0001,304
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$13,701,0003,492
Total debt securities$13,701,0003,701
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$12,670,0003,861
U.S. Government securities$3,431,0004,199
U.S. Treasury securities$01,363
U.S. Government agency obligations$3,431,0004,029
Securities issued by states & political subdivisions$3,570,0003,242
Other domestic debt securities$5,669,000845
Privately issued residential mortgage-backed securities$5,669,000207
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,483,0002,780
Mortgage-backed securities$6,614,0002,945
Certificates of participation in pools of residential mortgages$6,161,0002,448
Issued or guaranteed by U.S.$492,0003,645
Privately issued$5,669,00075
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$453,0001,763
Commercial mortgage pass-through securities$453,0001,300
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$12,670,0003,619
Total debt securities$12,670,0003,839
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$13,060,0003,884
U.S. Government securities$4,052,0004,174
U.S. Treasury securities$01,429
U.S. Government agency obligations$4,052,0004,013
Securities issued by states & political subdivisions$3,588,0003,257
Other domestic debt securities$5,420,000858
Privately issued residential mortgage-backed securities$5,420,000215
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,108,0002,849
Mortgage-backed securities$7,016,0002,892
Certificates of participation in pools of residential mortgages$6,559,0002,359
Issued or guaranteed by U.S.$1,139,0003,399
Privately issued$5,420,00085
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$457,0001,737
Commercial mortgage pass-through securities$457,0001,288
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$13,060,0003,630
Total debt securities$13,060,0003,863
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$13,426,0003,912
U.S. Government securities$4,119,0004,234
U.S. Treasury securities$01,467
U.S. Government agency obligations$4,119,0004,075
Securities issued by states & political subdivisions$3,589,0003,308
Other domestic debt securities$5,718,000822
Privately issued residential mortgage-backed securities$5,718,000194
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,200,0003,466
Mortgage-backed securities$7,335,0002,864
Certificates of participation in pools of residential mortgages$6,876,0002,313
Issued or guaranteed by U.S.$1,158,0003,416
Privately issued$5,718,00061
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$459,0001,712
Commercial mortgage pass-through securities$459,0001,279
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$13,426,0003,648
Total debt securities$13,426,0003,892
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$15,382,0003,821
U.S. Government securities$4,059,0004,298
U.S. Treasury securities$01,516
U.S. Government agency obligations$4,059,0004,138
Securities issued by states & political subdivisions$5,415,0003,068
Other domestic debt securities$5,908,000814
Privately issued residential mortgage-backed securities$5,908,000189
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,021,0003,549
Mortgage-backed securities$7,521,0002,846
Certificates of participation in pools of residential mortgages$7,070,0002,297
Issued or guaranteed by U.S.$1,162,0003,437
Privately issued$5,908,00061
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$451,0001,644
Commercial mortgage pass-through securities$451,0001,262
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$15,382,0003,553
Total debt securities$15,382,0003,800
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$14,438,0003,935
U.S. Government securities$9,034,0003,687
U.S. Treasury securities$01,513
U.S. Government agency obligations$9,034,0003,525
Securities issued by states & political subdivisions$5,404,0003,119
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,297,0003,529
Mortgage-backed securities$6,567,0002,970
Certificates of participation in pools of residential mortgages$6,117,0002,459
Issued or guaranteed by U.S.$6,117,0002,423
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$450,0001,608
Commercial mortgage pass-through securities$450,0001,247
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$14,438,0003,664
Total debt securities$14,438,0003,911
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$14,553,0003,960
U.S. Government securities$9,169,0003,729
U.S. Treasury securities$01,500
U.S. Government agency obligations$9,169,0003,574
Securities issued by states & political subdivisions$5,384,0003,157
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$4,199,0003,586
Mortgage-backed securities$6,704,0002,988
Certificates of participation in pools of residential mortgages$6,260,0002,462
Issued or guaranteed by U.S.$6,260,0002,450
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$444,0001,605
Commercial mortgage pass-through securities$444,0001,232
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$14,553,0003,683
Total debt securities$14,553,0003,938
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$14,904,0003,987
U.S. Government securities$9,485,0003,695
U.S. Treasury securities$01,475
U.S. Government agency obligations$9,485,0003,540
Securities issued by states & political subdivisions$5,419,0003,209
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$4,306,0003,594
Mortgage-backed securities$7,030,0002,971
Certificates of participation in pools of residential mortgages$6,581,0002,463
Issued or guaranteed by U.S.$6,581,0002,345
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$449,0001,579
Commercial mortgage pass-through securities$449,0001,205
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$14,904,0003,700
Total debt securities$14,904,0003,962
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$15,472,0003,991
U.S. Government securities$9,835,0003,728
U.S. Treasury securities$01,426
U.S. Government agency obligations$9,835,0003,577
Securities issued by states & political subdivisions$5,637,0003,226
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$4,924,0003,549
Mortgage-backed securities$7,382,0002,924
Certificates of participation in pools of residential mortgages$6,926,0002,460
Issued or guaranteed by U.S.$6,926,0002,456
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$456,0001,401
Commercial mortgage pass-through securities$456,000984
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$15,472,0003,713
Total debt securities$15,472,0003,970
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$15,693,0004,057
U.S. Government securities$10,253,0003,709
U.S. Treasury securities$01,328
U.S. Government agency obligations$10,253,0003,555
Securities issued by states & political subdivisions$5,440,0003,311
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$11,935,0002,669
Mortgage-backed securities$6,772,0003,036
Certificates of participation in pools of residential mortgages$6,306,0002,575
Issued or guaranteed by U.S.$6,306,0002,573
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$466,0001,389
Commercial mortgage pass-through securities$466,000980
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$15,693,0003,776
Total debt securities$15,694,0004,034
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$14,706,0004,172
U.S. Government securities$9,650,0003,789
U.S. Treasury securities$01,313
U.S. Government agency obligations$9,650,0003,647
Securities issued by states & political subdivisions$5,056,0003,407
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$11,486,0002,743
Mortgage-backed securities$6,135,0003,158
Certificates of participation in pools of residential mortgages$5,661,0002,727
Issued or guaranteed by U.S.$5,661,0002,726
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$474,0001,377
Commercial mortgage pass-through securities$474,000969
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$14,706,0003,876
Total debt securities$14,705,0004,148
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$13,555,0004,300
U.S. Government securities$8,465,0004,010
U.S. Treasury securities$01,351
U.S. Government agency obligations$8,465,0003,867
Securities issued by states & political subdivisions$5,090,0003,438
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$11,770,0002,723
Mortgage-backed securities$5,424,0003,291
Certificates of participation in pools of residential mortgages$4,944,0002,908
Issued or guaranteed by U.S.$4,944,0002,905
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$480,0001,337
Commercial mortgage pass-through securities$480,000944
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$13,555,0004,003
Total debt securities$13,555,0004,281
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$13,939,0004,312
U.S. Government securities$8,143,0004,094
U.S. Treasury securities$01,390
U.S. Government agency obligations$8,143,0003,957
Securities issued by states & political subdivisions$5,796,0003,349
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$11,903,0002,754
Mortgage-backed securities$5,101,0003,401
Certificates of participation in pools of residential mortgages$5,101,0002,931
Issued or guaranteed by U.S.$5,101,0002,928
Privately issued$066
Collaterized mortgage obligations$03,174
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$0642
Commercial mortgage-backed securities$01,406
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$13,939,0004,006
Total debt securities$13,941,0004,293
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$13,673,0004,337
U.S. Government securities$7,877,0004,134
U.S. Treasury securities$01,367
U.S. Government agency obligations$7,877,0003,998
Securities issued by states & political subdivisions$5,796,0003,375
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$4,907,0003,754
Mortgage-backed securities$4,826,0003,450
Certificates of participation in pools of residential mortgages$4,826,0003,005
Issued or guaranteed by U.S.$4,826,0002,999
Privately issued$071
Collaterized mortgage obligations$03,188
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$0666
Commercial mortgage-backed securities$01,364
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$13,673,0004,028
Total debt securities$13,673,0004,319
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$13,201,0004,392
U.S. Government securities$7,255,0004,240
U.S. Treasury securities$01,214
U.S. Government agency obligations$7,255,0004,124
Securities issued by states & political subdivisions$5,946,0003,369
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$3,910,0003,991
Mortgage-backed securities$4,150,0003,599
Certificates of participation in pools of residential mortgages$4,150,0003,165
Issued or guaranteed by U.S.$4,150,0003,164
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$13,201,0004,080
Total debt securities$13,202,0004,371
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$13,918,0004,425
U.S. Government securities$7,505,0004,308
U.S. Treasury securities$01,253
U.S. Government agency obligations$7,505,0004,184
Securities issued by states & political subdivisions$6,413,0003,316
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$5,547,0003,716
Mortgage-backed securities$4,380,0003,594
Certificates of participation in pools of residential mortgages$4,380,0003,154
Issued or guaranteed by U.S.$4,380,0003,151
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$13,918,0004,094
Total debt securities$13,918,0004,402
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$16,152,0004,285
U.S. Government securities$9,487,0004,116
U.S. Treasury securities$01,296
U.S. Government agency obligations$9,487,0004,000
Securities issued by states & political subdivisions$6,665,0003,247
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$6,170,0003,666
Mortgage-backed securities$6,382,0003,274
Certificates of participation in pools of residential mortgages$6,382,0002,801
Issued or guaranteed by U.S.$6,382,0002,798
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$16,152,0003,945
Total debt securities$16,152,0004,263
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$16,326,0004,317
U.S. Government securities$9,698,0004,146
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,698,0004,012
Securities issued by states & political subdivisions$6,628,0003,277
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$6,499,0003,630
Mortgage-backed securities$6,623,0003,264
Certificates of participation in pools of residential mortgages$6,623,0002,768
Issued or guaranteed by U.S.$6,623,0002,764
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$16,326,0003,968
Total debt securities$16,326,0004,292
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$16,431,0004,394
U.S. Government securities$10,046,0004,177
U.S. Treasury securities$01,303
U.S. Government agency obligations$10,046,0004,056
Securities issued by states & political subdivisions$6,385,0003,340
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$6,583,0003,665
Mortgage-backed securities$6,936,0003,257
Certificates of participation in pools of residential mortgages$6,936,0002,759
Issued or guaranteed by U.S.$6,936,0002,757
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$16,431,0004,036
Total debt securities$16,430,0004,371
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$14,749,0004,623
U.S. Government securities$8,383,0004,532
U.S. Treasury securities$01,348
U.S. Government agency obligations$8,383,0004,424
Securities issued by states & political subdivisions$6,366,0003,364
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$6,651,0003,687
Mortgage-backed securities$5,289,0003,593
Certificates of participation in pools of residential mortgages$5,289,0003,102
Issued or guaranteed by U.S.$5,289,0003,100
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$14,749,0004,261
Total debt securities$14,749,0004,603
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$14,247,0004,722
U.S. Government securities$7,726,0004,722
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,726,0004,607
Securities issued by states & political subdivisions$6,521,0003,335
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$6,498,0003,758
Mortgage-backed securities$5,625,0003,595
Certificates of participation in pools of residential mortgages$5,625,0003,106
Issued or guaranteed by U.S.$5,625,0003,104
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$14,247,0004,355
Total debt securities$14,247,0004,700
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$13,625,0004,853
U.S. Government securities$7,083,0004,879
U.S. Treasury securities$01,361
U.S. Government agency obligations$7,083,0004,766
Securities issued by states & political subdivisions$6,542,0003,363
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$6,749,0003,755
Mortgage-backed securities$5,003,0003,764
Certificates of participation in pools of residential mortgages$5,003,0003,282
Issued or guaranteed by U.S.$5,003,0003,278
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$13,625,0004,471
Total debt securities$13,625,0004,830
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$13,777,0004,934
U.S. Government securities$7,210,0004,960
U.S. Treasury securities$01,381
U.S. Government agency obligations$7,210,0004,850
Securities issued by states & political subdivisions$6,567,0003,391
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$6,816,0003,794
Mortgage-backed securities$5,134,0003,815
Certificates of participation in pools of residential mortgages$5,134,0003,345
Issued or guaranteed by U.S.$5,134,0003,343
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$13,777,0004,540
Total debt securities$13,777,0004,909
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$14,009,0004,977
U.S. Government securities$7,449,0004,986
U.S. Treasury securities$01,342
U.S. Government agency obligations$7,449,0004,889
Securities issued by states & political subdivisions$6,560,0003,443
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,890,0003,811
Mortgage-backed securities$5,372,0003,844
Certificates of participation in pools of residential mortgages$5,372,0003,367
Issued or guaranteed by U.S.$5,372,0003,367
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$14,009,0004,579
Total debt securities$14,008,0004,954
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$14,775,0004,949
U.S. Government securities$7,147,0005,077
U.S. Treasury securities$01,198
U.S. Government agency obligations$7,147,0004,982
Securities issued by states & political subdivisions$7,628,0003,277
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$5,555,0003,838
Certificates of participation in pools of residential mortgages$5,555,0003,360
Issued or guaranteed by U.S.$5,555,0003,360
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$14,775,0004,554
Total debt securities$14,776,0004,923
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$15,121,0004,917
U.S. Government securities$7,303,0005,039
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,303,0004,936
Securities issued by states & political subdivisions$7,818,0003,243
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,552,0004,323
Mortgage-backed securities$5,711,0003,815
Certificates of participation in pools of residential mortgages$5,711,0003,326
Issued or guaranteed by U.S.$5,711,0003,324
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$15,121,0004,523
Total debt securities$15,121,0004,893
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$14,648,0005,016
U.S. Government securities$6,787,0005,173
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,787,0005,078
Securities issued by states & political subdivisions$7,861,0003,250
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,921,0004,045
Mortgage-backed securities$5,184,0003,965
Certificates of participation in pools of residential mortgages$5,184,0003,461
Issued or guaranteed by U.S.$5,184,0003,457
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$14,648,0004,621
Total debt securities$14,648,0004,988
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$11,437,0005,352
U.S. Government securities$4,396,0005,604
U.S. Treasury securities$01,152
U.S. Government agency obligations$4,396,0005,498
Securities issued by states & political subdivisions$7,041,0003,383
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,025,0003,809
Mortgage-backed securities$2,760,0004,499
Certificates of participation in pools of residential mortgages$2,760,0004,063
Issued or guaranteed by U.S.$2,760,0004,057
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$11,437,0004,967
Total debt securities$11,437,0005,321
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$12,100,0005,322
U.S. Government securities$2,694,0005,976
U.S. Treasury securities$01,161
U.S. Government agency obligations$2,694,0005,870
Securities issued by states & political subdivisions$9,406,0002,961
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,525,0003,773
Mortgage-backed securities$1,020,0005,011
Certificates of participation in pools of residential mortgages$1,020,0004,671
Issued or guaranteed by U.S.$1,020,0004,669
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$12,100,0004,944
Total debt securities$12,099,0005,292
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$12,288,0005,279
U.S. Government securities$2,837,0005,981
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,837,0005,876
Securities issued by states & political subdivisions$9,451,0002,929
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,918,0003,856
Mortgage-backed securities$1,153,0005,001
Certificates of participation in pools of residential mortgages$1,153,0004,645
Issued or guaranteed by U.S.$1,153,0004,644
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$12,288,0004,897
Total debt securities$12,288,0005,253
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$12,402,0005,359
U.S. Government securities$3,178,0006,027
U.S. Treasury securities$01,086
U.S. Government agency obligations$3,178,0005,930
Securities issued by states & political subdivisions$9,224,0002,935
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,831,0003,924
Mortgage-backed securities$1,294,0005,059
Certificates of participation in pools of residential mortgages$1,294,0004,698
Issued or guaranteed by U.S.$1,294,0004,696
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$12,402,0004,951
Total debt securities$12,402,0005,330
Structured notes
Amortized cost$186,0002,586
Fair value$188,0002,585
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$13,615,0005,218
U.S. Government securities$4,370,0005,896
U.S. Treasury securities$01,068
U.S. Government agency obligations$4,370,0005,799
Securities issued by states & political subdivisions$9,245,0002,866
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,199,0003,686
Mortgage-backed securities$1,446,0005,059
Certificates of participation in pools of residential mortgages$1,446,0004,679
Issued or guaranteed by U.S.$1,446,0004,677
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$13,615,0004,830
Total debt securities$13,615,0005,184
Structured notes
Amortized cost$215,0002,802
Fair value$220,0002,803
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$14,099,0005,236
U.S. Government securities$4,556,0005,947
U.S. Treasury securities$01,157
U.S. Government agency obligations$4,556,0005,849
Securities issued by states & political subdivisions$9,543,0002,743
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,290,0003,488
Mortgage-backed securities$1,612,0005,034
Certificates of participation in pools of residential mortgages$1,612,0004,632
Issued or guaranteed by U.S.$1,612,0004,628
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$14,099,0004,828
Total debt securities$14,099,0005,209
Structured notes
Amortized cost$241,0003,013
Fair value$248,0003,005
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$16,426,0004,930
U.S. Government securities$6,771,0005,533
U.S. Treasury securities$01,076
U.S. Government agency obligations$6,771,0005,432
Securities issued by states & political subdivisions$9,655,0002,693
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,300,0003,507
Mortgage-backed securities$1,762,0004,969
Certificates of participation in pools of residential mortgages$1,762,0004,526
Issued or guaranteed by U.S.$1,762,0004,519
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$16,426,0004,516
Total debt securities$16,426,0004,906
Structured notes
Amortized cost$268,0002,851
Fair value$275,0002,849
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$17,191,0004,805
U.S. Government securities$8,000,0005,286
U.S. Treasury securities$01,126
U.S. Government agency obligations$8,000,0005,184
Securities issued by states & political subdivisions$9,191,0002,706
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,470,0003,628
Mortgage-backed securities$1,919,0004,910
Certificates of participation in pools of residential mortgages$1,919,0004,441
Issued or guaranteed by U.S.$1,919,0004,428
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$17,191,0004,406
Total debt securities$17,192,0004,776
Structured notes
Amortized cost$287,0002,919
Fair value$287,0002,916
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$17,195,0004,879
U.S. Government securities$8,157,0005,363
U.S. Treasury securities$01,225
U.S. Government agency obligations$8,157,0005,251
Securities issued by states & political subdivisions$9,038,0002,665
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,738,0003,420
Mortgage-backed securities$2,076,0004,847
Certificates of participation in pools of residential mortgages$2,076,0004,360
Issued or guaranteed by U.S.$2,076,0004,349
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$17,195,0004,469
Total debt securities$17,196,0004,838
Structured notes
Amortized cost$302,0003,031
Fair value$314,0003,025
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$17,851,0004,789
U.S. Government securities$8,821,0005,238
U.S. Treasury securities$01,272
U.S. Government agency obligations$8,821,0005,117
Securities issued by states & political subdivisions$9,030,0002,634
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,873,0002,936
Mortgage-backed securities$2,265,0004,751
Certificates of participation in pools of residential mortgages$2,265,0004,246
Issued or guaranteed by U.S.$2,265,0004,236
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$17,851,0004,392
Total debt securities$17,851,0004,753
Structured notes
Amortized cost$325,0003,070
Fair value$339,0003,062
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$18,106,0004,627
U.S. Government securities$9,091,0005,023
U.S. Treasury securities$01,275
U.S. Government agency obligations$9,091,0004,906
Securities issued by states & political subdivisions$9,015,0002,622
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,611,0002,803
Mortgage-backed securities$2,506,0004,619
Certificates of participation in pools of residential mortgages$2,506,0004,062
Issued or guaranteed by U.S.$2,506,0004,053
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$18,106,0004,238
Total debt securities$18,106,0004,591
Structured notes
Amortized cost$351,0002,945
Fair value$367,0002,938
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$18,840,0004,497
U.S. Government securities$9,570,0004,922
U.S. Treasury securities$01,180
U.S. Government agency obligations$9,570,0004,806
Securities issued by states & political subdivisions$9,270,0002,493
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,042,0002,372
Mortgage-backed securities$2,870,0004,540
Certificates of participation in pools of residential mortgages$2,870,0003,920
Issued or guaranteed by U.S.$2,870,0003,910
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$18,840,0004,103
Total debt securities$18,840,0004,456
Structured notes
Amortized cost$383,0002,965
Fair value$401,0002,959
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$20,023,0004,387
U.S. Government securities$10,971,0004,743
U.S. Treasury securities$01,121
U.S. Government agency obligations$10,971,0004,638
Securities issued by states & political subdivisions$9,052,0002,409
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,766,0002,419
Mortgage-backed securities$3,162,0004,467
Certificates of participation in pools of residential mortgages$3,162,0003,874
Issued or guaranteed by U.S.$3,162,0003,867
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$20,023,0003,989
Total debt securities$20,023,0004,345
Structured notes
Amortized cost$421,0003,034
Fair value$440,0003,029
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$20,325,0004,417
U.S. Government securities$11,224,0004,747
U.S. Treasury securities$01,130
U.S. Government agency obligations$11,224,0004,632
Securities issued by states & political subdivisions$9,101,0002,380
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$15,613,0002,613
Mortgage-backed securities$3,452,0004,478
Certificates of participation in pools of residential mortgages$3,452,0003,904
Issued or guaranteed by U.S.$3,452,0003,896
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$20,325,0004,005
Total debt securities$20,325,0004,385
Structured notes
Amortized cost$462,0002,832
Fair value$480,0002,820
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$20,727,0004,333
U.S. Government securities$11,660,0004,662
U.S. Treasury securities$01,077
U.S. Government agency obligations$11,660,0004,560
Securities issued by states & political subdivisions$9,067,0002,377
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,878,0002,496
Mortgage-backed securities$3,768,0004,465
Certificates of participation in pools of residential mortgages$3,768,0003,887
Issued or guaranteed by U.S.$3,768,0003,879
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$20,727,0003,928
Total debt securities$20,727,0004,300
Structured notes
Amortized cost$499,0002,538
Fair value$518,0002,398
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$22,456,0004,160
U.S. Government securities$13,159,0004,422
U.S. Treasury securities$01,047
U.S. Government agency obligations$13,159,0004,329
Securities issued by states & political subdivisions$9,297,0002,373
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,526,0002,354
Mortgage-backed securities$4,036,0004,484
Certificates of participation in pools of residential mortgages$4,036,0003,886
Issued or guaranteed by U.S.$4,036,0003,877
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$22,456,0003,763
Total debt securities$22,456,0004,123
Structured notes
Amortized cost$515,0001,995
Fair value$535,0001,989
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$22,222,0004,168
U.S. Government securities$13,491,0004,379
U.S. Treasury securities$01,036
U.S. Government agency obligations$13,491,0004,279
Securities issued by states & political subdivisions$8,182,0002,503
Other domestic debt securities$549,0002,738
Privately issued residential mortgage-backed securities$549,0001,329
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,652,0002,168
Mortgage-backed securities$5,301,0004,216
Certificates of participation in pools of residential mortgages$4,752,0003,740
Issued or guaranteed by U.S.$4,752,0003,727
Privately issued$0181
Collaterized mortgage obligations$549,0003,150
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$549,0001,267
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)$22,222,0003,749
Total debt securities$22,222,0004,127
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$23,392,0004,051
U.S. Government securities$14,260,0004,318
U.S. Treasury securities$0981
U.S. Government agency obligations$14,260,0004,238
Securities issued by states & political subdivisions$8,533,0002,368
Other domestic debt securities$599,0002,633
Privately issued residential mortgage-backed securities$599,0001,340
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,509,0002,217
Mortgage-backed securities$4,570,0004,463
Certificates of participation in pools of residential mortgages$3,971,0004,060
Issued or guaranteed by U.S.$3,971,0004,050
Privately issued$0191
Collaterized mortgage obligations$599,0003,160
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$599,0001,281
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)$23,392,0003,640
Total debt securities$23,392,0004,015
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$24,016,0003,990
U.S. Government securities$23,399,0003,170
U.S. Treasury securities$0973
U.S. Government agency obligations$23,399,0003,102
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$617,0002,566
Privately issued residential mortgage-backed securities$617,0001,270
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,801,0002,312
Mortgage-backed securities$3,932,0004,583
Certificates of participation in pools of residential mortgages$3,315,0004,251
Issued or guaranteed by U.S.$3,315,0004,239
Privately issued$0188
Collaterized mortgage obligations$617,0003,085
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$617,0001,216
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)$24,016,0003,573
Total debt securities$24,016,0003,945
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$24,978,0003,818
U.S. Government securities$18,350,0003,711
U.S. Treasury securities$01,019
U.S. Government agency obligations$18,350,0003,640
Securities issued by states & political subdivisions$6,628,0002,695
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,870,0002,064
Mortgage-backed securities$3,894,0004,519
Certificates of participation in pools of residential mortgages$3,894,0003,978
Issued or guaranteed by U.S.$3,894,0003,967
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$24,978,0003,408
Total debt securities$24,978,0003,788
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$22,197,0004,174
U.S. Government securities$15,892,0004,095
U.S. Treasury securities$01,021
U.S. Government agency obligations$15,892,0004,027
Securities issued by states & political subdivisions$6,305,0002,771
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,924,0002,096
Mortgage-backed securities$2,350,0005,030
Certificates of participation in pools of residential mortgages$2,350,0004,554
Issued or guaranteed by U.S.$2,350,0004,536
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$22,197,0003,714
Total debt securities$22,197,0004,130
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$23,350,0004,020
U.S. Government securities$16,840,0003,953
U.S. Treasury securities$01,044
U.S. Government agency obligations$16,840,0003,885
Securities issued by states & political subdivisions$6,510,0002,740
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,992,0002,022
Mortgage-backed securities$1,472,0005,323
Certificates of participation in pools of residential mortgages$1,472,0004,869
Issued or guaranteed by U.S.$1,472,0004,847
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$23,350,0003,592
Total debt securities$23,351,0003,968
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$23,998,0003,980
U.S. Government securities$17,542,0003,925
U.S. Treasury securities$01,146
U.S. Government agency obligations$17,542,0003,845
Securities issued by states & political subdivisions$6,456,0002,735
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,133,0002,046
Mortgage-backed securities$1,504,0005,093
Certificates of participation in pools of residential mortgages$1,504,0004,633
Issued or guaranteed by U.S.$1,504,0004,614
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$23,998,0003,537
Total debt securities$23,996,0003,932
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$24,862,0003,915
U.S. Government securities$18,413,0003,847
U.S. Treasury securities$01,235
U.S. Government agency obligations$18,413,0003,767
Securities issued by states & political subdivisions$6,449,0002,710
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,687,0002,058
Mortgage-backed securities$1,042,0005,243
Certificates of participation in pools of residential mortgages$1,042,0004,770
Issued or guaranteed by U.S.$1,042,0004,754
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$24,862,0003,454
Total debt securities$24,862,0003,864
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$22,458,0004,163
U.S. Government securities$16,426,0004,164
U.S. Treasury securities$01,362
U.S. Government agency obligations$16,426,0004,063
Securities issued by states & political subdivisions$6,032,0002,804
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,069,0002,094
Mortgage-backed securities$1,071,0005,208
Certificates of participation in pools of residential mortgages$1,071,0004,736
Issued or guaranteed by U.S.$1,071,0004,721
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$22,458,0003,672
Total debt securities$22,458,0004,122
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$22,422,0004,190
U.S. Government securities$16,492,0004,171
U.S. Treasury securities$01,448
U.S. Government agency obligations$16,492,0004,073
Securities issued by states & political subdivisions$5,930,0002,836
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,840,0002,979
Mortgage-backed securities$2,964,0004,305
Certificates of participation in pools of residential mortgages$2,964,0003,711
Issued or guaranteed by U.S.$2,964,0003,696
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$22,422,0003,675
Total debt securities$22,421,0004,137
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$21,690,0004,315
U.S. Government securities$17,088,0004,140
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,088,0004,034
Securities issued by states & political subdivisions$4,602,0003,227
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,762,0002,224
Mortgage-backed securities$3,074,0004,254
Certificates of participation in pools of residential mortgages$3,074,0003,661
Issued or guaranteed by U.S.$3,074,0003,650
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$21,690,0003,771
Total debt securities$21,688,0004,262
Structured notes
Amortized cost$1,000,0001,951
Fair value$994,0002,005
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$21,310,0004,408
U.S. Government securities$17,610,0004,102
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,610,0003,990
Securities issued by states & political subdivisions$3,700,0003,513
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,756,0002,205
Mortgage-backed securities$3,191,0004,201
Certificates of participation in pools of residential mortgages$3,191,0003,614
Issued or guaranteed by U.S.$3,191,0003,594
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$21,310,0003,852
Total debt securities$21,310,0004,350
Structured notes
Amortized cost$1,000,0002,056
Fair value$986,0002,179
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$20,793,0004,466
U.S. Government securities$17,529,0004,120
U.S. Treasury securities$01,634
U.S. Government agency obligations$17,529,0003,997
Securities issued by states & political subdivisions$3,264,0003,673
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,615,0002,197
Mortgage-backed securities$3,325,0004,149
Certificates of participation in pools of residential mortgages$3,325,0003,553
Issued or guaranteed by U.S.$3,325,0003,540
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$20,793,0003,887
Total debt securities$20,793,0004,399
Structured notes
Amortized cost$1,500,0001,838
Fair value$1,472,0001,860
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$20,788,0004,510
U.S. Government securities$17,099,0004,216
U.S. Treasury securities$01,715
U.S. Government agency obligations$17,099,0004,081
Securities issued by states & political subdivisions$3,689,0003,529
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,911,0002,162
Mortgage-backed securities$3,528,0004,109
Certificates of participation in pools of residential mortgages$3,528,0003,520
Issued or guaranteed by U.S.$3,528,0003,505
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$20,788,0003,910
Total debt securities$20,788,0004,449
Structured notes
Amortized cost$1,500,0001,841
Fair value$1,477,0001,867
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$21,016,0004,487
U.S. Government securities$17,598,0004,141
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,598,0004,009
Securities issued by states & political subdivisions$3,418,0003,656
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,120,0002,213
Mortgage-backed securities$3,689,0004,073
Certificates of participation in pools of residential mortgages$3,689,0003,485
Issued or guaranteed by U.S.$3,689,0003,469
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$21,016,0003,875
Total debt securities$21,016,0004,427
Structured notes
Amortized cost$1,500,0001,833
Fair value$1,476,0001,874
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$21,465,0004,410
U.S. Government securities$18,841,0003,916
U.S. Treasury securities$01,786
U.S. Government agency obligations$18,841,0003,790
Securities issued by states & political subdivisions$2,624,0004,002
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,440,0002,148
Mortgage-backed securities$3,964,0004,030
Certificates of participation in pools of residential mortgages$3,964,0003,436
Issued or guaranteed by U.S.$3,964,0003,421
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$21,465,0003,815
Total debt securities$21,464,0004,351
Structured notes
Amortized cost$1,000,0002,039
Fair value$991,0002,160
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$21,556,0004,439
U.S. Government securities$19,152,0003,900
U.S. Treasury securities$01,839
U.S. Government agency obligations$19,152,0003,769
Securities issued by states & political subdivisions$2,404,0004,109
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,172,0002,165
Mortgage-backed securities$4,253,0004,016
Certificates of participation in pools of residential mortgages$4,253,0003,416
Issued or guaranteed by U.S.$4,253,0003,400
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$21,556,0003,847
Total debt securities$21,556,0004,372
Structured notes
Amortized cost$3,500,0001,110
Fair value$3,489,0001,117
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$19,611,0004,758
U.S. Government securities$18,053,0004,147
U.S. Treasury securities$01,963
U.S. Government agency obligations$18,053,0004,002
Securities issued by states & political subdivisions$1,558,0004,651
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,047,0002,187
Mortgage-backed securities$2,753,0004,657
Certificates of participation in pools of residential mortgages$2,753,0004,071
Issued or guaranteed by U.S.$2,753,0004,059
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$19,611,0004,139
Total debt securities$19,611,0004,704
Structured notes
Amortized cost$3,500,0001,108
Fair value$3,462,0001,114
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$19,511,0004,798
U.S. Government securities$17,929,0004,165
U.S. Treasury securities$01,963
U.S. Government agency obligations$17,929,0004,022
Securities issued by states & political subdivisions$1,582,0004,643
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,872,0002,251
Mortgage-backed securities$2,918,0004,642
Certificates of participation in pools of residential mortgages$2,918,0004,048
Issued or guaranteed by U.S.$2,918,0004,036
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$19,511,0004,154
Total debt securities$19,511,0004,737
Structured notes
Amortized cost$3,500,0001,089
Fair value$3,485,0001,105
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$19,706,0004,740
U.S. Government securities$18,123,0004,074
U.S. Treasury securities$01,990
U.S. Government agency obligations$18,123,0003,931
Securities issued by states & political subdivisions$1,583,0004,649
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,543,0002,347
Mortgage-backed securities$3,062,0004,606
Certificates of participation in pools of residential mortgages$3,062,0004,003
Issued or guaranteed by U.S.$3,062,0003,994
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$19,706,0004,119
Total debt securities$19,706,0004,678
Structured notes
Amortized cost$3,499,0001,120
Fair value$3,495,0001,113
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$17,199,0005,223
U.S. Government securities$15,885,0004,521
U.S. Treasury securities$02,098
U.S. Government agency obligations$15,885,0004,364
Securities issued by states & political subdivisions$1,314,0004,865
Other domestic debt securities$03,741
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,471,0002,707
Mortgage-backed securities$3,138,0004,628
Certificates of participation in pools of residential mortgages$3,138,0004,014
Issued or guaranteed by U.S.$3,138,0004,006
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$17,199,0004,561
Total debt securities$17,199,0005,152
Structured notes
Amortized cost$2,500,0001,333
Fair value$2,435,0001,365
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$15,845,0005,406
U.S. Government securities$15,627,0004,531
U.S. Treasury securities$02,082
U.S. Government agency obligations$15,627,0004,384
Securities issued by states & political subdivisions$218,0006,210
Other domestic debt securities$03,839
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,952,0002,770
Mortgage-backed securities$3,441,0004,580
Certificates of participation in pools of residential mortgages$3,441,0003,941
Issued or guaranteed by U.S.$3,441,0003,933
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$15,845,0004,745
Total debt securities$15,845,0005,323
Structured notes
Amortized cost$2,499,0001,191
Fair value$2,508,0001,198
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$16,495,0005,360
U.S. Government securities$16,495,0004,427
U.S. Treasury securities$02,227
U.S. Government agency obligations$16,495,0004,279
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,294,0002,935
Mortgage-backed securities$2,964,0004,746
Certificates of participation in pools of residential mortgages$2,964,0004,122
Issued or guaranteed by U.S.$2,964,0004,108
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$16,495,0004,672
Total debt securities$16,495,0005,271
Structured notes
Amortized cost$2,499,0001,085
Fair value$2,476,0001,089
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$13,019,0005,915
U.S. Government securities$13,019,0004,913
U.S. Treasury securities$02,287
U.S. Government agency obligations$13,019,0004,762
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,328,0003,685
Mortgage-backed securities$489,0006,274
Certificates of participation in pools of residential mortgages$489,0005,815
Issued or guaranteed by U.S.$489,0005,791
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$13,019,0005,186
Total debt securities$13,019,0005,826
Structured notes
Amortized cost$2,499,000917
Fair value$2,466,000926
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$9,448,0006,619
U.S. Government securities$9,448,0005,691
U.S. Treasury securities$02,322
U.S. Government agency obligations$9,448,0005,515
Securities issued by states & political subdivisions$06,798
Other domestic debt securities$04,051
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,939,0003,772
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,735
Available-for-sale securities (fair market value)$9,448,0005,857
Total debt securities$9,448,0006,515
Structured notes
Amortized cost$1,499,0001,048
Fair value$1,499,0001,069
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$7,042,0007,264
U.S. Government securities$7,042,0006,439
U.S. Treasury securities$02,382
U.S. Government agency obligations$7,042,0006,256
Securities issued by states & political subdivisions$06,802
Other domestic debt securities$04,116
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,042,0003,743
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,788
Available-for-sale securities (fair market value)$7,042,0006,452
Total debt securities$7,042,0007,169
Structured notes
Amortized cost$500,0001,320
Fair value$500,0001,450
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$3,529,0008,270
U.S. Government securities$3,529,0007,717
U.S. Treasury securities$02,544
U.S. Government agency obligations$3,529,0007,502
Securities issued by states & political subdivisions$06,830
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,269,0005,716
Mortgage-backed securities$07,491
Certificates of participation in pools of residential mortgages$07,180
Issued or guaranteed by U.S.$07,155
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,875
Available-for-sale securities (fair market value)$3,529,0007,380
Total debt securities$3,529,0008,188
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