First National Bank and Trust Company of Weatherford, Securities

2024-09-30Rank
Total securities$157,436,0001,168
U.S. Government securities$131,671,000888
U.S. Treasury securities$02,583
U.S. Government agency obligations$131,671,000755
Securities issued by states & political subdivisions$25,765,0001,493
Other domestic debt securities$02,301
Privately issued residential mortgage-backed securities$0713
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0561
Structured financial products - Total$0793
Other domestic debt securities - All other$01,835
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$86,834,000952
Mortgage-backed securities$16,753,0002,220
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,753,0001,635
Privately issued$0200
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,782
Privately issued$0568
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,640
Other commercial mortgage-backed securities$01,344
Held to maturity securities (book value)$01,702
Available-for-sale securities (fair market value)$157,436,0001,016
Total debt securities$157,435,0001,152
Structured notes
Amortized cost$104,382,00019
Fair value$99,525,00018
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$155,810,0001,167
U.S. Government securities$130,363,000885
U.S. Treasury securities$02,648
U.S. Government agency obligations$130,363,000749
Securities issued by states & political subdivisions$25,447,0001,498
Other domestic debt securities$02,316
Privately issued residential mortgage-backed securities$0717
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0551
Structured financial products - Total$0784
Other domestic debt securities - All other$01,858
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$79,112,0001,037
Mortgage-backed securities$16,680,0002,185
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,680,0001,606
Privately issued$0187
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,763
Privately issued$0579
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,622
Other commercial mortgage-backed securities$01,337
Held to maturity securities (book value)$01,716
Available-for-sale securities (fair market value)$155,810,0001,006
Total debt securities$155,809,0001,152
Structured notes
Amortized cost$106,382,00018
Fair value$98,451,00017
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$165,837,0001,140
U.S. Government securities$140,041,000853
U.S. Treasury securities$02,737
U.S. Government agency obligations$140,041,000768
Securities issued by states & political subdivisions$25,796,0001,497
Other domestic debt securities$02,328
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0725
Other domestic debt securities - All other$01,839
Foreign debt securities$0306
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$78,882,0001,068
Mortgage-backed securities$16,958,0002,169
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$16,958,0001,608
Privately issued$0224
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,731
Privately issued$0525
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,620
Other commercial mortgage-backed securities$01,356
Held to maturity securities (book value)$01,732
Available-for-sale securities (fair market value)$165,837,000975
Total debt securities$165,837,0001,124
Structured notes
Amortized cost$116,382,00019
Fair value$107,880,00019
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$166,949,0001,154
U.S. Government securities$140,837,000863
U.S. Treasury securities$02,754
U.S. Government agency obligations$140,837,000752
Securities issued by states & political subdivisions$26,112,0001,518
Other domestic debt securities$02,337
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$01,860
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$74,634,0001,111
Mortgage-backed securities$17,661,0002,135
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,661,0001,583
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)$166,949,000985
Total debt securities$166,949,0001,137
Structured notes
Amortized cost$116,382,00018
Fair value$108,011,00019
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$160,826,0001,167
U.S. Government securities$136,185,000887
U.S. Treasury securities$02,809
U.S. Government agency obligations$136,185,000771
Securities issued by states & political subdivisions$24,641,0001,553
Other domestic debt securities$02,352
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$01,872
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$71,036,0001,111
Mortgage-backed securities$17,124,0002,134
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$17,124,0001,582
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)$160,826,0001,002
Total debt securities$160,826,0001,154
Structured notes
Amortized cost$116,382,00017
Fair value$104,145,00019
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$170,491,0001,149
U.S. Government securities$144,651,000865
U.S. Treasury securities$02,832
U.S. Government agency obligations$144,651,000757
Securities issued by states & political subdivisions$25,840,0001,572
Other domestic debt securities$02,374
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$01,891
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$73,291,0001,085
Mortgage-backed securities$18,535,0002,101
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$18,535,0001,558
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)$170,491,000992
Total debt securities$170,491,0001,136
Structured notes
Amortized cost$118,382,00019
Fair value$107,240,00020
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$171,762,0001,195
U.S. Government securities$145,563,000908
U.S. Treasury securities$02,901
U.S. Government agency obligations$145,563,000747
Securities issued by states & political subdivisions$26,199,0001,603
Other domestic debt securities$02,426
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$01,925
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$72,697,0001,034
Mortgage-backed securities$18,973,0002,137
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$18,973,0001,580
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)$171,762,0001,038
Total debt securities$171,763,0001,183
Structured notes
Amortized cost$118,382,00021
Fair value$107,568,00021
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$176,185,0001,190
U.S. Government securities$150,382,000886
U.S. Treasury securities$02,941
U.S. Government agency obligations$150,382,000726
Securities issued by states & political subdivisions$25,803,0001,664
Other domestic debt securities$02,464
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$01,948
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$66,501,0001,017
Mortgage-backed securities$24,887,0001,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$24,887,0001,403
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)$176,185,0001,030
Total debt securities$176,186,0001,176
Structured notes
Amortized cost$118,382,00025
Fair value$106,435,00025
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$162,100,0001,296
U.S. Government securities$137,289,000991
U.S. Treasury securities$02,957
U.S. Government agency obligations$137,289,000796
Securities issued by states & political subdivisions$24,811,0001,701
Other domestic debt securities$02,426
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$01,954
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$63,114,0001,003
Mortgage-backed securities$19,027,0002,159
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$19,027,0001,617
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)$162,100,0001,134
Total debt securities$162,101,0001,280
Structured notes
Amortized cost$116,382,00024
Fair value$103,240,00024
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$158,293,0001,320
U.S. Government securities$133,429,0001,014
U.S. Treasury securities$02,920
U.S. Government agency obligations$133,429,000818
Securities issued by states & political subdivisions$24,864,0001,752
Other domestic debt securities$02,284
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$01,937
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$58,286,0001,064
Mortgage-backed securities$20,958,0002,132
Certificates of participation in pools of residential mortgages$20,958,0001,615
Issued or guaranteed by U.S.$20,958,0001,581
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)$158,293,0001,178
Total debt securities$158,292,0001,306
Structured notes
Amortized cost$114,382,00022
Fair value$106,642,00022
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$135,176,0001,486
U.S. Government securities$108,820,0001,180
U.S. Treasury securities$02,666
U.S. Government agency obligations$108,820,000979
Securities issued by states & political subdivisions$26,356,0001,713
Other domestic debt securities$02,265
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$01,905
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$30,941,0001,587
Mortgage-backed securities$22,929,0002,080
Certificates of participation in pools of residential mortgages$22,929,0001,577
Issued or guaranteed by U.S.$22,929,0001,550
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)$135,176,0001,338
Total debt securities$135,174,0001,468
Structured notes
Amortized cost$89,382,00025
Fair value$84,007,00025
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$112,148,0001,622
U.S. Government securities$83,553,0001,345
U.S. Treasury securities$02,212
U.S. Government agency obligations$83,553,0001,180
Securities issued by states & political subdivisions$28,595,0001,672
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
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$21,514,0001,948
Mortgage-backed securities$25,908,0001,983
Certificates of participation in pools of residential mortgages$25,908,0001,493
Issued or guaranteed by U.S.$25,908,0001,460
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$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)$112,148,0001,510
Total debt securities$112,148,0001,604
Structured notes
Amortized cost$56,432,00027
Fair value$55,665,00027
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$114,565,0001,542
U.S. Government securities$85,864,0001,255
U.S. Treasury securities$02,008
U.S. Government agency obligations$85,864,0001,125
Securities issued by states & political subdivisions$28,701,0001,635
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$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$9,585,0002,685
Mortgage-backed securities$27,685,0001,922
Certificates of participation in pools of residential mortgages$27,685,0001,396
Issued or guaranteed by U.S.$27,685,0001,363
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$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)$114,565,0001,434
Total debt securities$114,565,0001,525
Structured notes
Amortized cost$56,432,00025
Fair value$56,180,00025
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$93,394,0001,725
U.S. Government securities$64,459,0001,473
U.S. Treasury securities$01,913
U.S. Government agency obligations$64,459,0001,341
Securities issued by states & political subdivisions$28,935,0001,580
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
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$7,665,0002,869
Mortgage-backed securities$29,513,0001,815
Certificates of participation in pools of residential mortgages$29,513,0001,282
Issued or guaranteed by U.S.$29,513,0001,252
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$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)$93,394,0001,601
Total debt securities$93,394,0001,706
Structured notes
Amortized cost$31,000,00034
Fair value$30,951,00035
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$46,545,0002,547
U.S. Government securities$22,682,0002,514
U.S. Treasury securities$01,631
U.S. Government agency obligations$22,682,0002,360
Securities issued by states & political subdivisions$23,863,0001,755
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
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$17,188,0002,088
Mortgage-backed securities$21,678,0002,019
Certificates of participation in pools of residential mortgages$21,678,0001,496
Issued or guaranteed by U.S.$21,678,0001,455
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$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)$46,545,0002,392
Total debt securities$46,545,0002,528
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$35,586,0002,788
U.S. Government securities$12,537,0003,074
U.S. Treasury securities$01,194
U.S. Government agency obligations$12,537,0002,926
Securities issued by states & political subdivisions$23,049,0001,740
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
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$662,0003,978
Mortgage-backed securities$11,528,0002,511
Certificates of participation in pools of residential mortgages$11,528,0001,958
Issued or guaranteed by U.S.$11,528,0001,909
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$35,586,0002,612
Total debt securities$35,587,0002,766
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$12,774,0003,804
U.S. Government securities$12,774,0003,006
U.S. Treasury securities$01,216
U.S. Government agency obligations$12,774,0002,859
Securities issued by states & political subdivisions$04,198
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$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$665,0004,001
Mortgage-backed securities$10,759,0002,577
Certificates of participation in pools of residential mortgages$10,759,0002,010
Issued or guaranteed by U.S.$10,759,0001,949
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$12,774,0003,565
Total debt securities$12,774,0003,780
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$15,662,0003,604
U.S. Government securities$15,662,0002,772
U.S. Treasury securities$01,251
U.S. Government agency obligations$15,662,0002,639
Securities issued by states & political subdivisions$04,210
Other domestic debt securities$02,060
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$668,0004,048
Mortgage-backed securities$8,637,0002,759
Certificates of participation in pools of residential mortgages$8,637,0002,179
Issued or guaranteed by U.S.$8,637,0002,122
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$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$15,662,0003,368
Total debt securities$15,662,0003,581
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$15,219,0003,619
U.S. Government securities$15,219,0002,831
U.S. Treasury securities$01,297
U.S. Government agency obligations$15,219,0002,688
Securities issued by states & political subdivisions$04,225
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$7,176,0002,922
Certificates of participation in pools of residential mortgages$7,176,0002,358
Issued or guaranteed by U.S.$7,176,0002,286
Privately issued$0267
Collaterized mortgage obligations$02,893
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$15,219,0003,389
Total debt securities$15,220,0003,599
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$7,108,0004,312
U.S. Government securities$7,108,0003,705
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,108,0003,553
Securities issued by states & political subdivisions$04,239
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$2,109,0003,580
Certificates of participation in pools of residential mortgages$2,109,0003,179
Issued or guaranteed by U.S.$2,109,0003,085
Privately issued$0249
Collaterized mortgage obligations$02,915
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0457
Commercial mortgage-backed securities$01,873
Commercial mortgage pass-through securities$01,428
Other commercial mortgage-backed securities$01,222
Held to maturity securities (book value)$01,765
Available-for-sale securities (fair market value)$7,108,0004,067
Total debt securities$7,108,0004,289
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$7,010,0004,404
U.S. Government securities$7,010,0003,786
U.S. Treasury securities$01,429
U.S. Government agency obligations$7,010,0003,621
Securities issued by states & political subdivisions$04,311
Other domestic debt securities$02,026
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$1,010,0003,838
Certificates of participation in pools of residential mortgages$1,010,0003,537
Issued or guaranteed by U.S.$1,010,0003,447
Privately issued$0287
Collaterized mortgage obligations$02,940
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$0463
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$7,010,0004,148
Total debt securities$7,010,0004,378
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$2,998,0004,818
U.S. Government securities$2,998,0004,409
U.S. Treasury securities$01,467
U.S. Government agency obligations$2,998,0004,250
Securities issued by states & political subdivisions$04,367
Other domestic debt securities$02,012
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$04,365
Certificates of participation in pools of residential mortgages$04,219
Issued or guaranteed by U.S.$04,153
Privately issued$0244
Collaterized mortgage obligations$02,946
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$0476
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$2,998,0004,553
Total debt securities$2,997,0004,796
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$3,981,0004,790
U.S. Government securities$3,981,0004,314
U.S. Treasury securities$01,516
U.S. Government agency obligations$3,981,0004,151
Securities issued by states & political subdivisions$04,430
Other domestic debt securities$02,025
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$04,413
Certificates of participation in pools of residential mortgages$04,262
Issued or guaranteed by U.S.$04,196
Privately issued$0248
Collaterized mortgage obligations$02,973
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$0499
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$3,981,0004,519
Total debt securities$3,981,0004,771
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$3,958,0004,829
U.S. Government securities$3,958,0004,346
U.S. Treasury securities$01,513
U.S. Government agency obligations$3,958,0004,186
Securities issued by states & political subdivisions$04,477
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$04,567
Mortgage-backed securities$04,455
Certificates of participation in pools of residential mortgages$04,303
Issued or guaranteed by U.S.$04,252
Privately issued$0211
Collaterized mortgage obligations$02,992
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$0498
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$3,958,0004,561
Total debt securities$3,958,0004,811
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$3,938,0004,896
U.S. Government securities$3,938,0004,404
U.S. Treasury securities$01,500
U.S. Government agency obligations$3,938,0004,251
Securities issued by states & political subdivisions$04,529
Other domestic debt securities$02,008
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$04,513
Certificates of participation in pools of residential mortgages$04,362
Issued or guaranteed by U.S.$04,341
Privately issued$0145
Collaterized mortgage obligations$03,006
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$0515
Commercial mortgage-backed securities$01,728
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$3,938,0004,629
Total debt securities$3,938,0004,876
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$1,973,0005,146
U.S. Government securities$1,973,0004,786
U.S. Treasury securities$01,475
U.S. Government agency obligations$1,973,0004,637
Securities issued by states & political subdivisions$04,577
Other domestic debt securities$02,226
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$04,567
Certificates of participation in pools of residential mortgages$04,414
Issued or guaranteed by U.S.$04,304
Privately issued$0453
Collaterized mortgage obligations$03,043
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$0544
Commercial mortgage-backed securities$01,696
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$1,973,0004,874
Total debt securities$1,973,0005,125
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$1,977,0005,206
U.S. Government securities$1,977,0004,847
U.S. Treasury securities$01,426
U.S. Government agency obligations$1,977,0004,712
Securities issued by states & political subdivisions$04,627
Other domestic debt securities$02,028
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$04,615
Certificates of participation in pools of residential mortgages$04,464
Issued or guaranteed by U.S.$04,457
Privately issued$067
Collaterized mortgage obligations$03,050
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$0557
Commercial mortgage-backed securities$01,485
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$1,977,0004,930
Total debt securities$1,977,0005,185
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$05,520
U.S. Government securities$05,359
U.S. Treasury securities$01,328
U.S. Government agency obligations$05,284
Securities issued by states & political subdivisions$04,692
Other domestic debt securities$02,035
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$04,665
Certificates of participation in pools of residential mortgages$04,517
Issued or guaranteed by U.S.$04,511
Privately issued$064
Collaterized mortgage obligations$03,064
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$0573
Commercial mortgage-backed securities$01,484
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$05,251
Total debt securities$05,501
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$259,0005,522
U.S. Government securities$259,0005,307
U.S. Treasury securities$01,313
U.S. Government agency obligations$259,0005,214
Securities issued by states & political subdivisions$04,737
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$65,0004,858
Mortgage-backed securities$04,727
Certificates of participation in pools of residential mortgages$04,578
Issued or guaranteed by U.S.$04,573
Privately issued$069
Collaterized mortgage obligations$03,097
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$0584
Commercial mortgage-backed securities$01,475
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$259,0005,230
Total debt securities$259,0005,503
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$259,0005,577
U.S. Government securities$259,0005,359
U.S. Treasury securities$01,351
U.S. Government agency obligations$259,0005,264
Securities issued by states & political subdivisions$04,790
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$65,0004,904
Mortgage-backed securities$04,767
Certificates of participation in pools of residential mortgages$04,616
Issued or guaranteed by U.S.$04,610
Privately issued$067
Collaterized mortgage obligations$03,130
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$0606
Commercial mortgage-backed securities$01,432
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$259,0005,277
Total debt securities$259,0005,555
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$259,0005,646
U.S. Government securities$259,0005,430
U.S. Treasury securities$01,390
U.S. Government agency obligations$259,0005,332
Securities issued by states & political subdivisions$04,850
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$65,0004,961
Mortgage-backed securities$04,838
Certificates of participation in pools of residential mortgages$04,686
Issued or guaranteed by U.S.$04,681
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)$259,0005,341
Total debt securities$259,0005,627
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$1,258,0005,587
U.S. Government securities$1,258,0005,259
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,258,0005,138
Securities issued by states & political subdivisions$04,898
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$1,028,0004,663
Mortgage-backed securities$04,889
Certificates of participation in pools of residential mortgages$04,738
Issued or guaranteed by U.S.$04,732
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)$1,258,0005,262
Total debt securities$1,258,0005,567
Structured notes
Amortized cost$1,000,000635
Fair value$999,000646
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$2,259,0005,523
U.S. Government securities$2,259,0005,079
U.S. Treasury securities$01,214
U.S. Government agency obligations$2,259,0004,973
Securities issued by states & political subdivisions$04,929
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$600,0004,888
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
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)$2,259,0005,193
Total debt securities$2,259,0005,499
Structured notes
Amortized cost$1,000,000621
Fair value$1,000,000653
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$5,001,0005,294
U.S. Government securities$5,001,0004,688
U.S. Treasury securities$01,253
U.S. Government agency obligations$5,001,0004,567
Securities issued by states & political subdivisions$04,973
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$1,250,0004,746
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
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)$5,001,0004,968
Total debt securities$5,001,0005,270
Structured notes
Amortized cost$2,000,000516
Fair value$2,000,000558
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$5,997,0005,242
U.S. Government securities$5,997,0004,633
U.S. Treasury securities$01,296
U.S. Government agency obligations$5,997,0004,516
Securities issued by states & political subdivisions$05,013
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$1,499,0004,730
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
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)$5,997,0004,900
Total debt securities$5,997,0005,228
Structured notes
Amortized cost$3,000,000496
Fair value$2,998,000514
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$1,993,0005,774
U.S. Government securities$1,993,0005,403
U.S. Treasury securities$01,367
U.S. Government agency obligations$1,993,0005,301
Securities issued by states & political subdivisions$05,056
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$1,247,0004,842
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
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)$1,993,0005,411
Total debt securities$1,993,0005,751
Structured notes
Amortized cost$1,000,000988
Fair value$998,0001,044
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$2,001,0005,850
U.S. Government securities$2,001,0005,497
U.S. Treasury securities$01,303
U.S. Government agency obligations$2,001,0005,405
Securities issued by states & political subdivisions$05,124
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$1,251,0004,904
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
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)$2,001,0005,479
Total debt securities$2,001,0005,827
Structured notes
Amortized cost$1,000,0001,132
Fair value$1,001,0001,157
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$4,994,0005,597
U.S. Government securities$4,994,0005,060
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,994,0004,953
Securities issued by states & political subdivisions$05,164
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$125,0005,377
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
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)$4,994,0005,227
Total debt securities$4,994,0005,573
Structured notes
Amortized cost$4,000,000623
Fair value$3,997,000630
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$7,829,0005,359
U.S. Government securities$7,829,0004,703
U.S. Treasury securities$01,327
U.S. Government agency obligations$7,829,0004,588
Securities issued by states & political subdivisions$05,179
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$1,250,0005,006
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
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)$7,829,0004,994
Total debt securities$7,829,0005,337
Structured notes
Amortized cost$6,150,000494
Fair value$6,149,000495
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$12,788,0004,925
U.S. Government securities$12,788,0004,081
U.S. Treasury securities$01,361
U.S. Government agency obligations$12,788,0003,963
Securities issued by states & political subdivisions$05,261
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$2,250,0004,792
Mortgage-backed securities$999,0004,714
Certificates of participation in pools of residential mortgages$999,0004,422
Issued or guaranteed by U.S.$999,0004,415
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)$12,788,0004,545
Total debt securities$12,788,0004,905
Structured notes
Amortized cost$8,650,000412
Fair value$8,614,000410
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$15,797,0004,727
U.S. Government securities$15,797,0003,855
U.S. Treasury securities$01,381
U.S. Government agency obligations$15,797,0003,729
Securities issued by states & political subdivisions$05,321
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$2,257,0004,844
Mortgage-backed securities$999,0004,792
Certificates of participation in pools of residential mortgages$999,0004,510
Issued or guaranteed by U.S.$999,0004,507
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)$15,797,0004,342
Total debt securities$15,797,0004,711
Structured notes
Amortized cost$10,650,000368
Fair value$10,606,000365
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$18,735,0004,525
U.S. Government securities$18,735,0003,580
U.S. Treasury securities$01,342
U.S. Government agency obligations$18,735,0003,471
Securities issued by states & political subdivisions$05,386
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$2,260,0004,886
Mortgage-backed securities$2,921,0004,337
Certificates of participation in pools of residential mortgages$2,921,0003,939
Issued or guaranteed by U.S.$2,921,0003,937
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)$18,735,0004,149
Total debt securities$18,735,0004,504
Structured notes
Amortized cost$11,650,000352
Fair value$11,609,000349
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$20,402,0004,411
U.S. Government securities$20,402,0003,450
U.S. Treasury securities$01,198
U.S. Government agency obligations$20,402,0003,349
Securities issued by states & political subdivisions$05,432
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$2,258,0004,935
Mortgage-backed securities$3,636,0004,219
Certificates of participation in pools of residential mortgages$3,636,0003,786
Issued or guaranteed by U.S.$3,636,0003,786
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)$20,402,0004,045
Total debt securities$20,402,0004,390
Structured notes
Amortized cost$12,650,000345
Fair value$12,561,000339
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$22,848,0004,218
U.S. Government securities$22,848,0003,224
U.S. Treasury securities$01,131
U.S. Government agency obligations$22,848,0003,146
Securities issued by states & political subdivisions$05,498
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$2,244,0004,966
Mortgage-backed securities$5,789,0003,797
Certificates of participation in pools of residential mortgages$5,789,0003,303
Issued or guaranteed by U.S.$5,789,0003,300
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)$22,848,0003,860
Total debt securities$22,848,0004,190
Structured notes
Amortized cost$12,650,000334
Fair value$12,515,000321
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$28,093,0003,862
U.S. Government securities$28,093,0002,889
U.S. Treasury securities$01,131
U.S. Government agency obligations$28,093,0002,818
Securities issued by states & political subdivisions$05,540
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$2,243,0005,013
Mortgage-backed securities$9,000,0003,343
Certificates of participation in pools of residential mortgages$9,000,0002,793
Issued or guaranteed by U.S.$9,000,0002,790
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)$28,093,0003,546
Total debt securities$28,093,0003,832
Structured notes
Amortized cost$14,650,000290
Fair value$14,504,000283
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$28,419,0003,817
U.S. Government securities$28,419,0002,863
U.S. Treasury securities$01,152
U.S. Government agency obligations$28,419,0002,798
Securities issued by states & political subdivisions$05,545
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$1,992,0005,137
Mortgage-backed securities$9,372,0003,298
Certificates of participation in pools of residential mortgages$9,372,0002,715
Issued or guaranteed by U.S.$9,372,0002,713
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)$28,419,0003,512
Total debt securities$28,419,0003,788
Structured notes
Amortized cost$14,650,000285
Fair value$14,458,000280
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$34,007,0003,478
U.S. Government securities$34,007,0002,576
U.S. Treasury securities$01,161
U.S. Government agency obligations$34,007,0002,516
Securities issued by states & political subdivisions$05,582
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$2,001,0005,191
Mortgage-backed securities$11,255,0003,142
Certificates of participation in pools of residential mortgages$11,255,0002,510
Issued or guaranteed by U.S.$11,255,0002,509
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)$34,007,0003,227
Total debt securities$34,007,0003,444
Structured notes
Amortized cost$17,150,000255
Fair value$17,098,000258
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$36,991,0003,250
U.S. Government securities$36,991,0002,370
U.S. Treasury securities$01,135
U.S. Government agency obligations$36,991,0002,311
Securities issued by states & political subdivisions$05,626
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$2,001,0005,210
Mortgage-backed securities$13,033,0002,982
Certificates of participation in pools of residential mortgages$13,033,0002,314
Issued or guaranteed by U.S.$13,033,0002,313
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)$36,991,0003,003
Total debt securities$36,991,0003,217
Structured notes
Amortized cost$21,148,000212
Fair value$21,132,000212
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$26,563,0003,953
U.S. Government securities$26,563,0003,010
U.S. Treasury securities$01,086
U.S. Government agency obligations$26,563,0002,956
Securities issued by states & political subdivisions$05,673
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$3,502,0004,744
Mortgage-backed securities$11,228,0003,303
Certificates of participation in pools of residential mortgages$11,228,0002,640
Issued or guaranteed by U.S.$11,228,0002,638
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)$26,563,0003,651
Total debt securities$26,563,0003,923
Structured notes
Amortized cost$13,499,000339
Fair value$13,515,000340
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$26,961,0003,938
U.S. Government securities$26,961,0003,049
U.S. Treasury securities$01,068
U.S. Government agency obligations$26,961,0002,990
Securities issued by states & political subdivisions$05,701
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$3,507,0004,792
Mortgage-backed securities$1,195,0005,135
Certificates of participation in pools of residential mortgages$1,195,0004,769
Issued or guaranteed by U.S.$1,195,0004,766
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)$26,961,0003,633
Total debt securities$26,961,0003,907
Structured notes
Amortized cost$20,996,000232
Fair value$22,015,000223
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$33,757,0003,528
U.S. Government securities$33,757,0002,649
U.S. Treasury securities$01,157
U.S. Government agency obligations$33,757,0002,592
Securities issued by states & political subdivisions$05,702
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$3,511,0004,831
Mortgage-backed securities$1,324,0005,119
Certificates of participation in pools of residential mortgages$1,324,0004,740
Issued or guaranteed by U.S.$1,324,0004,737
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)$33,757,0003,264
Total debt securities$33,757,0003,499
Structured notes
Amortized cost$29,195,000194
Fair value$29,180,000190
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$32,528,0003,502
U.S. Government securities$32,528,0002,640
U.S. Treasury securities$01,076
U.S. Government agency obligations$32,528,0002,582
Securities issued by states & political subdivisions$05,698
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$1,936,0005,154
Mortgage-backed securities$1,446,0005,057
Certificates of participation in pools of residential mortgages$1,446,0004,636
Issued or guaranteed by U.S.$1,446,0004,629
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)$32,528,0003,228
Total debt securities$32,528,0003,474
Structured notes
Amortized cost$24,000,000221
Fair value$23,679,000223
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$29,838,0003,617
U.S. Government securities$29,838,0002,743
U.S. Treasury securities$01,126
U.S. Government agency obligations$29,838,0002,672
Securities issued by states & political subdivisions$05,727
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$1,972,0005,162
Mortgage-backed securities$1,607,0004,991
Certificates of participation in pools of residential mortgages$1,607,0004,546
Issued or guaranteed by U.S.$1,607,0004,533
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)$29,838,0003,335
Total debt securities$29,838,0003,585
Structured notes
Amortized cost$17,800,000317
Fair value$17,753,000319
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$24,537,0004,100
U.S. Government securities$24,537,0003,208
U.S. Treasury securities$01,225
U.S. Government agency obligations$24,537,0003,126
Securities issued by states & political subdivisions$05,731
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$2,003,0005,177
Mortgage-backed securities$1,736,0004,944
Certificates of participation in pools of residential mortgages$1,736,0004,482
Issued or guaranteed by U.S.$1,736,0004,472
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)$24,537,0003,768
Total debt securities$24,537,0004,065
Structured notes
Amortized cost$12,500,000563
Fair value$12,484,000569
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$14,599,0005,169
U.S. Government securities$14,599,0004,290
U.S. Treasury securities$01,272
U.S. Government agency obligations$14,599,0004,169
Securities issued by states & political subdivisions$05,757
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$1,999,0005,212
Mortgage-backed securities$1,811,0004,895
Certificates of participation in pools of residential mortgages$1,811,0004,409
Issued or guaranteed by U.S.$1,811,0004,400
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)$14,599,0004,753
Total debt securities$14,599,0005,138
Structured notes
Amortized cost$4,500,0001,328
Fair value$4,491,0001,333
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$10,707,0005,618
U.S. Government securities$10,707,0004,744
U.S. Treasury securities$01,275
U.S. Government agency obligations$10,707,0004,624
Securities issued by states & political subdivisions$05,791
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$1,999,0005,237
Mortgage-backed securities$1,931,0004,796
Certificates of participation in pools of residential mortgages$1,931,0004,262
Issued or guaranteed by U.S.$1,931,0004,256
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)$10,707,0005,173
Total debt securities$10,707,0005,578
Structured notes
Amortized cost$2,500,0001,681
Fair value$2,482,0001,713
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$5,018,0006,543
U.S. Government securities$5,018,0005,906
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,018,0005,780
Securities issued by states & political subdivisions$05,786
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$2,004,0005,300
Mortgage-backed securities$06,191
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
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)$5,018,0006,039
Total debt securities$5,018,0006,505
Structured notes
Amortized cost$1,000,0002,383
Fair value$999,0002,564
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$6,022,0006,454
U.S. Government securities$6,022,0005,795
U.S. Treasury securities$01,121
U.S. Government agency obligations$6,022,0005,683
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,000,0005,361
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
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)$6,022,0005,945
Total debt securities$6,022,0006,415
Structured notes
Amortized cost$1,000,0002,460
Fair value$1,001,0002,607
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$5,005,0006,724
U.S. Government securities$5,005,0006,129
U.S. Treasury securities$01,130
U.S. Government agency obligations$5,005,0006,013
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,504,0004,852
Mortgage-backed securities$06,328
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
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)$5,005,0006,201
Total debt securities$5,005,0006,681
Structured notes
Amortized cost$2,000,0001,740
Fair value$2,001,0001,790
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$5,020,0006,728
U.S. Government securities$5,020,0006,095
U.S. Treasury securities$01,077
U.S. Government agency obligations$5,020,0005,993
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,514,0004,875
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
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)$5,020,0006,215
Total debt securities$5,020,0006,687
Structured notes
Amortized cost$2,000,0001,485
Fair value$2,006,0001,497
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$5,027,0006,798
U.S. Government securities$5,027,0006,141
U.S. Treasury securities$01,047
U.S. Government agency obligations$5,027,0006,053
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,519,0004,893
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
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)$5,027,0006,272
Total debt securities$5,027,0006,753
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$5,017,0006,795
U.S. Government securities$5,017,0006,147
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,017,0006,060
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,511,0004,916
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$5,017,0006,270
Total debt securities$5,017,0006,757
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$5,579,0006,752
U.S. Government securities$5,579,0006,138
U.S. Treasury securities$0981
U.S. Government agency obligations$5,579,0006,055
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,500,0004,321
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$5,579,0006,187
Total debt securities$5,579,0006,713
Structured notes
Amortized cost$500,0001,280
Fair value$493,0001,391
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$12,100,0005,567
U.S. Government securities$12,100,0004,759
U.S. Treasury securities$0973
U.S. Government agency obligations$12,100,0004,670
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,110,0003,277
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$12,100,0005,059
Total debt securities$12,100,0005,521
Structured notes
Amortized cost$2,500,000534
Fair value$2,491,000538
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$18,308,0004,587
U.S. Government securities$18,308,0003,719
U.S. Treasury securities$01,019
U.S. Government agency obligations$18,308,0003,647
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,856,0003,311
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
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)$18,308,0004,106
Total debt securities$18,308,0004,549
Structured notes
Amortized cost$2,500,000526
Fair value$2,476,000527
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$22,108,0004,186
U.S. Government securities$22,108,0003,301
U.S. Treasury securities$01,021
U.S. Government agency obligations$22,108,0003,240
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,851,0003,255
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
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)$22,108,0003,727
Total debt securities$22,108,0004,142
Structured notes
Amortized cost$2,500,000558
Fair value$2,487,000562
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$25,469,0003,836
U.S. Government securities$25,469,0002,969
U.S. Treasury securities$01,044
U.S. Government agency obligations$25,469,0002,916
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,435,0003,468
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
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)$25,469,0003,421
Total debt securities$25,469,0003,784
Structured notes
Amortized cost$2,500,000588
Fair value$2,517,000591
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$24,241,0003,958
U.S. Government securities$24,241,0003,126
U.S. Treasury securities$01,146
U.S. Government agency obligations$24,241,0003,059
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,377,0003,687
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$24,241,0003,517
Total debt securities$24,241,0003,908
Structured notes
Amortized cost$1,500,0001,271
Fair value$1,499,0001,302
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$23,365,0004,067
U.S. Government securities$23,365,0003,244
U.S. Treasury securities$01,235
U.S. Government agency obligations$23,365,0003,180
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,738,0004,074
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$23,365,0003,591
Total debt securities$23,365,0004,016
Structured notes
Amortized cost$999,0001,830
Fair value$998,0001,796
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$13,672,0005,440
U.S. Government securities$13,672,0004,647
U.S. Treasury securities$01,362
U.S. Government agency obligations$13,672,0004,536
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,672,0002,836
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$13,672,0004,840
Total debt securities$13,672,0005,397
Structured notes
Amortized cost$500,0002,252
Fair value$494,0002,368
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$11,670,0005,792
U.S. Government securities$11,670,0005,068
U.S. Treasury securities$01,448
U.S. Government agency obligations$11,670,0004,946
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,947,0003,440
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$11,670,0005,184
Total debt securities$11,670,0005,739
Structured notes
Amortized cost$500,0002,315
Fair value$493,0002,484
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$17,897,0004,853
U.S. Government securities$17,897,0004,012
U.S. Treasury securities$01,498
U.S. Government agency obligations$17,897,0003,914
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,921,0003,597
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$17,897,0004,275
Total debt securities$17,897,0004,806
Structured notes
Amortized cost$500,0002,419
Fair value$491,0002,601
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$25,846,0003,870
U.S. Government securities$25,846,0003,108
U.S. Treasury securities$01,574
U.S. Government agency obligations$25,846,0003,024
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,391,0003,195
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$25,846,0003,380
Total debt securities$25,846,0003,811
Structured notes
Amortized cost$500,0002,538
Fair value$489,0002,731
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$17,320,0004,955
U.S. Government securities$17,320,0004,139
U.S. Treasury securities$01,634
U.S. Government agency obligations$17,320,0004,022
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,848,0003,271
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$17,320,0004,315
Total debt securities$17,320,0004,907
Structured notes
Amortized cost$1,000,0002,120
Fair value$979,0002,222
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$18,987,0004,752
U.S. Government securities$18,987,0003,957
U.S. Treasury securities$01,715
U.S. Government agency obligations$18,987,0003,829
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,882,0002,817
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$18,987,0004,122
Total debt securities$18,987,0004,695
Structured notes
Amortized cost$2,500,0001,405
Fair value$2,472,0001,417
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$19,423,0004,702
U.S. Government securities$19,423,0003,880
U.S. Treasury securities$01,737
U.S. Government agency obligations$19,423,0003,745
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,860,0003,235
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$19,423,0004,059
Total debt securities$19,423,0004,643
Structured notes
Amortized cost$3,500,0001,139
Fair value$3,462,0001,147
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$22,870,0004,234
U.S. Government securities$22,870,0003,400
U.S. Treasury securities$01,786
U.S. Government agency obligations$22,870,0003,279
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,577,0003,099
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$22,870,0003,659
Total debt securities$22,870,0004,184
Structured notes
Amortized cost$3,500,0001,108
Fair value$3,461,0001,126
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$23,607,0004,191
U.S. Government securities$23,607,0003,390
U.S. Treasury securities$01,839
U.S. Government agency obligations$23,607,0003,271
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$7,666,0003,849
Mortgage-backed securities$258,0006,188
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$258,0003,155
CMOs issued by government agencies or sponsored agencies$258,0002,862
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)$23,607,0003,628
Total debt securities$23,607,0004,137
Structured notes
Amortized cost$3,500,0001,110
Fair value$3,465,0001,142
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$25,025,0004,105
U.S. Government securities$25,025,0003,284
U.S. Treasury securities$01,963
U.S. Government agency obligations$25,025,0003,151
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,724,0005,081
Mortgage-backed securities$643,0005,846
Certificates of participation in pools of residential mortgages$274,0005,836
Issued or guaranteed by U.S.$274,0005,818
Privately issued$0207
Collaterized mortgage obligations$369,0003,096
CMOs issued by government agencies or sponsored agencies$369,0002,820
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)$25,025,0003,559
Total debt securities$25,025,0004,045
Structured notes
Amortized cost$3,500,0001,108
Fair value$3,450,0001,121
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$27,274,0003,876
U.S. Government securities$27,274,0003,061
U.S. Treasury securities$01,963
U.S. Government agency obligations$27,274,0002,949
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,772,0005,044
Mortgage-backed securities$690,0005,852
Certificates of participation in pools of residential mortgages$286,0005,857
Issued or guaranteed by U.S.$286,0005,843
Privately issued$0203
Collaterized mortgage obligations$404,0003,106
CMOs issued by government agencies or sponsored agencies$404,0002,827
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)$27,274,0003,345
Total debt securities$27,274,0003,813
Structured notes
Amortized cost$4,254,000954
Fair value$4,221,000958
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$28,013,0003,806
U.S. Government securities$28,013,0002,998
U.S. Treasury securities$01,990
U.S. Government agency obligations$28,013,0002,882
Securities issued by states & political subdivisions$06,596
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$3,828,0005,045
Mortgage-backed securities$758,0005,830
Certificates of participation in pools of residential mortgages$312,0005,854
Issued or guaranteed by U.S.$312,0005,841
Privately issued$0225
Collaterized mortgage obligations$446,0003,077
CMOs issued by government agencies or sponsored agencies$446,0002,814
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)$28,013,0003,293
Total debt securities$28,013,0003,730
Structured notes
Amortized cost$4,758,000879
Fair value$4,739,000878
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$28,533,0003,790
U.S. Government securities$28,433,0002,983
U.S. Treasury securities$02,098
U.S. Government agency obligations$28,433,0002,867
Securities issued by states & political subdivisions$100,0006,465
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$3,817,0005,046
Mortgage-backed securities$802,0005,877
Certificates of participation in pools of residential mortgages$327,0005,906
Issued or guaranteed by U.S.$327,0005,895
Privately issued$0225
Collaterized mortgage obligations$475,0003,106
CMOs issued by government agencies or sponsored agencies$475,0002,854
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)$28,533,0003,272
Total debt securities$28,533,0003,719
Structured notes
Amortized cost$4,263,000936
Fair value$4,211,000932
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$23,307,0004,349
U.S. Government securities$23,207,0003,469
U.S. Treasury securities$02,082
U.S. Government agency obligations$23,207,0003,348
Securities issued by states & political subdivisions$100,0006,468
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$3,589,0005,077
Mortgage-backed securities$849,0005,897
Certificates of participation in pools of residential mortgages$357,0005,880
Issued or guaranteed by U.S.$357,0005,865
Privately issued$0230
Collaterized mortgage obligations$492,0003,189
CMOs issued by government agencies or sponsored agencies$492,0002,918
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)$23,307,0003,775
Total debt securities$23,307,0004,272
Structured notes
Amortized cost$2,270,0001,245
Fair value$2,273,0001,251
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$29,846,0003,729
U.S. Government securities$29,560,0002,940
U.S. Treasury securities$02,227
U.S. Government agency obligations$29,560,0002,835
Securities issued by states & political subdivisions$286,0006,158
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$3,576,0005,030
Mortgage-backed securities$882,0005,874
Certificates of participation in pools of residential mortgages$376,0005,906
Issued or guaranteed by U.S.$376,0005,887
Privately issued$0248
Collaterized mortgage obligations$506,0003,160
CMOs issued by government agencies or sponsored agencies$506,0003,010
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)$29,846,0003,214
Total debt securities$29,846,0003,668
Structured notes
Amortized cost$2,777,0001,024
Fair value$2,764,0001,025
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$28,030,0003,810
U.S. Government securities$27,643,0002,983
U.S. Treasury securities$02,287
U.S. Government agency obligations$27,643,0002,878
Securities issued by states & political subdivisions$387,0006,009
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$2,192,0005,693
Mortgage-backed securities$969,0005,833
Certificates of participation in pools of residential mortgages$419,0005,902
Issued or guaranteed by U.S.$419,0005,875
Privately issued$0253
Collaterized mortgage obligations$550,0003,165
CMOs issued by government agencies or sponsored agencies$550,0003,004
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)$28,030,0003,309
Total debt securities$28,030,0003,738
Structured notes
Amortized cost$3,284,000748
Fair value$3,272,000748
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$24,614,0004,091
U.S. Government securities$23,947,0003,253
U.S. Treasury securities$02,322
U.S. Government agency obligations$23,947,0003,125
Securities issued by states & political subdivisions$667,0005,602
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$2,196,0005,705
Mortgage-backed securities$1,155,0005,813
Certificates of participation in pools of residential mortgages$506,0005,845
Issued or guaranteed by U.S.$506,0005,827
Privately issued$0256
Collaterized mortgage obligations$649,0003,297
CMOs issued by government agencies or sponsored agencies$649,0003,137
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)$24,614,0003,541
Total debt securities$24,614,0004,005
Structured notes
Amortized cost$2,791,000682
Fair value$2,801,000683
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$22,615,0004,311
U.S. Government securities$21,696,0003,487
U.S. Treasury securities$02,382
U.S. Government agency obligations$21,696,0003,332
Securities issued by states & political subdivisions$919,0005,261
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$2,291,0005,692
Mortgage-backed securities$1,311,0005,727
Certificates of participation in pools of residential mortgages$573,0005,768
Issued or guaranteed by U.S.$573,0005,752
Privately issued$0257
Collaterized mortgage obligations$738,0003,328
CMOs issued by government agencies or sponsored agencies$738,0003,176
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)$22,615,0003,717
Total debt securities$22,615,0004,227
Structured notes
Amortized cost$511,0001,294
Fair value$510,0001,345
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$29,389,0003,567
U.S. Government securities$27,627,0002,880
U.S. Treasury securities$02,544
U.S. Government agency obligations$27,627,0002,751
Securities issued by states & political subdivisions$1,762,0004,455
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$3,465,0005,074
Mortgage-backed securities$1,475,0005,619
Certificates of participation in pools of residential mortgages$642,0005,686
Issued or guaranteed by U.S.$642,0005,669
Privately issued$0252
Collaterized mortgage obligations$833,0003,303
CMOs issued by government agencies or sponsored agencies$833,0003,161
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)$29,389,0003,050
Total debt securities$29,389,0003,496
Structured notes
Amortized cost$500,0001,148
Fair value$503,0001,248
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$29,504,0003,389
U.S. Government securities$25,617,0002,892
U.S. Treasury securities$03,182
U.S. Government agency obligations$25,617,0002,740
Securities issued by states & political subdivisions$3,887,0003,300
Other domestic debt securities$04,224
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,383,0004,269
Mortgage-backed securities$2,853,0004,797
Certificates of participation in pools of residential mortgages$874,0005,319
Issued or guaranteed by U.S.$874,0005,298
Privately issued$0260
Collaterized mortgage obligations$1,979,0002,741
CMOs issued by government agencies or sponsored agencies$1,979,0002,582
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,093
Available-for-sale securities (fair market value)$29,504,0002,848
Total debt securities$29,504,0003,321
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$33,908,0003,121
U.S. Government securities$27,167,0002,864
U.S. Treasury securities$04,186
U.S. Government agency obligations$27,167,0002,664
Securities issued by states & political subdivisions$5,534,0002,632
Other domestic debt securities$786,0002,662
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$786,0002,338
Foreign debt securitiesNANA
Equity securities$421,0004,211
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,896,0002,656
Mortgage-backed securities$2,877,0004,261
Certificates of participation in pools of residential mortgages$545,0005,338
Issued or guaranteed by U.S.$545,0005,321
Privately issued$0308
Collaterized mortgage obligations$2,332,0002,161
CMOs issued by government agencies or sponsored agencies$2,332,0002,016
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$05,708
Available-for-sale securities (fair market value)$33,908,0002,505
Total debt securities$33,487,0003,053
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$34,744,0003,177
U.S. Government securities$26,906,0003,046
U.S. Treasury securities$305,0004,847
U.S. Government agency obligations$26,601,0002,757
Securities issued by states & political subdivisions$6,566,0002,423
Other domestic debt securities$875,0002,494
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$875,0002,111
Foreign debt securitiesNANA
Equity securities$397,0004,223
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,131,0003,352
Mortgage-backed securities$2,936,0004,514
Certificates of participation in pools of residential mortgages$657,0005,478
Issued or guaranteed by U.S.$657,0005,467
Privately issued$0307
Collaterized mortgage obligations$2,279,0002,329
CMOs issued by government agencies or sponsored agencies$2,279,0002,191
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,120
Available-for-sale securities (fair market value)$34,744,0002,480
Total debt securities$34,347,0003,115
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$34,381,0003,227
U.S. Government securities$26,250,0003,186
U.S. Treasury securities$4,239,0002,500
U.S. Government agency obligations$22,011,0003,094
Securities issued by states & political subdivisions$6,858,0002,355
Other domestic debt securities$903,0002,336
Privately issued residential mortgage-backed securities$903,000776
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$370,0004,193
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,823,0001,859
Mortgage-backed securities$6,514,0003,398
Certificates of participation in pools of residential mortgages$845,0005,459
Issued or guaranteed by U.S.$845,0005,442
Privately issued$0349
Collaterized mortgage obligations$5,669,0001,659
CMOs issued by government agencies or sponsored agencies$4,766,0001,693
Privately issued$903,000664
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$06,613
Available-for-sale securities (fair market value)$34,381,0002,443
Total debt securities$34,011,0003,165
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$39,776,0002,847
U.S. Government securities$31,902,0002,783
U.S. Treasury securities$5,959,0002,820
U.S. Government agency obligations$25,943,0002,608
Securities issued by states & political subdivisions$7,528,0001,967
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$346,0004,348
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,709,0001,878
Mortgage-backed securities$6,218,0003,445
Certificates of participation in pools of residential mortgages$1,086,0005,257
Issued or guaranteed by U.S.$1,086,0005,239
Privately issued$0394
Collaterized mortgage obligations$5,132,0001,682
CMOs issued by government agencies or sponsored agencies$5,132,0001,603
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$07,375
Available-for-sale securities (fair market value)$39,776,0002,004
Total debt securities$39,430,0002,765
Structured notes
Amortized cost$350,0002,303
Fair value$350,0002,305
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$36,678,0003,300
U.S. Government securities$28,528,0003,348
U.S. Treasury securities$8,458,0002,594
U.S. Government agency obligations$20,070,0003,338
Securities issued by states & political subdivisions$7,818,0001,889
Other domestic debt securities$04,468
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$332,0004,316
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,400,0002,630
Mortgage-backed securities$6,768,0003,624
Certificates of participation in pools of residential mortgages$1,282,0005,444
Issued or guaranteed by U.S.$1,282,0005,428
Privately issued$0472
Collaterized mortgage obligations$5,486,0001,819
CMOs issued by government agencies or sponsored agencies$5,486,0001,733
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,064
Available-for-sale securities (fair market value)$36,678,0002,259
Total debt securities$36,346,0003,231
Structured notes
Amortized cost$607,0002,333
Fair value$606,0002,333
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$40,276,0003,130
U.S. Government securities$31,946,0003,169
U.S. Treasury securities$11,131,0002,416
U.S. Government agency obligations$20,815,0003,207
Securities issued by states & political subdivisions$8,012,0001,833
Other domestic debt securities$05,176
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$318,0004,120
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,920,0004,254
Mortgage-backed securities$7,098,0003,770
Certificates of participation in pools of residential mortgages$1,513,0005,433
Issued or guaranteed by U.S.$1,513,0005,405
Privately issued$0558
Collaterized mortgage obligations$5,585,0002,037
CMOs issued by government agencies or sponsored agencies$5,585,0001,931
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$08,463
Available-for-sale securities (fair market value)$40,276,0002,113
Total debt securities$39,958,0003,070
Structured notes
Amortized cost$1,142,0002,408
Fair value$1,135,0002,395
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$40,593,0003,244
U.S. Government securities$32,438,0003,216
U.S. Treasury securities$11,753,0002,944
U.S. Government agency obligations$20,685,0003,112
Securities issued by states & political subdivisions$8,054,0001,911
Other domestic debt securities$05,820
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$101,0005,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,389,0005,092
Mortgage-backed securities$6,898,0004,025
Certificates of participation in pools of residential mortgages$1,654,0005,584
Issued or guaranteed by U.S.$1,654,0005,558
Privately issued$0564
Collaterized mortgage obligations$5,244,0002,248
CMOs issued by government agencies or sponsored agencies$5,244,0002,139
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,843,0003,097
Available-for-sale securities (fair market value)$17,750,0003,117
Total debt securities$40,492,0003,185
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$33,788,0004,049
U.S. Government securities$23,726,0004,453
U.S. Treasury securities$6,260,0004,921
U.S. Government agency obligations$17,466,0003,702
Securities issued by states & political subdivisions$6,870,0002,285
Other domestic debt securities$762,0003,693
Privately issued residential mortgage-backed securities$762,0001,389
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$2,430,0001,239
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,036,0006,951
Mortgage-backed securities$14,910,0002,807
Certificates of participation in pools of residential mortgages$4,176,0004,176
Issued or guaranteed by U.S.$4,176,0004,136
Privately issued$0731
Collaterized mortgage obligations$10,734,0001,611
CMOs issued by government agencies or sponsored agencies$9,972,0001,606
Privately issued$762,0001,078
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$31,358,0004,217
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$36,405,0003,755
U.S. Government securities$16,458,0005,857
U.S. Treasury securities$7,086,0004,560
U.S. Government agency obligations$9,372,0005,774
Securities issued by states & political subdivisions$8,963,0001,514
Other domestic debt securities$8,542,0001,156
Privately issued residential mortgage-backed securities$8,542,000479
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,875
Foreign debt securitiesNANA
Equity securities$2,442,0001,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,730,0003,645
Mortgage-backed securities$14,424,0002,919
Certificates of participation in pools of residential mortgages$5,133,0003,916
Issued or guaranteed by U.S.$5,133,0003,859
Privately issued$0831
Collaterized mortgage obligations$9,291,0001,788
CMOs issued by government agencies or sponsored agencies$749,0005,047
Privately issued$8,542,000298
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$33,963,0003,914
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA