Ford County State Bank, Securities

2025-03-31Rank
Total securities$25,054,0003,227
U.S. Government securities$17,736,0002,997
U.S. Treasury securities$14,367,000918
U.S. Government agency obligations$3,369,0003,688
Securities issued by states & political subdivisions$7,318,0002,570
Other domestic debt securities$02,309
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0549
Structured financial products - Total$0891
Other domestic debt securities - All other$01,818
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$19,498,0002,280
Mortgage-backed securities$03,801
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,616
Privately issued$0189
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,779
Privately issued$0564
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,666
Other commercial mortgage-backed securities$01,323
Held to maturity securities (book value)$01,669
Available-for-sale securities (fair market value)$25,054,0002,999
Total debt securities$25,054,0003,200
Structured notes
Amortized cost$0936
Fair value$0936
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-12-31Rank
Total securities$24,580,0003,288
U.S. Government securities$17,389,0003,038
U.S. Treasury securities$14,115,000963
U.S. Government agency obligations$3,274,0003,711
Securities issued by states & political subdivisions$7,191,0002,616
Other domestic debt securities$02,330
Privately issued residential mortgage-backed securities$0716
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0897
Other domestic debt securities - All other$01,833
Foreign debt securities$0269
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,131,0002,328
Mortgage-backed securities$03,818
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,640
Privately issued$0197
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,785
Privately issued$0569
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,653
Other commercial mortgage-backed securities$01,328
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$24,580,0003,052
Total debt securities$24,580,0003,261
Structured notes
Amortized cost$0978
Fair value$0977
Trading account assets$0218
Revaluation gains on off-balance sheet contracts$02
Revaluation losses on off-balance sheet contractsNANA
2024-09-30Rank
Total securities$25,508,0003,289
U.S. Government securities$18,097,0003,016
U.S. Treasury securities$14,393,000983
U.S. Government agency obligations$3,704,0003,709
Securities issued by states & political subdivisions$7,411,0002,639
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$19,613,0002,329
Mortgage-backed securities$03,847
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
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)$25,508,0003,047
Total debt securities$25,508,0003,263
Structured notes
Amortized cost$01,000
Fair value$01,000
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-06-30Rank
Total securities$24,593,0003,339
U.S. Government securities$17,422,0003,061
U.S. Treasury securities$13,889,0001,027
U.S. Government agency obligations$3,533,0003,731
Securities issued by states & political subdivisions$7,171,0002,671
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$13,570,0002,665
Mortgage-backed securities$03,857
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,669
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)$24,593,0003,098
Total debt securities$24,593,0003,317
Structured notes
Amortized cost$01,030
Fair value$01,030
Trading account assets$0220
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2024-03-31Rank
Total securities$24,396,0003,374
U.S. Government securities$17,302,0003,116
U.S. Treasury securities$13,807,0001,114
U.S. Government agency obligations$3,495,0003,802
Securities issued by states & political subdivisions$7,094,0002,685
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$13,477,0002,701
Mortgage-backed securities$03,876
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
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)$24,396,0003,133
Total debt securities$24,396,0003,352
Structured notes
Amortized cost$01,052
Fair value$01,052
Trading account assets$0215
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-12-31Rank
Total securities$24,620,0003,400
U.S. Government securities$17,435,0003,127
U.S. Treasury securities$13,910,0001,142
U.S. Government agency obligations$3,525,0003,822
Securities issued by states & political subdivisions$7,185,0002,704
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$13,595,0002,712
Mortgage-backed securities$03,879
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,683
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)$24,620,0003,154
Total debt securities$24,620,0003,377
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$23,686,0003,445
U.S. Government securities$16,756,0003,170
U.S. Treasury securities$13,415,0001,215
U.S. Government agency obligations$3,341,0003,849
Securities issued by states & political subdivisions$6,930,0002,735
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$7,995,0003,066
Mortgage-backed securities$03,892
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,701
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)$23,686,0003,186
Total debt securities$23,686,0003,425
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$24,414,0003,459
U.S. Government securities$17,294,0003,188
U.S. Treasury securities$13,853,0001,198
U.S. Government agency obligations$3,441,0003,878
Securities issued by states & political subdivisions$7,120,0002,767
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$7,249,0003,098
Mortgage-backed securities$03,920
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,723
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)$24,414,0003,204
Total debt securities$24,414,0003,435
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$26,892,0003,452
U.S. Government securities$19,647,0003,122
U.S. Treasury securities$16,147,0001,180
U.S. Government agency obligations$3,500,0003,889
Securities issued by states & political subdivisions$7,245,0002,801
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$4,970,0003,247
Mortgage-backed securities$03,939
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,775
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)$26,892,0003,187
Total debt securities$26,892,0003,425
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$26,407,0003,495
U.S. Government securities$19,330,0003,159
U.S. Treasury securities$15,846,0001,227
U.S. Government agency obligations$3,484,0003,893
Securities issued by states & political subdivisions$7,077,0002,850
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$4,876,0003,196
Mortgage-backed securities$03,973
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,815
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)$26,407,0003,230
Total debt securities$26,407,0003,470
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$23,181,0003,617
U.S. Government securities$16,962,0003,314
U.S. Treasury securities$13,507,0001,369
U.S. Government agency obligations$3,455,0003,912
Securities issued by states & political subdivisions$6,219,0002,959
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$4,733,0003,169
Mortgage-backed securities$04,006
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$03,845
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)$23,181,0003,346
Total debt securities$23,181,0003,595
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$23,478,0003,648
U.S. Government securities$17,506,0003,302
U.S. Treasury securities$13,923,0001,331
U.S. Government agency obligations$3,583,0003,923
Securities issued by states & political subdivisions$5,972,0003,028
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$4,894,0003,165
Mortgage-backed securities$04,060
Certificates of participation in pools of residential mortgages$03,938
Issued or guaranteed by U.S.$03,877
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)$23,478,0003,384
Total debt securities$23,478,0003,631
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$21,028,0003,705
U.S. Government securities$14,863,0003,396
U.S. Treasury securities$14,558,0001,164
U.S. Government agency obligations$305,0004,338
Securities issued by states & political subdivisions$6,165,0003,024
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$5,424,0003,083
Mortgage-backed securities$04,078
Certificates of participation in pools of residential mortgages$03,954
Issued or guaranteed by U.S.$03,898
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$21,028,0003,459
Total debt securities$21,028,0003,685
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$20,119,0003,683
U.S. Government securities$13,807,0003,311
U.S. Treasury securities$13,488,000878
U.S. Government agency obligations$319,0004,344
Securities issued by states & political subdivisions$6,312,0003,052
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$4,534,0003,214
Mortgage-backed securities$04,098
Certificates of participation in pools of residential mortgages$03,982
Issued or guaranteed by U.S.$03,918
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)$20,119,0003,465
Total debt securities$20,119,0003,664
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$18,053,0003,740
U.S. Government securities$12,031,0003,392
U.S. Treasury securities$11,709,000788
U.S. Government agency obligations$322,0004,410
Securities issued by states & political subdivisions$6,022,0003,101
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$4,595,0003,206
Mortgage-backed securities$04,153
Certificates of participation in pools of residential mortgages$04,035
Issued or guaranteed by U.S.$03,975
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)$18,053,0003,516
Total debt securities$18,053,0003,716
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$19,123,0003,660
U.S. Government securities$13,445,0003,257
U.S. Treasury securities$13,121,000649
U.S. Government agency obligations$324,0004,448
Securities issued by states & political subdivisions$5,678,0003,138
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$4,565,0003,200
Mortgage-backed securities$04,171
Certificates of participation in pools of residential mortgages$04,051
Issued or guaranteed by U.S.$03,990
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)$19,123,0003,441
Total debt securities$19,123,0003,637
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$14,878,0003,800
U.S. Government securities$12,321,0003,240
U.S. Treasury securities$11,994,000516
U.S. Government agency obligations$327,0004,449
Securities issued by states & political subdivisions$2,557,0003,564
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$4,536,0003,190
Mortgage-backed securities$04,168
Certificates of participation in pools of residential mortgages$04,049
Issued or guaranteed by U.S.$03,983
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)$14,878,0003,577
Total debt securities$14,878,0003,776
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$5,945,0004,321
U.S. Government securities$4,079,0003,904
U.S. Treasury securities$3,749,000669
U.S. Government agency obligations$330,0004,427
Securities issued by states & political subdivisions$1,866,0003,705
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$04,195
Mortgage-backed securities$04,176
Certificates of participation in pools of residential mortgages$04,054
Issued or guaranteed by U.S.$03,991
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)$5,945,0004,086
Total debt securities$5,945,0004,298
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$5,600,0004,326
U.S. Government securities$4,086,0003,931
U.S. Treasury securities$3,754,000656
U.S. Government agency obligations$332,0004,451
Securities issued by states & political subdivisions$1,514,0003,732
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$4,503,0003,221
Mortgage-backed securities$04,188
Certificates of participation in pools of residential mortgages$04,060
Issued or guaranteed by U.S.$03,999
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)$5,600,0004,091
Total debt securities$5,600,0004,300
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$5,606,0004,343
U.S. Government securities$4,091,0003,951
U.S. Treasury securities$3,759,000686
U.S. Government agency obligations$332,0004,490
Securities issued by states & political subdivisions$1,515,0003,725
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$5,456,0003,131
Mortgage-backed securities$04,205
Certificates of participation in pools of residential mortgages$04,071
Issued or guaranteed by U.S.$04,016
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)$5,606,0004,105
Total debt securities$5,606,0004,319
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$2,018,0004,698
U.S. Government securities$581,0004,615
U.S. Treasury securities$01,297
U.S. Government agency obligations$581,0004,496
Securities issued by states & political subdivisions$1,437,0003,724
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$04,242
Certificates of participation in pools of residential mortgages$04,107
Issued or guaranteed by U.S.$04,042
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)$2,018,0004,451
Total debt securities$2,018,0004,674
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$2,062,0004,767
U.S. Government securities$566,0004,704
U.S. Treasury securities$01,363
U.S. Government agency obligations$566,0004,574
Securities issued by states & political subdivisions$1,496,0003,715
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$853,0004,090
Mortgage-backed securities$04,283
Certificates of participation in pools of residential mortgages$04,141
Issued or guaranteed by U.S.$04,080
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)$2,062,0004,518
Total debt securities$2,062,0004,742
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$1,980,0004,871
U.S. Government securities$568,0004,793
U.S. Treasury securities$01,429
U.S. Government agency obligations$568,0004,663
Securities issued by states & political subdivisions$1,412,0003,776
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$890,0004,161
Mortgage-backed securities$04,333
Certificates of participation in pools of residential mortgages$04,185
Issued or guaranteed by U.S.$04,115
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)$1,980,0004,618
Total debt securities$1,980,0004,845
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$2,838,0004,833
U.S. Government securities$565,0004,849
U.S. Treasury securities$01,467
U.S. Government agency obligations$565,0004,722
Securities issued by states & political subdivisions$2,273,0003,583
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$867,0004,212
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)$2,838,0004,568
Total debt securities$2,838,0004,810
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$3,111,0004,867
U.S. Government securities$855,0004,843
U.S. Treasury securities$300,0001,449
U.S. Government agency obligations$555,0004,780
Securities issued by states & political subdivisions$2,256,0003,647
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$858,0004,259
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)$3,111,0004,596
Total debt securities$3,111,0004,847
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$3,090,0004,910
U.S. Government securities$846,0004,898
U.S. Treasury securities$299,0001,455
U.S. Government agency obligations$547,0004,822
Securities issued by states & political subdivisions$2,244,0003,712
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$1,151,0004,202
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)$3,090,0004,639
Total debt securities$3,090,0004,891
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$3,076,0004,977
U.S. Government securities$842,0004,980
U.S. Treasury securities$299,0001,441
U.S. Government agency obligations$543,0004,898
Securities issued by states & political subdivisions$2,234,0003,769
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)$3,076,0004,703
Total debt securities$3,076,0004,956
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$3,966,0004,950
U.S. Government securities$1,243,0004,912
U.S. Treasury securities$298,0001,410
U.S. Government agency obligations$945,0004,867
Securities issued by states & political subdivisions$2,723,0003,713
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$950,0004,387
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)$3,966,0004,672
Total debt securities$3,966,0004,929
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$3,821,0005,029
U.S. Government securities$1,458,0004,943
U.S. Treasury securities$298,0001,357
U.S. Government agency obligations$1,160,0004,883
Securities issued by states & political subdivisions$2,363,0003,829
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$1,899,0004,185
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)$3,821,0004,753
Total debt securities$3,821,0005,011
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$3,559,0005,103
U.S. Government securities$1,162,0005,054
U.S. Treasury securities$299,0001,263
U.S. Government agency obligations$863,0005,016
Securities issued by states & political subdivisions$2,397,0003,889
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$1,017,0004,471
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)$3,559,0004,825
Total debt securities$3,559,0005,083
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$3,470,0005,181
U.S. Government securities$1,168,0005,113
U.S. Treasury securities$300,0001,244
U.S. Government agency obligations$868,0005,067
Securities issued by states & political subdivisions$2,302,0003,969
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$1,174,0004,491
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)$3,470,0004,887
Total debt securities$3,470,0005,158
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$3,740,0005,196
U.S. Government securities$1,172,0005,163
U.S. Treasury securities$301,0001,276
U.S. Government agency obligations$871,0005,112
Securities issued by states & political subdivisions$2,568,0003,935
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$2,516,0004,173
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)$3,740,0004,901
Total debt securities$3,740,0005,174
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$3,844,0005,254
U.S. Government securities$1,275,0005,211
U.S. Treasury securities$301,0001,309
U.S. Government agency obligations$974,0005,165
Securities issued by states & political subdivisions$2,569,0003,972
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$1,470,0004,505
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)$3,844,0004,952
Total debt securities$3,844,0005,231
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$3,843,0005,291
U.S. Government securities$1,276,0005,254
U.S. Treasury securities$301,0001,285
U.S. Government agency obligations$975,0005,204
Securities issued by states & political subdivisions$2,567,0004,010
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$2,223,0004,335
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)$3,843,0004,976
Total debt securities$3,843,0005,268
Structured notes
Amortized cost$01,171
Fair value$01,171
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2016-09-30Rank
Total securities$4,557,0005,270
U.S. Government securities$1,802,0005,183
U.S. Treasury securities$305,0001,132
U.S. Government agency obligations$1,497,0005,141
Securities issued by states & political subdivisions$2,755,0003,988
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,005,0004,185
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)$4,557,0004,944
Total debt securities$4,557,0005,245
Structured notes
Amortized cost$01,157
Fair value$01,159
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0145
2016-06-30Rank
Total securities$3,601,0005,460
U.S. Government securities$1,811,0005,279
U.S. Treasury securities$01,253
U.S. Government agency obligations$1,811,0005,173
Securities issued by states & political subdivisions$1,790,0004,238
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$3,008,0004,274
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)$3,601,0005,121
Total debt securities$3,611,0005,435
Structured notes
Amortized cost$01,289
Fair value$01,290
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$0146
Revaluation losses on off-balance sheet contracts$0145
2016-03-31Rank
Total securities$3,571,0005,531
U.S. Government securities$1,815,0005,371
U.S. Treasury securities$304,0001,209
U.S. Government agency obligations$1,511,0005,323
Securities issued by states & political subdivisions$1,756,0004,276
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$3,007,0004,311
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)$3,571,0005,182
Total debt securities$3,571,0005,508
Structured notes
Amortized cost$01,470
Fair value$01,471
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0143
2015-12-31Rank
Total securities$6,015,0005,294
U.S. Government securities$4,312,0004,964
U.S. Treasury securities$301,0001,280
U.S. Government agency obligations$4,011,0004,898
Securities issued by states & political subdivisions$1,703,0004,339
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$4,312,0004,045
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)$6,015,0004,949
Total debt securities$6,015,0005,276
Structured notes
Amortized cost$2,500,000645
Fair value$2,498,000653
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$7,517,0005,229
U.S. Government securities$5,642,0004,845
U.S. Treasury securities$304,0001,209
U.S. Government agency obligations$5,338,0004,785
Securities issued by states & political subdivisions$1,875,0004,347
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$5,772,0003,834
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)$7,517,0004,867
Total debt securities$7,517,0005,207
Structured notes
Amortized cost$3,500,000609
Fair value$3,501,000613
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$9,876,0005,087
U.S. Government securities$7,384,0004,699
U.S. Treasury securities$302,0001,249
U.S. Government agency obligations$7,082,0004,630
Securities issued by states & political subdivisions$2,492,0004,190
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$5,431,0003,932
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)$9,876,0004,724
Total debt securities$9,876,0005,066
Structured notes
Amortized cost$4,476,000597
Fair value$4,482,000583
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$11,170,0005,017
U.S. Government securities$8,645,0004,577
U.S. Treasury securities$303,0001,236
U.S. Government agency obligations$8,342,0004,511
Securities issued by states & political subdivisions$2,525,0004,202
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$5,618,0003,940
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)$11,170,0004,647
Total debt securities$11,170,0005,000
Structured notes
Amortized cost$5,362,000557
Fair value$5,398,000559
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$9,346,0005,280
U.S. Government securities$6,826,0004,922
U.S. Treasury securities$299,0001,272
U.S. Government agency obligations$6,527,0004,853
Securities issued by states & political subdivisions$2,520,0004,256
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
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)$9,346,0004,886
Total debt securities$9,346,0005,261
Structured notes
Amortized cost$3,395,000824
Fair value$3,444,000814
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$11,445,0005,157
U.S. Government securities$8,882,0004,692
U.S. Treasury securities$297,0001,294
U.S. Government agency obligations$8,585,0004,620
Securities issued by states & political subdivisions$2,563,0004,290
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$4,469,0004,290
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
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)$11,445,0004,768
Total debt securities$11,444,0005,138
Structured notes
Amortized cost$5,461,000657
Fair value$5,493,000639
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$12,622,0005,124
U.S. Government securities$9,933,0004,618
U.S. Treasury securities$298,0001,254
U.S. Government agency obligations$9,635,0004,539
Securities issued by states & political subdivisions$2,689,0004,291
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$4,712,0004,270
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
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)$12,622,0004,717
Total debt securities$12,622,0005,099
Structured notes
Amortized cost$6,540,000596
Fair value$6,528,000589
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$12,171,0005,206
U.S. Government securities$9,561,0004,700
U.S. Treasury securities$296,0001,111
U.S. Government agency obligations$9,265,0004,641
Securities issued by states & political subdivisions$2,610,0004,349
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,749
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
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)$12,171,0004,798
Total debt securities$12,171,0005,177
Structured notes
Amortized cost$6,273,000622
Fair value$6,157,000616
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$9,970,0005,441
U.S. Government securities$7,222,0005,052
U.S. Treasury securities$01,131
U.S. Government agency obligations$7,222,0004,949
Securities issued by states & political subdivisions$2,748,0004,332
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$3,714,0004,541
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
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)$9,970,0005,052
Total debt securities$9,970,0005,416
Structured notes
Amortized cost$3,903,000883
Fair value$3,758,000863
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$8,976,0005,605
U.S. Government securities$6,399,0005,247
U.S. Treasury securities$01,131
U.S. Government agency obligations$6,399,0005,149
Securities issued by states & political subdivisions$2,577,0004,376
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$3,725,0004,600
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
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)$8,976,0005,218
Total debt securities$8,976,0005,577
Structured notes
Amortized cost$3,044,000967
Fair value$2,930,000983
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$5,013,0006,080
U.S. Government securities$2,393,0006,002
U.S. Treasury securities$01,152
U.S. Government agency obligations$2,393,0005,901
Securities issued by states & political subdivisions$2,620,0004,377
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$3,645,0004,624
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
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)$5,013,0005,697
Total debt securities$5,013,0006,054
Structured notes
Amortized cost$1,000,0001,552
Fair value$971,0001,661
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$5,246,0006,101
U.S. Government securities$2,437,0006,046
U.S. Treasury securities$01,161
U.S. Government agency obligations$2,437,0005,935
Securities issued by states & political subdivisions$2,809,0004,317
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$3,302,0004,756
Mortgage-backed securities$05,765
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
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)$5,246,0005,724
Total debt securities$5,246,0006,078
Structured notes
Amortized cost$1,000,0001,588
Fair value$994,0001,738
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$5,249,0006,140
U.S. Government securities$2,442,0006,069
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,442,0005,969
Securities issued by states & political subdivisions$2,807,0004,305
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$06,039
Mortgage-backed securities$05,808
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
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)$5,249,0005,745
Total debt securities$5,249,0006,115
Structured notes
Amortized cost$1,250,0001,533
Fair value$1,246,0001,547
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$5,777,0006,166
U.S. Government securities$2,649,0006,140
U.S. Treasury securities$01,086
U.S. Government agency obligations$2,649,0006,042
Securities issued by states & political subdivisions$3,128,0004,227
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$3,262,0004,824
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
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)$5,777,0005,772
Total debt securities$5,774,0006,138
Structured notes
Amortized cost$1,000,0001,762
Fair value$1,001,0001,845
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$6,729,0006,104
U.S. Government securities$2,953,0006,185
U.S. Treasury securities$01,068
U.S. Government agency obligations$2,953,0006,091
Securities issued by states & political subdivisions$3,776,0003,993
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$3,389,0004,837
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
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)$6,729,0005,693
Total debt securities$6,729,0006,076
Structured notes
Amortized cost$1,000,0001,971
Fair value$1,002,0002,051
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$6,700,0006,158
U.S. Government securities$2,928,0006,275
U.S. Treasury securities$01,157
U.S. Government agency obligations$2,928,0006,171
Securities issued by states & political subdivisions$3,772,0003,928
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$3,368,0004,880
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
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)$6,700,0005,730
Total debt securities$6,700,0006,130
Structured notes
Amortized cost$1,000,0002,204
Fair value$991,0002,374
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$5,984,0006,265
U.S. Government securities$2,201,0006,437
U.S. Treasury securities$01,076
U.S. Government agency obligations$2,201,0006,342
Securities issued by states & political subdivisions$3,783,0003,898
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$2,981,0004,792
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
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)$5,984,0005,824
Total debt securities$5,984,0006,233
Structured notes
Amortized cost$1,350,0001,989
Fair value$1,352,0001,990
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$6,190,0006,252
U.S. Government securities$2,136,0006,509
U.S. Treasury securities$01,126
U.S. Government agency obligations$2,136,0006,405
Securities issued by states & political subdivisions$4,054,0003,774
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,942
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
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)$6,190,0005,812
Total debt securities$6,189,0006,222
Structured notes
Amortized cost$1,100,0002,172
Fair value$1,105,0002,173
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$7,507,0006,166
U.S. Government securities$3,375,0006,368
U.S. Treasury securities$01,225
U.S. Government agency obligations$3,375,0006,246
Securities issued by states & political subdivisions$4,132,0003,707
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$3,654,0004,629
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
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)$7,507,0005,724
Total debt securities$7,507,0006,135
Structured notes
Amortized cost$2,350,0001,858
Fair value$2,356,0001,859
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$6,571,0006,324
U.S. Government securities$2,788,0006,517
U.S. Treasury securities$01,272
U.S. Government agency obligations$2,788,0006,397
Securities issued by states & political subdivisions$3,783,0003,772
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$3,620,0004,635
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
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)$6,571,0005,854
Total debt securities$6,571,0006,290
Structured notes
Amortized cost$2,350,0001,894
Fair value$2,343,0001,895
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$5,725,0006,407
U.S. Government securities$2,062,0006,651
U.S. Treasury securities$01,275
U.S. Government agency obligations$2,062,0006,534
Securities issued by states & political subdivisions$3,663,0003,812
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$2,918,0004,891
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
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)$5,725,0005,919
Total debt securities$5,725,0006,377
Structured notes
Amortized cost$1,350,0002,210
Fair value$1,328,0002,213
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$5,451,0006,475
U.S. Government securities$2,402,0006,596
U.S. Treasury securities$01,180
U.S. Government agency obligations$2,402,0006,478
Securities issued by states & political subdivisions$3,049,0003,951
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$3,380,0004,763
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)$5,451,0005,969
Total debt securities$5,451,0006,433
Structured notes
Amortized cost$350,0002,971
Fair value$356,0002,967
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$6,309,0006,408
U.S. Government securities$3,176,0006,510
U.S. Treasury securities$01,121
U.S. Government agency obligations$3,176,0006,387
Securities issued by states & political subdivisions$3,133,0003,842
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$4,044,0004,592
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)$6,309,0005,897
Total debt securities$6,309,0006,368
Structured notes
Amortized cost$1,100,0002,423
Fair value$1,108,0002,424
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$8,315,0006,089
U.S. Government securities$4,172,0006,332
U.S. Treasury securities$01,130
U.S. Government agency obligations$4,172,0006,222
Securities issued by states & political subdivisions$4,143,0003,511
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$3,797,0004,742
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)$8,315,0005,601
Total debt securities$8,315,0006,045
Structured notes
Amortized cost$1,100,0002,215
Fair value$1,094,0002,222
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$7,274,0006,285
U.S. Government securities$3,135,0006,633
U.S. Treasury securities$01,077
U.S. Government agency obligations$3,135,0006,534
Securities issued by states & political subdivisions$4,139,0003,527
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$3,926,0004,728
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)$7,274,0005,782
Total debt securities$7,274,0006,246
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$7,779,0006,227
U.S. Government securities$3,693,0006,534
U.S. Treasury securities$01,047
U.S. Government agency obligations$3,693,0006,440
Securities issued by states & political subdivisions$4,086,0003,535
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$3,173,0005,031
Mortgage-backed securities$28,0006,254
Certificates of participation in pools of residential mortgages$28,0005,967
Issued or guaranteed by U.S.$28,0005,946
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)$753,0002,556
Available-for-sale securities (fair market value)$7,026,0005,859
Total debt securities$7,779,0006,187
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$7,803,0006,232
U.S. Government securities$5,302,0006,077
U.S. Treasury securities$01,036
U.S. Government agency obligations$5,302,0005,991
Securities issued by states & political subdivisions$2,501,0004,105
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$5,560,0004,242
Mortgage-backed securities$156,0006,079
Certificates of participation in pools of residential mortgages$156,0005,765
Issued or guaranteed by U.S.$156,0005,745
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)$754,0002,595
Available-for-sale securities (fair market value)$7,049,0005,878
Total debt securities$7,803,0006,189
Structured notes
Amortized cost$500,0001,532
Fair value$494,0001,639
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$9,412,0006,003
U.S. Government securities$6,722,0005,839
U.S. Treasury securities$0981
U.S. Government agency obligations$6,722,0005,759
Securities issued by states & political subdivisions$2,690,0003,935
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$4,478,0004,647
Mortgage-backed securities$46,0006,303
Certificates of participation in pools of residential mortgages$46,0006,018
Issued or guaranteed by U.S.$46,0006,000
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)$9,412,0005,480
Total debt securities$9,412,0005,949
Structured notes
Amortized cost$01,699
Fair value$01,699
Trading account assets$0234
Revaluation gains on off-balance sheet contracts$065
Revaluation losses on off-balance sheet contracts$065
2008-12-31Rank
Total securities$8,521,0006,208
U.S. Government securities$5,836,0006,163
U.S. Treasury securities$0973
U.S. Government agency obligations$5,836,0006,078
Securities issued by states & political subdivisions$2,685,0003,901
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$5,268,0004,448
Mortgage-backed securities$54,0006,307
Certificates of participation in pools of residential mortgages$54,0006,016
Issued or guaranteed by U.S.$54,0005,996
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)$8,521,0005,672
Total debt securities$8,521,0006,166
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$8,204,0006,230
U.S. Government securities$5,703,0006,171
U.S. Treasury securities$01,019
U.S. Government agency obligations$5,703,0006,080
Securities issued by states & political subdivisions$2,501,0003,960
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$5,543,0004,376
Mortgage-backed securities$58,0006,309
Certificates of participation in pools of residential mortgages$58,0006,024
Issued or guaranteed by U.S.$58,0006,004
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)$8,204,0005,676
Total debt securities$8,204,0006,190
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$9,272,0006,058
U.S. Government securities$6,894,0005,901
U.S. Treasury securities$01,021
U.S. Government agency obligations$6,894,0005,816
Securities issued by states & political subdivisions$2,378,0004,054
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$6,731,0004,054
Mortgage-backed securities$63,0006,328
Certificates of participation in pools of residential mortgages$63,0006,034
Issued or guaranteed by U.S.$63,0006,009
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)$9,272,0005,541
Total debt securities$9,272,0005,996
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$8,614,0006,209
U.S. Government securities$6,389,0006,044
U.S. Treasury securities$01,044
U.S. Government agency obligations$6,389,0005,952
Securities issued by states & political subdivisions$2,225,0004,144
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$5,206,0004,410
Mortgage-backed securities$70,0006,308
Certificates of participation in pools of residential mortgages$70,0006,008
Issued or guaranteed by U.S.$70,0005,979
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)$8,614,0005,662
Total debt securities$8,614,0006,139
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$7,135,0006,620
U.S. Government securities$5,137,0006,542
U.S. Treasury securities$01,146
U.S. Government agency obligations$5,137,0006,436
Securities issued by states & political subdivisions$1,998,0004,271
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$6,103,0004,224
Mortgage-backed securities$100,0006,168
Certificates of participation in pools of residential mortgages$100,0005,849
Issued or guaranteed by U.S.$100,0005,827
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)$1,0003,658
Available-for-sale securities (fair market value)$7,134,0006,008
Total debt securities$7,135,0006,561
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$6,593,0006,787
U.S. Government securities$4,600,0006,791
U.S. Treasury securities$01,235
U.S. Government agency obligations$4,600,0006,681
Securities issued by states & political subdivisions$1,993,0004,272
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$6,060,0004,231
Mortgage-backed securities$115,0006,101
Certificates of participation in pools of residential mortgages$115,0005,778
Issued or guaranteed by U.S.$115,0005,756
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)$1,0003,717
Available-for-sale securities (fair market value)$6,592,0006,149
Total debt securities$6,593,0006,731
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$6,754,0006,795
U.S. Government securities$4,912,0006,753
U.S. Treasury securities$01,362
U.S. Government agency obligations$4,912,0006,628
Securities issued by states & political subdivisions$1,842,0004,357
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$6,035,0004,239
Mortgage-backed securities$123,0006,098
Certificates of participation in pools of residential mortgages$123,0005,776
Issued or guaranteed by U.S.$123,0005,756
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)$1,0003,757
Available-for-sale securities (fair market value)$6,753,0006,139
Total debt securities$6,754,0006,745
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$6,513,0006,886
U.S. Government securities$4,738,0006,845
U.S. Treasury securities$01,448
U.S. Government agency obligations$4,738,0006,710
Securities issued by states & political subdivisions$1,775,0004,412
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$5,878,0004,306
Mortgage-backed securities$131,0006,102
Certificates of participation in pools of residential mortgages$131,0005,774
Issued or guaranteed by U.S.$131,0005,751
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)$1,0003,834
Available-for-sale securities (fair market value)$6,512,0006,211
Total debt securities$6,513,0006,840
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$6,513,0006,912
U.S. Government securities$4,737,0006,883
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,737,0006,761
Securities issued by states & political subdivisions$1,776,0004,424
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$5,831,0004,320
Mortgage-backed securities$140,0006,107
Certificates of participation in pools of residential mortgages$140,0005,763
Issued or guaranteed by U.S.$140,0005,739
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)$1,0003,920
Available-for-sale securities (fair market value)$6,512,0006,230
Total debt securities$6,513,0006,862
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$6,506,0006,999
U.S. Government securities$4,733,0006,947
U.S. Treasury securities$01,574
U.S. Government agency obligations$4,733,0006,816
Securities issued by states & political subdivisions$1,773,0004,453
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$5,626,0004,416
Mortgage-backed securities$146,0006,124
Certificates of participation in pools of residential mortgages$146,0005,783
Issued or guaranteed by U.S.$146,0005,754
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)$1,0004,017
Available-for-sale securities (fair market value)$6,505,0006,270
Total debt securities$6,506,0006,944
Structured notes
Amortized cost$500,0002,538
Fair value$499,0002,552
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$6,628,0006,993
U.S. Government securities$4,880,0006,948
U.S. Treasury securities$01,634
U.S. Government agency obligations$4,880,0006,809
Securities issued by states & political subdivisions$1,748,0004,462
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$5,560,0004,444
Mortgage-backed securities$156,0006,139
Certificates of participation in pools of residential mortgages$156,0005,799
Issued or guaranteed by U.S.$156,0005,773
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)$1,0004,067
Available-for-sale securities (fair market value)$6,627,0006,251
Total debt securities$6,628,0006,937
Structured notes
Amortized cost$500,0002,594
Fair value$494,0002,628
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$6,696,0007,033
U.S. Government securities$4,929,0006,959
U.S. Treasury securities$01,715
U.S. Government agency obligations$4,929,0006,815
Securities issued by states & political subdivisions$1,767,0004,481
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$2,311,0005,650
Mortgage-backed securities$169,0006,161
Certificates of participation in pools of residential mortgages$169,0005,804
Issued or guaranteed by U.S.$169,0005,780
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)$1,0004,132
Available-for-sale securities (fair market value)$6,695,0006,291
Total debt securities$6,697,0006,974
Structured notes
Amortized cost$500,0002,585
Fair value$495,0002,628
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$6,292,0007,143
U.S. Government securities$4,710,0007,040
U.S. Treasury securities$01,737
U.S. Government agency obligations$4,710,0006,892
Securities issued by states & political subdivisions$1,582,0004,627
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$2,357,0005,664
Mortgage-backed securities$182,0006,215
Certificates of participation in pools of residential mortgages$182,0005,833
Issued or guaranteed by U.S.$182,0005,808
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)$2,0004,199
Available-for-sale securities (fair market value)$6,290,0006,414
Total debt securities$6,292,0007,087
Structured notes
Amortized cost$500,0002,581
Fair value$496,0002,619
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$6,021,0007,232
U.S. Government securities$4,668,0007,069
U.S. Treasury securities$01,786
U.S. Government agency obligations$4,668,0006,925
Securities issued by states & political subdivisions$1,353,0004,796
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$2,569,0005,572
Mortgage-backed securities$202,0006,223
Certificates of participation in pools of residential mortgages$202,0005,828
Issued or guaranteed by U.S.$202,0005,809
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)$6,0004,233
Available-for-sale securities (fair market value)$6,015,0006,484
Total debt securities$6,021,0007,173
Structured notes
Amortized cost$899,0002,353
Fair value$898,0002,346
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$5,789,0007,341
U.S. Government securities$4,511,0007,151
U.S. Treasury securities$01,839
U.S. Government agency obligations$4,511,0007,002
Securities issued by states & political subdivisions$1,278,0004,846
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$2,528,0005,562
Mortgage-backed securities$226,0006,244
Certificates of participation in pools of residential mortgages$226,0005,844
Issued or guaranteed by U.S.$226,0005,816
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,0004,281
Available-for-sale securities (fair market value)$5,782,0006,559
Total debt securities$5,788,0007,275
Structured notes
Amortized cost$899,0002,346
Fair value$899,0002,336
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$5,519,0007,472
U.S. Government securities$4,505,0007,229
U.S. Treasury securities$01,963
U.S. Government agency obligations$4,505,0007,061
Securities issued by states & political subdivisions$1,014,0005,093
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$2,527,0005,620
Mortgage-backed securities$249,0006,280
Certificates of participation in pools of residential mortgages$249,0005,876
Issued or guaranteed by U.S.$249,0005,855
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,0004,334
Available-for-sale securities (fair market value)$5,508,0006,684
Total debt securities$5,518,0007,403
Structured notes
Amortized cost$899,0002,340
Fair value$897,0002,329
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$4,155,0007,861
U.S. Government securities$2,886,0007,783
U.S. Treasury securities$01,963
U.S. Government agency obligations$2,886,0007,629
Securities issued by states & political subdivisions$1,269,0004,885
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$2,626,0005,575
Mortgage-backed securities$274,0006,283
Certificates of participation in pools of residential mortgages$274,0005,877
Issued or guaranteed by U.S.$274,0005,863
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$12,0004,395
Available-for-sale securities (fair market value)$4,143,0007,063
Total debt securities$4,155,0007,796
Structured notes
Amortized cost$02,874
Fair value$02,875
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$050
2004-09-30Rank
Total securities$4,287,0007,850
U.S. Government securities$2,929,0007,810
U.S. Treasury securities$01,990
U.S. Government agency obligations$2,929,0007,653
Securities issued by states & political subdivisions$1,358,0004,826
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$2,750,0005,525
Mortgage-backed securities$304,0006,291
Certificates of participation in pools of residential mortgages$304,0005,867
Issued or guaranteed by U.S.$304,0005,854
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,0004,448
Available-for-sale securities (fair market value)$4,273,0007,059
Total debt securities$4,287,0007,790
Structured notes
Amortized cost$02,853
Fair value$02,854
Trading account assets$0149
Revaluation gains on off-balance sheet contracts$057
Revaluation losses on off-balance sheet contracts$055
2004-06-30Rank
Total securities$3,239,0008,185
U.S. Government securities$1,845,0008,235
U.S. Treasury securities$02,098
U.S. Government agency obligations$1,845,0008,088
Securities issued by states & political subdivisions$1,394,0004,797
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$2,152,0005,816
Mortgage-backed securities$332,0006,333
Certificates of participation in pools of residential mortgages$332,0005,902
Issued or guaranteed by U.S.$332,0005,891
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,0004,492
Available-for-sale securities (fair market value)$3,224,0007,379
Total debt securities$3,238,0008,124
Structured notes
Amortized cost$02,808
Fair value$02,807
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$3,378,0008,127
U.S. Government securities$1,931,0008,177
U.S. Treasury securities$02,082
U.S. Government agency obligations$1,931,0008,032
Securities issued by states & political subdivisions$1,447,0004,760
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$2,294,0005,717
Mortgage-backed securities$394,0006,287
Certificates of participation in pools of residential mortgages$394,0005,842
Issued or guaranteed by U.S.$394,0005,827
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,0004,527
Available-for-sale securities (fair market value)$3,362,0007,322
Total debt securities$3,378,0008,059
Structured notes
Amortized cost$02,579
Fair value$02,579
Trading account assets$0144
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$052
2003-12-31Rank
Total securities$7,405,0007,219
U.S. Government securities$5,970,0006,931
U.S. Treasury securities$02,227
U.S. Government agency obligations$5,970,0006,755
Securities issued by states & political subdivisions$1,435,0004,812
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$5,955,0004,139
Mortgage-backed securities$429,0006,283
Certificates of participation in pools of residential mortgages$429,0005,848
Issued or guaranteed by U.S.$429,0005,829
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$27,0004,555
Available-for-sale securities (fair market value)$7,378,0006,406
Total debt securities$7,405,0007,140
Structured notes
Amortized cost$02,453
Fair value$02,455
Trading account assets$0168
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$058
2003-09-30Rank
Total securities$3,512,0008,160
U.S. Government securities$2,019,0008,191
U.S. Treasury securities$02,287
U.S. Government agency obligations$2,019,0008,034
Securities issued by states & political subdivisions$1,493,0004,781
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$2,177,0005,702
Mortgage-backed securities$465,0006,301
Certificates of participation in pools of residential mortgages$465,0005,847
Issued or guaranteed by U.S.$465,0005,823
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$49,0004,524
Available-for-sale securities (fair market value)$3,463,0007,351
Total debt securities$3,512,0008,075
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$3,215,0008,264
U.S. Government securities$1,625,0008,347
U.S. Treasury securities$02,322
U.S. Government agency obligations$1,625,0008,181
Securities issued by states & political subdivisions$1,590,0004,667
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$1,628,0006,080
Mortgage-backed securities$573,0006,253
Certificates of participation in pools of residential mortgages$573,0005,759
Issued or guaranteed by U.S.$573,0005,737
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$56,0004,536
Available-for-sale securities (fair market value)$3,159,0007,430
Total debt securities$3,215,0008,192
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$3,295,0008,291
U.S. Government securities$1,877,0008,347
U.S. Treasury securities$02,382
U.S. Government agency obligations$1,877,0008,165
Securities issued by states & political subdivisions$1,418,0004,746
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$2,177,0005,748
Mortgage-backed securities$296,0006,576
Certificates of participation in pools of residential mortgages$296,0006,119
Issued or guaranteed by U.S.$296,0006,101
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$59,0004,579
Available-for-sale securities (fair market value)$3,236,0007,429
Total debt securities$3,295,0008,215
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$3,150,0008,382
U.S. Government securities$1,894,0008,386
U.S. Treasury securities$02,544
U.S. Government agency obligations$1,894,0008,198
Securities issued by states & political subdivisions$1,256,0004,904
Other domestic debt securities$04,152
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,196,0005,756
Mortgage-backed securities$43,0007,117
Certificates of participation in pools of residential mortgages$43,0006,728
Issued or guaranteed by U.S.$43,0006,708
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$63,0004,661
Available-for-sale securities (fair market value)$3,087,0007,499
Total debt securities$3,150,0008,295
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$2,789,0008,644
U.S. Government securities$1,407,0008,731
U.S. Treasury securities$03,182
U.S. Government agency obligations$1,407,0008,547
Securities issued by states & political subdivisions$1,382,0004,834
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$2,415,0005,694
Mortgage-backed securities$76,0007,050
Certificates of participation in pools of residential mortgages$76,0006,591
Issued or guaranteed by U.S.$76,0006,569
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
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)$116,0004,788
Available-for-sale securities (fair market value)$2,673,0007,720
Total debt securities$2,789,0008,546
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$2,622,0009,113
U.S. Government securities$1,113,0009,273
U.S. Treasury securities$04,186
U.S. Government agency obligations$1,113,0009,026
Securities issued by states & political subdivisions$1,509,0004,819
Other domestic debt securities$03,998
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$03,386
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,157,0006,152
Mortgage-backed securities$114,0006,860
Certificates of participation in pools of residential mortgages$114,0006,348
Issued or guaranteed by U.S.$114,0006,326
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
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)$539,0004,893
Available-for-sale securities (fair market value)$2,083,0008,142
Total debt securities$2,622,0008,995
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$2,868,0009,364
U.S. Government securities$1,113,0009,641
U.S. Treasury securities$05,412
U.S. Government agency obligations$1,113,0009,317
Securities issued by states & political subdivisions$1,755,0004,827
Other domestic debt securities$03,983
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$03,254
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,926,0006,424
Mortgage-backed securities$141,0007,139
Certificates of participation in pools of residential mortgages$141,0006,577
Issued or guaranteed by U.S.$141,0006,559
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
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)$566,0005,269
Available-for-sale securities (fair market value)$2,302,0008,315
Total debt securities$2,868,0009,273
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$3,185,0009,420
U.S. Government securities$1,371,0009,696
U.S. Treasury securities$06,820
U.S. Government agency obligations$1,371,0009,111
Securities issued by states & political subdivisions$1,814,0004,877
Other domestic debt securities$03,984
Privately issued residential mortgage-backed securities$01,703
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$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,727,0006,369
Mortgage-backed securities$170,0007,299
Certificates of participation in pools of residential mortgages$170,0006,735
Issued or guaranteed by U.S.$170,0006,713
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$695,0005,666
Available-for-sale securities (fair market value)$2,490,0008,305
Total debt securities$3,185,0009,297
Structured notes
Amortized cost$99,0001,587
Fair value$99,0001,574
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$3,593,0009,758
U.S. Government securities$1,702,00010,165
U.S. Treasury securities$07,921
U.S. Government agency obligations$1,702,0009,248
Securities issued by states & political subdivisions$1,891,0004,712
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$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,015,0006,437
Mortgage-backed securities$304,0007,350
Certificates of participation in pools of residential mortgages$304,0006,614
Issued or guaranteed by U.S.$304,0006,591
Privately issued$0394
Collaterized mortgage obligations$05,126
CMOs issued by government agencies or sponsored agencies$04,813
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)$1,453,0005,980
Available-for-sale securities (fair market value)$2,140,0008,667
Total debt securities$3,593,0009,648
Structured notes
Amortized cost$198,0002,764
Fair value$197,0002,728
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$4,116,00010,126
U.S. Government securities$2,501,00010,381
U.S. Treasury securities$08,776
U.S. Government agency obligations$2,501,0009,149
Securities issued by states & political subdivisions$1,615,0005,210
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$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,775,0006,041
Mortgage-backed securities$371,0007,792
Certificates of participation in pools of residential mortgages$371,0006,986
Issued or guaranteed by U.S.$371,0006,967
Privately issued$0472
Collaterized mortgage obligations$05,615
CMOs issued by government agencies or sponsored agencies$05,273
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)$1,858,0006,409
Available-for-sale securities (fair market value)$2,258,0008,908
Total debt securities$4,116,00010,024
Structured notes
Amortized cost$597,0002,385
Fair value$599,0002,343
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,579,0009,959
U.S. Government securities$4,271,0009,921
U.S. Treasury securities$010,180
U.S. Government agency obligations$4,271,0008,157
Securities issued by states & political subdivisions$1,308,0005,844
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$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,008,0006,856
Mortgage-backed securities$469,0008,053
Certificates of participation in pools of residential mortgages$469,0007,076
Issued or guaranteed by U.S.$469,0007,044
Privately issued$0558
Collaterized mortgage obligations$06,113
CMOs issued by government agencies or sponsored agencies$05,699
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)$3,322,0005,841
Available-for-sale securities (fair market value)$2,257,0009,286
Total debt securities$5,579,0009,842
Structured notes
Amortized cost$946,0002,940
Fair value$931,0002,913
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$5,717,00010,517
U.S. Government securities$5,237,00010,026
U.S. Treasury securities$011,131
U.S. Government agency obligations$5,237,0007,577
Securities issued by states & political subdivisions$480,0007,760
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$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,625,0007,498
Mortgage-backed securities$124,0009,502
Certificates of participation in pools of residential mortgages$124,0008,693
Issued or guaranteed by U.S.$124,0008,663
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
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)$4,923,0008,035
Available-for-sale securities (fair market value)$794,0009,856
Total debt securities$5,717,00010,407
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$5,442,00011,059
U.S. Government securities$5,104,00010,458
U.S. Treasury securities$011,566
U.S. Government agency obligations$5,104,0007,823
Securities issued by states & political subdivisions$338,0008,340
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,267,0008,072
Mortgage-backed securities$215,0009,898
Certificates of participation in pools of residential mortgages$215,0008,949
Issued or guaranteed by U.S.$215,0008,890
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$5,442,00010,921
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$6,562,00010,783
U.S. Government securities$6,267,0009,988
U.S. Treasury securities$686,00011,003
U.S. Government agency obligations$5,581,0007,632
Securities issued by states & political subdivisions$195,0008,800
Other domestic debt securities$100,0006,649
Privately issued residential mortgage-backed securities$100,0003,491
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$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,048,0005,925
Mortgage-backed securities$541,0009,692
Certificates of participation in pools of residential mortgages$441,0008,751
Issued or guaranteed by U.S.$441,0008,686
Privately issued$0831
Collaterized mortgage obligations$100,0006,945
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$100,0002,994
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$6,562,00010,642
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