Heritage Bank of the Ozarks, Securities

2019-12-31Rank
Total securities$26,770,0003,015
U.S. Government securities$26,063,0002,232
U.S. Treasury securities$01,363
U.S. Government agency obligations$26,063,0002,115
Securities issued by states & political subdivisions$692,0003,976
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$15,000304
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,180,0002,698
Mortgage-backed securities$14,331,0002,284
Certificates of participation in pools of residential mortgages$14,331,0001,631
Issued or guaranteed by U.S.$14,331,0001,586
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)$26,770,0002,826
Total debt securities$26,755,0002,997
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$27,972,0002,951
U.S. Government securities$27,258,0002,188
U.S. Treasury securities$01,429
U.S. Government agency obligations$27,258,0002,077
Securities issued by states & political subdivisions$699,0004,018
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$15,000397
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,372,0003,074
Mortgage-backed securities$15,391,0002,212
Certificates of participation in pools of residential mortgages$15,391,0001,544
Issued or guaranteed by U.S.$15,391,0001,497
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)$27,972,0002,754
Total debt securities$27,958,0002,937
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$24,973,0003,163
U.S. Government securities$24,263,0002,373
U.S. Treasury securities$01,467
U.S. Government agency obligations$24,263,0002,252
Securities issued by states & political subdivisions$698,0004,084
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$12,000435
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$9,667,0002,745
Mortgage-backed securities$8,059,0002,787
Certificates of participation in pools of residential mortgages$8,059,0002,166
Issued or guaranteed by U.S.$8,059,0002,119
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)$24,973,0002,938
Total debt securities$24,960,0003,145
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$23,456,0003,302
U.S. Government securities$22,742,0002,506
U.S. Treasury securities$01,516
U.S. Government agency obligations$22,742,0002,369
Securities issued by states & political subdivisions$700,0004,139
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$14,000435
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,502,0002,581
Mortgage-backed securities$7,202,0002,887
Certificates of participation in pools of residential mortgages$7,202,0002,284
Issued or guaranteed by U.S.$7,202,0002,233
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)$23,456,0003,059
Total debt securities$23,442,0003,283
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$28,026,0003,077
U.S. Government securities$27,316,0002,262
U.S. Treasury securities$01,513
U.S. Government agency obligations$27,316,0002,147
Securities issued by states & political subdivisions$699,0004,186
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$11,000602
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,040,0002,551
Mortgage-backed securities$7,164,0002,888
Certificates of participation in pools of residential mortgages$7,164,0002,285
Issued or guaranteed by U.S.$7,164,0002,253
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)$28,026,0002,853
Total debt securities$28,015,0003,059
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$28,529,0003,072
U.S. Government securities$26,803,0002,313
U.S. Treasury securities$01,500
U.S. Government agency obligations$26,803,0002,202
Securities issued by states & political subdivisions$1,712,0003,893
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$14,000629
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,613,0002,919
Mortgage-backed securities$7,173,0002,917
Certificates of participation in pools of residential mortgages$7,173,0002,322
Issued or guaranteed by U.S.$7,173,0002,311
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)$28,529,0002,840
Total debt securities$28,514,0003,051
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$28,999,0003,089
U.S. Government securities$20,460,0002,689
U.S. Treasury securities$01,475
U.S. Government agency obligations$20,460,0002,556
Securities issued by states & political subdivisions$1,728,0003,946
Other domestic debt securities$6,794,000803
Privately issued residential mortgage-backed securities$6,794,000243
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$17,000641
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,811,0003,360
Mortgage-backed securities$7,454,0002,919
Certificates of participation in pools of residential mortgages$7,454,0002,334
Issued or guaranteed by U.S.$660,0003,706
Privately issued$6,794,000123
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)$28,999,0002,857
Total debt securities$28,981,0003,071
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$25,935,0003,279
U.S. Government securities$24,177,0002,524
U.S. Treasury securities$01,426
U.S. Government agency obligations$24,177,0002,408
Securities issued by states & political subdivisions$1,742,0003,982
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$16,000687
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,408,0003,824
Mortgage-backed securities$7,670,0002,895
Certificates of participation in pools of residential mortgages$7,670,0002,349
Issued or guaranteed by U.S.$7,670,0002,346
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)$25,935,0003,029
Total debt securities$25,920,0003,257
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$23,600,0003,491
U.S. Government securities$21,826,0002,671
U.S. Treasury securities$01,328
U.S. Government agency obligations$21,826,0002,546
Securities issued by states & political subdivisions$1,759,0004,050
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$15,000970
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,413,0003,876
Mortgage-backed securities$8,069,0002,890
Certificates of participation in pools of residential mortgages$8,069,0002,346
Issued or guaranteed by U.S.$8,069,0002,343
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)$23,600,0003,218
Total debt securities$23,585,0003,469
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$23,213,0003,561
U.S. Government securities$20,849,0002,770
U.S. Treasury securities$01,313
U.S. Government agency obligations$20,849,0002,662
Securities issued by states & political subdivisions$2,350,0003,954
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$14,0001,001
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,925,0003,658
Mortgage-backed securities$7,477,0002,984
Certificates of participation in pools of residential mortgages$7,477,0002,466
Issued or guaranteed by U.S.$7,477,0002,465
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)$23,213,0003,279
Total debt securities$23,198,0003,537
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$23,357,0003,596
U.S. Government securities$20,983,0002,787
U.S. Treasury securities$01,351
U.S. Government agency obligations$20,983,0002,680
Securities issued by states & political subdivisions$2,361,0003,978
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$13,000988
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,427,0003,768
Mortgage-backed securities$7,689,0002,990
Certificates of participation in pools of residential mortgages$7,689,0002,484
Issued or guaranteed by U.S.$7,689,0002,483
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)$23,357,0003,312
Total debt securities$23,344,0003,571
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$21,289,0003,768
U.S. Government securities$18,917,0002,997
U.S. Treasury securities$01,390
U.S. Government agency obligations$18,917,0002,867
Securities issued by states & political subdivisions$2,360,0004,026
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$12,0001,007
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,171,0003,849
Mortgage-backed securities$6,774,0003,163
Certificates of participation in pools of residential mortgages$6,774,0002,646
Issued or guaranteed by U.S.$6,774,0002,646
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)$21,289,0003,464
Total debt securities$21,278,0003,745
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$18,576,0003,960
U.S. Government securities$15,959,0003,218
U.S. Treasury securities$01,367
U.S. Government agency obligations$15,959,0003,095
Securities issued by states & political subdivisions$2,605,0004,001
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$12,0001,015
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,199,0004,088
Mortgage-backed securities$5,795,0003,303
Certificates of participation in pools of residential mortgages$5,795,0002,828
Issued or guaranteed by U.S.$5,795,0002,824
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)$18,576,0003,652
Total debt securities$18,565,0003,934
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$17,306,0004,072
U.S. Government securities$14,627,0003,340
U.S. Treasury securities$01,214
U.S. Government agency obligations$14,627,0003,223
Securities issued by states & political subdivisions$2,670,0004,006
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$9,0001,024
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,627,0004,044
Mortgage-backed securities$4,101,0003,612
Certificates of participation in pools of residential mortgages$4,101,0003,177
Issued or guaranteed by U.S.$4,101,0003,176
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)$17,306,0003,745
Total debt securities$17,296,0004,048
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$16,953,0004,161
U.S. Government securities$14,250,0003,475
U.S. Treasury securities$01,253
U.S. Government agency obligations$14,250,0003,350
Securities issued by states & political subdivisions$2,696,0004,017
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$7,0001,055
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,655,0004,118
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)$16,953,0003,829
Total debt securities$16,947,0004,139
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$11,929,0004,668
U.S. Government securities$9,233,0004,152
U.S. Treasury securities$01,296
U.S. Government agency obligations$9,233,0004,036
Securities issued by states & political subdivisions$2,688,0004,039
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$8,0001,058
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,787,0004,127
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)$11,929,0004,310
Total debt securities$11,921,0004,647
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$9,259,0004,983
U.S. Government securities$6,565,0004,606
U.S. Treasury securities$01,367
U.S. Government agency obligations$6,565,0004,481
Securities issued by states & political subdivisions$2,689,0004,077
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$5,0001,098
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,494,0004,489
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)$9,259,0004,627
Total debt securities$9,254,0004,963
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$8,837,0005,114
U.S. Government securities$4,972,0004,962
U.S. Treasury securities$01,303
U.S. Government agency obligations$4,972,0004,849
Securities issued by states & political subdivisions$3,860,0003,853
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$5,0001,117
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,677,0004,252
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)$8,837,0004,745
Total debt securities$8,833,0005,091
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$8,830,0005,185
U.S. Government securities$4,966,0005,068
U.S. Treasury securities$01,348
U.S. Government agency obligations$4,966,0004,963
Securities issued by states & political subdivisions$3,858,0003,863
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$6,0001,115
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,437,0004,115
Mortgage-backed securities$765,0004,652
Certificates of participation in pools of residential mortgages$765,0004,393
Issued or guaranteed by U.S.$765,0004,389
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)$8,830,0004,822
Total debt securities$8,825,0005,166
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$6,342,0005,496
U.S. Government securities$2,085,0005,636
U.S. Treasury securities$01,327
U.S. Government agency obligations$2,085,0005,545
Securities issued by states & political subdivisions$4,252,0003,766
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$5,0001,138
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,332,0003,993
Mortgage-backed securities$1,274,0004,544
Certificates of participation in pools of residential mortgages$990,0004,345
Issued or guaranteed by U.S.$990,0004,339
Privately issued$070
Collaterized mortgage obligations$284,0003,107
CMOs issued by government agencies or sponsored agencies$284,0003,007
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)$6,342,0005,129
Total debt securities$6,337,0005,477
Structured notes
Amortized cost$02,098
Fair value$02,100
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$0145
Revaluation losses on off-balance sheet contracts$0147
2014-12-31Rank
Total securities$6,331,0005,604
U.S. Government securities$2,103,0005,722
U.S. Treasury securities$01,361
U.S. Government agency obligations$2,103,0005,627
Securities issued by states & political subdivisions$4,224,0003,819
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$4,0001,151
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,325,0004,271
Mortgage-backed securities$1,800,0004,467
Certificates of participation in pools of residential mortgages$1,506,0004,232
Issued or guaranteed by U.S.$1,506,0004,224
Privately issued$075
Collaterized mortgage obligations$294,0003,148
CMOs issued by government agencies or sponsored agencies$294,0003,048
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)$6,331,0005,226
Total debt securities$6,326,0005,582
Structured notes
Amortized cost$02,200
Fair value$02,202
Trading account assets$0249
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contracts$0145
2014-09-30Rank
Total securities$5,766,0005,742
U.S. Government securities$2,193,0005,796
U.S. Treasury securities$01,381
U.S. Government agency obligations$2,193,0005,702
Securities issued by states & political subdivisions$3,568,0004,016
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$5,0001,166
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,090,0004,643
Mortgage-backed securities$1,892,0004,519
Certificates of participation in pools of residential mortgages$1,586,0004,297
Issued or guaranteed by U.S.$1,586,0004,293
Privately issued$073
Collaterized mortgage obligations$306,0003,204
CMOs issued by government agencies or sponsored agencies$306,0003,090
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)$5,766,0005,372
Total debt securities$5,760,0005,724
Structured notes
Amortized cost$02,301
Fair value$02,301
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0145
2014-06-30Rank
Total securities$4,128,0005,998
U.S. Government securities$3,114,0005,680
U.S. Treasury securities$01,342
U.S. Government agency obligations$3,114,0005,575
Securities issued by states & political subdivisions$1,009,0004,852
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$5,0001,186
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,964,0004,720
Mortgage-backed securities$2,813,0004,358
Certificates of participation in pools of residential mortgages$2,169,0004,160
Issued or guaranteed by U.S.$2,169,0004,158
Privately issued$075
Collaterized mortgage obligations$644,0003,045
CMOs issued by government agencies or sponsored agencies$644,0002,944
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)$4,128,0005,604
Total debt securities$4,124,0005,971
Structured notes
Amortized cost$02,363
Fair value$02,363
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0140
Revaluation losses on off-balance sheet contracts$0146
2014-03-31Rank
Total securities$3,088,0006,167
U.S. Government securities$2,785,0005,800
U.S. Treasury securities$01,198
U.S. Government agency obligations$2,785,0005,702
Securities issued by states & political subdivisions$298,0005,247
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$5,0001,203
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,280,0004,931
Mortgage-backed securities$2,488,0004,473
Certificates of participation in pools of residential mortgages$1,813,0004,309
Issued or guaranteed by U.S.$1,813,0004,305
Privately issued$076
Collaterized mortgage obligations$675,0003,056
CMOs issued by government agencies or sponsored agencies$675,0002,954
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)$3,088,0005,762
Total debt securities$3,084,0006,139
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$2,370,0006,319
U.S. Government securities$2,365,0005,924
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,365,0005,827
Securities issued by states & political subdivisions$05,498
Other domestic debt securities$02,651
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$5,0001,225
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,165,0005,337
Mortgage-backed securities$2,068,0004,607
Certificates of participation in pools of residential mortgages$1,360,0004,476
Issued or guaranteed by U.S.$1,360,0004,470
Privately issued$081
Collaterized mortgage obligations$708,0003,031
CMOs issued by government agencies or sponsored agencies$708,0002,920
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)$2,370,0005,917
Total debt securities$2,365,0006,293
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$2,508,0006,373
U.S. Government securities$2,502,0005,963
U.S. Treasury securities$01,131
U.S. Government agency obligations$2,502,0005,865
Securities issued by states & political subdivisions$05,540
Other domestic debt securities$02,731
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$6,0001,221
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,222,0005,372
Mortgage-backed securities$2,206,0004,613
Certificates of participation in pools of residential mortgages$1,458,0004,480
Issued or guaranteed by U.S.$1,458,0004,474
Privately issued$080
Collaterized mortgage obligations$748,0003,040
CMOs issued by government agencies or sponsored agencies$748,0002,922
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)$2,508,0005,973
Total debt securities$2,500,0006,344
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$2,760,0006,367
U.S. Government securities$2,756,0005,932
U.S. Treasury securities$01,152
U.S. Government agency obligations$2,756,0005,830
Securities issued by states & political subdivisions$05,545
Other domestic debt securities$02,792
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$4,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,390,0005,334
Mortgage-backed securities$2,458,0004,559
Certificates of participation in pools of residential mortgages$1,651,0004,381
Issued or guaranteed by U.S.$1,651,0004,378
Privately issued$083
Collaterized mortgage obligations$807,0003,039
CMOs issued by government agencies or sponsored agencies$807,0002,917
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)$2,760,0005,971
Total debt securities$2,754,0006,336
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$2,569,0006,434
U.S. Government securities$2,564,0006,012
U.S. Treasury securities$01,161
U.S. Government agency obligations$2,564,0005,906
Securities issued by states & political subdivisions$05,582
Other domestic debt securities$02,789
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$5,0001,243
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,492,0005,347
Mortgage-backed securities$2,260,0004,641
Certificates of participation in pools of residential mortgages$1,780,0004,374
Issued or guaranteed by U.S.$1,780,0004,371
Privately issued$083
Collaterized mortgage obligations$480,0003,258
CMOs issued by government agencies or sponsored agencies$480,0003,119
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)$2,569,0006,041
Total debt securities$2,563,0006,403
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$2,635,0006,470
U.S. Government securities$2,630,0006,018
U.S. Treasury securities$01,135
U.S. Government agency obligations$2,630,0005,914
Securities issued by states & political subdivisions$05,626
Other domestic debt securities$02,785
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$5,0001,221
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,378,0005,427
Mortgage-backed securities$2,024,0004,738
Certificates of participation in pools of residential mortgages$1,494,0004,498
Issued or guaranteed by U.S.$1,494,0004,497
Privately issued$085
Collaterized mortgage obligations$530,0003,269
CMOs issued by government agencies or sponsored agencies$530,0003,129
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)$2,635,0006,063
Total debt securities$2,629,0006,440
Structured notes
Amortized cost$02,454
Fair value$02,454
Trading account assets$0242
Revaluation gains on off-balance sheet contracts$0124
Revaluation losses on off-balance sheet contracts$0126
2012-09-30Rank
Total securities$2,768,0006,556
U.S. Government securities$2,768,0006,115
U.S. Treasury securities$01,086
U.S. Government agency obligations$2,768,0006,015
Securities issued by states & political subdivisions$05,673
Other domestic debt securities$02,872
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,160,0005,586
Mortgage-backed securities$2,159,0004,802
Certificates of participation in pools of residential mortgages$1,579,0004,585
Issued or guaranteed by U.S.$1,579,0004,583
Privately issued$088
Collaterized mortgage obligations$580,0003,324
CMOs issued by government agencies or sponsored agencies$580,0003,174
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)$2,768,0006,152
Total debt securities$2,769,0006,522
Structured notes
Amortized cost$02,644
Fair value$02,644
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0122
Revaluation losses on off-balance sheet contracts$0121
2012-06-30Rank
Total securities$2,990,0006,595
U.S. Government securities$2,990,0006,176
U.S. Treasury securities$01,068
U.S. Government agency obligations$2,990,0006,081
Securities issued by states & political subdivisions$05,701
Other domestic debt securities$02,873
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,023,0005,709
Mortgage-backed securities$2,378,0004,808
Certificates of participation in pools of residential mortgages$1,666,0004,600
Issued or guaranteed by U.S.$1,666,0004,598
Privately issued$094
Collaterized mortgage obligations$712,0003,282
CMOs issued by government agencies or sponsored agencies$712,0003,123
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)$2,990,0006,176
Total debt securities$2,990,0006,565
Structured notes
Amortized cost$02,893
Fair value$02,893
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$0111
Revaluation losses on off-balance sheet contracts$0119
2012-03-31Rank
Total securities$2,850,0006,681
U.S. Government securities$2,850,0006,291
U.S. Treasury securities$01,157
U.S. Government agency obligations$2,850,0006,187
Securities issued by states & political subdivisions$05,702
Other domestic debt securities$02,874
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,076,0005,716
Mortgage-backed securities$2,241,0004,873
Certificates of participation in pools of residential mortgages$1,409,0004,707
Issued or guaranteed by U.S.$1,409,0004,704
Privately issued$094
Collaterized mortgage obligations$832,0003,254
CMOs issued by government agencies or sponsored agencies$832,0003,097
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)$2,850,0006,239
Total debt securities$2,851,0006,645
Structured notes
Amortized cost$03,105
Fair value$03,105
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$0115
Revaluation losses on off-balance sheet contracts$0115
2011-12-31Rank
Total securities$2,737,0006,725
U.S. Government securities$2,737,0006,340
U.S. Treasury securities$01,076
U.S. Government agency obligations$2,737,0006,244
Securities issued by states & political subdivisions$05,698
Other domestic debt securities$02,876
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$578,0005,668
Mortgage-backed securities$1,921,0004,930
Certificates of participation in pools of residential mortgages$980,0004,818
Issued or guaranteed by U.S.$980,0004,811
Privately issued$0121
Collaterized mortgage obligations$941,0003,151
CMOs issued by government agencies or sponsored agencies$941,0002,908
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)$2,737,0006,266
Total debt securities$2,737,0006,690
Structured notes
Amortized cost$250,0002,859
Fair value$251,0002,869
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$2,560,0006,813
U.S. Government securities$2,560,0006,414
U.S. Treasury securities$01,126
U.S. Government agency obligations$2,560,0006,309
Securities issued by states & political subdivisions$05,727
Other domestic debt securities$02,858
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$624,0005,662
Mortgage-backed securities$1,739,0004,959
Certificates of participation in pools of residential mortgages$1,036,0004,794
Issued or guaranteed by U.S.$1,036,0004,784
Privately issued$0132
Collaterized mortgage obligations$703,0003,251
CMOs issued by government agencies or sponsored agencies$703,0002,998
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)$2,560,0006,348
Total debt securities$2,560,0006,778
Structured notes
Amortized cost$250,0002,928
Fair value$252,0002,940
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$2,920,0006,855
U.S. Government securities$2,920,0006,464
U.S. Treasury securities$01,225
U.S. Government agency obligations$2,920,0006,357
Securities issued by states & political subdivisions$05,731
Other domestic debt securities$02,821
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$850,0005,614
Mortgage-backed securities$1,446,0005,058
Certificates of participation in pools of residential mortgages$712,0004,966
Issued or guaranteed by U.S.$712,0004,956
Privately issued$0125
Collaterized mortgage obligations$734,0003,197
CMOs issued by government agencies or sponsored agencies$734,0002,943
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)$2,920,0006,380
Total debt securities$2,920,0006,821
Structured notes
Amortized cost$550,0002,784
Fair value$553,0002,780
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$2,625,0006,940
U.S. Government securities$2,625,0006,540
U.S. Treasury securities$01,272
U.S. Government agency obligations$2,625,0006,424
Securities issued by states & political subdivisions$05,757
Other domestic debt securities$02,880
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$852,0005,666
Mortgage-backed securities$1,466,0005,003
Certificates of participation in pools of residential mortgages$721,0004,930
Issued or guaranteed by U.S.$721,0004,923
Privately issued$0136
Collaterized mortgage obligations$745,0003,140
CMOs issued by government agencies or sponsored agencies$745,0002,875
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)$2,625,0006,456
Total debt securities$2,625,0006,902
Structured notes
Amortized cost$548,0002,847
Fair value$550,0002,843
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$2,305,0007,019
U.S. Government securities$2,305,0006,587
U.S. Treasury securities$01,275
U.S. Government agency obligations$2,305,0006,466
Securities issued by states & political subdivisions$05,791
Other domestic debt securities$03,063
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$879,0005,692
Mortgage-backed securities$1,141,0005,105
Certificates of participation in pools of residential mortgages$355,0005,134
Issued or guaranteed by U.S.$355,0005,122
Privately issued$0141
Collaterized mortgage obligations$786,0003,113
CMOs issued by government agencies or sponsored agencies$786,0002,835
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)$2,305,0006,519
Total debt securities$2,305,0006,984
Structured notes
Amortized cost$548,0002,720
Fair value$550,0002,716
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$2,073,0007,109
U.S. Government securities$2,073,0006,683
U.S. Treasury securities$01,180
U.S. Government agency obligations$2,073,0006,558
Securities issued by states & political subdivisions$05,786
Other domestic debt securities$03,145
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$911,0005,782
Mortgage-backed securities$1,201,0005,115
Certificates of participation in pools of residential mortgages$365,0005,141
Issued or guaranteed by U.S.$365,0005,129
Privately issued$0141
Collaterized mortgage obligations$836,0003,077
CMOs issued by government agencies or sponsored agencies$836,0002,786
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)$2,073,0006,590
Total debt securities$2,073,0007,076
Structured notes
Amortized cost$254,0003,014
Fair value$250,0003,051
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$1,773,0007,235
U.S. Government securities$1,773,0006,909
U.S. Treasury securities$01,121
U.S. Government agency obligations$1,773,0006,798
Securities issued by states & political subdivisions$05,780
Other domestic debt securities$03,148
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$947,0005,819
Mortgage-backed securities$756,0005,353
Certificates of participation in pools of residential mortgages$399,0005,176
Issued or guaranteed by U.S.$399,0005,165
Privately issued$0148
Collaterized mortgage obligations$357,0003,303
CMOs issued by government agencies or sponsored agencies$357,0002,988
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)$1,773,0006,717
Total debt securities$1,774,0007,201
Structured notes
Amortized cost$250,0003,106
Fair value$252,0003,112
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$2,104,0007,264
U.S. Government securities$2,104,0006,899
U.S. Treasury securities$01,130
U.S. Government agency obligations$2,104,0006,788
Securities issued by states & political subdivisions$05,814
Other domestic debt securities$03,203
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$986,0005,867
Mortgage-backed securities$839,0005,406
Certificates of participation in pools of residential mortgages$443,0005,271
Issued or guaranteed by U.S.$443,0005,260
Privately issued$0145
Collaterized mortgage obligations$396,0003,265
CMOs issued by government agencies or sponsored agencies$396,0002,932
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)$2,104,0006,730
Total debt securities$2,104,0007,227
Structured notes
Amortized cost$500,0002,655
Fair value$500,0002,717
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$1,643,0007,379
U.S. Government securities$1,643,0007,062
U.S. Treasury securities$01,077
U.S. Government agency obligations$1,643,0006,959
Securities issued by states & political subdivisions$05,847
Other domestic debt securities$03,260
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$919,0005,957
Mortgage-backed securities$878,0005,450
Certificates of participation in pools of residential mortgages$458,0005,324
Issued or guaranteed by U.S.$458,0005,310
Privately issued$0157
Collaterized mortgage obligations$420,0003,254
CMOs issued by government agencies or sponsored agencies$420,0002,912
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)$1,643,0006,858
Total debt securities$1,643,0007,346
Structured notes
Amortized cost$250,0002,669
Fair value$249,0002,689
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$2,912,0007,211
U.S. Government securities$2,912,0006,747
U.S. Treasury securities$01,047
U.S. Government agency obligations$2,912,0006,651
Securities issued by states & political subdivisions$05,895
Other domestic debt securities$03,355
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$749,0006,042
Mortgage-backed securities$1,688,0005,205
Certificates of participation in pools of residential mortgages$693,0005,242
Issued or guaranteed by U.S.$693,0005,227
Privately issued$0171
Collaterized mortgage obligations$995,0002,883
CMOs issued by government agencies or sponsored agencies$995,0002,529
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$2,912,0006,667
Total debt securities$2,913,0007,174
Structured notes
Amortized cost$250,0002,308
Fair value$250,0002,331
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$2,667,0007,295
U.S. Government securities$2,667,0006,859
U.S. Treasury securities$01,036
U.S. Government agency obligations$2,667,0006,764
Securities issued by states & political subdivisions$05,944
Other domestic debt securities$03,425
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,301,0005,801
Mortgage-backed securities$1,687,0005,259
Certificates of participation in pools of residential mortgages$696,0005,300
Issued or guaranteed by U.S.$696,0005,280
Privately issued$0181
Collaterized mortgage obligations$991,0002,889
CMOs issued by government agencies or sponsored agencies$991,0002,517
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$2,667,0006,743
Total debt securities$2,669,0007,255
Structured notes
Amortized cost$01,968
Fair value$01,968
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$2,768,0007,344
U.S. Government securities$2,768,0006,935
U.S. Treasury securities$0981
U.S. Government agency obligations$2,768,0006,846
Securities issued by states & political subdivisions$05,903
Other domestic debt securities$03,349
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,554,0005,734
Mortgage-backed securities$1,228,0005,491
Certificates of participation in pools of residential mortgages$245,0005,708
Issued or guaranteed by U.S.$245,0005,692
Privately issued$0191
Collaterized mortgage obligations$983,0002,947
CMOs issued by government agencies or sponsored agencies$983,0002,568
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$2,768,0006,771
Total debt securities$2,767,0007,302
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$3,346,0007,286
U.S. Government securities$3,346,0006,875
U.S. Treasury securities$0973
U.S. Government agency obligations$3,346,0006,778
Securities issued by states & political subdivisions$05,872
Other domestic debt securities$03,273
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,811,0005,677
Mortgage-backed securities$1,237,0005,494
Certificates of participation in pools of residential mortgages$255,0005,710
Issued or guaranteed by U.S.$255,0005,690
Privately issued$0188
Collaterized mortgage obligations$982,0002,884
CMOs issued by government agencies or sponsored agencies$982,0002,545
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)$3,346,0006,694
Total debt securities$3,347,0007,247
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$2,746,0007,453
U.S. Government securities$2,746,0007,083
U.S. Treasury securities$01,019
U.S. Government agency obligations$2,746,0006,989
Securities issued by states & political subdivisions$05,898
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,784,0005,735
Mortgage-backed securities$956,0005,608
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$956,0002,803
CMOs issued by government agencies or sponsored agencies$956,0002,464
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)$2,746,0006,833
Total debt securities$2,746,0007,411
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$2,998,0007,466
U.S. Government securities$2,998,0007,072
U.S. Treasury securities$01,021
U.S. Government agency obligations$2,998,0006,968
Securities issued by states & political subdivisions$05,952
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,019,0006,059
Mortgage-backed securities$957,0005,626
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$957,0002,800
CMOs issued by government agencies or sponsored agencies$957,0002,467
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)$2,998,0006,852
Total debt securities$2,998,0007,413
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$3,070,0007,459
U.S. Government securities$3,070,0007,040
U.S. Treasury securities$01,044
U.S. Government agency obligations$3,070,0006,934
Securities issued by states & political subdivisions$05,963
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,040,0006,061
Mortgage-backed securities$982,0005,576
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$982,0002,797
CMOs issued by government agencies or sponsored agencies$982,0002,462
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)$3,070,0006,843
Total debt securities$3,070,0007,403
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$3,006,0007,554
U.S. Government securities$3,006,0007,200
U.S. Treasury securities$01,146
U.S. Government agency obligations$3,006,0007,083
Securities issued by states & political subdivisions$06,012
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,327,0005,996
Mortgage-backed securities$957,0005,406
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$957,0002,688
CMOs issued by government agencies or sponsored agencies$957,0002,381
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$3,006,0006,906
Total debt securities$3,006,0007,509
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$2,971,0007,592
U.S. Government securities$2,971,0007,264
U.S. Treasury securities$01,235
U.S. Government agency obligations$2,971,0007,151
Securities issued by states & political subdivisions$06,045
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,316,0006,020
Mortgage-backed securities$945,0005,305
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$945,0002,644
CMOs issued by government agencies or sponsored agencies$945,0002,340
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$2,971,0006,941
Total debt securities$2,970,0007,551
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$2,675,0007,728
U.S. Government securities$2,675,0007,402
U.S. Treasury securities$01,362
U.S. Government agency obligations$2,675,0007,281
Securities issued by states & political subdivisions$06,106
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,294,0006,085
Mortgage-backed securities$937,0005,316
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$937,0002,604
CMOs issued by government agencies or sponsored agencies$937,0002,316
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$2,675,0007,039
Total debt securities$2,675,0007,676
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$2,713,0007,751
U.S. Government securities$2,713,0007,443
U.S. Treasury securities$01,448
U.S. Government agency obligations$2,713,0007,318
Securities issued by states & political subdivisions$06,160
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,309,0006,085
Mortgage-backed securities$954,0005,331
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$954,0002,571
CMOs issued by government agencies or sponsored agencies$954,0002,303
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$2,713,0007,044
Total debt securities$2,713,0007,698
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$2,708,0007,800
U.S. Government securities$2,708,0007,481
U.S. Treasury securities$01,498
U.S. Government agency obligations$2,708,0007,359
Securities issued by states & political subdivisions$06,206
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$805,0006,389
Mortgage-backed securities$951,0005,329
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$951,0002,561
CMOs issued by government agencies or sponsored agencies$951,0002,291
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$2,708,0007,080
Total debt securities$2,709,0007,749
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$1,299,0008,204
U.S. Government securities$1,299,0007,994
U.S. Treasury securities$01,574
U.S. Government agency obligations$1,299,0007,881
Securities issued by states & political subdivisions$06,288
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$550,0006,577
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$1,299,0007,459
Total debt securities$1,301,0008,160
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$792,0008,356
U.S. Government securities$792,0008,190
U.S. Treasury securities$01,634
U.S. Government agency obligations$792,0008,075
Securities issued by states & political subdivisions$06,332
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$544,0006,616
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$792,0007,643
Total debt securities$791,0008,316
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$741,0008,397
U.S. Government securities$741,0008,249
U.S. Treasury securities$01,715
U.S. Government agency obligations$741,0008,133
Securities issued by states & political subdivisions$06,356
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$06,996
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$741,0007,687
Total debt securities$741,0008,358
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$989,0008,406
U.S. Government securities$989,0008,226
U.S. Treasury securities$01,737
U.S. Government agency obligations$989,0008,097
Securities issued by states & political subdivisions$06,408
Other domestic debt securities$03,344
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,036
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$989,0007,658
Total debt securities$989,0008,362
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$990,0008,443
U.S. Government securities$990,0008,262
U.S. Treasury securities$01,786
U.S. Government agency obligations$990,0008,146
Securities issued by states & political subdivisions$06,448
Other domestic debt securities$03,411
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,079
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$990,0007,691
Total debt securities$990,0008,402
Structured notes
Amortized cost$03,005
Fair value$03,005
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$992,0008,465
U.S. Government securities$992,0008,288
U.S. Treasury securities$01,839
U.S. Government agency obligations$992,0008,171
Securities issued by states & political subdivisions$06,459
Other domestic debt securities$03,466
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,094
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$992,0007,719
Total debt securities$992,0008,425
Structured notes
Amortized cost$02,983
Fair value$02,982
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$046
2005-03-31Rank
Total securities$990,0008,531
U.S. Government securities$990,0008,351
U.S. Treasury securities$01,963
U.S. Government agency obligations$990,0008,226
Securities issued by states & political subdivisions$06,507
Other domestic debt securities$03,519
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,151
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$990,0007,787
Total debt securities$989,0008,489
Structured notes
Amortized cost$02,942
Fair value$02,942
Trading account assets$0148
Revaluation gains on off-balance sheet contracts$054
Revaluation losses on off-balance sheet contracts$048
2004-12-31Rank
Total securities$999,0008,561
U.S. Government securities$999,0008,368
U.S. Treasury securities$01,963
U.S. Government agency obligations$999,0008,250
Securities issued by states & political subdivisions$06,548
Other domestic debt securities$03,573
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,176
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$999,0007,805
Total debt securities$1,001,0008,509
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$258,0008,770
U.S. Government securities$258,0008,617
U.S. Treasury securities$01,990
U.S. Government agency obligations$258,0008,515
Securities issued by states & political subdivisions$06,596
Other domestic debt securities$03,638
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,214
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$258,0008,062
Total debt securities$258,0008,722
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$08,921
U.S. Government securities$08,803
U.S. Treasury securities$02,098
U.S. Government agency obligations$08,720
Securities issued by states & political subdivisions$06,640
Other domestic debt securities$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$07,245
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$08,240
Total debt securities$08,873
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$08,960
U.S. Government securities$08,825
U.S. Treasury securities$02,082
U.S. Government agency obligations$08,741
Securities issued by states & political subdivisions$06,636
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$07,252
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,632
Available-for-sale securities (fair market value)$08,255
Total debt securities$08,907
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$09,026
U.S. Government securities$08,888
U.S. Treasury securities$02,227
U.S. Government agency obligations$08,796
Securities issued by states & political subdivisions$06,725
Other domestic debt securities$03,890
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,280
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,692
Available-for-sale securities (fair market value)$08,321
Total debt securities$08,971
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$09,073
U.S. Government securities$08,934
U.S. Treasury securities$02,287
U.S. Government agency obligations$08,835
Securities issued by states & political subdivisions$06,778
Other domestic debt securities$03,996
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$07,307
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,716
Available-for-sale securities (fair market value)$08,370
Total debt securities$09,018
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