Iowa Falls State Bank, Securities

2023-12-31Rank
Total securities$65,787,0002,248
U.S. Government securities$10,025,0003,571
U.S. Treasury securities$6,350,0001,687
U.S. Government agency obligations$3,675,0003,806
Securities issued by states & political subdivisions$25,488,0001,537
Other domestic debt securities$30,274,000567
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$30,274,000295
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,679,0003,678
Mortgage-backed securities$2,575,0003,269
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,129,0003,201
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$1,446,0002,033
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$65,787,0002,029
Total debt securities$65,785,0002,231
Structured notes
Amortized cost$01,104
Fair value$01,104
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$63,778,0002,264
U.S. Government securities$8,735,0003,691
U.S. Treasury securities$6,112,0001,738
U.S. Government agency obligations$2,623,0003,923
Securities issued by states & political subdivisions$24,546,0001,558
Other domestic debt securities$30,497,000560
Privately issued residential mortgage-backed securities$0711
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$30,497,000293
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,957
Mortgage-backed securities$1,570,0003,414
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$1,120,0003,212
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$450,0002,347
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$63,778,0002,035
Total debt securities$63,777,0002,248
Structured notes
Amortized cost$01,123
Fair value$01,123
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$67,504,0002,243
U.S. Government securities$7,950,0003,806
U.S. Treasury securities$6,228,0001,759
U.S. Government agency obligations$1,722,0004,040
Securities issued by states & political subdivisions$27,863,0001,478
Other domestic debt securities$31,691,000539
Privately issued residential mortgage-backed securities$0719
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$1,696,000421
Structured financial products - Total$0680
Other domestic debt securities - All other$29,995,000295
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,969
Mortgage-backed securities$633,0003,602
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$160,0003,539
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$473,0002,341
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$67,504,0002,010
Total debt securities$67,494,0002,225
Structured notes
Amortized cost$01,169
Fair value$01,169
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$73,352,0002,212
U.S. Government securities$8,052,0003,869
U.S. Treasury securities$6,286,0001,834
U.S. Government agency obligations$1,766,0004,053
Securities issued by states & political subdivisions$28,316,0001,509
Other domestic debt securities$36,984,000505
Privately issued residential mortgage-backed securities$1,693,000474
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$35,291,000261
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,989
Mortgage-backed securities$2,371,0003,375
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$175,0003,574
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$503,0002,370
Privately issued$1,693,000355
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$73,352,0001,982
Total debt securities$73,351,0002,194
Structured notes
Amortized cost$01,198
Fair value$01,198
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$73,666,0002,224
U.S. Government securities$8,034,0003,897
U.S. Treasury securities$6,224,0001,883
U.S. Government agency obligations$1,810,0004,068
Securities issued by states & political subdivisions$28,081,0001,575
Other domestic debt securities$37,551,000517
Privately issued residential mortgage-backed securities$1,693,000485
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$35,858,000272
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,972
Mortgage-backed securities$2,413,0003,398
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$189,0003,603
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$531,0002,373
Privately issued$1,693,000352
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$73,666,0001,994
Total debt securities$73,666,0002,207
Structured notes
Amortized cost$4,490,000439
Fair value$4,379,000406
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$73,861,0002,238
U.S. Government securities$8,012,0003,913
U.S. Treasury securities$6,149,0001,916
U.S. Government agency obligations$1,863,0004,091
Securities issued by states & political subdivisions$27,997,0001,568
Other domestic debt securities$37,852,000490
Privately issued residential mortgage-backed securities$1,693,000476
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$36,159,000268
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$03,998
Mortgage-backed securities$2,470,0003,411
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$204,0003,618
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$573,0002,383
Privately issued$1,693,000352
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$73,861,0002,009
Total debt securities$73,861,0002,222
Structured notes
Amortized cost$4,489,000436
Fair value$4,314,000409
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$75,949,0002,214
U.S. Government securities$8,341,0003,902
U.S. Treasury securities$6,369,0001,878
U.S. Government agency obligations$1,972,0004,102
Securities issued by states & political subdivisions$29,012,0001,577
Other domestic debt securities$38,596,000457
Privately issued residential mortgage-backed securities$1,693,000485
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$36,903,000261
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,021
Mortgage-backed securities$2,524,0003,441
Certificates of participation in pools of residential mortgages$224,0003,713
Issued or guaranteed by U.S.$224,0003,636
Privately issued$0231
Collaterized mortgage obligations$2,300,0001,984
CMOs issued by government agencies or sponsored agencies$607,0002,387
Privately issued$1,693,000349
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$75,949,0002,034
Total debt securities$75,948,0002,200
Structured notes
Amortized cost$4,489,000423
Fair value$4,382,000395
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$73,729,0002,232
U.S. Government securities$7,686,0003,871
U.S. Treasury securities$5,600,0001,746
U.S. Government agency obligations$2,086,0004,073
Securities issued by states & political subdivisions$30,184,0001,566
Other domestic debt securities$35,859,000475
Privately issued residential mortgage-backed securities$1,693,000462
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$34,166,000283
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,045
Mortgage-backed securities$2,604,0003,447
Certificates of participation in pools of residential mortgages$253,0003,712
Issued or guaranteed by U.S.$253,0003,643
Privately issued$0238
Collaterized mortgage obligations$2,351,0001,971
CMOs issued by government agencies or sponsored agencies$658,0002,368
Privately issued$1,693,000332
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$73,729,0002,066
Total debt securities$73,729,0002,220
Structured notes
Amortized cost$4,488,000371
Fair value$4,410,000356
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$67,159,0002,296
U.S. Government securities$7,168,0003,809
U.S. Treasury securities$4,911,0001,430
U.S. Government agency obligations$2,257,0004,056
Securities issued by states & political subdivisions$27,183,0001,714
Other domestic debt securities$32,808,000495
Privately issued residential mortgage-backed securities$1,693,000434
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$31,115,000300
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,071
Mortgage-backed securities$2,677,0003,441
Certificates of participation in pools of residential mortgages$287,0003,716
Issued or guaranteed by U.S.$287,0003,635
Privately issued$0246
Collaterized mortgage obligations$2,390,0001,946
CMOs issued by government agencies or sponsored agencies$697,0002,357
Privately issued$1,693,000289
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$67,159,0002,152
Total debt securities$67,154,0002,283
Structured notes
Amortized cost$4,489,000310
Fair value$4,498,000302
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$65,091,0002,276
U.S. Government securities$7,308,0003,749
U.S. Treasury securities$4,958,0001,193
U.S. Government agency obligations$2,350,0004,085
Securities issued by states & political subdivisions$25,282,0001,758
Other domestic debt securities$32,501,000469
Privately issued residential mortgage-backed securities$1,692,000387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$30,809,000286
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,110
Mortgage-backed securities$2,756,0003,474
Certificates of participation in pools of residential mortgages$320,0003,749
Issued or guaranteed by U.S.$320,0003,672
Privately issued$0234
Collaterized mortgage obligations$2,436,0001,964
CMOs issued by government agencies or sponsored agencies$744,0002,375
Privately issued$1,692,000256
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$65,091,0002,126
Total debt securities$65,089,0002,260
Structured notes
Amortized cost$3,490,000317
Fair value$3,514,000304
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$68,259,0002,136
U.S. Government securities$8,322,0003,647
U.S. Treasury securities$4,931,0001,091
U.S. Government agency obligations$3,391,0003,968
Securities issued by states & political subdivisions$24,951,0001,742
Other domestic debt securities$34,986,000432
Privately issued residential mortgage-backed securities$1,692,000385
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$33,294,000257
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,151
Mortgage-backed securities$3,669,0003,375
Certificates of participation in pools of residential mortgages$1,183,0003,491
Issued or guaranteed by U.S.$1,183,0003,392
Privately issued$0247
Collaterized mortgage obligations$2,486,0001,922
CMOs issued by government agencies or sponsored agencies$794,0002,338
Privately issued$1,692,000242
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$68,259,0002,009
Total debt securities$68,261,0002,122
Structured notes
Amortized cost$3,490,000270
Fair value$3,509,000263
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$59,262,0002,207
U.S. Government securities$7,402,0003,628
U.S. Treasury securities$2,909,0001,023
U.S. Government agency obligations$4,493,0003,776
Securities issued by states & political subdivisions$23,983,0001,746
Other domestic debt securities$27,877,000477
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$27,877,000281
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0004,133
Mortgage-backed securities$2,084,0003,560
Certificates of participation in pools of residential mortgages$1,229,0003,467
Issued or guaranteed by U.S.$1,229,0003,372
Privately issued$0261
Collaterized mortgage obligations$855,0002,332
CMOs issued by government agencies or sponsored agencies$855,0002,286
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$59,262,0002,075
Total debt securities$59,260,0002,187
Structured notes
Amortized cost$1,990,000290
Fair value$1,990,000260
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$48,435,0002,384
U.S. Government securities$4,014,0003,913
U.S. Treasury securities$01,194
U.S. Government agency obligations$4,014,0003,769
Securities issued by states & political subdivisions$23,151,0001,736
Other domestic debt securities$21,270,000530
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$21,270,000326
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$100,0004,156
Mortgage-backed securities$2,181,0003,550
Certificates of participation in pools of residential mortgages$1,274,0003,439
Issued or guaranteed by U.S.$1,274,0003,355
Privately issued$0245
Collaterized mortgage obligations$907,0002,327
CMOs issued by government agencies or sponsored agencies$907,0002,275
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$48,435,0002,231
Total debt securities$48,434,0002,358
Structured notes
Amortized cost$0404
Fair value$0404
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-09-30Rank
Total securities$42,792,0002,463
U.S. Government securities$4,123,0003,924
U.S. Treasury securities$01,216
U.S. Government agency obligations$4,123,0003,770
Securities issued by states & political subdivisions$19,216,0001,830
Other domestic debt securities$19,453,000532
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$19,453,000331
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$99,0004,175
Mortgage-backed securities$2,286,0003,542
Certificates of participation in pools of residential mortgages$1,328,0003,410
Issued or guaranteed by U.S.$1,328,0003,319
Privately issued$0251
Collaterized mortgage obligations$958,0002,332
CMOs issued by government agencies or sponsored agencies$958,0002,281
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$42,792,0002,294
Total debt securities$42,793,0002,437
Structured notes
Amortized cost$0394
Fair value$0393
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-06-30Rank
Total securities$35,308,0002,655
U.S. Government securities$4,363,0003,910
U.S. Treasury securities$01,251
U.S. Government agency obligations$4,363,0003,756
Securities issued by states & political subdivisions$17,373,0001,860
Other domestic debt securities$13,572,000604
Privately issued residential mortgage-backed securities$0660
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$13,572,000395
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$101,0004,215
Mortgage-backed securities$2,408,0003,532
Certificates of participation in pools of residential mortgages$1,402,0003,395
Issued or guaranteed by U.S.$1,402,0003,302
Privately issued$0251
Collaterized mortgage obligations$1,006,0002,335
CMOs issued by government agencies or sponsored agencies$1,006,0002,294
Privately issued$0454
Commercial mortgage-backed securities$01,920
Commercial mortgage pass-through securities$01,466
Other commercial mortgage-backed securities$01,279
Held to maturity securities (book value)$01,699
Available-for-sale securities (fair market value)$35,308,0002,481
Total debt securities$35,310,0002,634
Structured notes
Amortized cost$0423
Fair value$0423
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-03-31Rank
Total securities$35,657,0002,583
U.S. Government securities$4,418,0003,954
U.S. Treasury securities$01,297
U.S. Government agency obligations$4,418,0003,793
Securities issued by states & political subdivisions$20,129,0001,542
Other domestic debt securities$11,110,000645
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$11,110,000407
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,281
Mortgage-backed securities$2,470,0003,531
Certificates of participation in pools of residential mortgages$1,430,0003,399
Issued or guaranteed by U.S.$1,430,0003,292
Privately issued$0267
Collaterized mortgage obligations$1,040,0002,326
CMOs issued by government agencies or sponsored agencies$1,040,0002,279
Privately issued$0460
Commercial mortgage-backed securities$01,897
Commercial mortgage pass-through securities$01,429
Other commercial mortgage-backed securities$01,254
Held to maturity securities (book value)$01,718
Available-for-sale securities (fair market value)$35,657,0002,415
Total debt securities$35,656,0002,565
Structured notes
Amortized cost$0586
Fair value$0586
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$35,712,0002,604
U.S. Government securities$5,573,0003,898
U.S. Treasury securities$01,363
U.S. Government agency obligations$5,573,0003,728
Securities issued by states & political subdivisions$20,080,0001,522
Other domestic debt securities$10,059,000654
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$10,059,000417
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,345
Mortgage-backed securities$2,562,0003,502
Certificates of participation in pools of residential mortgages$1,462,0003,380
Issued or guaranteed by U.S.$1,462,0003,282
Privately issued$0249
Collaterized mortgage obligations$1,100,0002,322
CMOs issued by government agencies or sponsored agencies$1,100,0002,278
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)$35,712,0002,427
Total debt securities$35,712,0002,590
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$36,619,0002,585
U.S. Government securities$6,703,0003,835
U.S. Treasury securities$01,429
U.S. Government agency obligations$6,703,0003,668
Securities issued by states & political subdivisions$21,737,0001,421
Other domestic debt securities$8,179,000722
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$8,179,000471
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,426
Mortgage-backed securities$2,686,0003,509
Certificates of participation in pools of residential mortgages$1,512,0003,371
Issued or guaranteed by U.S.$1,512,0003,271
Privately issued$0287
Collaterized mortgage obligations$1,174,0002,319
CMOs issued by government agencies or sponsored agencies$1,174,0002,277
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)$36,619,0002,397
Total debt securities$36,620,0002,567
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$39,426,0002,514
U.S. Government securities$7,086,0003,852
U.S. Treasury securities$1,000,0001,170
U.S. Government agency obligations$6,086,0003,813
Securities issued by states & political subdivisions$24,310,0001,332
Other domestic debt securities$8,030,000707
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$8,030,000483
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,470
Mortgage-backed securities$2,794,0003,496
Certificates of participation in pools of residential mortgages$1,557,0003,359
Issued or guaranteed by U.S.$1,557,0003,276
Privately issued$0244
Collaterized mortgage obligations$1,237,0002,289
CMOs issued by government agencies or sponsored agencies$1,237,0002,241
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)$39,426,0002,323
Total debt securities$39,426,0002,494
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$38,783,0002,576
U.S. Government securities$6,149,0004,019
U.S. Treasury securities$01,516
U.S. Government agency obligations$6,149,0003,855
Securities issued by states & political subdivisions$26,236,0001,294
Other domestic debt securities$6,398,000783
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$6,398,000546
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,517
Mortgage-backed securities$2,882,0003,495
Certificates of participation in pools of residential mortgages$1,586,0003,372
Issued or guaranteed by U.S.$1,586,0003,292
Privately issued$0248
Collaterized mortgage obligations$1,296,0002,273
CMOs issued by government agencies or sponsored agencies$1,296,0002,223
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)$38,783,0002,386
Total debt securities$38,777,0002,561
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$40,108,0002,546
U.S. Government securities$4,457,0004,273
U.S. Treasury securities$01,513
U.S. Government agency obligations$4,457,0004,116
Securities issued by states & political subdivisions$31,766,0001,115
Other domestic debt securities$3,885,000959
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$3,885,000687
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,567
Mortgage-backed securities$2,969,0003,489
Certificates of participation in pools of residential mortgages$1,607,0003,388
Issued or guaranteed by U.S.$1,607,0003,317
Privately issued$0211
Collaterized mortgage obligations$1,362,0002,262
CMOs issued by government agencies or sponsored agencies$1,362,0002,212
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)$40,108,0002,358
Total debt securities$40,110,0002,526
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$42,139,0002,488
U.S. Government securities$7,135,0003,968
U.S. Treasury securities$01,500
U.S. Government agency obligations$7,135,0003,808
Securities issued by states & political subdivisions$31,110,0001,145
Other domestic debt securities$3,894,000929
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$3,894,000686
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,627
Mortgage-backed securities$3,709,0003,399
Certificates of participation in pools of residential mortgages$1,635,0003,425
Issued or guaranteed by U.S.$1,635,0003,397
Privately issued$0145
Collaterized mortgage obligations$1,428,0002,246
CMOs issued by government agencies or sponsored agencies$1,428,0002,195
Privately issued$0515
Commercial mortgage-backed securities$646,0001,537
Commercial mortgage pass-through securities$646,0001,162
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$42,139,0002,290
Total debt securities$42,140,0002,467
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$42,503,0002,514
U.S. Government securities$6,996,0003,994
U.S. Treasury securities$01,475
U.S. Government agency obligations$6,996,0003,842
Securities issued by states & political subdivisions$31,608,0001,163
Other domestic debt securities$3,899,0001,064
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$3,899,000691
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,680
Mortgage-backed securities$4,183,0003,360
Certificates of participation in pools of residential mortgages$1,692,0003,455
Issued or guaranteed by U.S.$1,692,0003,292
Privately issued$0453
Collaterized mortgage obligations$1,493,0002,236
CMOs issued by government agencies or sponsored agencies$1,493,0002,186
Privately issued$0544
Commercial mortgage-backed securities$998,0001,376
Commercial mortgage pass-through securities$998,0001,001
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$42,503,0002,315
Total debt securities$42,501,0002,496
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$40,870,0002,599
U.S. Government securities$5,378,0004,311
U.S. Treasury securities$01,426
U.S. Government agency obligations$5,378,0004,163
Securities issued by states & political subdivisions$33,581,0001,115
Other domestic debt securities$1,911,0001,238
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$1,911,000977
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,746
Mortgage-backed securities$3,405,0003,527
Certificates of participation in pools of residential mortgages$1,751,0003,486
Issued or guaranteed by U.S.$1,751,0003,479
Privately issued$067
Collaterized mortgage obligations$13,0002,978
CMOs issued by government agencies or sponsored agencies$13,0002,898
Privately issued$0557
Commercial mortgage-backed securities$1,641,0001,099
Commercial mortgage pass-through securities$997,000800
Other commercial mortgage-backed securities$644,000904
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$40,870,0002,398
Total debt securities$40,869,0002,580
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$40,438,0002,632
U.S. Government securities$5,773,0004,292
U.S. Treasury securities$01,328
U.S. Government agency obligations$5,773,0004,152
Securities issued by states & political subdivisions$33,732,0001,151
Other domestic debt securities$933,0001,550
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$933,0001,272
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,818
Mortgage-backed securities$3,779,0003,487
Certificates of participation in pools of residential mortgages$1,832,0003,505
Issued or guaranteed by U.S.$1,832,0003,497
Privately issued$064
Collaterized mortgage obligations$15,0002,990
CMOs issued by government agencies or sponsored agencies$15,0002,905
Privately issued$0573
Commercial mortgage-backed securities$1,932,0001,035
Commercial mortgage pass-through securities$1,001,000803
Other commercial mortgage-backed securities$931,000823
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$40,438,0002,431
Total debt securities$40,439,0002,616
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$41,999,0002,604
U.S. Government securities$6,898,0004,170
U.S. Treasury securities$01,313
U.S. Government agency obligations$6,898,0004,029
Securities issued by states & political subdivisions$34,151,0001,150
Other domestic debt securities$950,0001,556
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$950,0001,293
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,886
Mortgage-backed securities$4,882,0003,352
Certificates of participation in pools of residential mortgages$2,884,0003,292
Issued or guaranteed by U.S.$2,884,0003,289
Privately issued$069
Collaterized mortgage obligations$18,0003,009
CMOs issued by government agencies or sponsored agencies$18,0002,925
Privately issued$0584
Commercial mortgage-backed securities$1,980,0001,023
Commercial mortgage pass-through securities$1,004,000804
Other commercial mortgage-backed securities$976,000799
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$41,999,0002,393
Total debt securities$41,998,0002,589
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$42,596,0002,623
U.S. Government securities$7,927,0004,077
U.S. Treasury securities$01,351
U.S. Government agency obligations$7,927,0003,944
Securities issued by states & political subdivisions$33,719,0001,180
Other domestic debt securities$950,0001,576
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$950,0001,321
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,931
Mortgage-backed securities$5,904,0003,227
Certificates of participation in pools of residential mortgages$3,887,0003,109
Issued or guaranteed by U.S.$3,887,0003,107
Privately issued$067
Collaterized mortgage obligations$22,0003,038
CMOs issued by government agencies or sponsored agencies$22,0002,944
Privately issued$0606
Commercial mortgage-backed securities$1,995,000992
Commercial mortgage pass-through securities$1,009,000783
Other commercial mortgage-backed securities$986,000760
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$42,596,0002,407
Total debt securities$42,596,0002,607
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$42,282,0002,667
U.S. Government securities$7,989,0004,117
U.S. Treasury securities$01,390
U.S. Government agency obligations$7,989,0003,982
Securities issued by states & political subdivisions$33,339,0001,199
Other domestic debt securities$954,0001,623
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$954,0001,339
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$04,985
Mortgage-backed securities$5,963,0003,260
Certificates of participation in pools of residential mortgages$3,935,0003,162
Issued or guaranteed by U.S.$3,935,0003,160
Privately issued$066
Collaterized mortgage obligations$26,0003,078
CMOs issued by government agencies or sponsored agencies$26,0002,985
Privately issued$0642
Commercial mortgage-backed securities$2,002,000953
Commercial mortgage pass-through securities$1,008,000749
Other commercial mortgage-backed securities$994,000742
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$42,282,0002,436
Total debt securities$42,282,0002,652
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$42,647,0002,633
U.S. Government securities$8,073,0004,098
U.S. Treasury securities$01,367
U.S. Government agency obligations$8,073,0003,964
Securities issued by states & political subdivisions$33,610,0001,192
Other domestic debt securities$964,0001,625
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$964,0001,339
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,033
Mortgage-backed securities$6,043,0003,265
Certificates of participation in pools of residential mortgages$4,001,0003,160
Issued or guaranteed by U.S.$4,001,0003,155
Privately issued$071
Collaterized mortgage obligations$31,0003,081
CMOs issued by government agencies or sponsored agencies$31,0002,975
Privately issued$0666
Commercial mortgage-backed securities$2,011,000908
Commercial mortgage pass-through securities$1,010,000721
Other commercial mortgage-backed securities$1,001,000702
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$42,647,0002,401
Total debt securities$42,647,0002,613
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$44,251,0002,580
U.S. Government securities$8,340,0004,079
U.S. Treasury securities$01,214
U.S. Government agency obligations$8,340,0003,956
Securities issued by states & political subdivisions$33,424,0001,197
Other domestic debt securities$2,487,0001,187
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$2,487,000938
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,116
Mortgage-backed securities$6,254,0003,257
Certificates of participation in pools of residential mortgages$4,185,0003,155
Issued or guaranteed by U.S.$4,185,0003,154
Privately issued$067
Collaterized mortgage obligations$37,0003,102
CMOs issued by government agencies or sponsored agencies$37,0003,002
Privately issued$0671
Commercial mortgage-backed securities$2,032,000870
Commercial mortgage pass-through securities$1,019,000692
Other commercial mortgage-backed securities$1,013,000693
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$44,251,0002,353
Total debt securities$44,251,0002,558
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$43,841,0002,632
U.S. Government securities$8,435,0004,156
U.S. Treasury securities$01,253
U.S. Government agency obligations$8,435,0004,035
Securities issued by states & political subdivisions$31,943,0001,256
Other domestic debt securities$3,463,0001,052
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$3,463,000807
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,199
Mortgage-backed securities$6,346,0003,280
Certificates of participation in pools of residential mortgages$4,263,0003,175
Issued or guaranteed by U.S.$4,263,0003,171
Privately issued$071
Collaterized mortgage obligations$44,0003,132
CMOs issued by government agencies or sponsored agencies$44,0003,020
Privately issued$0687
Commercial mortgage-backed securities$2,039,000816
Commercial mortgage pass-through securities$1,021,000647
Other commercial mortgage-backed securities$1,018,000672
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$43,841,0002,398
Total debt securities$43,841,0002,613
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$44,946,0002,608
U.S. Government securities$8,493,0004,262
U.S. Treasury securities$01,296
U.S. Government agency obligations$8,493,0004,149
Securities issued by states & political subdivisions$32,785,0001,205
Other domestic debt securities$3,668,0001,029
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$3,668,000778
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,255
Mortgage-backed securities$6,409,0003,269
Certificates of participation in pools of residential mortgages$4,316,0003,176
Issued or guaranteed by U.S.$4,316,0003,175
Privately issued$066
Collaterized mortgage obligations$52,0003,141
CMOs issued by government agencies or sponsored agencies$52,0003,039
Privately issued$0699
Commercial mortgage-backed securities$2,041,000797
Commercial mortgage pass-through securities$1,019,000619
Other commercial mortgage-backed securities$1,022,000639
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$44,946,0002,373
Total debt securities$44,946,0002,593
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$46,384,0002,601
U.S. Government securities$9,513,0004,170
U.S. Treasury securities$01,367
U.S. Government agency obligations$9,513,0004,037
Securities issued by states & political subdivisions$32,210,0001,229
Other domestic debt securities$4,661,000902
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$4,661,000673
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,301
Mortgage-backed securities$6,446,0003,283
Certificates of participation in pools of residential mortgages$1,356,0004,004
Issued or guaranteed by U.S.$1,356,0004,000
Privately issued$066
Collaterized mortgage obligations$63,0003,156
CMOs issued by government agencies or sponsored agencies$63,0003,058
Privately issued$0704
Commercial mortgage-backed securities$5,027,000542
Commercial mortgage pass-through securities$5,027,000310
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$46,384,0002,374
Total debt securities$46,384,0002,581
Structured notes
Amortized cost$4,959,000408
Fair value$5,027,000383
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$45,856,0002,632
U.S. Government securities$10,713,0004,094
U.S. Treasury securities$01,303
U.S. Government agency obligations$10,713,0003,965
Securities issued by states & political subdivisions$30,427,0001,294
Other domestic debt securities$4,716,000901
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$4,716,000671
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,371
Mortgage-backed securities$5,594,0003,448
Certificates of participation in pools of residential mortgages$1,428,0004,030
Issued or guaranteed by U.S.$1,428,0004,025
Privately issued$065
Collaterized mortgage obligations$74,0003,191
CMOs issued by government agencies or sponsored agencies$74,0003,093
Privately issued$0721
Commercial mortgage-backed securities$4,092,000560
Commercial mortgage pass-through securities$4,092,000335
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$45,856,0002,412
Total debt securities$45,856,0002,614
Structured notes
Amortized cost$3,985,000578
Fair value$4,088,000541
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$45,282,0002,700
U.S. Government securities$10,783,0004,196
U.S. Treasury securities$01,348
U.S. Government agency obligations$10,783,0004,076
Securities issued by states & political subdivisions$29,266,0001,338
Other domestic debt securities$5,233,000855
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$5,233,000633
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$5,677,0003,521
Certificates of participation in pools of residential mortgages$1,499,0004,087
Issued or guaranteed by U.S.$1,499,0004,082
Privately issued$067
Collaterized mortgage obligations$86,0003,222
CMOs issued by government agencies or sponsored agencies$86,0003,122
Privately issued$0741
Commercial mortgage-backed securities$4,092,000537
Commercial mortgage pass-through securities$4,092,000317
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$45,282,0002,477
Total debt securities$45,282,0002,681
Structured notes
Amortized cost$3,995,000659
Fair value$4,092,000621
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$47,365,0002,653
U.S. Government securities$10,958,0004,250
U.S. Treasury securities$01,327
U.S. Government agency obligations$10,958,0004,125
Securities issued by states & political subdivisions$30,625,0001,261
Other domestic debt securities$5,782,000811
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$5,782,000589
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,487
Mortgage-backed securities$5,796,0003,562
Certificates of participation in pools of residential mortgages$1,576,0004,127
Issued or guaranteed by U.S.$1,576,0004,120
Privately issued$070
Collaterized mortgage obligations$99,0003,243
CMOs issued by government agencies or sponsored agencies$99,0003,141
Privately issued$0776
Commercial mortgage-backed securities$4,121,000521
Commercial mortgage pass-through securities$4,121,000300
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$47,365,0002,421
Total debt securities$47,365,0002,630
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$47,755,0002,680
U.S. Government securities$10,971,0004,319
U.S. Treasury securities$01,361
U.S. Government agency obligations$10,971,0004,206
Securities issued by states & political subdivisions$31,002,0001,238
Other domestic debt securities$5,782,000805
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$5,782,000590
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,563
Mortgage-backed securities$5,838,0003,623
Certificates of participation in pools of residential mortgages$1,635,0004,184
Issued or guaranteed by U.S.$1,635,0004,177
Privately issued$075
Collaterized mortgage obligations$116,0003,272
CMOs issued by government agencies or sponsored agencies$116,0003,168
Privately issued$0785
Commercial mortgage-backed securities$4,087,000511
Commercial mortgage pass-through securities$4,087,000299
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$47,755,0002,442
Total debt securities$47,755,0002,657
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$52,217,0002,555
U.S. Government securities$12,123,0004,270
U.S. Treasury securities$01,381
U.S. Government agency obligations$12,123,0004,163
Securities issued by states & political subdivisions$31,135,0001,240
Other domestic debt securities$8,959,000641
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$8,959,000443
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,639
Mortgage-backed securities$5,902,0003,690
Certificates of participation in pools of residential mortgages$1,683,0004,265
Issued or guaranteed by U.S.$1,683,0004,261
Privately issued$073
Collaterized mortgage obligations$129,0003,325
CMOs issued by government agencies or sponsored agencies$129,0003,209
Privately issued$0821
Commercial mortgage-backed securities$4,090,000498
Commercial mortgage pass-through securities$4,090,000305
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$52,217,0002,317
Total debt securities$52,217,0002,533
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$52,236,0002,588
U.S. Government securities$12,292,0004,331
U.S. Treasury securities$01,342
U.S. Government agency obligations$12,292,0004,222
Securities issued by states & political subdivisions$30,935,0001,246
Other domestic debt securities$9,009,000658
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$9,009,000452
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,047,0004,952
Mortgage-backed securities$6,026,0003,732
Certificates of participation in pools of residential mortgages$1,768,0004,288
Issued or guaranteed by U.S.$1,768,0004,285
Privately issued$075
Collaterized mortgage obligations$142,0003,352
CMOs issued by government agencies or sponsored agencies$142,0003,238
Privately issued$0840
Commercial mortgage-backed securities$4,116,000493
Commercial mortgage pass-through securities$4,116,000309
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$52,236,0002,352
Total debt securities$52,236,0002,569
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$51,588,0002,620
U.S. Government securities$12,296,0004,352
U.S. Treasury securities$01,198
U.S. Government agency obligations$12,296,0004,246
Securities issued by states & political subdivisions$30,262,0001,277
Other domestic debt securities$9,030,000688
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$9,030,000472
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,045,0004,994
Mortgage-backed securities$6,068,0003,744
Certificates of participation in pools of residential mortgages$1,810,0004,311
Issued or guaranteed by U.S.$1,810,0004,307
Privately issued$076
Collaterized mortgage obligations$152,0003,376
CMOs issued by government agencies or sponsored agencies$152,0003,256
Privately issued$0874
Commercial mortgage-backed securities$4,106,000467
Commercial mortgage pass-through securities$4,106,000291
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$51,588,0002,389
Total debt securities$51,588,0002,596
Structured notes
Amortized cost$2,073,0001,208
Fair value$2,050,0001,210
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$52,787,0002,565
U.S. Government securities$12,330,0004,343
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,330,0004,244
Securities issued by states & political subdivisions$31,417,0001,234
Other domestic debt securities$9,040,000722
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$9,040,000485
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,048,0005,026
Mortgage-backed securities$6,151,0003,730
Certificates of participation in pools of residential mortgages$1,849,0004,322
Issued or guaranteed by U.S.$1,849,0004,316
Privately issued$081
Collaterized mortgage obligations$220,0003,329
CMOs issued by government agencies or sponsored agencies$220,0003,206
Privately issued$0906
Commercial mortgage-backed securities$4,082,000451
Commercial mortgage pass-through securities$2,047,000353
Other commercial mortgage-backed securities$2,035,000347
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$52,787,0002,331
Total debt securities$52,789,0002,543
Structured notes
Amortized cost$2,077,0001,181
Fair value$2,035,0001,183
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$52,940,0002,585
U.S. Government securities$12,609,0004,330
U.S. Treasury securities$01,131
U.S. Government agency obligations$12,609,0004,227
Securities issued by states & political subdivisions$31,102,0001,246
Other domestic debt securities$9,229,000729
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$9,229,000491
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,056,0005,066
Mortgage-backed securities$6,376,0003,735
Certificates of participation in pools of residential mortgages$1,949,0004,311
Issued or guaranteed by U.S.$1,949,0004,304
Privately issued$080
Collaterized mortgage obligations$327,0003,291
CMOs issued by government agencies or sponsored agencies$327,0003,165
Privately issued$0947
Commercial mortgage-backed securities$4,100,000433
Commercial mortgage pass-through securities$2,058,000336
Other commercial mortgage-backed securities$2,042,000344
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$52,940,0002,342
Total debt securities$52,940,0002,561
Structured notes
Amortized cost$2,082,0001,164
Fair value$2,042,0001,163
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$52,601,0002,581
U.S. Government securities$12,879,0004,289
U.S. Treasury securities$01,152
U.S. Government agency obligations$12,879,0004,185
Securities issued by states & political subdivisions$30,006,0001,266
Other domestic debt securities$9,716,000716
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$9,716,000474
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,048,0005,456
Mortgage-backed securities$6,650,0003,705
Certificates of participation in pools of residential mortgages$2,042,0004,248
Issued or guaranteed by U.S.$2,042,0004,243
Privately issued$083
Collaterized mortgage obligations$526,0003,179
CMOs issued by government agencies or sponsored agencies$526,0003,056
Privately issued$0969
Commercial mortgage-backed securities$4,082,000415
Commercial mortgage pass-through securities$2,054,000335
Other commercial mortgage-backed securities$2,028,000315
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$52,601,0002,350
Total debt securities$52,601,0002,556
Structured notes
Amortized cost$2,086,0001,150
Fair value$2,028,0001,153
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$45,440,0002,889
U.S. Government securities$12,807,0004,333
U.S. Treasury securities$01,161
U.S. Government agency obligations$12,807,0004,225
Securities issued by states & political subdivisions$23,215,0001,594
Other domestic debt securities$9,418,000732
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$9,418,000489
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,059,0005,508
Mortgage-backed securities$7,290,0003,668
Certificates of participation in pools of residential mortgages$2,237,0004,230
Issued or guaranteed by U.S.$2,237,0004,226
Privately issued$083
Collaterized mortgage obligations$799,0003,095
CMOs issued by government agencies or sponsored agencies$799,0002,963
Privately issued$01,005
Commercial mortgage-backed securities$4,254,000358
Commercial mortgage pass-through securities$2,144,000307
Other commercial mortgage-backed securities$2,110,000255
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$45,440,0002,678
Total debt securities$45,440,0002,862
Structured notes
Amortized cost$2,090,0001,168
Fair value$2,110,0001,167
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$44,592,0002,880
U.S. Government securities$11,317,0004,505
U.S. Treasury securities$01,135
U.S. Government agency obligations$11,317,0004,406
Securities issued by states & political subdivisions$23,424,0001,549
Other domestic debt securities$9,851,000699
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$9,851,000454
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,062,0005,537
Mortgage-backed securities$5,743,0003,949
Certificates of participation in pools of residential mortgages$1,323,0004,573
Issued or guaranteed by U.S.$1,323,0004,572
Privately issued$085
Collaterized mortgage obligations$1,185,0002,958
CMOs issued by government agencies or sponsored agencies$1,185,0002,837
Privately issued$01,025
Commercial mortgage-backed securities$3,235,000336
Commercial mortgage pass-through securities$2,164,000261
Other commercial mortgage-backed securities$1,071,000240
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$44,592,0002,658
Total debt securities$44,592,0002,852
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$46,228,0002,839
U.S. Government securities$11,912,0004,526
U.S. Treasury securities$01,086
U.S. Government agency obligations$11,912,0004,431
Securities issued by states & political subdivisions$24,127,0001,470
Other domestic debt securities$10,189,000709
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$10,189,000474
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$1,065,0005,619
Mortgage-backed securities$6,329,0003,977
Certificates of participation in pools of residential mortgages$1,477,0004,626
Issued or guaranteed by U.S.$1,477,0004,624
Privately issued$088
Collaterized mortgage obligations$1,605,0002,886
CMOs issued by government agencies or sponsored agencies$1,605,0002,764
Privately issued$01,068
Commercial mortgage-backed securities$3,247,000319
Commercial mortgage pass-through securities$2,166,000240
Other commercial mortgage-backed securities$1,081,000228
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$46,228,0002,615
Total debt securities$46,228,0002,817
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$44,635,0002,929
U.S. Government securities$11,077,0004,726
U.S. Treasury securities$01,068
U.S. Government agency obligations$11,077,0004,629
Securities issued by states & political subdivisions$23,496,0001,467
Other domestic debt securities$10,062,000723
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$10,062,000475
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$1,062,0005,688
Mortgage-backed securities$6,636,0003,964
Certificates of participation in pools of residential mortgages$1,588,0004,618
Issued or guaranteed by U.S.$1,588,0004,616
Privately issued$094
Collaterized mortgage obligations$1,856,0002,814
CMOs issued by government agencies or sponsored agencies$1,856,0002,690
Privately issued$01,117
Commercial mortgage-backed securities$3,192,000308
Commercial mortgage pass-through securities$3,192,000179
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$44,635,0002,696
Total debt securities$44,635,0002,907
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$35,673,0003,393
U.S. Government securities$10,181,0004,942
U.S. Treasury securities$01,157
U.S. Government agency obligations$10,181,0004,842
Securities issued by states & political subdivisions$15,358,0002,036
Other domestic debt securities$10,134,000721
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$10,134,000472
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$1,057,0005,722
Mortgage-backed securities$5,800,0004,127
Certificates of participation in pools of residential mortgages$3,765,0003,991
Issued or guaranteed by U.S.$3,765,0003,987
Privately issued$094
Collaterized mortgage obligations$2,035,0002,785
CMOs issued by government agencies or sponsored agencies$2,035,0002,662
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)$35,673,0003,140
Total debt securities$35,673,0003,370
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$35,916,0003,294
U.S. Government securities$9,424,0005,029
U.S. Treasury securities$01,076
U.S. Government agency obligations$9,424,0004,934
Securities issued by states & political subdivisions$15,877,0001,960
Other domestic debt securities$10,615,000704
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$10,615,000424
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,048,0005,458
Mortgage-backed securities$5,045,0004,214
Certificates of participation in pools of residential mortgages$2,792,0004,201
Issued or guaranteed by U.S.$2,792,0004,194
Privately issued$0121
Collaterized mortgage obligations$2,253,0002,686
CMOs issued by government agencies or sponsored agencies$2,253,0002,490
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)$35,916,0003,022
Total debt securities$35,916,0003,273
Structured notes
Amortized cost$02,967
Fair value$02,967
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$35,932,0003,231
U.S. Government securities$9,886,0004,926
U.S. Treasury securities$01,126
U.S. Government agency obligations$9,886,0004,826
Securities issued by states & political subdivisions$14,912,0001,979
Other domestic debt securities$11,134,000665
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$11,134,000390
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,050,0005,475
Mortgage-backed securities$5,490,0004,098
Certificates of participation in pools of residential mortgages$2,932,0004,104
Issued or guaranteed by U.S.$2,932,0004,089
Privately issued$0132
Collaterized mortgage obligations$2,558,0002,589
CMOs issued by government agencies or sponsored agencies$2,558,0002,382
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)$35,932,0002,955
Total debt securities$35,932,0003,206
Structured notes
Amortized cost$03,032
Fair value$03,032
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$089
2011-06-30Rank
Total securities$34,985,0003,311
U.S. Government securities$8,998,0005,228
U.S. Treasury securities$01,225
U.S. Government agency obligations$8,998,0005,115
Securities issued by states & political subdivisions$14,236,0001,999
Other domestic debt securities$11,751,000631
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$11,751,000350
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$1,034,0005,516
Mortgage-backed securities$4,740,0004,211
Certificates of participation in pools of residential mortgages$1,949,0004,411
Issued or guaranteed by U.S.$1,949,0004,401
Privately issued$0125
Collaterized mortgage obligations$2,791,0002,510
CMOs issued by government agencies or sponsored agencies$2,791,0002,294
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)$34,985,0003,018
Total debt securities$34,985,0003,284
Structured notes
Amortized cost$03,156
Fair value$03,156
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$30,272,0003,607
U.S. Government securities$8,068,0005,380
U.S. Treasury securities$01,272
U.S. Government agency obligations$8,068,0005,266
Securities issued by states & political subdivisions$11,073,0002,333
Other domestic debt securities$11,131,000665
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$11,131,000351
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,002,0005,579
Mortgage-backed securities$3,990,0004,306
Certificates of participation in pools of residential mortgages$1,041,0004,760
Issued or guaranteed by U.S.$1,041,0004,754
Privately issued$0136
Collaterized mortgage obligations$2,949,0002,406
CMOs issued by government agencies or sponsored agencies$2,949,0002,181
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)$30,272,0003,317
Total debt securities$30,272,0003,577
Structured notes
Amortized cost$03,198
Fair value$03,198
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contracts$087
2010-12-31Rank
Total securities$27,842,0003,668
U.S. Government securities$6,746,0005,508
U.S. Treasury securities$01,275
U.S. Government agency obligations$6,746,0005,397
Securities issued by states & political subdivisions$9,471,0002,535
Other domestic debt securities$11,625,000684
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$11,625,000333
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$22,0006,112
Mortgage-backed securities$4,634,0004,084
Certificates of participation in pools of residential mortgages$1,184,0004,607
Issued or guaranteed by U.S.$1,184,0004,600
Privately issued$0141
Collaterized mortgage obligations$3,450,0002,256
CMOs issued by government agencies or sponsored agencies$3,450,0002,027
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)$27,842,0003,376
Total debt securities$27,842,0003,640
Structured notes
Amortized cost$03,095
Fair value$03,095
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$086
Revaluation losses on off-balance sheet contracts$086
2010-09-30Rank
Total securities$28,392,0003,597
U.S. Government securities$5,770,0005,739
U.S. Treasury securities$01,180
U.S. Government agency obligations$5,770,0005,618
Securities issued by states & political subdivisions$8,979,0002,542
Other domestic debt securities$13,643,000622
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$13,643,000291
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$22,0006,191
Mortgage-backed securities$5,770,0003,851
Certificates of participation in pools of residential mortgages$1,306,0004,548
Issued or guaranteed by U.S.$1,306,0004,541
Privately issued$0141
Collaterized mortgage obligations$4,464,0002,062
CMOs issued by government agencies or sponsored agencies$4,464,0001,829
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)$28,392,0003,292
Total debt securities$28,392,0003,569
Structured notes
Amortized cost$03,132
Fair value$03,132
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$081
Revaluation losses on off-balance sheet contracts$081
2010-06-30Rank
Total securities$28,741,0003,567
U.S. Government securities$6,533,0005,684
U.S. Treasury securities$01,121
U.S. Government agency obligations$6,533,0005,571
Securities issued by states & political subdivisions$8,776,0002,455
Other domestic debt securities$13,432,000641
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$13,432,000284
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$23,0006,245
Mortgage-backed securities$6,533,0003,706
Certificates of participation in pools of residential mortgages$1,479,0004,519
Issued or guaranteed by U.S.$1,479,0004,512
Privately issued$0148
Collaterized mortgage obligations$5,054,0001,906
CMOs issued by government agencies or sponsored agencies$5,054,0001,660
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)$28,741,0003,255
Total debt securities$28,741,0003,538
Structured notes
Amortized cost$03,207
Fair value$03,207
Trading account assets$0210
Revaluation gains on off-balance sheet contracts$077
Revaluation losses on off-balance sheet contracts$079
2010-03-31Rank
Total securities$28,839,0003,573
U.S. Government securities$6,882,0005,658
U.S. Treasury securities$01,130
U.S. Government agency obligations$6,882,0005,548
Securities issued by states & political subdivisions$8,330,0002,511
Other domestic debt securities$13,627,000659
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$13,627,000282
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$24,0006,332
Mortgage-backed securities$6,882,0003,704
Certificates of participation in pools of residential mortgages$1,600,0004,594
Issued or guaranteed by U.S.$1,600,0004,582
Privately issued$0145
Collaterized mortgage obligations$5,282,0001,811
CMOs issued by government agencies or sponsored agencies$5,282,0001,561
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)$28,839,0003,242
Total debt securities$28,839,0003,543
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$087
2009-12-31Rank
Total securities$28,676,0003,574
U.S. Government securities$7,243,0005,539
U.S. Treasury securities$01,077
U.S. Government agency obligations$7,243,0005,439
Securities issued by states & political subdivisions$7,848,0002,616
Other domestic debt securities$13,585,000684
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$13,585,000273
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$25,0006,385
Mortgage-backed securities$7,243,0003,693
Certificates of participation in pools of residential mortgages$1,747,0004,606
Issued or guaranteed by U.S.$1,747,0004,598
Privately issued$0157
Collaterized mortgage obligations$5,496,0001,777
CMOs issued by government agencies or sponsored agencies$5,496,0001,511
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)$28,676,0003,227
Total debt securities$28,676,0003,541
Structured notes
Amortized cost$02,781
Fair value$02,782
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$083
Revaluation losses on off-balance sheet contracts$085
2009-09-30Rank
Total securities$30,628,0003,445
U.S. Government securities$9,653,0005,082
U.S. Treasury securities$01,047
U.S. Government agency obligations$9,653,0004,985
Securities issued by states & political subdivisions$7,429,0002,697
Other domestic debt securities$13,546,000741
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$13,546,000295
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$26,0006,401
Mortgage-backed securities$7,654,0003,700
Certificates of participation in pools of residential mortgages$1,883,0004,643
Issued or guaranteed by U.S.$1,883,0004,635
Privately issued$0171
Collaterized mortgage obligations$5,771,0001,733
CMOs issued by government agencies or sponsored agencies$5,771,0001,439
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)$30,628,0003,097
Total debt securities$30,628,0003,403
Structured notes
Amortized cost$1,000,0001,528
Fair value$993,0001,723
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$24,809,0003,890
U.S. Government securities$7,521,0005,496
U.S. Treasury securities$01,036
U.S. Government agency obligations$7,521,0005,409
Securities issued by states & political subdivisions$4,266,0003,444
Other domestic debt securities$13,022,000774
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$13,022,000319
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$26,0006,459
Mortgage-backed securities$5,909,0004,071
Certificates of participation in pools of residential mortgages$2,037,0004,636
Issued or guaranteed by U.S.$2,037,0004,622
Privately issued$0181
Collaterized mortgage obligations$3,872,0002,004
CMOs issued by government agencies or sponsored agencies$3,872,0001,694
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)$24,809,0003,495
Total debt securities$24,809,0003,852
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$26,132,0003,791
U.S. Government securities$11,894,0004,721
U.S. Treasury securities$0981
U.S. Government agency obligations$11,894,0004,637
Securities issued by states & political subdivisions$4,343,0003,337
Other domestic debt securities$9,895,000881
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$9,895,000390
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$27,0006,509
Mortgage-backed securities$6,755,0003,968
Certificates of participation in pools of residential mortgages$2,234,0004,651
Issued or guaranteed by U.S.$2,234,0004,638
Privately issued$0191
Collaterized mortgage obligations$4,521,0001,919
CMOs issued by government agencies or sponsored agencies$4,521,0001,594
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)$26,132,0003,412
Total debt securities$26,132,0003,760
Structured notes
Amortized cost$2,000,000582
Fair value$1,999,000631
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$26,442,0003,754
U.S. Government securities$12,249,0004,725
U.S. Treasury securities$0973
U.S. Government agency obligations$12,249,0004,639
Securities issued by states & political subdivisions$5,428,0003,013
Other domestic debt securities$8,765,000902
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$8,765,000422
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$348,0006,365
Mortgage-backed securities$7,049,0003,857
Certificates of participation in pools of residential mortgages$2,461,0004,548
Issued or guaranteed by U.S.$2,461,0004,536
Privately issued$0188
Collaterized mortgage obligations$4,588,0001,855
CMOs issued by government agencies or sponsored agencies$4,588,0001,558
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)$26,442,0003,359
Total debt securities$26,442,0003,713
Structured notes
Amortized cost$2,000,000621
Fair value$2,007,000650
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$28,793,0003,495
U.S. Government securities$14,215,0004,318
U.S. Treasury securities$01,019
U.S. Government agency obligations$14,215,0004,243
Securities issued by states & political subdivisions$5,501,0002,950
Other domestic debt securities$9,077,000866
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$9,077,000405
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$28,0006,566
Mortgage-backed securities$7,158,0003,720
Certificates of participation in pools of residential mortgages$2,659,0004,415
Issued or guaranteed by U.S.$2,659,0004,402
Privately issued$0192
Collaterized mortgage obligations$4,499,0001,795
CMOs issued by government agencies or sponsored agencies$4,499,0001,486
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)$28,793,0003,094
Total debt securities$28,793,0003,460
Structured notes
Amortized cost$2,000,000606
Fair value$1,955,000664
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$28,212,0003,602
U.S. Government securities$13,325,0004,501
U.S. Treasury securities$01,021
U.S. Government agency obligations$13,325,0004,426
Securities issued by states & political subdivisions$5,490,0002,980
Other domestic debt securities$9,397,000889
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$9,397,000461
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$29,0006,598
Mortgage-backed securities$6,273,0003,894
Certificates of participation in pools of residential mortgages$1,816,0004,792
Issued or guaranteed by U.S.$1,816,0004,772
Privately issued$0202
Collaterized mortgage obligations$4,457,0001,791
CMOs issued by government agencies or sponsored agencies$4,457,0001,492
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)$28,212,0003,196
Total debt securities$28,212,0003,558
Structured notes
Amortized cost$2,000,000642
Fair value$1,951,000707
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$28,547,0003,545
U.S. Government securities$16,932,0003,941
U.S. Treasury securities$01,044
U.S. Government agency obligations$16,932,0003,874
Securities issued by states & political subdivisions$5,705,0002,934
Other domestic debt securities$5,910,0001,110
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$5,910,000630
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$31,0006,621
Mortgage-backed securities$6,755,0003,712
Certificates of participation in pools of residential mortgages$2,033,0004,604
Issued or guaranteed by U.S.$2,033,0004,583
Privately issued$0205
Collaterized mortgage obligations$4,722,0001,733
CMOs issued by government agencies or sponsored agencies$4,722,0001,435
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)$28,547,0003,168
Total debt securities$28,547,0003,492
Structured notes
Amortized cost$2,000,000695
Fair value$2,004,000734
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$25,378,0003,842
U.S. Government securities$15,878,0004,151
U.S. Treasury securities$01,146
U.S. Government agency obligations$15,878,0004,062
Securities issued by states & political subdivisions$5,330,0003,023
Other domestic debt securities$4,170,0001,231
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$4,170,000740
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$32,0006,678
Mortgage-backed securities$6,759,0003,434
Certificates of participation in pools of residential mortgages$2,208,0004,254
Issued or guaranteed by U.S.$2,208,0004,238
Privately issued$0191
Collaterized mortgage obligations$4,551,0001,673
CMOs issued by government agencies or sponsored agencies$4,551,0001,398
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)$25,378,0003,406
Total debt securities$25,378,0003,789
Structured notes
Amortized cost$996,0001,663
Fair value$1,002,0001,538
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$25,246,0003,863
U.S. Government securities$17,964,0003,919
U.S. Treasury securities$01,235
U.S. Government agency obligations$17,964,0003,835
Securities issued by states & political subdivisions$5,317,0002,975
Other domestic debt securities$1,965,0001,597
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$1,965,0001,066
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$33,0006,694
Mortgage-backed securities$5,921,0003,473
Certificates of participation in pools of residential mortgages$1,313,0004,593
Issued or guaranteed by U.S.$1,313,0004,580
Privately issued$0194
Collaterized mortgage obligations$4,608,0001,620
CMOs issued by government agencies or sponsored agencies$4,608,0001,356
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)$25,246,0003,412
Total debt securities$25,246,0003,812
Structured notes
Amortized cost$996,0001,871
Fair value$999,0001,773
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$24,484,0003,929
U.S. Government securities$17,764,0003,967
U.S. Treasury securities$01,362
U.S. Government agency obligations$17,764,0003,869
Securities issued by states & political subdivisions$5,267,0002,999
Other domestic debt securities$1,453,0001,707
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$1,453,0001,182
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$35,0006,763
Mortgage-backed securities$5,958,0003,404
Certificates of participation in pools of residential mortgages$1,408,0004,520
Issued or guaranteed by U.S.$1,408,0004,505
Privately issued$0207
Collaterized mortgage obligations$4,550,0001,617
CMOs issued by government agencies or sponsored agencies$4,550,0001,358
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)$24,484,0003,457
Total debt securities$24,483,0003,878
Structured notes
Amortized cost$996,0001,956
Fair value$985,0001,937
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$26,520,0003,746
U.S. Government securities$18,202,0003,914
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,202,0003,814
Securities issued by states & political subdivisions$5,340,0002,988
Other domestic debt securities$2,978,0001,307
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$2,978,000845
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$37,0006,798
Mortgage-backed securities$6,255,0003,306
Certificates of participation in pools of residential mortgages$1,511,0004,463
Issued or guaranteed by U.S.$1,511,0004,446
Privately issued$0218
Collaterized mortgage obligations$4,744,0001,569
CMOs issued by government agencies or sponsored agencies$4,744,0001,317
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)$26,520,0003,284
Total debt securities$26,520,0003,701
Structured notes
Amortized cost$996,0002,014
Fair value$993,0001,955
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$26,054,0003,824
U.S. Government securities$18,250,0003,967
U.S. Treasury securities$01,498
U.S. Government agency obligations$18,250,0003,865
Securities issued by states & political subdivisions$5,347,0003,012
Other domestic debt securities$2,457,0001,416
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$2,457,000956
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$39,0006,840
Mortgage-backed securities$6,348,0003,290
Certificates of participation in pools of residential mortgages$1,606,0004,398
Issued or guaranteed by U.S.$1,606,0004,383
Privately issued$0208
Collaterized mortgage obligations$4,742,0001,563
CMOs issued by government agencies or sponsored agencies$4,742,0001,321
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)$26,054,0003,342
Total debt securities$26,054,0003,772
Structured notes
Amortized cost$995,0002,127
Fair value$989,0002,062
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$25,772,0003,878
U.S. Government securities$17,373,0004,136
U.S. Treasury securities$01,574
U.S. Government agency obligations$17,373,0004,021
Securities issued by states & political subdivisions$6,912,0002,581
Other domestic debt securities$1,487,0001,716
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$1,487,0001,219
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$42,0006,896
Mortgage-backed securities$5,491,0003,480
Certificates of participation in pools of residential mortgages$1,713,0004,351
Issued or guaranteed by U.S.$1,713,0004,328
Privately issued$0214
Collaterized mortgage obligations$3,778,0001,683
CMOs issued by government agencies or sponsored agencies$3,778,0001,453
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$25,772,0003,388
Total debt securities$25,772,0003,820
Structured notes
Amortized cost$995,0002,248
Fair value$985,0002,193
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$27,783,0003,680
U.S. Government securities$17,141,0004,174
U.S. Treasury securities$01,634
U.S. Government agency obligations$17,141,0004,056
Securities issued by states & political subdivisions$9,140,0002,121
Other domestic debt securities$1,502,0001,715
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$1,502,0001,221
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$45,0006,950
Mortgage-backed securities$5,527,0003,474
Certificates of participation in pools of residential mortgages$1,830,0004,283
Issued or guaranteed by U.S.$1,830,0004,268
Privately issued$0211
Collaterized mortgage obligations$3,697,0001,671
CMOs issued by government agencies or sponsored agencies$3,697,0001,454
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)$27,783,0003,204
Total debt securities$27,783,0003,626
Structured notes
Amortized cost$995,0002,333
Fair value$966,0002,320
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$28,403,0003,693
U.S. Government securities$17,602,0004,150
U.S. Treasury securities$01,715
U.S. Government agency obligations$17,602,0004,019
Securities issued by states & political subdivisions$9,297,0002,078
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$1,504,00067
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,0006,973
Mortgage-backed securities$5,822,0003,448
Certificates of participation in pools of residential mortgages$1,967,0004,236
Issued or guaranteed by U.S.$1,967,0004,222
Privately issued$0205
Collaterized mortgage obligations$3,855,0001,649
CMOs issued by government agencies or sponsored agencies$3,855,0001,422
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)$28,403,0003,213
Total debt securities$28,403,0003,640
Structured notes
Amortized cost$995,0002,333
Fair value$974,0002,318
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$32,038,0003,372
U.S. Government securities$17,909,0004,090
U.S. Treasury securities$01,737
U.S. Government agency obligations$17,909,0003,963
Securities issued by states & political subdivisions$12,115,0001,637
Other domestic debt securities$2,014,0001,623
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$2,014,0001,181
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$53,0007,012
Mortgage-backed securities$6,033,0003,447
Certificates of participation in pools of residential mortgages$2,091,0004,190
Issued or guaranteed by U.S.$2,091,0004,174
Privately issued$0216
Collaterized mortgage obligations$3,942,0001,628
CMOs issued by government agencies or sponsored agencies$3,942,0001,407
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)$14,265,0001,165
Available-for-sale securities (fair market value)$17,773,0004,271
Total debt securities$32,038,0003,318
Structured notes
Amortized cost$995,0002,336
Fair value$978,0002,304
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$33,539,0003,237
U.S. Government securities$18,925,0003,905
U.S. Treasury securities$01,786
U.S. Government agency obligations$18,925,0003,778
Securities issued by states & political subdivisions$12,585,0001,570
Other domestic debt securities$2,029,0001,638
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$2,029,0001,210
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$61,0007,057
Mortgage-backed securities$6,897,0003,273
Certificates of participation in pools of residential mortgages$2,260,0004,150
Issued or guaranteed by U.S.$2,260,0004,137
Privately issued$0225
Collaterized mortgage obligations$4,637,0001,531
CMOs issued by government agencies or sponsored agencies$4,637,0001,323
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)$12,737,0001,258
Available-for-sale securities (fair market value)$20,802,0003,894
Total debt securities$33,539,0003,186
Structured notes
Amortized cost$995,0002,288
Fair value$991,0002,160
Trading account assets$0146
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contracts$047
2005-06-30Rank
Total securities$35,356,0003,156
U.S. Government securities$20,205,0003,767
U.S. Treasury securities$01,839
U.S. Government agency obligations$20,205,0003,646
Securities issued by states & political subdivisions$12,581,0001,572
Other domestic debt securities$2,570,0001,508
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$2,570,0001,111
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$69,0007,071
Mortgage-backed securities$8,106,0003,094
Certificates of participation in pools of residential mortgages$2,470,0004,128
Issued or guaranteed by U.S.$2,470,0004,112
Privately issued$0223
Collaterized mortgage obligations$5,636,0001,422
CMOs issued by government agencies or sponsored agencies$5,636,0001,239
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)$12,751,0001,264
Available-for-sale securities (fair market value)$22,605,0003,733
Total debt securities$35,356,0003,097
Structured notes
Amortized cost$995,0002,280
Fair value$996,0002,120
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$35,718,0003,158
U.S. Government securities$21,208,0003,716
U.S. Treasury securities$01,963
U.S. Government agency obligations$21,208,0003,584
Securities issued by states & political subdivisions$11,444,0001,704
Other domestic debt securities$3,066,0001,436
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$3,066,0001,068
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$79,0007,123
Mortgage-backed securities$8,321,0003,139
Certificates of participation in pools of residential mortgages$1,753,0004,597
Issued or guaranteed by U.S.$1,753,0004,582
Privately issued$0207
Collaterized mortgage obligations$6,568,0001,348
CMOs issued by government agencies or sponsored agencies$6,568,0001,175
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,631,0001,350
Available-for-sale securities (fair market value)$24,087,0003,654
Total debt securities$35,718,0003,107
Structured notes
Amortized cost$995,0002,275
Fair value$982,0002,201
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$35,460,0003,202
U.S. Government securities$22,977,0003,511
U.S. Treasury securities$01,963
U.S. Government agency obligations$22,977,0003,389
Securities issued by states & political subdivisions$9,343,0002,058
Other domestic debt securities$3,140,0001,449
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$3,140,0001,087
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$90,0007,146
Mortgage-backed securities$9,888,0002,952
Certificates of participation in pools of residential mortgages$1,964,0004,489
Issued or guaranteed by U.S.$1,964,0004,473
Privately issued$0203
Collaterized mortgage obligations$7,924,0001,232
CMOs issued by government agencies or sponsored agencies$7,924,0001,075
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)$9,553,0001,514
Available-for-sale securities (fair market value)$25,907,0003,475
Total debt securities$35,460,0003,153
Structured notes
Amortized cost$995,0002,223
Fair value$995,0002,103
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$34,500,0003,258
U.S. Government securities$23,322,0003,456
U.S. Treasury securities$01,990
U.S. Government agency obligations$23,322,0003,335
Securities issued by states & political subdivisions$7,484,0002,426
Other domestic debt securities$3,694,0001,349
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$3,694,0001,023
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$106,0007,146
Mortgage-backed securities$11,144,0002,778
Certificates of participation in pools of residential mortgages$2,183,0004,412
Issued or guaranteed by U.S.$2,183,0004,399
Privately issued$0225
Collaterized mortgage obligations$8,961,0001,166
CMOs issued by government agencies or sponsored agencies$8,961,0001,018
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)$7,723,0001,700
Available-for-sale securities (fair market value)$26,777,0003,405
Total debt securities$34,500,0003,198
Structured notes
Amortized cost$995,0002,227
Fair value$1,002,0002,011
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$36,084,0003,189
U.S. Government securities$25,142,0003,306
U.S. Treasury securities$02,098
U.S. Government agency obligations$25,142,0003,187
Securities issued by states & political subdivisions$7,219,0002,472
Other domestic debt securities$3,723,0001,383
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$3,723,0001,061
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$125,0007,175
Mortgage-backed securities$12,165,0002,679
Certificates of participation in pools of residential mortgages$2,375,0004,362
Issued or guaranteed by U.S.$2,375,0004,349
Privately issued$0225
Collaterized mortgage obligations$9,790,0001,118
CMOs issued by government agencies or sponsored agencies$9,790,000982
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)$6,977,0001,796
Available-for-sale securities (fair market value)$29,107,0003,233
Total debt securities$36,084,0003,120
Structured notes
Amortized cost$995,0002,195
Fair value$981,0002,118
Trading account assets$0153
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contracts$054
2004-03-31Rank
Total securities$37,561,0003,082
U.S. Government securities$24,478,0003,333
U.S. Treasury securities$02,082
U.S. Government agency obligations$24,478,0003,216
Securities issued by states & political subdivisions$7,258,0002,489
Other domestic debt securities$5,825,0001,172
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$5,825,000877
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$149,0007,172
Mortgage-backed securities$12,180,0002,714
Certificates of participation in pools of residential mortgages$2,773,0004,226
Issued or guaranteed by U.S.$2,773,0004,215
Privately issued$0230
Collaterized mortgage obligations$9,407,0001,189
CMOs issued by government agencies or sponsored agencies$9,407,0001,041
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)$7,564,0001,703
Available-for-sale securities (fair market value)$29,997,0003,164
Total debt securities$37,561,0003,010
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$33,170,0003,454
U.S. Government securities$19,882,0003,926
U.S. Treasury securities$02,227
U.S. Government agency obligations$19,882,0003,796
Securities issued by states & political subdivisions$7,443,0002,452
Other domestic debt securities$5,845,0001,167
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$5,845,000940
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$177,0007,179
Mortgage-backed securities$7,624,0003,425
Certificates of participation in pools of residential mortgages$2,988,0004,112
Issued or guaranteed by U.S.$2,988,0004,098
Privately issued$0248
Collaterized mortgage obligations$4,636,0001,667
CMOs issued by government agencies or sponsored agencies$4,636,0001,558
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)$7,791,0001,697
Available-for-sale securities (fair market value)$25,379,0003,603
Total debt securities$33,169,0003,397
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$29,596,0003,679
U.S. Government securities$14,463,0004,640
U.S. Treasury securities$02,287
U.S. Government agency obligations$14,463,0004,485
Securities issued by states & political subdivisions$6,954,0002,552
Other domestic debt securities$8,179,0001,010
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$8,179,000796
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$224,0007,163
Mortgage-backed securities$7,266,0003,487
Certificates of participation in pools of residential mortgages$3,373,0003,959
Issued or guaranteed by U.S.$3,373,0003,944
Privately issued$0253
Collaterized mortgage obligations$3,893,0001,807
CMOs issued by government agencies or sponsored agencies$3,893,0001,680
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)$7,361,0001,737
Available-for-sale securities (fair market value)$22,235,0003,867
Total debt securities$29,596,0003,607
Structured notes
Amortized cost$02,200
Fair value$02,203
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$063
Revaluation losses on off-balance sheet contracts$059
2003-06-30Rank
Total securities$29,341,0003,612
U.S. Government securities$13,699,0004,754
U.S. Treasury securities$02,322
U.S. Government agency obligations$13,699,0004,599
Securities issued by states & political subdivisions$7,366,0002,424
Other domestic debt securities$8,276,0001,033
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,276,000789
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$283,0007,143
Mortgage-backed securities$7,507,0003,504
Certificates of participation in pools of residential mortgages$5,139,0003,395
Issued or guaranteed by U.S.$5,139,0003,384
Privately issued$0256
Collaterized mortgage obligations$2,368,0002,369
CMOs issued by government agencies or sponsored agencies$2,368,0002,239
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,860,0001,653
Available-for-sale securities (fair market value)$21,481,0003,899
Total debt securities$29,341,0003,536
Structured notes
Amortized cost$01,992
Fair value$01,994
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$059
2003-03-31Rank
Total securities$28,964,0003,610
U.S. Government securities$13,356,0004,817
U.S. Treasury securities$02,382
U.S. Government agency obligations$13,356,0004,652
Securities issued by states & political subdivisions$7,414,0002,331
Other domestic debt securities$8,194,0001,054
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$8,194,000822
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$358,0007,110
Mortgage-backed securities$6,168,0003,849
Certificates of participation in pools of residential mortgages$3,897,0003,802
Issued or guaranteed by U.S.$3,897,0003,792
Privately issued$0257
Collaterized mortgage obligations$2,271,0002,471
CMOs issued by government agencies or sponsored agencies$2,271,0002,340
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,011,0001,669
Available-for-sale securities (fair market value)$20,953,0003,905
Total debt securities$28,964,0003,533
Structured notes
Amortized cost$995,0001,134
Fair value$995,0001,125
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$30,473,0003,498
U.S. Government securities$13,526,0004,761
U.S. Treasury securities$02,544
U.S. Government agency obligations$13,526,0004,583
Securities issued by states & political subdivisions$7,697,0002,244
Other domestic debt securities$9,250,000981
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,250,000760
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$447,0007,081
Mortgage-backed securities$7,294,0003,538
Certificates of participation in pools of residential mortgages$4,629,0003,516
Issued or guaranteed by U.S.$4,629,0003,502
Privately issued$0252
Collaterized mortgage obligations$2,665,0002,381
CMOs issued by government agencies or sponsored agencies$2,665,0002,266
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,386,0001,647
Available-for-sale securities (fair market value)$22,087,0003,744
Total debt securities$30,472,0003,420
Structured notes
Amortized cost$01,569
Fair value$01,573
Trading account assets$0170
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$062
2001-12-31Rank
Total securities$30,998,0003,257
U.S. Government securities$16,840,0004,034
U.S. Treasury securities$03,182
U.S. Government agency obligations$16,840,0003,834
Securities issued by states & political subdivisions$3,978,0003,260
Other domestic debt securities$10,180,000930
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$10,180,000707
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$984,0006,805
Mortgage-backed securities$10,234,0002,836
Certificates of participation in pools of residential mortgages$4,866,0003,178
Issued or guaranteed by U.S.$4,866,0003,164
Privately issued$0260
Collaterized mortgage obligations$5,368,0001,803
CMOs issued by government agencies or sponsored agencies$5,368,0001,683
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,089,0002,273
Available-for-sale securities (fair market value)$25,909,0003,152
Total debt securities$30,998,0003,194
Structured notes
Amortized cost$0883
Fair value$0883
Trading account assets$0182
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contracts$052
2000-12-31Rank
Total securities$40,521,0002,665
U.S. Government securities$25,835,0002,985
U.S. Treasury securities$04,186
U.S. Government agency obligations$25,835,0002,773
Securities issued by states & political subdivisions$4,281,0003,089
Other domestic debt securities$9,922,000809
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$9,922,000660
Foreign debt securitiesNANA
Equity securities$483,0003,914
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$961,0007,151
Mortgage-backed securities$13,385,0001,954
Certificates of participation in pools of residential mortgages$5,662,0002,461
Issued or guaranteed by U.S.$5,662,0002,441
Privately issued$0308
Collaterized mortgage obligations$7,723,0001,187
CMOs issued by government agencies or sponsored agencies$7,723,0001,072
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,290,0002,469
Available-for-sale securities (fair market value)$34,231,0002,481
Total debt securities$40,038,0002,596
Structured notes
Amortized cost$0935
Fair value$0935
Trading account assets$0175
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contractsNANA
1999-12-31Rank
Total securities$35,419,0003,118
U.S. Government securities$24,021,0003,353
U.S. Treasury securities$05,412
U.S. Government agency obligations$24,021,0002,989
Securities issued by states & political subdivisions$3,744,0003,487
Other domestic debt securities$7,335,000978
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$7,335,000787
Foreign debt securitiesNANA
Equity securities$319,0004,719
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$977,0007,246
Mortgage-backed securities$13,602,0002,081
Certificates of participation in pools of residential mortgages$4,409,0002,990
Issued or guaranteed by U.S.$4,409,0002,979
Privately issued$0307
Collaterized mortgage obligations$9,193,0001,151
CMOs issued by government agencies or sponsored agencies$9,193,0001,030
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,851,0002,623
Available-for-sale securities (fair market value)$28,568,0002,937
Total debt securities$35,100,0003,051
Structured notes
Amortized cost$01,336
Fair value$01,336
Trading account assets$0165
Revaluation gains on off-balance sheet contracts$052
Revaluation losses on off-balance sheet contractsNANA
1998-12-31Rank
Total securities$33,847,0003,273
U.S. Government securities$26,722,0003,130
U.S. Treasury securities$500,0006,057
U.S. Government agency obligations$26,222,0002,673
Securities issued by states & political subdivisions$4,102,0003,345
Other domestic debt securities$2,812,0001,481
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,812,0001,199
Foreign debt securitiesNANA
Equity securities$211,0005,328
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,500,0005,755
Mortgage-backed securities$17,612,0001,857
Certificates of participation in pools of residential mortgages$4,414,0003,172
Issued or guaranteed by U.S.$4,414,0003,156
Privately issued$0349
Collaterized mortgage obligations$13,198,000978
CMOs issued by government agencies or sponsored agencies$13,198,000896
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$10,465,0002,248
Available-for-sale securities (fair market value)$23,382,0003,390
Total debt securities$33,636,0003,197
Structured notes
Amortized cost$01,636
Fair value$01,636
Trading account assets$0197
Revaluation gains on off-balance sheet contracts$055
Revaluation losses on off-balance sheet contractsNANA
1997-12-31Rank
Total securities$30,907,0003,544
U.S. Government securities$26,918,0003,223
U.S. Treasury securities$1,494,0005,812
U.S. Government agency obligations$25,424,0002,658
Securities issued by states & political subdivisions$2,847,0003,933
Other domestic debt securities$700,0002,084
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$700,0001,659
Foreign debt securitiesNANA
Equity securities$442,0003,883
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$497,0008,234
Mortgage-backed securities$9,651,0002,687
Certificates of participation in pools of residential mortgages$1,894,0004,474
Issued or guaranteed by U.S.$1,894,0004,459
Privately issued$0394
Collaterized mortgage obligations$7,757,0001,330
CMOs issued by government agencies or sponsored agencies$7,757,0001,272
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$13,382,0002,281
Available-for-sale securities (fair market value)$17,525,0003,985
Total debt securities$30,465,0003,488
Structured notes
Amortized cost$500,0001,789
Fair value$499,0001,905
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$34,896,0003,475
U.S. Government securities$30,690,0003,132
U.S. Treasury securities$4,989,0003,835
U.S. Government agency obligations$25,701,0002,732
Securities issued by states & political subdivisions$3,109,0003,855
Other domestic debt securities$898,0002,184
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$898,0001,658
Foreign debt securitiesNANA
Equity securities$199,0005,306
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$494,0008,655
Mortgage-backed securities$8,071,0003,263
Certificates of participation in pools of residential mortgages$2,845,0004,187
Issued or guaranteed by U.S.$2,845,0004,166
Privately issued$0472
Collaterized mortgage obligations$5,226,0001,874
CMOs issued by government agencies or sponsored agencies$5,226,0001,784
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$14,781,0002,394
Available-for-sale securities (fair market value)$20,115,0003,807
Total debt securities$34,697,0003,384
Structured notes
Amortized cost$500,0002,460
Fair value$493,0002,707
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$34,488,0003,663
U.S. Government securities$28,579,0003,479
U.S. Treasury securities$10,052,0002,692
U.S. Government agency obligations$18,527,0003,519
Securities issued by states & political subdivisions$2,696,0004,216
Other domestic debt securities$3,213,0001,377
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,213,0001,039
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$498,0008,949
Mortgage-backed securities$6,037,0004,102
Certificates of participation in pools of residential mortgages$3,827,0003,771
Issued or guaranteed by U.S.$3,827,0003,740
Privately issued$0558
Collaterized mortgage obligations$2,210,0003,280
CMOs issued by government agencies or sponsored agencies$2,210,0003,129
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,244,0002,166
Available-for-sale securities (fair market value)$16,244,0004,632
Total debt securities$34,488,0003,563
Structured notes
Amortized cost$2,850,0001,272
Fair value$2,847,0001,254
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$37,079,0003,549
U.S. Government securities$30,412,0003,413
U.S. Treasury securities$12,130,0002,849
U.S. Government agency obligations$18,282,0003,433
Securities issued by states & political subdivisions$3,264,0003,975
Other domestic debt securities$3,403,0001,490
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,403,0001,156
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0009,205
Mortgage-backed securities$6,583,0004,121
Certificates of participation in pools of residential mortgages$4,736,0003,493
Issued or guaranteed by U.S.$4,736,0003,469
Privately issued$0564
Collaterized mortgage obligations$1,847,0003,784
CMOs issued by government agencies or sponsored agencies$1,847,0003,611
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$24,997,0002,868
Available-for-sale securities (fair market value)$12,082,0004,210
Total debt securities$37,079,0003,464
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0286
Revaluation gains on off-balance sheet contracts$064
Revaluation losses on off-balance sheet contractsNANA
1993-12-31Rank
Total securities$34,427,0003,972
U.S. Government securities$26,118,0004,077
U.S. Treasury securities$8,981,0003,846
U.S. Government agency obligations$17,137,0003,751
Securities issued by states & political subdivisions$3,555,0003,870
Other domestic debt securities$4,754,0001,440
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$4,754,0001,083
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0009,505
Mortgage-backed securities$11,884,0003,261
Certificates of participation in pools of residential mortgages$11,884,0002,224
Issued or guaranteed by U.S.$11,884,0002,194
Privately issued$0731
Collaterized mortgage obligations$07,006
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$02,902
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$34,427,0003,875
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0330
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
1992-12-31Rank
Total securities$38,684,0003,571
U.S. Government securities$29,484,0003,619
U.S. Treasury securities$10,508,0003,372
U.S. Government agency obligations$18,976,0003,401
Securities issued by states & political subdivisions$3,678,0003,524
Other domestic debt securities$5,522,0001,576
Privately issued residential mortgage-backed securities$04,133
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$5,522,0001,115
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$500,0009,719
Mortgage-backed securities$14,266,0002,950
Certificates of participation in pools of residential mortgages$14,266,0001,960
Issued or guaranteed by U.S.$14,266,0001,922
Privately issued$0831
Collaterized mortgage obligations$07,362
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$03,547
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)NANA
Available-for-sale securities (fair market value)NANA
Total debt securities$38,684,0003,483
Structured notes
Amortized costNANA
Fair valueNANA
Trading account assets$0344
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA