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Iowa State Bank, Securities

2023-12-31Rank
Total securities$215,713,000918
U.S. Government securities$27,269,0002,584
U.S. Treasury securities$4,485,0001,914
U.S. Government agency obligations$22,784,0002,451
Securities issued by states & political subdivisions$123,875,000358
Other domestic debt securities$64,447,000338
Privately issued residential mortgage-backed securities$25,693,000161
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$927,000487
Structured financial products - Total$1,986,000466
Other domestic debt securities - All other$28,245,000311
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$46,239,0001,541
Mortgage-backed securities$40,232,0001,444
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,759,0002,588
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,184,0001,846
Privately issued$25,693,000136
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,589
Other commercial mortgage-backed securities$7,596,000584
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$215,591,000767
Total debt securities$215,590,000907
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$208,446,000925
U.S. Government securities$26,373,0002,623
U.S. Treasury securities$4,327,0001,964
U.S. Government agency obligations$22,046,0002,472
Securities issued by states & political subdivisions$114,785,000371
Other domestic debt securities$67,214,000323
Privately issued residential mortgage-backed securities$28,701,000146
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$972,000465
Structured financial products - Total$2,000,000469
Other domestic debt securities - All other$27,909,000315
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$20,261,0002,321
Mortgage-backed securities$43,305,0001,363
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,730,0002,595
Privately issued$0237
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,242,0001,809
Privately issued$28,701,000126
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$7,632,000572
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$208,372,000776
Total debt securities$208,368,000916
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$219,776,000903
U.S. Government securities$27,249,0002,651
U.S. Treasury securities$4,405,0001,999
U.S. Government agency obligations$22,844,0002,481
Securities issued by states & political subdivisions$122,938,000368
Other domestic debt securities$69,515,000324
Privately issued residential mortgage-backed securities$29,484,000148
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$2,002,000451
Other domestic debt securities - All other$28,473,000312
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$33,255,0001,795
Mortgage-backed securities$46,245,0001,348
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$4,839,0002,610
Privately issued$0240
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,366,0001,803
Privately issued$29,484,000125
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$9,556,000518
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$219,702,000763
Total debt securities$219,700,000897
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$224,127,000931
U.S. Government securities$27,612,0002,704
U.S. Treasury securities$4,451,0002,067
U.S. Government agency obligations$23,161,0002,479
Securities issued by states & political subdivisions$127,095,000373
Other domestic debt securities$69,420,000344
Privately issued residential mortgage-backed securities$29,276,000161
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$30,475,000309
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$32,427,0001,761
Mortgage-backed securities$46,425,0001,396
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,035,0002,628
Privately issued$0218
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,445,0001,827
Privately issued$29,276,000129
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$9,669,000524
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$224,127,000789
Total debt securities$224,127,000922
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$225,160,000945
U.S. Government securities$27,373,0002,737
U.S. Treasury securities$4,372,0002,126
U.S. Government agency obligations$23,001,0002,481
Securities issued by states & political subdivisions$130,081,000373
Other domestic debt securities$67,706,000358
Privately issued residential mortgage-backed securities$27,198,000165
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$30,804,000312
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$30,909,0001,710
Mortgage-backed securities$44,418,0001,437
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,004,0002,646
Privately issued$0238
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,512,0001,833
Privately issued$27,198,000130
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$9,704,000522
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$225,160,000796
Total debt securities$225,160,000933
Structured notes
Amortized cost$01,229
Fair value$01,229
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$224,621,000960
U.S. Government securities$37,684,0002,371
U.S. Treasury securities$4,594,0002,131
U.S. Government agency obligations$33,090,0002,111
Securities issued by states & political subdivisions$127,529,000378
Other domestic debt securities$59,408,000363
Privately issued residential mortgage-backed securities$28,083,000152
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$31,325,000307
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$29,978,0001,678
Mortgage-backed securities$45,859,0001,420
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$5,017,0002,663
Privately issued$0223
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$2,742,0001,799
Privately issued$28,083,000129
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$10,017,000540
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$224,621,000815
Total debt securities$224,620,000950
Structured notes
Amortized cost$01,214
Fair value$01,214
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$248,417,000883
U.S. Government securities$33,812,0002,517
U.S. Treasury securities$5,025,0002,008
U.S. Government agency obligations$28,787,0002,293
Securities issued by states & political subdivisions$144,923,000343
Other domestic debt securities$69,682,000313
Privately issued residential mortgage-backed securities$26,824,000152
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$32,830,000295
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$32,098,0001,589
Mortgage-backed securities$48,339,0001,413
Certificates of participation in pools of residential mortgages$5,267,0002,756
Issued or guaranteed by U.S.$5,267,0002,675
Privately issued$0231
Collaterized mortgage obligations$33,044,000634
CMOs issued by government agencies or sponsored agencies$6,220,0001,394
Privately issued$26,824,000124
Commercial mortgage-backed securities$10,028,000872
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$10,028,000581
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$248,417,000771
Total debt securities$248,417,000875
Structured notes
Amortized cost$01,186
Fair value$01,186
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$266,897,000814
U.S. Government securities$41,306,0002,217
U.S. Treasury securities$6,587,0001,658
U.S. Government agency obligations$34,719,0002,096
Securities issued by states & political subdivisions$159,710,000314
Other domestic debt securities$65,881,000318
Privately issued residential mortgage-backed securities$22,938,000162
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$32,707,000303
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$29,561,0001,633
Mortgage-backed securities$44,387,0001,503
Certificates of participation in pools of residential mortgages$5,545,0002,743
Issued or guaranteed by U.S.$4,466,0002,801
Privately issued$1,079,000168
Collaterized mortgage obligations$28,606,000698
CMOs issued by government agencies or sponsored agencies$6,747,0001,364
Privately issued$21,859,000132
Commercial mortgage-backed securities$10,236,000875
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$10,236,000581
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$266,897,000728
Total debt securities$266,896,000803
Structured notes
Amortized cost$01,056
Fair value$01,056
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$282,803,000765
U.S. Government securities$46,179,0001,964
U.S. Treasury securities$6,923,0001,225
U.S. Government agency obligations$39,256,0001,928
Securities issued by states & political subdivisions$174,559,000296
Other domestic debt securities$62,065,000321
Privately issued residential mortgage-backed securities$21,834,000154
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$30,910,000302
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$34,049,0001,486
Mortgage-backed securities$43,335,0001,501
Certificates of participation in pools of residential mortgages$5,944,0002,693
Issued or guaranteed by U.S.$4,727,0002,749
Privately issued$1,217,000175
Collaterized mortgage obligations$28,070,000668
CMOs issued by government agencies or sponsored agencies$7,453,0001,306
Privately issued$20,617,000118
Commercial mortgage-backed securities$9,321,000896
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$9,321,000611
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$282,803,000690
Total debt securities$282,805,000753
Structured notes
Amortized cost$01,002
Fair value$01,002
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$232,023,000860
U.S. Government securities$16,559,0003,082
U.S. Treasury securities$2,283,0001,492
U.S. Government agency obligations$14,276,0002,999
Securities issued by states & political subdivisions$162,316,000311
Other domestic debt securities$53,148,000339
Privately issued residential mortgage-backed securities$17,836,000159
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$27,998,000305
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$15,915,0002,217
Mortgage-backed securities$33,818,0001,726
Certificates of participation in pools of residential mortgages$3,469,0003,040
Issued or guaranteed by U.S.$3,215,0002,992
Privately issued$254,000191
Collaterized mortgage obligations$23,035,000741
CMOs issued by government agencies or sponsored agencies$5,453,0001,485
Privately issued$17,582,000116
Commercial mortgage-backed securities$7,314,0001,001
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$7,314,000681
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$232,023,000783
Total debt securities$232,025,000848
Structured notes
Amortized cost$0900
Fair value$0901
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-06-30Rank
Total securities$182,100,0001,014
U.S. Government securities$5,978,0003,891
U.S. Treasury securities$01,913
U.S. Government agency obligations$5,978,0003,662
Securities issued by states & political subdivisions$137,579,000361
Other domestic debt securities$38,543,000397
Privately issued residential mortgage-backed securities$12,933,000173
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$20,263,000365
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$15,949,0002,189
Mortgage-backed securities$24,258,0001,999
Certificates of participation in pools of residential mortgages$109,0003,872
Issued or guaranteed by U.S.$109,0003,799
Privately issued$0247
Collaterized mortgage obligations$18,802,000795
CMOs issued by government agencies or sponsored agencies$5,869,0001,397
Privately issued$12,933,000118
Commercial mortgage-backed securities$5,347,0001,106
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$5,347,000745
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$182,100,000935
Total debt securities$182,100,0001,004
Structured notes
Amortized cost$0836
Fair value$0838
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-03-31Rank
Total securities$156,608,0001,087
U.S. Government securities$6,417,0003,732
U.S. Treasury securities$01,631
U.S. Government agency obligations$6,417,0003,551
Securities issued by states & political subdivisions$125,326,000379
Other domestic debt securities$24,865,000508
Privately issued residential mortgage-backed securities$7,990,000230
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$14,385,000438
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$15,377,0002,214
Mortgage-backed securities$16,897,0002,251
Certificates of participation in pools of residential mortgages$120,0003,857
Issued or guaranteed by U.S.$120,0003,777
Privately issued$0261
Collaterized mortgage obligations$14,287,000924
CMOs issued by government agencies or sponsored agencies$6,297,0001,312
Privately issued$7,990,000141
Commercial mortgage-backed securities$2,490,0001,388
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$2,490,000923
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$156,608,0001,002
Total debt securities$156,607,0001,073
Structured notes
Amortized cost$0636
Fair value$0635
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2020-12-31Rank
Total securities$125,363,0001,194
U.S. Government securities$6,861,0003,569
U.S. Treasury securities$01,194
U.S. Government agency obligations$6,861,0003,423
Securities issued by states & political subdivisions$104,755,000433
Other domestic debt securities$13,747,000657
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$11,291,000483
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$11,210,0002,487
Mortgage-backed securities$9,317,0002,712
Certificates of participation in pools of residential mortgages$132,0003,843
Issued or guaranteed by U.S.$132,0003,771
Privately issued$0245
Collaterized mortgage obligations$6,729,0001,329
CMOs issued by government agencies or sponsored agencies$6,729,0001,286
Privately issued$0474
Commercial mortgage-backed securities$2,456,0001,341
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$2,456,000896
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$125,363,0001,112
Total debt securities$125,363,0001,181
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$79,539,0001,596
U.S. Government securities$5,324,0003,770
U.S. Treasury securities$01,216
U.S. Government agency obligations$5,324,0003,611
Securities issued by states & political subdivisions$69,222,000622
Other domestic debt securities$4,993,0001,037
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$4,993,000715
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$16,081,0002,111
Mortgage-backed securities$5,324,0003,113
Certificates of participation in pools of residential mortgages$148,0003,836
Issued or guaranteed by U.S.$148,0003,763
Privately issued$0251
Collaterized mortgage obligations$5,176,0001,547
CMOs issued by government agencies or sponsored agencies$5,176,0001,509
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)$79,539,0001,489
Total debt securities$79,539,0001,580
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$59,345,0001,920
U.S. Government securities$6,014,0003,703
U.S. Treasury securities$01,251
U.S. Government agency obligations$6,014,0003,541
Securities issued by states & political subdivisions$51,833,000760
Other domestic debt securities$1,498,0001,474
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$1,498,0001,115
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$1,106,0003,915
Mortgage-backed securities$6,014,0003,039
Certificates of participation in pools of residential mortgages$158,0003,837
Issued or guaranteed by U.S.$158,0003,767
Privately issued$0251
Collaterized mortgage obligations$5,856,0001,498
CMOs issued by government agencies or sponsored agencies$5,856,0001,461
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)$59,345,0001,797
Total debt securities$59,346,0001,907
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$60,049,0001,833
U.S. Government securities$6,368,0003,709
U.S. Treasury securities$01,297
U.S. Government agency obligations$6,368,0003,536
Securities issued by states & political subdivisions$53,681,000672
Other domestic debt securities$01,998
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0454
Structured financial products - Total$0155
Other domestic debt securities - All other$01,513
Foreign debt securities$0300
Equity securities$0317
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,013,0002,366
Mortgage-backed securities$6,368,0003,004
Certificates of participation in pools of residential mortgages$170,0003,862
Issued or guaranteed by U.S.$170,0003,782
Privately issued$0267
Collaterized mortgage obligations$6,198,0001,480
CMOs issued by government agencies or sponsored agencies$6,198,0001,443
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)$60,049,0001,703
Total debt securities$60,049,0001,819
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$80,751,0001,489
U.S. Government securities$8,477,0003,557
U.S. Treasury securities$01,363
U.S. Government agency obligations$8,477,0003,403
Securities issued by states & political subdivisions$72,274,000449
Other domestic debt securities$01,972
Privately issued residential mortgage-backed securities$0657
Commercial mortgage-backed securities - Total$0179
Asset backed securities$0432
Structured financial products - Total$0159
Other domestic debt securities - All other$01,491
Foreign debt securities$0278
Equity securities$0374
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,571,0002,254
Mortgage-backed securities$8,477,0002,757
Certificates of participation in pools of residential mortgages$177,0003,875
Issued or guaranteed by U.S.$177,0003,808
Privately issued$0249
Collaterized mortgage obligations$8,300,0001,277
CMOs issued by government agencies or sponsored agencies$8,300,0001,241
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)$80,751,0001,376
Total debt securities$80,751,0001,477
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$79,398,0001,501
U.S. Government securities$9,062,0003,525
U.S. Treasury securities$01,429
U.S. Government agency obligations$9,062,0003,370
Securities issued by states & political subdivisions$70,232,000450
Other domestic debt securities$104,0001,952
Privately issued residential mortgage-backed securities$0702
Commercial mortgage-backed securities - Total$104,000176
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,141,0002,244
Mortgage-backed securities$9,166,0002,673
Certificates of participation in pools of residential mortgages$190,0003,903
Issued or guaranteed by U.S.$190,0003,832
Privately issued$0287
Collaterized mortgage obligations$8,872,0001,252
CMOs issued by government agencies or sponsored agencies$8,872,0001,218
Privately issued$0463
Commercial mortgage-backed securities$104,0001,826
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$104,0001,179
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$79,398,0001,386
Total debt securities$79,397,0001,489
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$71,038,0001,639
U.S. Government securities$9,485,0003,559
U.S. Treasury securities$01,467
U.S. Government agency obligations$9,485,0003,403
Securities issued by states & political subdivisions$61,348,000535
Other domestic debt securities$205,0001,899
Privately issued residential mortgage-backed securities$0674
Commercial mortgage-backed securities - Total$205,000172
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,345,0002,279
Mortgage-backed securities$7,680,0002,826
Certificates of participation in pools of residential mortgages$209,0003,915
Issued or guaranteed by U.S.$209,0003,849
Privately issued$0244
Collaterized mortgage obligations$7,266,0001,368
CMOs issued by government agencies or sponsored agencies$7,266,0001,327
Privately issued$0476
Commercial mortgage-backed securities$205,0001,777
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$205,0001,146
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$71,038,0001,518
Total debt securities$71,037,0001,624
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$89,807,0001,408
U.S. Government securities$11,604,0003,344
U.S. Treasury securities$01,516
U.S. Government agency obligations$11,604,0003,195
Securities issued by states & political subdivisions$77,872,000419
Other domestic debt securities$331,0001,812
Privately issued residential mortgage-backed securities$0700
Commercial mortgage-backed securities - Total$331,000162
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,670,0002,078
Mortgage-backed securities$9,916,0002,621
Certificates of participation in pools of residential mortgages$228,0003,935
Issued or guaranteed by U.S.$228,0003,865
Privately issued$0248
Collaterized mortgage obligations$9,357,0001,217
CMOs issued by government agencies or sponsored agencies$9,357,0001,177
Privately issued$0499
Commercial mortgage-backed securities$331,0001,681
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$331,0001,041
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$89,807,0001,279
Total debt securities$89,808,0001,394
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$92,711,0001,376
U.S. Government securities$12,799,0003,282
U.S. Treasury securities$01,513
U.S. Government agency obligations$12,799,0003,115
Securities issued by states & political subdivisions$79,317,000420
Other domestic debt securities$595,0001,663
Privately issued residential mortgage-backed securities$0667
Commercial mortgage-backed securities - Total$595,000142
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,216,0002,115
Mortgage-backed securities$10,616,0002,552
Certificates of participation in pools of residential mortgages$248,0003,959
Issued or guaranteed by U.S.$248,0003,903
Privately issued$0211
Collaterized mortgage obligations$9,773,0001,178
CMOs issued by government agencies or sponsored agencies$9,773,0001,141
Privately issued$0498
Commercial mortgage-backed securities$595,0001,552
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$595,000932
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$92,711,0001,252
Total debt securities$92,703,0001,361
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$94,910,0001,356
U.S. Government securities$14,591,0003,145
U.S. Treasury securities$01,500
U.S. Government agency obligations$14,591,0002,987
Securities issued by states & political subdivisions$79,592,000410
Other domestic debt securities$727,0001,586
Privately issued residential mortgage-backed securities$0628
Commercial mortgage-backed securities - Total$727,000132
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,904,0001,603
Mortgage-backed securities$11,269,0002,510
Certificates of participation in pools of residential mortgages$266,0004,006
Issued or guaranteed by U.S.$266,0003,982
Privately issued$0145
Collaterized mortgage obligations$10,276,0001,141
CMOs issued by government agencies or sponsored agencies$10,276,0001,108
Privately issued$0515
Commercial mortgage-backed securities$727,0001,513
Commercial mortgage pass-through securities$01,364
Other commercial mortgage-backed securities$727,000915
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$94,910,0001,228
Total debt securities$94,907,0001,336
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$98,212,0001,337
U.S. Government securities$16,458,0002,974
U.S. Treasury securities$01,475
U.S. Government agency obligations$16,458,0002,825
Securities issued by states & political subdivisions$80,833,000423
Other domestic debt securities$921,0001,698
Privately issued residential mortgage-backed securities$0929
Commercial mortgage-backed securities - Total$921,000119
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$28,205,0001,583
Mortgage-backed securities$12,299,0002,472
Certificates of participation in pools of residential mortgages$290,0004,046
Issued or guaranteed by U.S.$290,0003,908
Privately issued$0453
Collaterized mortgage obligations$11,088,0001,091
CMOs issued by government agencies or sponsored agencies$11,088,0001,056
Privately issued$0544
Commercial mortgage-backed securities$921,0001,426
Commercial mortgage pass-through securities$01,323
Other commercial mortgage-backed securities$921,000865
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$98,212,0001,214
Total debt securities$98,212,0001,314
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$114,237,0001,181
U.S. Government securities$20,207,0002,775
U.S. Treasury securities$01,426
U.S. Government agency obligations$20,207,0002,641
Securities issued by states & political subdivisions$92,969,000367
Other domestic debt securities$1,061,0001,430
Privately issued residential mortgage-backed securities$0599
Commercial mortgage-backed securities - Total$1,061,000115
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,721,0001,517
Mortgage-backed securities$14,897,0002,269
Certificates of participation in pools of residential mortgages$305,0004,079
Issued or guaranteed by U.S.$305,0004,072
Privately issued$067
Collaterized mortgage obligations$13,531,000946
CMOs issued by government agencies or sponsored agencies$13,531,000901
Privately issued$0557
Commercial mortgage-backed securities$1,061,0001,192
Commercial mortgage pass-through securities$01,059
Other commercial mortgage-backed securities$1,061,000786
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$114,237,0001,060
Total debt securities$114,236,0001,165
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$116,575,0001,176
U.S. Government securities$21,219,0002,709
U.S. Treasury securities$01,328
U.S. Government agency obligations$21,219,0002,590
Securities issued by states & political subdivisions$94,061,000376
Other domestic debt securities$1,295,0001,390
Privately issued residential mortgage-backed securities$0609
Commercial mortgage-backed securities - Total$1,295,000113
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,284,0001,513
Mortgage-backed securities$16,080,0002,200
Certificates of participation in pools of residential mortgages$321,0004,119
Issued or guaranteed by U.S.$321,0004,114
Privately issued$064
Collaterized mortgage obligations$14,464,000906
CMOs issued by government agencies or sponsored agencies$14,464,000861
Privately issued$0573
Commercial mortgage-backed securities$1,295,0001,144
Commercial mortgage pass-through securities$01,063
Other commercial mortgage-backed securities$1,295,000736
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$116,575,0001,048
Total debt securities$116,575,0001,157
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$118,487,0001,155
U.S. Government securities$22,335,0002,658
U.S. Treasury securities$01,313
U.S. Government agency obligations$22,335,0002,551
Securities issued by states & political subdivisions$94,717,000377
Other domestic debt securities$1,435,0001,391
Privately issued residential mortgage-backed securities$0623
Commercial mortgage-backed securities - Total$1,435,000105
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,848,0001,508
Mortgage-backed securities$17,260,0002,131
Certificates of participation in pools of residential mortgages$356,0004,159
Issued or guaranteed by U.S.$356,0004,155
Privately issued$069
Collaterized mortgage obligations$15,469,000869
CMOs issued by government agencies or sponsored agencies$15,469,000827
Privately issued$0584
Commercial mortgage-backed securities$1,435,0001,113
Commercial mortgage pass-through securities$01,058
Other commercial mortgage-backed securities$1,435,000715
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$118,487,0001,019
Total debt securities$118,487,0001,137
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$126,368,0001,113
U.S. Government securities$27,238,0002,424
U.S. Treasury securities$01,351
U.S. Government agency obligations$27,238,0002,326
Securities issued by states & political subdivisions$97,690,000374
Other domestic debt securities$1,440,0001,409
Privately issued residential mortgage-backed securities$0645
Commercial mortgage-backed securities - Total$1,440,000103
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,082,0001,457
Mortgage-backed securities$22,113,0001,877
Certificates of participation in pools of residential mortgages$378,0004,176
Issued or guaranteed by U.S.$378,0004,171
Privately issued$067
Collaterized mortgage obligations$20,295,000726
CMOs issued by government agencies or sponsored agencies$20,295,000690
Privately issued$0606
Commercial mortgage-backed securities$1,440,0001,084
Commercial mortgage pass-through securities$01,032
Other commercial mortgage-backed securities$1,440,000694
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$126,368,000974
Total debt securities$126,368,0001,099
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$127,650,0001,104
U.S. Government securities$28,686,0002,380
U.S. Treasury securities$01,390
U.S. Government agency obligations$28,686,0002,279
Securities issued by states & political subdivisions$97,316,000381
Other domestic debt securities$1,648,0001,363
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - Total$1,648,000101
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,823,0001,931
Mortgage-backed securities$23,716,0001,837
Certificates of participation in pools of residential mortgages$401,0004,235
Issued or guaranteed by U.S.$401,0004,231
Privately issued$066
Collaterized mortgage obligations$21,667,000701
CMOs issued by government agencies or sponsored agencies$21,667,000666
Privately issued$0642
Commercial mortgage-backed securities$1,648,0001,015
Commercial mortgage pass-through securities$0992
Other commercial mortgage-backed securities$1,648,000655
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$127,650,000974
Total debt securities$127,650,0001,094
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$121,538,0001,138
U.S. Government securities$27,596,0002,428
U.S. Treasury securities$01,367
U.S. Government agency obligations$27,596,0002,319
Securities issued by states & political subdivisions$89,292,000406
Other domestic debt securities$4,650,000896
Privately issued residential mortgage-backed securities$1,327,000299
Commercial mortgage-backed securities - Total$2,012,00094
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$1,311,0001,186
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$17,061,0002,296
Mortgage-backed securities$25,586,0001,759
Certificates of participation in pools of residential mortgages$431,0004,253
Issued or guaranteed by U.S.$431,0004,247
Privately issued$071
Collaterized mortgage obligations$23,143,000684
CMOs issued by government agencies or sponsored agencies$21,816,000664
Privately issued$1,327,000282
Commercial mortgage-backed securities$2,012,000906
Commercial mortgage pass-through securities$0969
Other commercial mortgage-backed securities$2,012,000578
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$121,538,000996
Total debt securities$121,534,0001,124
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$107,733,0001,259
U.S. Government securities$31,207,0002,233
U.S. Treasury securities$01,214
U.S. Government agency obligations$31,207,0002,146
Securities issued by states & political subdivisions$73,748,000519
Other domestic debt securities$2,778,0001,138
Privately issued residential mortgage-backed securities$1,450,000295
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$1,328,0001,186
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$20,199,0002,078
Mortgage-backed securities$27,198,0001,705
Certificates of participation in pools of residential mortgages$452,0004,280
Issued or guaranteed by U.S.$452,0004,277
Privately issued$067
Collaterized mortgage obligations$26,746,000628
CMOs issued by government agencies or sponsored agencies$25,296,000615
Privately issued$1,450,000283
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$107,733,0001,114
Total debt securities$107,735,0001,240
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$103,713,0001,330
U.S. Government securities$32,117,0002,250
U.S. Treasury securities$01,253
U.S. Government agency obligations$32,117,0002,162
Securities issued by states & political subdivisions$68,690,000568
Other domestic debt securities$2,906,0001,138
Privately issued residential mortgage-backed securities$1,563,000295
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$1,343,0001,186
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$24,161,0001,881
Mortgage-backed securities$28,160,0001,678
Certificates of participation in pools of residential mortgages$524,0004,296
Issued or guaranteed by U.S.$524,0004,290
Privately issued$071
Collaterized mortgage obligations$27,636,000630
CMOs issued by government agencies or sponsored agencies$26,073,000609
Privately issued$1,563,000277
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$103,713,0001,180
Total debt securities$103,713,0001,306
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$119,241,0001,191
U.S. Government securities$36,925,0002,110
U.S. Treasury securities$01,296
U.S. Government agency obligations$36,925,0002,030
Securities issued by states & political subdivisions$82,309,000426
Other domestic debt securities$7,0002,225
Privately issued residential mortgage-backed securities$7,000693
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,551,0002,194
Mortgage-backed securities$30,071,0001,607
Certificates of participation in pools of residential mortgages$30,064,0001,166
Issued or guaranteed by U.S.$30,064,0001,165
Privately issued$066
Collaterized mortgage obligations$7,0003,224
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$7,000658
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$119,241,0001,047
Total debt securities$119,246,0001,168
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$126,030,0001,141
U.S. Government securities$39,221,0002,036
U.S. Treasury securities$01,367
U.S. Government agency obligations$39,221,0001,950
Securities issued by states & political subdivisions$86,801,000402
Other domestic debt securities$8,0002,214
Privately issued residential mortgage-backed securities$8,000693
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$13,409,0002,723
Mortgage-backed securities$32,387,0001,530
Certificates of participation in pools of residential mortgages$32,379,0001,112
Issued or guaranteed by U.S.$32,379,0001,110
Privately issued$066
Collaterized mortgage obligations$8,0003,257
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$8,000660
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$126,030,0001,002
Total debt securities$126,035,0001,127
Structured notes
Amortized cost$01,623
Fair value$01,624
Trading account assets$0243
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contracts$0145
2015-09-30Rank
Total securities$120,043,0001,205
U.S. Government securities$38,014,0002,116
U.S. Treasury securities$01,303
U.S. Government agency obligations$38,014,0002,037
Securities issued by states & political subdivisions$82,020,000412
Other domestic debt securities$9,0002,255
Privately issued residential mortgage-backed securities$9,000708
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,632,0002,622
Mortgage-backed securities$31,075,0001,604
Certificates of participation in pools of residential mortgages$31,066,0001,133
Issued or guaranteed by U.S.$31,066,0001,132
Privately issued$065
Collaterized mortgage obligations$9,0003,305
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$9,000675
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$120,043,0001,054
Total debt securities$120,051,0001,190
Structured notes
Amortized cost$01,824
Fair value$01,825
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0148
Revaluation losses on off-balance sheet contracts$0147
2015-06-30Rank
Total securities$125,424,0001,164
U.S. Government securities$43,281,0001,977
U.S. Treasury securities$01,348
U.S. Government agency obligations$43,281,0001,895
Securities issued by states & political subdivisions$82,133,000405
Other domestic debt securities$10,0002,282
Privately issued residential mortgage-backed securities$10,000732
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,999,0002,429
Mortgage-backed securities$36,322,0001,472
Certificates of participation in pools of residential mortgages$36,312,0001,041
Issued or guaranteed by U.S.$36,312,0001,041
Privately issued$067
Collaterized mortgage obligations$10,0003,347
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$10,000697
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$125,424,0001,026
Total debt securities$125,424,0001,148
Structured notes
Amortized cost$01,969
Fair value$01,970
Trading account assets$0255
Revaluation gains on off-balance sheet contracts$0150
Revaluation losses on off-balance sheet contracts$0151
2015-03-31Rank
Total securities$120,108,0001,218
U.S. Government securities$41,017,0002,112
U.S. Treasury securities$01,327
U.S. Government agency obligations$41,017,0002,031
Securities issued by states & political subdivisions$79,081,000410
Other domestic debt securities$10,0002,348
Privately issued residential mortgage-backed securities$10,000775
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,202,0002,926
Mortgage-backed securities$33,994,0001,579
Certificates of participation in pools of residential mortgages$33,984,0001,114
Issued or guaranteed by U.S.$33,984,0001,113
Privately issued$070
Collaterized mortgage obligations$10,0003,379
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$10,000735
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$120,108,0001,076
Total debt securities$120,108,0001,202
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$97,245,0001,480
U.S. Government securities$30,363,0002,595
U.S. Treasury securities$01,361
U.S. Government agency obligations$30,363,0002,513
Securities issued by states & political subdivisions$66,871,000515
Other domestic debt securities$11,0002,369
Privately issued residential mortgage-backed securities$11,000774
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$10,122,0003,194
Mortgage-backed securities$23,384,0002,052
Certificates of participation in pools of residential mortgages$23,373,0001,501
Issued or guaranteed by U.S.$23,373,0001,498
Privately issued$075
Collaterized mortgage obligations$11,0003,421
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$11,000732
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$97,245,0001,311
Total debt securities$97,245,0001,466
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$90,125,0001,623
U.S. Government securities$38,761,0002,280
U.S. Treasury securities$01,381
U.S. Government agency obligations$38,761,0002,195
Securities issued by states & political subdivisions$51,352,000723
Other domestic debt securities$12,0002,427
Privately issued residential mortgage-backed securities$12,000805
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,976,0002,657
Mortgage-backed securities$21,364,0002,218
Certificates of participation in pools of residential mortgages$21,352,0001,656
Issued or guaranteed by U.S.$21,352,0001,655
Privately issued$073
Collaterized mortgage obligations$12,0003,480
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$12,000766
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$90,125,0001,438
Total debt securities$90,126,0001,603
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$86,504,0001,697
U.S. Government securities$39,329,0002,278
U.S. Treasury securities$01,342
U.S. Government agency obligations$39,329,0002,209
Securities issued by states & political subdivisions$47,163,000804
Other domestic debt securities$12,0002,491
Privately issued residential mortgage-backed securities$12,000832
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,321,0002,458
Mortgage-backed securities$9,550,0003,237
Certificates of participation in pools of residential mortgages$9,538,0002,698
Issued or guaranteed by U.S.$9,538,0002,698
Privately issued$075
Collaterized mortgage obligations$12,0003,529
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$12,000794
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$86,504,0001,511
Total debt securities$86,504,0001,678
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$92,245,0001,614
U.S. Government securities$44,622,0002,082
U.S. Treasury securities$01,198
U.S. Government agency obligations$44,622,0002,020
Securities issued by states & political subdivisions$47,610,000796
Other domestic debt securities$13,0002,557
Privately issued residential mortgage-backed securities$13,000861
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,938,0002,420
Mortgage-backed securities$7,007,0003,609
Certificates of participation in pools of residential mortgages$6,994,0003,091
Issued or guaranteed by U.S.$6,994,0003,091
Privately issued$076
Collaterized mortgage obligations$13,0003,562
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$13,000821
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$92,245,0001,430
Total debt securities$92,245,0001,597
Structured notes
Amortized cost$02,410
Fair value$02,410
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0143
Revaluation losses on off-balance sheet contracts$0144
2013-12-31Rank
Total securities$64,198,0002,201
U.S. Government securities$28,326,0002,843
U.S. Treasury securities$01,131
U.S. Government agency obligations$28,326,0002,769
Securities issued by states & political subdivisions$35,858,0001,071
Other domestic debt securities$14,0002,617
Privately issued residential mortgage-backed securities$14,000895
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$02,056
Foreign debt securities$0320
Equity securities$01,295
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,866,0002,414
Mortgage-backed securities$5,160,0003,918
Certificates of participation in pools of residential mortgages$5,146,0003,446
Issued or guaranteed by U.S.$5,146,0003,444
Privately issued$081
Collaterized mortgage obligations$14,0003,567
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$14,000852
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$64,198,0001,985
Total debt securities$64,198,0002,178
Structured notes
Amortized cost$02,397
Fair value$02,397
Trading account assets$0246
Revaluation gains on off-balance sheet contracts$0144
Revaluation losses on off-balance sheet contracts$0140
2013-09-30Rank
Total securities$54,527,0002,520
U.S. Government securities$21,677,0003,364
U.S. Treasury securities$01,131
U.S. Government agency obligations$21,677,0003,278
Securities issued by states & political subdivisions$32,835,0001,180
Other domestic debt securities$15,0002,692
Privately issued residential mortgage-backed securities$15,000926
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$02,104
Foreign debt securities$0328
Equity securities$01,315
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,985,0002,381
Mortgage-backed securities$137,0005,353
Certificates of participation in pools of residential mortgages$122,0005,161
Issued or guaranteed by U.S.$122,0005,156
Privately issued$080
Collaterized mortgage obligations$15,0003,608
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$15,000886
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$54,527,0002,282
Total debt securities$54,527,0002,493
Structured notes
Amortized cost$02,389
Fair value$02,389
Trading account assets$0250
Revaluation gains on off-balance sheet contracts$0135
Revaluation losses on off-balance sheet contracts$0137
2013-06-30Rank
Total securities$54,076,0002,524
U.S. Government securities$21,781,0003,352
U.S. Treasury securities$01,152
U.S. Government agency obligations$21,781,0003,264
Securities issued by states & political subdivisions$32,280,0001,189
Other domestic debt securities$15,0002,752
Privately issued residential mortgage-backed securities$15,000946
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$02,151
Foreign debt securities$0316
Equity securities$01,319
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,739,0002,469
Mortgage-backed securities$155,0005,357
Certificates of participation in pools of residential mortgages$140,0005,143
Issued or guaranteed by U.S.$140,0005,136
Privately issued$083
Collaterized mortgage obligations$15,0003,639
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$15,000905
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$54,076,0002,290
Total debt securities$54,076,0002,501
Structured notes
Amortized cost$02,378
Fair value$02,378
Trading account assets$0247
Revaluation gains on off-balance sheet contracts$0131
Revaluation losses on off-balance sheet contracts$0130
2013-03-31Rank
Total securities$55,104,0002,505
U.S. Government securities$19,184,0003,612
U.S. Treasury securities$01,161
U.S. Government agency obligations$19,184,0003,523
Securities issued by states & political subdivisions$35,904,0001,043
Other domestic debt securities$16,0002,750
Privately issued residential mortgage-backed securities$16,000987
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$02,120
Foreign debt securities$0322
Equity securities$01,338
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,170,0002,291
Mortgage-backed securities$176,0005,407
Certificates of participation in pools of residential mortgages$160,0005,167
Issued or guaranteed by U.S.$160,0005,162
Privately issued$083
Collaterized mortgage obligations$16,0003,670
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$16,000944
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$55,104,0002,303
Total debt securities$55,104,0002,480
Structured notes
Amortized cost$02,420
Fair value$02,419
Trading account assets$0241
Revaluation gains on off-balance sheet contracts$0126
Revaluation losses on off-balance sheet contracts$0128
2012-12-31Rank
Total securities$47,267,0002,752
U.S. Government securities$11,054,0004,543
U.S. Treasury securities$01,135
U.S. Government agency obligations$11,054,0004,442
Securities issued by states & political subdivisions$36,196,0001,003
Other domestic debt securities$17,0002,742
Privately issued residential mortgage-backed securities$17,0001,007
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$02,093
Foreign debt securities$0317
Equity securities$01,323
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,305,0002,256
Mortgage-backed securities$205,0005,422
Certificates of participation in pools of residential mortgages$188,0005,179
Issued or guaranteed by U.S.$188,0005,175
Privately issued$085
Collaterized mortgage obligations$17,0003,712
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$17,000967
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$47,267,0002,541
Total debt securities$47,267,0002,724
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$52,239,0002,573
U.S. Government securities$16,921,0003,904
U.S. Treasury securities$01,086
U.S. Government agency obligations$16,921,0003,820
Securities issued by states & political subdivisions$35,300,0001,008
Other domestic debt securities$18,0002,825
Privately issued residential mortgage-backed securities$18,0001,052
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$02,173
Foreign debt securities$0302
Equity securities$01,347
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,069,0002,378
Mortgage-backed securities$244,0005,490
Certificates of participation in pools of residential mortgages$226,0005,243
Issued or guaranteed by U.S.$226,0005,235
Privately issued$088
Collaterized mortgage obligations$18,0003,785
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$18,0001,007
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$52,239,0002,360
Total debt securities$52,239,0002,549
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$52,091,0002,599
U.S. Government securities$19,523,0003,684
U.S. Treasury securities$01,068
U.S. Government agency obligations$19,523,0003,613
Securities issued by states & political subdivisions$32,549,0001,066
Other domestic debt securities$19,0002,827
Privately issued residential mortgage-backed securities$19,0001,104
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$02,174
Foreign debt securities$0295
Equity securities$01,351
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,073,0002,261
Mortgage-backed securities$282,0005,501
Certificates of participation in pools of residential mortgages$263,0005,235
Issued or guaranteed by U.S.$263,0005,227
Privately issued$094
Collaterized mortgage obligations$19,0003,801
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$19,0001,058
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$52,091,0002,384
Total debt securities$52,091,0002,578
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$53,503,0002,544
U.S. Government securities$22,152,0003,502
U.S. Treasury securities$01,157
U.S. Government agency obligations$22,152,0003,434
Securities issued by states & political subdivisions$31,330,0001,051
Other domestic debt securities$21,0002,818
Privately issued residential mortgage-backed securities$21,0001,134
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$02,176
Foreign debt securities$0227
Equity securities$01,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,565,0002,467
Mortgage-backed securities$325,0005,505
Certificates of participation in pools of residential mortgages$304,0005,238
Issued or guaranteed by U.S.$304,0005,232
Privately issued$094
Collaterized mortgage obligations$21,0003,826
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$21,0001,090
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)$53,503,0002,328
Total debt securities$53,503,0002,528
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$54,543,0002,446
U.S. Government securities$25,048,0003,168
U.S. Treasury securities$01,076
U.S. Government agency obligations$25,048,0003,101
Securities issued by states & political subdivisions$29,473,0001,091
Other domestic debt securities$22,0002,822
Privately issued residential mortgage-backed securities$22,0001,216
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$02,125
Foreign debt securities$0182
Equity securities$01,386
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,936,0001,957
Mortgage-backed securities$353,0005,490
Certificates of participation in pools of residential mortgages$331,0005,193
Issued or guaranteed by U.S.$331,0005,181
Privately issued$0121
Collaterized mortgage obligations$22,0003,776
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$22,0001,153
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)$54,543,0002,217
Total debt securities$54,543,0002,427
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$49,737,0002,542
U.S. Government securities$25,206,0003,086
U.S. Treasury securities$01,126
U.S. Government agency obligations$25,206,0003,011
Securities issued by states & political subdivisions$24,508,0001,269
Other domestic debt securities$23,0002,806
Privately issued residential mortgage-backed securities$23,0001,235
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$02,094
Foreign debt securities$0176
Equity securities$01,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,863,0002,789
Mortgage-backed securities$385,0005,501
Certificates of participation in pools of residential mortgages$362,0005,186
Issued or guaranteed by U.S.$362,0005,171
Privately issued$0132
Collaterized mortgage obligations$23,0003,768
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$23,0001,168
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)$49,737,0002,307
Total debt securities$49,737,0002,519
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$54,606,0002,377
U.S. Government securities$33,024,0002,590
U.S. Treasury securities$01,225
U.S. Government agency obligations$33,024,0002,523
Securities issued by states & political subdivisions$21,557,0001,388
Other domestic debt securities$25,0002,756
Privately issued residential mortgage-backed securities$25,0001,257
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$02,028
Foreign debt securities$0168
Equity securities$01,444
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$17,732,0002,335
Mortgage-backed securities$417,0005,502
Certificates of participation in pools of residential mortgages$392,0005,181
Issued or guaranteed by U.S.$392,0005,167
Privately issued$0125
Collaterized mortgage obligations$25,0003,766
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$25,0001,198
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)$54,606,0002,154
Total debt securities$54,606,0002,355
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$59,353,0002,191
U.S. Government securities$36,219,0002,399
U.S. Treasury securities$01,272
U.S. Government agency obligations$36,219,0002,324
Securities issued by states & political subdivisions$23,109,0001,258
Other domestic debt securities$25,0002,813
Privately issued residential mortgage-backed securities$25,0001,286
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$02,072
Foreign debt securities$0165
Equity securities$01,470
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,070,0002,106
Mortgage-backed securities$458,0005,462
Certificates of participation in pools of residential mortgages$433,0005,120
Issued or guaranteed by U.S.$433,0005,109
Privately issued$0136
Collaterized mortgage obligations$25,0003,738
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$25,0001,226
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)$59,353,0001,978
Total debt securities$59,353,0002,170
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$61,094,0002,045
U.S. Government securities$38,221,0002,184
U.S. Treasury securities$01,275
U.S. Government agency obligations$38,221,0002,113
Securities issued by states & political subdivisions$22,846,0001,254
Other domestic debt securities$27,0002,975
Privately issued residential mortgage-backed securities$27,0001,340
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$02,087
Foreign debt securities$0158
Equity securities$01,492
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,136,0002,194
Mortgage-backed securities$527,0005,409
Certificates of participation in pools of residential mortgages$500,0005,024
Issued or guaranteed by U.S.$500,0005,011
Privately issued$0141
Collaterized mortgage obligations$27,0003,738
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$27,0001,277
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)$61,094,0001,857
Total debt securities$61,094,0002,024
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$49,852,0002,377
U.S. Government securities$27,623,0002,785
U.S. Treasury securities$01,180
U.S. Government agency obligations$27,623,0002,699
Securities issued by states & political subdivisions$22,203,0001,239
Other domestic debt securities$26,0003,057
Privately issued residential mortgage-backed securities$26,0001,413
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$02,145
Foreign debt securities$0158
Equity securities$01,538
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,915,0001,902
Mortgage-backed securities$592,0005,422
Certificates of participation in pools of residential mortgages$566,0004,982
Issued or guaranteed by U.S.$566,0004,970
Privately issued$0141
Collaterized mortgage obligations$26,0003,735
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$26,0001,346
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)$49,852,0002,139
Total debt securities$49,852,0002,349
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$46,535,0002,517
U.S. Government securities$24,423,0003,069
U.S. Treasury securities$01,121
U.S. Government agency obligations$24,423,0002,982
Securities issued by states & political subdivisions$22,085,0001,151
Other domestic debt securities$27,0003,052
Privately issued residential mortgage-backed securities$27,0001,435
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$02,114
Foreign debt securities$0158
Equity securities$01,578
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,193,0001,842
Mortgage-backed securities$704,0005,385
Certificates of participation in pools of residential mortgages$677,0004,962
Issued or guaranteed by U.S.$677,0004,953
Privately issued$0148
Collaterized mortgage obligations$27,0003,659
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$27,0001,369
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)$46,535,0002,251
Total debt securities$46,535,0002,492
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$51,328,0002,345
U.S. Government securities$27,557,0002,868
U.S. Treasury securities$01,130
U.S. Government agency obligations$27,557,0002,795
Securities issued by states & political subdivisions$23,743,0001,049
Other domestic debt securities$28,0003,109
Privately issued residential mortgage-backed securities$28,0001,469
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$02,133
Foreign debt securities$0171
Equity securities$01,606
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,891,0002,288
Mortgage-backed securities$811,0005,423
Certificates of participation in pools of residential mortgages$783,0005,023
Issued or guaranteed by U.S.$783,0005,013
Privately issued$0145
Collaterized mortgage obligations$28,0003,655
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$28,0001,406
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)$51,328,0002,095
Total debt securities$51,328,0002,320
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$53,200,0002,257
U.S. Government securities$31,669,0002,571
U.S. Treasury securities$01,077
U.S. Government agency obligations$31,669,0002,500
Securities issued by states & political subdivisions$21,502,0001,164
Other domestic debt securities$29,0003,169
Privately issued residential mortgage-backed securities$29,0001,504
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$02,182
Foreign debt securities$0171
Equity securities$01,667
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$18,896,0002,298
Mortgage-backed securities$1,003,0005,378
Certificates of participation in pools of residential mortgages$974,0004,975
Issued or guaranteed by U.S.$974,0004,966
Privately issued$0157
Collaterized mortgage obligations$29,0003,672
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$29,0001,431
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)$53,200,0002,009
Total debt securities$53,200,0002,233
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$47,952,0002,467
U.S. Government securities$26,761,0002,898
U.S. Treasury securities$01,047
U.S. Government agency obligations$26,761,0002,834
Securities issued by states & political subdivisions$21,160,0001,184
Other domestic debt securities$31,0003,266
Privately issued residential mortgage-backed securities$31,0001,553
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$02,284
Foreign debt securities$0175
Equity securities$01,720
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$20,394,0002,185
Mortgage-backed securities$1,295,0005,337
Certificates of participation in pools of residential mortgages$1,264,0004,928
Issued or guaranteed by U.S.$1,264,0004,915
Privately issued$0171
Collaterized mortgage obligations$31,0003,666
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$31,0001,477
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)$47,952,0002,182
Total debt securities$47,952,0002,435
Structured notes
Amortized cost$02,432
Fair value$02,433
Trading account assets$0238
Revaluation gains on off-balance sheet contracts$082
Revaluation losses on off-balance sheet contracts$082
2009-06-30Rank
Total securities$39,344,0002,826
U.S. Government securities$18,922,0003,586
U.S. Treasury securities$01,036
U.S. Government agency obligations$18,922,0003,516
Securities issued by states & political subdivisions$20,389,0001,179
Other domestic debt securities$33,0003,336
Privately issued residential mortgage-backed securities$33,0001,574
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$02,390
Foreign debt securities$0183
Equity securities$01,777
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$19,708,0002,260
Mortgage-backed securities$1,562,0005,299
Certificates of participation in pools of residential mortgages$1,529,0004,871
Issued or guaranteed by U.S.$1,529,0004,857
Privately issued$0181
Collaterized mortgage obligations$33,0003,668
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$33,0001,495
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)$39,344,0002,518
Total debt securities$39,344,0002,800
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$45,279,0002,534
U.S. Government securities$24,262,0003,085
U.S. Treasury securities$0981
U.S. Government agency obligations$24,262,0003,029
Securities issued by states & political subdivisions$20,984,0001,078
Other domestic debt securities$33,0003,273
Privately issued residential mortgage-backed securities$33,0001,591
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,517
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,952,0001,833
Mortgage-backed securities$1,953,0005,238
Certificates of participation in pools of residential mortgages$1,920,0004,790
Issued or guaranteed by U.S.$1,920,0004,775
Privately issued$0191
Collaterized mortgage obligations$33,0003,674
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$33,0001,512
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)$45,279,0002,245
Total debt securities$45,279,0002,500
Structured notes
Amortized cost$1,000,000892
Fair value$1,003,000931
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$47,358,0002,425
U.S. Government securities$27,654,0002,834
U.S. Treasury securities$0973
U.S. Government agency obligations$27,654,0002,778
Securities issued by states & political subdivisions$19,670,0001,118
Other domestic debt securities$34,0003,196
Privately issued residential mortgage-backed securities$34,0001,545
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,447
Foreign debt securities$0172
Equity securities$01,803
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,203,0001,641
Mortgage-backed securities$2,147,0005,148
Certificates of participation in pools of residential mortgages$2,113,0004,691
Issued or guaranteed by U.S.$2,113,0004,677
Privately issued$0188
Collaterized mortgage obligations$34,0003,640
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$34,0001,466
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)$47,358,0002,139
Total debt securities$47,358,0002,393
Structured notes
Amortized cost$1,000,000943
Fair value$1,005,000978
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$47,336,0002,367
U.S. Government securities$28,203,0002,722
U.S. Treasury securities$01,019
U.S. Government agency obligations$28,203,0002,670
Securities issued by states & political subdivisions$19,098,0001,125
Other domestic debt securities$35,0003,155
Privately issued residential mortgage-backed securities$35,0001,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$30,328,0001,636
Mortgage-backed securities$2,172,0005,087
Certificates of participation in pools of residential mortgages$2,137,0004,637
Issued or guaranteed by U.S.$2,137,0004,622
Privately issued$0192
Collaterized mortgage obligations$35,0003,574
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$35,0001,436
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)$47,336,0002,072
Total debt securities$47,336,0002,336
Structured notes
Amortized cost$01,731
Fair value$01,731
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$064
2008-06-30Rank
Total securities$46,293,0002,477
U.S. Government securities$27,043,0002,841
U.S. Treasury securities$01,021
U.S. Government agency obligations$27,043,0002,794
Securities issued by states & political subdivisions$19,213,0001,137
Other domestic debt securities$37,0003,112
Privately issued residential mortgage-backed securities$37,0001,480
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,851,0001,838
Mortgage-backed securities$176,0006,153
Certificates of participation in pools of residential mortgages$139,0005,894
Issued or guaranteed by U.S.$139,0005,869
Privately issued$0202
Collaterized mortgage obligations$37,0003,579
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$37,0001,394
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)$46,293,0002,179
Total debt securities$46,293,0002,423
Structured notes
Amortized cost$01,774
Fair value$01,775
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$066
Revaluation losses on off-balance sheet contracts$065
2008-03-31Rank
Total securities$37,191,0002,927
U.S. Government securities$17,490,0003,853
U.S. Treasury securities$01,044
U.S. Government agency obligations$17,490,0003,786
Securities issued by states & political subdivisions$19,662,0001,109
Other domestic debt securities$39,0003,077
Privately issued residential mortgage-backed securities$39,0001,468
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,084,0002,127
Mortgage-backed securities$193,0006,136
Certificates of participation in pools of residential mortgages$154,0005,864
Issued or guaranteed by U.S.$154,0005,834
Privately issued$0205
Collaterized mortgage obligations$39,0003,566
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$39,0001,382
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)$37,191,0002,606
Total debt securities$37,191,0002,892
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$33,824,0003,171
U.S. Government securities$14,610,0004,356
U.S. Treasury securities$01,146
U.S. Government agency obligations$14,610,0004,265
Securities issued by states & political subdivisions$19,174,0001,121
Other domestic debt securities$40,0002,917
Privately issued residential mortgage-backed securities$40,0001,371
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,513,0001,830
Mortgage-backed securities$205,0006,022
Certificates of participation in pools of residential mortgages$165,0005,747
Issued or guaranteed by U.S.$165,0005,728
Privately issued$0191
Collaterized mortgage obligations$40,0003,496
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$40,0001,293
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)$33,824,0002,783
Total debt securities$33,824,0003,124
Structured notes
Amortized cost$02,424
Fair value$02,424
Trading account assets$0237
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2007-09-30Rank
Total securities$35,123,0003,057
U.S. Government securities$17,239,0004,028
U.S. Treasury securities$01,235
U.S. Government agency obligations$17,239,0003,939
Securities issued by states & political subdivisions$17,841,0001,200
Other domestic debt securities$43,0002,878
Privately issued residential mortgage-backed securities$43,0001,333
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,019,0001,614
Mortgage-backed securities$218,0005,957
Certificates of participation in pools of residential mortgages$175,0005,681
Issued or guaranteed by U.S.$175,0005,660
Privately issued$0194
Collaterized mortgage obligations$43,0003,462
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$43,0001,254
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)$35,123,0002,676
Total debt securities$35,123,0003,016
Structured notes
Amortized cost$02,643
Fair value$02,645
Trading account assets$0244
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$055
2007-06-30Rank
Total securities$40,654,0002,734
U.S. Government securities$23,186,0003,278
U.S. Treasury securities$01,362
U.S. Government agency obligations$23,186,0003,202
Securities issued by states & political subdivisions$17,423,0001,199
Other domestic debt securities$45,0002,829
Privately issued residential mortgage-backed securities$45,0001,287
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$22,248,0002,010
Mortgage-backed securities$240,0005,939
Certificates of participation in pools of residential mortgages$195,0005,665
Issued or guaranteed by U.S.$195,0005,644
Privately issued$0207
Collaterized mortgage obligations$45,0003,437
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$45,0001,204
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)$40,654,0002,383
Total debt securities$40,654,0002,692
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$37,458,0002,933
U.S. Government securities$18,297,0003,897
U.S. Treasury securities$01,448
U.S. Government agency obligations$18,297,0003,802
Securities issued by states & political subdivisions$19,111,0001,075
Other domestic debt securities$50,0002,847
Privately issued residential mortgage-backed securities$50,0001,247
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$31,367,0001,505
Mortgage-backed securities$263,0005,914
Certificates of participation in pools of residential mortgages$213,0005,653
Issued or guaranteed by U.S.$213,0005,629
Privately issued$0218
Collaterized mortgage obligations$50,0003,418
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$50,0001,156
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)$37,458,0002,551
Total debt securities$37,458,0002,889
Structured notes
Amortized cost$02,791
Fair value$02,792
Trading account assets$0267
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2006-12-31Rank
Total securities$38,469,0002,901
U.S. Government securities$19,066,0003,852
U.S. Treasury securities$01,498
U.S. Government agency obligations$19,066,0003,750
Securities issued by states & political subdivisions$19,341,0001,042
Other domestic debt securities$62,0002,879
Privately issued residential mortgage-backed securities$62,0001,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$32,375,0001,466
Mortgage-backed securities$283,0005,905
Certificates of participation in pools of residential mortgages$221,0005,644
Issued or guaranteed by U.S.$221,0005,619
Privately issued$0208
Collaterized mortgage obligations$62,0003,402
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$62,0001,140
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)$38,469,0002,517
Total debt securities$38,469,0002,861
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$39,788,0002,836
U.S. Government securities$20,031,0003,755
U.S. Treasury securities$01,574
U.S. Government agency obligations$20,031,0003,644
Securities issued by states & political subdivisions$19,680,0001,026
Other domestic debt securities$77,0002,918
Privately issued residential mortgage-backed securities$77,0001,202
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,646,0001,358
Mortgage-backed securities$305,0005,902
Certificates of participation in pools of residential mortgages$228,0005,648
Issued or guaranteed by U.S.$228,0005,619
Privately issued$0214
Collaterized mortgage obligations$77,0003,348
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$77,0001,106
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)$39,788,0002,438
Total debt securities$39,788,0002,798
Structured notes
Amortized cost$03,015
Fair value$03,015
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$056
2006-06-30Rank
Total securities$46,109,0002,502
U.S. Government securities$25,687,0003,116
U.S. Treasury securities$01,634
U.S. Government agency obligations$25,687,0003,023
Securities issued by states & political subdivisions$20,329,000966
Other domestic debt securities$93,0002,965
Privately issued residential mortgage-backed securities$93,0001,168
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$41,154,0001,148
Mortgage-backed securities$330,0005,902
Certificates of participation in pools of residential mortgages$237,0005,672
Issued or guaranteed by U.S.$237,0005,645
Privately issued$0211
Collaterized mortgage obligations$93,0003,329
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$93,0001,081
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)$46,109,0002,144
Total debt securities$46,109,0002,458
Structured notes
Amortized cost$03,074
Fair value$03,074
Trading account assets$0157
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$056
2006-03-31Rank
Total securities$50,756,0002,332
U.S. Government securities$28,854,0002,899
U.S. Treasury securities$01,715
U.S. Government agency obligations$28,854,0002,800
Securities issued by states & political subdivisions$21,791,000888
Other domestic debt securities$111,0002,982
Privately issued residential mortgage-backed securities$111,0001,144
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,184,0001,082
Mortgage-backed securities$358,0005,908
Certificates of participation in pools of residential mortgages$247,0005,688
Issued or guaranteed by U.S.$247,0005,664
Privately issued$0205
Collaterized mortgage obligations$111,0003,305
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$111,0001,061
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$15,072,0001,090
Available-for-sale securities (fair market value)$35,684,0002,690
Total debt securities$50,756,0002,285
Structured notes
Amortized cost$03,063
Fair value$03,063
Trading account assets$0154
Revaluation gains on off-balance sheet contracts$059
Revaluation losses on off-balance sheet contracts$057
2005-12-31Rank
Total securities$58,273,0002,067
U.S. Government securities$34,001,0002,500
U.S. Treasury securities$01,737
U.S. Government agency obligations$34,001,0002,424
Securities issued by states & political subdivisions$24,142,000784
Other domestic debt securities$130,0003,066
Privately issued residential mortgage-backed securities$130,0001,105
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,667
Foreign debt securities$0223
Equity securities$02,073
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$51,473,000955
Mortgage-backed securities$394,0005,927
Certificates of participation in pools of residential mortgages$264,0005,707
Issued or guaranteed by U.S.$264,0005,682
Privately issued$0216
Collaterized mortgage obligations$130,0003,275
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$130,0001,015
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$16,955,0001,029
Available-for-sale securities (fair market value)$41,318,0002,390
Total debt securities$58,273,0002,023
Structured notes
Amortized cost$03,054
Fair value$03,056
Trading account assets$0155
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$054
2005-09-30Rank
Total securities$57,800,0002,068
U.S. Government securities$33,280,0002,512
U.S. Treasury securities$01,786
U.S. Government agency obligations$33,280,0002,444
Securities issued by states & political subdivisions$24,367,000774
Other domestic debt securities$153,0003,092
Privately issued residential mortgage-backed securities$153,0001,084
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,738
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,249,000967
Mortgage-backed securities$430,0005,935
Certificates of participation in pools of residential mortgages$277,0005,721
Issued or guaranteed by U.S.$277,0005,701
Privately issued$0225
Collaterized mortgage obligations$153,0003,270
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$153,000996
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$17,376,0001,022
Available-for-sale securities (fair market value)$40,424,0002,405
Total debt securities$57,800,0002,016
Structured notes
Amortized cost$1,000,0002,039
Fair value$1,000,0002,037
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$55,917,0002,121
U.S. Government securities$32,507,0002,624
U.S. Treasury securities$01,839
U.S. Government agency obligations$32,507,0002,531
Securities issued by states & political subdivisions$23,232,000809
Other domestic debt securities$178,0003,113
Privately issued residential mortgage-backed securities$178,0001,039
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,815
Foreign debt securities$0234
Equity securities$02,107
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$47,229,000996
Mortgage-backed securities$475,0005,949
Certificates of participation in pools of residential mortgages$297,0005,741
Issued or guaranteed by U.S.$297,0005,716
Privately issued$0223
Collaterized mortgage obligations$178,0003,271
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$178,000949
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$18,098,000985
Available-for-sale securities (fair market value)$37,819,0002,551
Total debt securities$55,917,0002,078
Structured notes
Amortized cost$1,000,0002,035
Fair value$1,000,0002,045
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$61,717,0002,001
U.S. Government securities$37,346,0002,372
U.S. Treasury securities$01,963
U.S. Government agency obligations$37,346,0002,299
Securities issued by states & political subdivisions$24,167,000772
Other domestic debt securities$204,0003,104
Privately issued residential mortgage-backed securities$204,0001,002
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,887
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$50,672,000948
Mortgage-backed securities$523,0005,963
Certificates of participation in pools of residential mortgages$319,0005,776
Issued or guaranteed by U.S.$319,0005,759
Privately issued$0207
Collaterized mortgage obligations$204,0003,281
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$204,000923
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$19,404,000965
Available-for-sale securities (fair market value)$42,313,0002,346
Total debt securities$61,717,0001,948
Structured notes
Amortized cost$1,000,0002,033
Fair value$1,000,0002,025
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$64,232,0001,936
U.S. Government securities$39,865,0002,235
U.S. Treasury securities$01,963
U.S. Government agency obligations$39,865,0002,152
Securities issued by states & political subdivisions$24,132,000793
Other domestic debt securities$235,0003,116
Privately issued residential mortgage-backed securities$235,000979
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,966
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$53,656,000896
Mortgage-backed securities$1,146,0005,536
Certificates of participation in pools of residential mortgages$911,0005,203
Issued or guaranteed by U.S.$911,0005,188
Privately issued$0203
Collaterized mortgage obligations$235,0003,275
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$235,000904
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,544,000926
Available-for-sale securities (fair market value)$43,688,0002,297
Total debt securities$64,232,0001,889
Structured notes
Amortized cost$1,650,0001,684
Fair value$1,651,0001,681
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$57,559,0002,139
U.S. Government securities$33,772,0002,575
U.S. Treasury securities$01,990
U.S. Government agency obligations$33,772,0002,482
Securities issued by states & political subdivisions$23,509,000810
Other domestic debt securities$278,0003,066
Privately issued residential mortgage-backed securities$278,000909
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,039
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,561,000952
Mortgage-backed securities$1,285,0005,455
Certificates of participation in pools of residential mortgages$1,007,0005,126
Issued or guaranteed by U.S.$1,007,0005,113
Privately issued$0225
Collaterized mortgage obligations$278,0003,235
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$278,000836
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,324,000941
Available-for-sale securities (fair market value)$37,235,0002,627
Total debt securities$57,559,0002,078
Structured notes
Amortized cost$1,651,0001,680
Fair value$1,654,0001,682
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$59,583,0002,094
U.S. Government securities$36,718,0002,424
U.S. Treasury securities$02,098
U.S. Government agency obligations$36,718,0002,334
Securities issued by states & political subdivisions$22,514,000829
Other domestic debt securities$351,0003,079
Privately issued residential mortgage-backed securities$351,000868
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,142
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,269,000994
Mortgage-backed securities$1,426,0005,448
Certificates of participation in pools of residential mortgages$1,075,0005,143
Issued or guaranteed by U.S.$1,075,0005,129
Privately issued$0225
Collaterized mortgage obligations$351,0003,228
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$351,000806
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$20,637,000933
Available-for-sale securities (fair market value)$38,946,0002,569
Total debt securities$59,583,0002,042
Structured notes
Amortized cost$1,651,0001,667
Fair value$1,658,0001,663
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$58,723,0002,103
U.S. Government securities$35,219,0002,476
U.S. Treasury securities$02,082
U.S. Government agency obligations$35,219,0002,396
Securities issued by states & political subdivisions$23,087,000818
Other domestic debt securities$417,0003,121
Privately issued residential mortgage-backed securities$417,000889
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,226
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$43,260,0001,028
Mortgage-backed securities$2,422,0005,000
Certificates of participation in pools of residential mortgages$2,005,0004,612
Issued or guaranteed by U.S.$2,005,0004,595
Privately issued$0230
Collaterized mortgage obligations$417,0003,245
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$417,000820
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$21,939,000873
Available-for-sale securities (fair market value)$36,784,0002,702
Total debt securities$58,723,0002,047
Structured notes
Amortized cost$1,651,0001,471
Fair value$1,692,0001,469
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$57,313,0002,215
U.S. Government securities$35,064,0002,570
U.S. Treasury securities$02,227
U.S. Government agency obligations$35,064,0002,486
Securities issued by states & political subdivisions$21,714,000888
Other domestic debt securities$535,0002,967
Privately issued residential mortgage-backed securities$535,000720
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,361
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,926,000985
Mortgage-backed securities$2,676,0004,856
Certificates of participation in pools of residential mortgages$2,141,0004,519
Issued or guaranteed by U.S.$2,141,0004,498
Privately issued$0248
Collaterized mortgage obligations$535,0003,122
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$535,000625
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$22,745,000857
Available-for-sale securities (fair market value)$34,568,0002,884
Total debt securities$57,313,0002,159
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$52,265,0002,363
U.S. Government securities$31,021,0002,752
U.S. Treasury securities$02,287
U.S. Government agency obligations$31,021,0002,656
Securities issued by states & political subdivisions$20,594,000944
Other domestic debt securities$650,0002,990
Privately issued residential mortgage-backed securities$650,000728
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,464
Foreign debt securities$0291
Equity securities$02,398
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$39,644,0001,051
Mortgage-backed securities$2,977,0004,751
Certificates of participation in pools of residential mortgages$2,327,0004,418
Issued or guaranteed by U.S.$2,327,0004,396
Privately issued$0253
Collaterized mortgage obligations$650,0003,083
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$650,000643
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$30,134,000692
Available-for-sale securities (fair market value)$22,131,0003,881
Total debt securities$52,265,0002,310
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$53,880,0002,251
U.S. Government securities$33,423,0002,524
U.S. Treasury securities$02,322
U.S. Government agency obligations$33,423,0002,422
Securities issued by states & political subdivisions$19,594,000974
Other domestic debt securities$863,0002,886
Privately issued residential mortgage-backed securities$863,000709
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,493
Foreign debt securities$0294
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$44,762,000923
Mortgage-backed securities$3,763,0004,517
Certificates of participation in pools of residential mortgages$2,900,0004,200
Issued or guaranteed by U.S.$2,900,0004,185
Privately issued$0256
Collaterized mortgage obligations$863,0003,143
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$863,000632
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,044,000751
Available-for-sale securities (fair market value)$28,836,0003,153
Total debt securities$53,880,0002,179
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$54,012,0002,227
U.S. Government securities$33,111,0002,501
U.S. Treasury securities$02,382
U.S. Government agency obligations$33,111,0002,403
Securities issued by states & political subdivisions$19,983,000900
Other domestic debt securities$918,0002,902
Privately issued residential mortgage-backed securities$918,000730
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,546
Foreign debt securities$0294
Equity securities$02,418
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$49,376,000840
Mortgage-backed securities$4,179,0004,437
Certificates of participation in pools of residential mortgages$3,261,0004,054
Issued or guaranteed by U.S.$3,261,0004,038
Privately issued$0257
Collaterized mortgage obligations$918,0003,210
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$918,000645
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,599,000754
Available-for-sale securities (fair market value)$28,413,0003,163
Total debt securities$54,012,0002,149
Structured notes
Amortized cost$01,768
Fair value$01,771
Trading account assets$0169
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2002-12-31Rank
Total securities$56,891,0002,090
U.S. Government securities$36,455,0002,318
U.S. Treasury securities$02,544
U.S. Government agency obligations$36,455,0002,230
Securities issued by states & political subdivisions$19,444,000914
Other domestic debt securities$992,0002,863
Privately issued residential mortgage-backed securities$992,000726
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,582
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$45,083,000887
Mortgage-backed securities$4,727,0004,246
Certificates of participation in pools of residential mortgages$3,735,0003,832
Issued or guaranteed by U.S.$3,735,0003,818
Privately issued$0252
Collaterized mortgage obligations$992,0003,182
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$992,000650
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$25,934,000753
Available-for-sale securities (fair market value)$30,957,0002,940
Total debt securities$56,891,0002,008
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$44,944,0002,418
U.S. Government securities$28,444,0002,656
U.S. Treasury securities$03,182
U.S. Government agency obligations$28,444,0002,517
Securities issued by states & political subdivisions$14,259,0001,185
Other domestic debt securities$2,241,0002,134
Privately issued residential mortgage-backed securities$2,241,000595
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,579
Foreign debt securities$0319
Equity securities$02,400
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$29,428,0001,252
Mortgage-backed securities$8,144,0003,192
Certificates of participation in pools of residential mortgages$6,340,0002,788
Issued or guaranteed by U.S.$4,523,0003,278
Privately issued$1,817,000112
Collaterized mortgage obligations$1,804,0002,823
CMOs issued by government agencies or sponsored agencies$1,380,0002,883
Privately issued$424,000912
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$26,021,000738
Available-for-sale securities (fair market value)$18,923,0003,984
Total debt securities$44,944,0002,352
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$12,502,0006,110
U.S. Government securities$6,943,0006,941
U.S. Treasury securities$04,186
U.S. Government agency obligations$6,943,0006,581
Securities issued by states & political subdivisions$4,362,0003,053
Other domestic debt securities$855,0002,616
Privately issued residential mortgage-backed securities$605,000850
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,907
Foreign debt securitiesNANA
Equity securities$342,0004,700
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$5,251,0004,545
Mortgage-backed securities$7,548,0002,740
Certificates of participation in pools of residential mortgages$6,943,0002,198
Issued or guaranteed by U.S.$6,943,0002,185
Privately issued$0308
Collaterized mortgage obligations$605,0003,204
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$605,000752
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$11,176,0001,782
Available-for-sale securities (fair market value)$1,326,0008,404
Total debt securities$12,160,0006,069
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$9,677,0007,168
U.S. Government securities$4,169,0008,418
U.S. Treasury securities$05,412
U.S. Government agency obligations$4,169,0007,906
Securities issued by states & political subdivisions$4,395,0003,176
Other domestic debt securities$874,0002,496
Privately issued residential mortgage-backed securities$624,000877
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$250,0002,725
Foreign debt securitiesNANA
Equity securities$239,0005,343
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,392,0006,093
Mortgage-backed securities$4,793,0003,661
Certificates of participation in pools of residential mortgages$4,169,0003,081
Issued or guaranteed by U.S.$4,169,0003,069
Privately issued$0307
Collaterized mortgage obligations$624,0003,365
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$624,000773
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,389,0002,343
Available-for-sale securities (fair market value)$1,288,0008,656
Total debt securities$9,438,0007,128
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$7,616,0007,827
U.S. Government securities$3,354,0008,817
U.S. Treasury securities$06,820
U.S. Government agency obligations$3,354,0008,018
Securities issued by states & political subdivisions$3,386,0003,748
Other domestic debt securities$663,0002,502
Privately issued residential mortgage-backed securities$663,000837
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,174
Foreign debt securitiesNANA
Equity securities$213,0005,310
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,018,0005,377
Mortgage-backed securities$3,794,0004,345
Certificates of participation in pools of residential mortgages$3,131,0003,749
Issued or guaranteed by U.S.$3,131,0003,730
Privately issued$0349
Collaterized mortgage obligations$663,0003,607
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$663,000714
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,140,0003,073
Available-for-sale securities (fair market value)$1,476,0008,666
Total debt securities$7,403,0007,770
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$7,887,0008,136
U.S. Government securities$2,901,0009,617
U.S. Treasury securities$199,0007,786
U.S. Government agency obligations$2,702,0008,610
Securities issued by states & political subdivisions$3,927,0003,249
Other domestic debt securities$715,0002,068
Privately issued residential mortgage-backed securities$715,000703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$344,0004,358
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,356,0006,137
Mortgage-backed securities$2,998,0004,780
Certificates of participation in pools of residential mortgages$2,283,0004,185
Issued or guaranteed by U.S.$2,283,0004,170
Privately issued$0394
Collaterized mortgage obligations$715,0003,724
CMOs issued by government agencies or sponsored agencies$04,813
Privately issued$715,000542
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$6,430,0003,666
Available-for-sale securities (fair market value)$1,457,0008,990
Total debt securities$7,543,0008,120
Structured notes
Amortized cost$02,930
Fair value$02,930
Trading account assets$0203
Revaluation gains on off-balance sheet contracts$056
Revaluation losses on off-balance sheet contractsNANA
1996-12-31Rank
Total securities$6,365,0009,249
U.S. Government securities$2,945,00010,182
U.S. Treasury securities$598,0007,880
U.S. Government agency obligations$2,347,0009,253
Securities issued by states & political subdivisions$2,805,0004,086
Other domestic debt securities$271,0003,160
Privately issued residential mortgage-backed securities$271,0001,195
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,340
Foreign debt securitiesNANA
Equity securities$344,0004,247
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,501,0006,279
Mortgage-backed securities$2,202,0005,736
Certificates of participation in pools of residential mortgages$1,452,0005,256
Issued or guaranteed by U.S.$1,452,0005,240
Privately issued$0472
Collaterized mortgage obligations$750,0004,117
CMOs issued by government agencies or sponsored agencies$479,0004,368
Privately issued$271,000957
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,476,0004,937
Available-for-sale securities (fair market value)$1,889,0009,086
Total debt securities$6,021,0009,255
Structured notes
Amortized cost$03,659
Fair value$03,659
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$071
Revaluation losses on off-balance sheet contractsNANA
1995-12-31Rank
Total securities$5,775,0009,870
U.S. Government securities$2,753,00010,726
U.S. Treasury securities$706,0009,062
U.S. Government agency obligations$2,047,0009,693
Securities issued by states & political subdivisions$2,423,0004,473
Other domestic debt securities$261,0003,768
Privately issued residential mortgage-backed securities$261,0001,467
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$03,947
Foreign debt securitiesNANA
Equity securities$338,0004,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,260,0006,609
Mortgage-backed securities$1,816,0006,438
Certificates of participation in pools of residential mortgages$1,088,0005,950
Issued or guaranteed by U.S.$1,088,0005,915
Privately issued$0558
Collaterized mortgage obligations$728,0004,578
CMOs issued by government agencies or sponsored agencies$467,0004,808
Privately issued$261,0001,180
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,805,0005,575
Available-for-sale securities (fair market value)$1,970,0009,430
Total debt securities$5,437,0009,913
Structured notes
Amortized cost$04,562
Fair value$04,561
Trading account assets$0261
Revaluation gains on off-balance sheet contracts$085
Revaluation losses on off-balance sheet contractsNANA
1994-12-31Rank
Total securities$5,528,00010,607
U.S. Government securities$2,775,00011,389
U.S. Treasury securities$799,00010,008
U.S. Government agency obligations$1,976,0009,974
Securities issued by states & political subdivisions$2,159,0004,984
Other domestic debt securities$256,0004,300
Privately issued residential mortgage-backed securities$256,0001,666
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$04,515
Foreign debt securitiesNANA
Equity securities$338,0003,825
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,830,0006,238
Mortgage-backed securities$1,749,0006,899
Certificates of participation in pools of residential mortgages$1,029,0006,371
Issued or guaranteed by U.S.$1,029,0006,345
Privately issued$0564
Collaterized mortgage obligations$720,0004,919
CMOs issued by government agencies or sponsored agencies$464,0005,121
Privately issued$256,0001,388
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,470,0008,310
Available-for-sale securities (fair market value)$1,058,0009,601
Total debt securities$5,190,00010,645
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$4,906,00011,337
U.S. Government securities$2,712,00011,800
U.S. Treasury securities$898,00010,253
U.S. Government agency obligations$1,814,00010,430
Securities issued by states & political subdivisions$2,083,0005,198
Other domestic debt securities$06,562
Privately issued residential mortgage-backed securities$03,404
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$05,124
Foreign debt securitiesNANA
Equity securities$111,0005,497
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,243,0008,127
Mortgage-backed securities$1,543,0007,745
Certificates of participation in pools of residential mortgages$1,041,0007,010
Issued or guaranteed by U.S.$1,041,0006,958
Privately issued$0731
Collaterized mortgage obligations$502,0005,686
CMOs issued by government agencies or sponsored agencies$502,0005,432
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$4,795,00011,251
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$5,044,00011,575
U.S. Government securities$3,035,00012,071
U.S. Treasury securities$1,199,0009,994
U.S. Government agency obligations$1,836,00010,705
Securities issued by states & political subdivisions$1,979,0005,059
Other domestic debt securities$07,520
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$05,875
Foreign debt securitiesNANA
Equity securities$30,0007,071
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$400,00010,024
Mortgage-backed securities$1,836,0007,849
Certificates of participation in pools of residential mortgages$1,160,0007,256
Issued or guaranteed by U.S.$1,160,0007,200
Privately issued$0831
Collaterized mortgage obligations$676,0005,560
CMOs issued by government agencies or sponsored agencies$676,0005,148
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$5,014,00011,442
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