Iroquois Farmers State Bank, Securities

2023-12-31Rank
Total securities$50,235,0002,604
U.S. Government securities$40,462,0002,118
U.S. Treasury securities$8,692,0001,485
U.S. Government agency obligations$31,770,0002,092
Securities issued by states & political subdivisions$9,773,0002,480
Other domestic debt securities$02,337
Privately issued residential mortgage-backed securities$0694
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0557
Structured financial products - Total$0705
Other domestic debt securities - All other$01,860
Foreign debt securities$0304
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$36,282,0001,782
Mortgage-backed securities$2,461,0003,283
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$103,0003,533
Privately issued$0241
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0529
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$2,358,000946
Other commercial mortgage-backed securities$01,355
Held to maturity securities (book value)$01,750
Available-for-sale securities (fair market value)$50,235,0002,375
Total debt securities$50,236,0002,584
Structured notes
Amortized cost$2,050,000534
Fair value$1,933,000549
Trading account assets$0214
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-09-30Rank
Total securities$49,952,0002,587
U.S. Government securities$37,611,0002,194
U.S. Treasury securities$9,006,0001,498
U.S. Government agency obligations$28,605,0002,172
Securities issued by states & political subdivisions$10,075,0002,440
Other domestic debt securities$2,266,0001,701
Privately issued residential mortgage-backed securities$2,266,000423
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0539
Structured financial products - Total$0698
Other domestic debt securities - All other$01,872
Foreign debt securities$0307
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$40,311,0001,604
Mortgage-backed securities$2,371,0003,298
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$105,0003,554
Privately issued$2,266,000122
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,730
Privately issued$0527
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,573
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,776
Available-for-sale securities (fair market value)$49,952,0002,355
Total debt securities$49,952,0002,571
Structured notes
Amortized cost$2,050,000550
Fair value$1,877,000569
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-06-30Rank
Total securities$50,136,0002,644
U.S. Government securities$37,617,0002,240
U.S. Treasury securities$9,013,0001,524
U.S. Government agency obligations$28,604,0002,222
Securities issued by states & political subdivisions$10,598,0002,453
Other domestic debt securities$1,921,0001,778
Privately issued residential mortgage-backed securities$1,921,000447
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0535
Structured financial products - Total$0680
Other domestic debt securities - All other$01,891
Foreign debt securities$0312
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$34,232,0001,766
Mortgage-backed securities$2,036,0003,369
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$115,0003,561
Privately issued$1,921,000132
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,727
Privately issued$0526
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,566
Other commercial mortgage-backed securities$01,345
Held to maturity securities (book value)$01,792
Available-for-sale securities (fair market value)$50,136,0002,411
Total debt securities$50,137,0002,625
Structured notes
Amortized cost$2,400,000571
Fair value$2,184,000565
Trading account assets$0212
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2023-03-31Rank
Total securities$48,916,0002,756
U.S. Government securities$37,502,0002,311
U.S. Treasury securities$8,753,0001,624
U.S. Government agency obligations$28,749,0002,224
Securities issued by states & political subdivisions$9,968,0002,558
Other domestic debt securities$1,446,0001,926
Privately issued residential mortgage-backed securities$1,446,000489
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0543
Structured financial products - Total$0681
Other domestic debt securities - All other$01,925
Foreign debt securities$0283
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,509,0001,968
Mortgage-backed securities$1,568,0003,485
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$122,0003,604
Privately issued$1,446,000153
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,758
Privately issued$0541
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,570
Other commercial mortgage-backed securities$01,349
Held to maturity securities (book value)$01,851
Available-for-sale securities (fair market value)$48,916,0002,520
Total debt securities$48,916,0002,737
Structured notes
Amortized cost$2,900,000552
Fair value$2,648,000541
Trading account assets$0224
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-12-31Rank
Total securities$45,880,0002,862
U.S. Government securities$35,173,0002,409
U.S. Treasury securities$7,710,0001,749
U.S. Government agency obligations$27,463,0002,288
Securities issued by states & political subdivisions$9,276,0002,665
Other domestic debt securities$1,431,0001,961
Privately issued residential mortgage-backed securities$1,431,000503
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0546
Structured financial products - Total$0699
Other domestic debt securities - All other$01,948
Foreign debt securities$0287
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,009,0001,935
Mortgage-backed securities$1,558,0003,514
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$127,0003,636
Privately issued$1,431,000167
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,775
Privately issued$0545
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,567
Other commercial mortgage-backed securities$01,352
Held to maturity securities (book value)$01,877
Available-for-sale securities (fair market value)$45,880,0002,621
Total debt securities$45,881,0002,844
Structured notes
Amortized cost$2,900,000573
Fair value$2,614,000564
Trading account assets$0239
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-09-30Rank
Total securities$45,690,0002,881
U.S. Government securities$35,033,0002,441
U.S. Treasury securities$7,683,0001,777
U.S. Government agency obligations$27,350,0002,316
Securities issued by states & political subdivisions$9,224,0002,677
Other domestic debt securities$1,433,0001,934
Privately issued residential mortgage-backed securities$1,433,000495
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0515
Other domestic debt securities - All other$01,954
Foreign debt securities$0295
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,082,0001,903
Mortgage-backed securities$1,564,0003,540
Certificates of participation in pools of residential mortgagesNANA
Issued or guaranteed by U.S.$131,0003,657
Privately issued$1,433,000154
Collaterized mortgage obligationsNANA
CMOs issued by government agencies or sponsored agencies$02,796
Privately issued$0550
Commercial mortgage-backed securitiesNANA
Commercial mortgage pass-through securities$01,583
Other commercial mortgage-backed securities$01,387
Held to maturity securities (book value)$01,884
Available-for-sale securities (fair market value)$45,690,0002,640
Total debt securities$45,691,0002,860
Structured notes
Amortized cost$2,900,000574
Fair value$2,600,000562
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-06-30Rank
Total securities$47,325,0002,882
U.S. Government securities$36,879,0002,413
U.S. Treasury securities$9,040,0001,652
U.S. Government agency obligations$27,839,0002,339
Securities issued by states & political subdivisions$9,485,0002,710
Other domestic debt securities$961,0001,947
Privately issued residential mortgage-backed securities$961,000530
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0168
Other domestic debt securities - All other$01,937
Foreign debt securities$0289
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$25,381,0001,848
Mortgage-backed securities$1,105,0003,655
Certificates of participation in pools of residential mortgages$1,105,0003,439
Issued or guaranteed by U.S.$144,0003,674
Privately issued$961,000165
Collaterized mortgage obligations$02,905
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$0553
Commercial mortgage-backed securities$02,056
Commercial mortgage pass-through securities$01,572
Other commercial mortgage-backed securities$01,467
Held to maturity securities (book value)$01,824
Available-for-sale securities (fair market value)$47,325,0002,660
Total debt securities$47,325,0002,867
Structured notes
Amortized cost$2,900,000561
Fair value$2,683,000556
Trading account assets$0253
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2022-03-31Rank
Total securities$44,311,0002,923
U.S. Government securities$34,768,0002,433
U.S. Treasury securities$8,477,0001,500
U.S. Government agency obligations$26,291,0002,403
Securities issued by states & political subdivisions$9,543,0002,697
Other domestic debt securities$02,265
Privately issued residential mortgage-backed securities$0721
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0542
Structured financial products - Total$0169
Other domestic debt securities - All other$01,905
Foreign debt securities$0286
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,799,0001,734
Mortgage-backed securities$157,0003,903
Certificates of participation in pools of residential mortgages$157,0003,757
Issued or guaranteed by U.S.$157,0003,687
Privately issued$0238
Collaterized mortgage obligations$02,899
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0536
Commercial mortgage-backed securities$02,024
Commercial mortgage pass-through securities$01,540
Other commercial mortgage-backed securities$01,441
Held to maturity securities (book value)$01,752
Available-for-sale securities (fair market value)$44,311,0002,719
Total debt securities$44,303,0002,907
Structured notes
Amortized cost$2,900,000488
Fair value$2,763,000487
Trading account assets$0254
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-12-31Rank
Total securities$41,271,0002,928
U.S. Government securities$30,998,0002,444
U.S. Treasury securities$4,210,0001,478
U.S. Government agency obligations$26,788,0002,350
Securities issued by states & political subdivisions$10,273,0002,680
Other domestic debt securities$02,243
Privately issued residential mortgage-backed securities$0696
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0548
Structured financial products - Total$0173
Other domestic debt securities - All other$01,853
Foreign debt securities$0278
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$27,497,0001,698
Mortgage-backed securities$176,0003,911
Certificates of participation in pools of residential mortgages$176,0003,766
Issued or guaranteed by U.S.$176,0003,685
Privately issued$0246
Collaterized mortgage obligations$02,894
CMOs issued by government agencies or sponsored agencies$02,834
Privately issued$0500
Commercial mortgage-backed securities$01,996
Commercial mortgage pass-through securities$01,508
Other commercial mortgage-backed securities$01,430
Held to maturity securities (book value)$01,677
Available-for-sale securities (fair market value)$41,271,0002,766
Total debt securities$41,271,0002,911
Structured notes
Amortized cost$2,900,000417
Fair value$2,872,000418
Trading account assets$0251
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2021-09-30Rank
Total securities$38,799,0002,951
U.S. Government securities$27,653,0002,495
U.S. Treasury securities$1,795,0001,618
U.S. Government agency obligations$25,858,0002,381
Securities issued by states & political subdivisions$11,146,0002,586
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0677
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0556
Structured financial products - Total$0173
Other domestic debt securities - All other$01,795
Foreign debt securities$0261
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$26,062,0001,722
Mortgage-backed securities$188,0003,958
Certificates of participation in pools of residential mortgages$188,0003,803
Issued or guaranteed by U.S.$188,0003,730
Privately issued$0234
Collaterized mortgage obligations$02,924
CMOs issued by government agencies or sponsored agencies$02,858
Privately issued$0491
Commercial mortgage-backed securities$02,002
Commercial mortgage pass-through securities$01,520
Other commercial mortgage-backed securities$01,421
Held to maturity securities (book value)$01,695
Available-for-sale securities (fair market value)$38,799,0002,790
Total debt securities$38,800,0002,931
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$38,103,0002,911
U.S. Government securities$27,173,0002,453
U.S. Treasury securities$2,795,0001,337
U.S. Government agency obligations$24,378,0002,405
Securities issued by states & political subdivisions$10,930,0002,582
Other domestic debt securities$02,200
Privately issued residential mortgage-backed securities$0679
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0564
Structured financial products - Total$0166
Other domestic debt securities - All other$01,761
Foreign debt securities$0266
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$24,729,0001,761
Mortgage-backed securities$203,0003,977
Certificates of participation in pools of residential mortgages$203,0003,816
Issued or guaranteed by U.S.$203,0003,738
Privately issued$0247
Collaterized mortgage obligations$02,909
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$0478
Commercial mortgage-backed securities$02,007
Commercial mortgage pass-through securities$01,535
Other commercial mortgage-backed securities$01,403
Held to maturity securities (book value)$01,685
Available-for-sale securities (fair market value)$38,103,0002,751
Total debt securities$38,102,0002,895
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$38,629,0002,794
U.S. Government securities$26,726,0002,338
U.S. Treasury securities$1,999,0001,155
U.S. Government agency obligations$24,727,0002,264
Securities issued by states & political subdivisions$11,903,0002,459
Other domestic debt securities$02,193
Privately issued residential mortgage-backed securities$0686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0565
Structured financial products - Total$0158
Other domestic debt securities - All other$01,722
Foreign debt securities$0279
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$23,978,0001,749
Mortgage-backed securities$223,0003,964
Certificates of participation in pools of residential mortgages$223,0003,799
Issued or guaranteed by U.S.$223,0003,713
Privately issued$0261
Collaterized mortgage obligations$02,879
CMOs issued by government agencies or sponsored agencies$02,818
Privately issued$0475
Commercial mortgage-backed securities$01,995
Commercial mortgage pass-through securities$01,528
Other commercial mortgage-backed securities$01,385
Held to maturity securities (book value)$01,684
Available-for-sale securities (fair market value)$38,629,0002,620
Total debt securities$38,627,0002,772
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$27,635,0003,085
U.S. Government securities$16,190,0002,756
U.S. Treasury securities$01,194
U.S. Government agency obligations$16,190,0002,627
Securities issued by states & political subdivisions$11,445,0002,478
Other domestic debt securities$02,137
Privately issued residential mortgage-backed securities$0669
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0536
Structured financial products - Total$0156
Other domestic debt securities - All other$01,665
Foreign debt securities$0277
Equity securitiesNANA
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$21,075,0001,864
Mortgage-backed securities$246,0003,960
Certificates of participation in pools of residential mortgages$246,0003,788
Issued or guaranteed by U.S.$246,0003,709
Privately issued$0245
Collaterized mortgage obligations$02,880
CMOs issued by government agencies or sponsored agencies$02,816
Privately issued$0474
Commercial mortgage-backed securities$01,951
Commercial mortgage pass-through securities$01,477
Other commercial mortgage-backed securities$01,340
Held to maturity securities (book value)$01,678
Available-for-sale securities (fair market value)$27,635,0002,902
Total debt securities$27,635,0003,063
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$21,535,0003,273
U.S. Government securities$10,439,0003,211
U.S. Treasury securities$01,216
U.S. Government agency obligations$10,439,0003,072
Securities issued by states & political subdivisions$11,096,0002,379
Other domestic debt securities$02,116
Privately issued residential mortgage-backed securities$0670
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0520
Structured financial products - Total$0152
Other domestic debt securities - All other$01,641
Foreign debt securities$0284
Equity securities$019
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,436,0002,243
Mortgage-backed securities$278,0003,950
Certificates of participation in pools of residential mortgages$278,0003,772
Issued or guaranteed by U.S.$278,0003,693
Privately issued$0251
Collaterized mortgage obligations$02,887
CMOs issued by government agencies or sponsored agencies$02,826
Privately issued$0464
Commercial mortgage-backed securities$01,936
Commercial mortgage pass-through securities$01,470
Other commercial mortgage-backed securities$01,305
Held to maturity securities (book value)$01,682
Available-for-sale securities (fair market value)$21,535,0003,066
Total debt securities$21,535,0003,250
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$19,246,0003,352
U.S. Government securities$10,724,0003,182
U.S. Treasury securities$01,251
U.S. Government agency obligations$10,724,0003,035
Securities issued by states & political subdivisions$8,516,0002,580
Other domestic debt securities$6,0002,047
Privately issued residential mortgage-backed securities$6,000635
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0475
Structured financial products - Total$0154
Other domestic debt securities - All other$01,594
Foreign debt securities$0293
Equity securities$068
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$14,349,0002,253
Mortgage-backed securities$308,0003,954
Certificates of participation in pools of residential mortgages$302,0003,764
Issued or guaranteed by U.S.$302,0003,689
Privately issued$0251
Collaterized mortgage obligations$6,0002,855
CMOs issued by government agencies or sponsored agencies$02,828
Privately issued$6,000433
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)$19,246,0003,146
Total debt securities$19,246,0003,329
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$18,262,0003,408
U.S. Government securities$10,893,0003,215
U.S. Treasury securities$01,297
U.S. Government agency obligations$10,893,0003,074
Securities issued by states & political subdivisions$7,285,0002,645
Other domestic debt securities$84,0001,944
Privately issued residential mortgage-backed securities$84,000581
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$13,724,0002,239
Mortgage-backed securities$400,0003,960
Certificates of participation in pools of residential mortgages$316,0003,789
Issued or guaranteed by U.S.$316,0003,700
Privately issued$0267
Collaterized mortgage obligations$84,0002,784
CMOs issued by government agencies or sponsored agencies$02,830
Privately issued$84,000370
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)$18,262,0003,186
Total debt securities$18,252,0003,382
Structured notes
Amortized cost$945,000369
Fair value$951,000361
Trading account assets$0217
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-12-31Rank
Total securities$14,874,0003,685
U.S. Government securities$7,787,0003,640
U.S. Treasury securities$01,363
U.S. Government agency obligations$7,787,0003,486
Securities issued by states & political subdivisions$6,993,0002,683
Other domestic debt securities$94,0001,911
Privately issued residential mortgage-backed securities$94,000547
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$13,651,0002,247
Mortgage-backed securities$418,0003,967
Certificates of participation in pools of residential mortgages$324,0003,796
Issued or guaranteed by U.S.$324,0003,722
Privately issued$0249
Collaterized mortgage obligations$94,0002,798
CMOs issued by government agencies or sponsored agencies$02,850
Privately issued$94,000363
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)$14,874,0003,445
Total debt securities$14,874,0003,663
Structured notes
Amortized cost$845,000494
Fair value$849,000494
Trading account assets$0219
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-09-30Rank
Total securities$18,078,0003,514
U.S. Government securities$10,205,0003,402
U.S. Treasury securities$01,429
U.S. Government agency obligations$10,205,0003,245
Securities issued by states & political subdivisions$7,663,0002,606
Other domestic debt securities$210,0001,906
Privately issued residential mortgage-backed securities$210,000540
Commercial mortgage-backed securities - Total$0182
Asset backed securities$0426
Structured financial products - Total$0154
Other domestic debt securities - All other$01,498
Foreign debt securities$0294
Equity securities$0472
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$16,198,0002,092
Mortgage-backed securities$550,0003,964
Certificates of participation in pools of residential mortgages$340,0003,832
Issued or guaranteed by U.S.$340,0003,754
Privately issued$0287
Collaterized mortgage obligations$210,0002,734
CMOs issued by government agencies or sponsored agencies$02,874
Privately issued$210,000330
Commercial mortgage-backed securities$01,847
Commercial mortgage pass-through securities$01,420
Other commercial mortgage-backed securities$01,187
Held to maturity securities (book value)$01,838
Available-for-sale securities (fair market value)$18,078,0003,271
Total debt securities$18,079,0003,493
Structured notes
Amortized cost$2,194,000349
Fair value$2,201,000349
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-06-30Rank
Total securities$18,237,0003,575
U.S. Government securities$9,965,0003,501
U.S. Treasury securities$01,467
U.S. Government agency obligations$9,965,0003,344
Securities issued by states & political subdivisions$8,032,0002,607
Other domestic debt securities$240,0001,884
Privately issued residential mortgage-backed securities$240,000501
Commercial mortgage-backed securities - Total$0177
Asset backed securities$0413
Structured financial products - Total$0152
Other domestic debt securities - All other$01,516
Foreign debt securities$0311
Equity securities$0505
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,925,0002,408
Mortgage-backed securities$598,0003,961
Certificates of participation in pools of residential mortgages$358,0003,842
Issued or guaranteed by U.S.$358,0003,773
Privately issued$0244
Collaterized mortgage obligations$240,0002,724
CMOs issued by government agencies or sponsored agencies$02,877
Privately issued$240,000331
Commercial mortgage-backed securities$01,835
Commercial mortgage pass-through securities$01,418
Other commercial mortgage-backed securities$01,163
Held to maturity securities (book value)$01,880
Available-for-sale securities (fair market value)$18,237,0003,331
Total debt securities$18,238,0003,557
Structured notes
Amortized cost$2,494,000372
Fair value$2,499,000367
Trading account assets$0225
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2019-03-31Rank
Total securities$19,510,0003,550
U.S. Government securities$10,616,0003,464
U.S. Treasury securities$01,516
U.S. Government agency obligations$10,616,0003,300
Securities issued by states & political subdivisions$8,647,0002,592
Other domestic debt securities$247,0001,883
Privately issued residential mortgage-backed securities$247,000510
Commercial mortgage-backed securities - Total$0171
Asset backed securities$0408
Structured financial products - Total$0154
Other domestic debt securities - All other$01,527
Foreign debt securities$0327
Equity securities$0520
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,697,0002,476
Mortgage-backed securities$620,0003,997
Certificates of participation in pools of residential mortgages$373,0003,864
Issued or guaranteed by U.S.$373,0003,784
Privately issued$0248
Collaterized mortgage obligations$247,0002,733
CMOs issued by government agencies or sponsored agencies$02,898
Privately issued$247,000344
Commercial mortgage-backed securities$01,770
Commercial mortgage pass-through securities$01,394
Other commercial mortgage-backed securities$01,074
Held to maturity securities (book value)$01,908
Available-for-sale securities (fair market value)$19,510,0003,293
Total debt securities$19,509,0003,529
Structured notes
Amortized cost$2,493,000382
Fair value$2,486,000374
Trading account assets$0226
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-12-31Rank
Total securities$19,897,0003,555
U.S. Government securities$11,340,0003,419
U.S. Treasury securities$01,513
U.S. Government agency obligations$11,340,0003,262
Securities issued by states & political subdivisions$8,310,0002,700
Other domestic debt securities$247,0001,864
Privately issued residential mortgage-backed securities$247,000483
Commercial mortgage-backed securities - Total$0160
Asset backed securities$0413
Structured financial products - Total$0154
Other domestic debt securities - All other$01,539
Foreign debt securities$0330
Equity securities$0696
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,931,0002,561
Mortgage-backed securities$628,0004,022
Certificates of participation in pools of residential mortgages$381,0003,892
Issued or guaranteed by U.S.$381,0003,828
Privately issued$0211
Collaterized mortgage obligations$247,0002,740
CMOs issued by government agencies or sponsored agencies$02,918
Privately issued$247,000343
Commercial mortgage-backed securities$01,736
Commercial mortgage pass-through securities$01,378
Other commercial mortgage-backed securities$01,033
Held to maturity securities (book value)$01,959
Available-for-sale securities (fair market value)$19,897,0003,295
Total debt securities$19,897,0003,531
Structured notes
Amortized cost$2,750,000380
Fair value$2,727,000373
Trading account assets$0230
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-09-30Rank
Total securities$21,474,0003,486
U.S. Government securities$11,473,0003,472
U.S. Treasury securities$150,0001,478
U.S. Government agency obligations$11,323,0003,325
Securities issued by states & political subdivisions$9,753,0002,546
Other domestic debt securities$248,0001,837
Privately issued residential mortgage-backed securities$248,000428
Commercial mortgage-backed securities - Total$0150
Asset backed securities$0406
Structured financial products - Total$0171
Other domestic debt securities - All other$01,550
Foreign debt securities$0330
Equity securities$0721
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,325,0002,605
Mortgage-backed securities$678,0004,055
Certificates of participation in pools of residential mortgages$392,0003,938
Issued or guaranteed by U.S.$392,0003,912
Privately issued$0145
Collaterized mortgage obligations$248,0002,746
CMOs issued by government agencies or sponsored agencies$02,928
Privately issued$248,000344
Commercial mortgage-backed securities$38,0001,708
Commercial mortgage pass-through securities$38,0001,344
Other commercial mortgage-backed securities$01,030
Held to maturity securities (book value)$01,995
Available-for-sale securities (fair market value)$21,474,0003,222
Total debt securities$21,475,0003,464
Structured notes
Amortized cost$2,750,000377
Fair value$2,711,000372
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-06-30Rank
Total securities$25,137,0003,297
U.S. Government securities$14,550,0003,159
U.S. Treasury securities$2,037,000922
U.S. Government agency obligations$12,513,0003,199
Securities issued by states & political subdivisions$10,338,0002,526
Other domestic debt securities$249,0002,031
Privately issued residential mortgage-backed securities$249,000682
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0403
Structured financial products - Total$0186
Other domestic debt securities - All other$01,555
Foreign debt securities$0330
Equity securities$0754
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,435,0002,644
Mortgage-backed securities$767,0004,077
Certificates of participation in pools of residential mortgages$410,0003,976
Issued or guaranteed by U.S.$410,0003,824
Privately issued$0453
Collaterized mortgage obligations$249,0002,772
CMOs issued by government agencies or sponsored agencies$02,956
Privately issued$249,000355
Commercial mortgage-backed securities$108,0001,663
Commercial mortgage pass-through securities$108,0001,294
Other commercial mortgage-backed securities$01,021
Held to maturity securities (book value)$02,026
Available-for-sale securities (fair market value)$25,137,0003,036
Total debt securities$25,137,0003,275
Structured notes
Amortized cost$2,750,000376
Fair value$2,713,000372
Trading account assets$0229
Revaluation gains on off-balance sheet contracts$01
Revaluation losses on off-balance sheet contractsNANA
2018-03-31Rank
Total securities$22,103,0003,537
U.S. Government securities$11,554,0003,517
U.S. Treasury securities$149,0001,399
U.S. Government agency obligations$11,405,0003,402
Securities issued by states & political subdivisions$10,299,0002,570
Other domestic debt securities$250,0001,848
Privately issued residential mortgage-backed securities$250,000402
Commercial mortgage-backed securities - Total$0147
Asset backed securities$0393
Structured financial products - Total$0193
Other domestic debt securities - All other$01,603
Foreign debt securities$0319
Equity securities$0789
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,725,0002,651
Mortgage-backed securities$825,0004,100
Certificates of participation in pools of residential mortgages$431,0004,006
Issued or guaranteed by U.S.$431,0003,999
Privately issued$067
Collaterized mortgage obligations$250,0002,765
CMOs issued by government agencies or sponsored agencies$02,962
Privately issued$250,000373
Commercial mortgage-backed securities$144,0001,462
Commercial mortgage pass-through securities$144,0001,035
Other commercial mortgage-backed securities$0999
Held to maturity securities (book value)$02,061
Available-for-sale securities (fair market value)$22,103,0003,259
Total debt securities$22,104,0003,513
Structured notes
Amortized cost$2,450,000390
Fair value$2,417,000385
Trading account assets$0223
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-12-31Rank
Total securities$23,634,0003,486
U.S. Government securities$13,035,0003,384
U.S. Treasury securities$149,0001,307
U.S. Government agency obligations$12,886,0003,263
Securities issued by states & political subdivisions$10,347,0002,632
Other domestic debt securities$252,0001,844
Privately issued residential mortgage-backed securities$252,000405
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0366
Structured financial products - Total$0204
Other domestic debt securities - All other$01,619
Foreign debt securities$0316
Equity securities$01,064
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,851,0002,686
Mortgage-backed securities$877,0004,116
Certificates of participation in pools of residential mortgages$458,0004,040
Issued or guaranteed by U.S.$458,0004,034
Privately issued$064
Collaterized mortgage obligations$252,0002,765
CMOs issued by government agencies or sponsored agencies$02,969
Privately issued$252,000381
Commercial mortgage-backed securities$167,0001,448
Commercial mortgage pass-through securities$167,0001,032
Other commercial mortgage-backed securities$0972
Held to maturity securities (book value)$02,094
Available-for-sale securities (fair market value)$23,634,0003,212
Total debt securities$23,635,0003,464
Structured notes
Amortized cost$2,450,000387
Fair value$2,426,000386
Trading account assets$0231
Revaluation gains on off-balance sheet contracts$0147
Revaluation losses on off-balance sheet contractsNANA
2017-09-30Rank
Total securities$23,553,0003,537
U.S. Government securities$12,489,0003,475
U.S. Treasury securities$150,0001,286
U.S. Government agency obligations$12,339,0003,361
Securities issued by states & political subdivisions$10,810,0002,619
Other domestic debt securities$254,0001,869
Privately issued residential mortgage-backed securities$254,000411
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0365
Structured financial products - Total$0214
Other domestic debt securities - All other$01,656
Foreign debt securities$0334
Equity securities$01,090
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$12,090,0002,676
Mortgage-backed securities$924,0004,143
Certificates of participation in pools of residential mortgages$479,0004,083
Issued or guaranteed by U.S.$479,0004,079
Privately issued$069
Collaterized mortgage obligations$254,0002,787
CMOs issued by government agencies or sponsored agencies$03,003
Privately issued$254,000386
Commercial mortgage-backed securities$191,0001,432
Commercial mortgage pass-through securities$191,0001,014
Other commercial mortgage-backed securities$0950
Held to maturity securities (book value)$02,147
Available-for-sale securities (fair market value)$23,553,0003,256
Total debt securities$23,553,0003,511
Structured notes
Amortized cost$2,150,000424
Fair value$2,138,000422
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0142
Revaluation losses on off-balance sheet contractsNANA
2017-06-30Rank
Total securities$24,506,0003,522
U.S. Government securities$13,520,0003,421
U.S. Treasury securities$150,0001,324
U.S. Government agency obligations$13,370,0003,309
Securities issued by states & political subdivisions$10,731,0002,660
Other domestic debt securities$255,0001,900
Privately issued residential mortgage-backed securities$255,000417
Commercial mortgage-backed securities - Total$0138
Asset backed securities$0352
Structured financial products - Total$0219
Other domestic debt securities - All other$01,687
Foreign debt securities$0346
Equity securities$01,093
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,655,0002,740
Mortgage-backed securities$950,0004,170
Certificates of participation in pools of residential mortgages$502,0004,113
Issued or guaranteed by U.S.$502,0004,108
Privately issued$067
Collaterized mortgage obligations$255,0002,818
CMOs issued by government agencies or sponsored agencies$03,027
Privately issued$255,000392
Commercial mortgage-backed securities$193,0001,389
Commercial mortgage pass-through securities$193,000988
Other commercial mortgage-backed securities$0913
Held to maturity securities (book value)$02,178
Available-for-sale securities (fair market value)$24,506,0003,237
Total debt securities$24,505,0003,496
Structured notes
Amortized cost$2,150,000441
Fair value$2,138,000440
Trading account assets$0233
Revaluation gains on off-balance sheet contracts$0141
Revaluation losses on off-balance sheet contractsNANA
2017-03-31Rank
Total securities$25,844,0003,473
U.S. Government securities$15,076,0003,323
U.S. Treasury securities$150,0001,364
U.S. Government agency obligations$14,926,0003,210
Securities issued by states & political subdivisions$10,513,0002,707
Other domestic debt securities$255,0001,970
Privately issued residential mortgage-backed securities$255,000453
Commercial mortgage-backed securities - Total$0146
Asset backed securities$0358
Structured financial products - Total$0221
Other domestic debt securities - All other$01,725
Foreign debt securities$0350
Equity securities$01,112
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,760,0002,764
Mortgage-backed securities$973,0004,227
Certificates of participation in pools of residential mortgages$521,0004,168
Issued or guaranteed by U.S.$521,0004,164
Privately issued$066
Collaterized mortgage obligations$255,0002,866
CMOs issued by government agencies or sponsored agencies$03,073
Privately issued$255,000429
Commercial mortgage-backed securities$197,0001,360
Commercial mortgage pass-through securities$197,000946
Other commercial mortgage-backed securities$0904
Held to maturity securities (book value)$02,223
Available-for-sale securities (fair market value)$25,844,0003,192
Total debt securities$25,844,0003,448
Structured notes
Amortized cost$2,850,000413
Fair value$2,833,000411
Trading account assets$0232
Revaluation gains on off-balance sheet contracts$0139
Revaluation losses on off-balance sheet contractsNANA
2016-12-31Rank
Total securities$23,491,0003,630
U.S. Government securities$13,617,0003,431
U.S. Treasury securities$150,0001,340
U.S. Government agency obligations$13,467,0003,315
Securities issued by states & political subdivisions$9,620,0002,840
Other domestic debt securities$254,0001,986
Privately issued residential mortgage-backed securities$254,000473
Commercial mortgage-backed securities - Total$0137
Asset backed securities$0358
Structured financial products - Total$0226
Other domestic debt securities - All other$01,733
Foreign debt securities$0347
Equity securities$01,116
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$11,105,0002,837
Mortgage-backed securities$1,004,0004,243
Certificates of participation in pools of residential mortgages$539,0004,189
Issued or guaranteed by U.S.$539,0004,182
Privately issued$071
Collaterized mortgage obligations$254,0002,875
CMOs issued by government agencies or sponsored agencies$03,076
Privately issued$254,000446
Commercial mortgage-backed securities$211,0001,311
Commercial mortgage pass-through securities$211,000911
Other commercial mortgage-backed securities$0857
Held to maturity securities (book value)$02,250
Available-for-sale securities (fair market value)$23,491,0003,341
Total debt securities$23,490,0003,601
Structured notes
Amortized cost$2,200,000448
Fair value$2,176,000447
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$15,195,0004,243
U.S. Government securities$8,211,0004,097
U.S. Treasury securities$01,214
U.S. Government agency obligations$8,211,0003,974
Securities issued by states & political subdivisions$6,984,0003,214
Other domestic debt securities$02,187
Privately issued residential mortgage-backed securities$0710
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0360
Structured financial products - Total$0228
Other domestic debt securities - All other$01,742
Foreign debt securities$0338
Equity securities$01,131
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$8,156,0003,235
Mortgage-backed securities$04,935
Certificates of participation in pools of residential mortgages$04,779
Issued or guaranteed by U.S.$04,775
Privately issued$067
Collaterized mortgage obligations$03,219
CMOs issued by government agencies or sponsored agencies$03,109
Privately issued$0671
Commercial mortgage-backed securities$01,303
Commercial mortgage pass-through securities$0895
Other commercial mortgage-backed securities$0824
Held to maturity securities (book value)$02,275
Available-for-sale securities (fair market value)$15,195,0003,921
Total debt securities$15,192,0004,216
Structured notes
Amortized cost$1,200,000593
Fair value$1,199,000594
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$17,403,0004,123
U.S. Government securities$10,198,0003,934
U.S. Treasury securities$01,253
U.S. Government agency obligations$10,198,0003,813
Securities issued by states & political subdivisions$7,205,0003,178
Other domestic debt securities$02,228
Privately issued residential mortgage-backed securities$0731
Commercial mortgage-backed securities - Total$0142
Asset backed securities$0370
Structured financial products - Total$0235
Other domestic debt securities - All other$01,761
Foreign debt securities$0339
Equity securities$01,149
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,588,0003,536
Mortgage-backed securities$04,997
Certificates of participation in pools of residential mortgages$04,845
Issued or guaranteed by U.S.$04,839
Privately issued$071
Collaterized mortgage obligations$03,256
CMOs issued by government agencies or sponsored agencies$03,134
Privately issued$0687
Commercial mortgage-backed securities$01,239
Commercial mortgage pass-through securities$0854
Other commercial mortgage-backed securities$0798
Held to maturity securities (book value)$02,328
Available-for-sale securities (fair market value)$17,403,0003,792
Total debt securities$17,404,0004,101
Structured notes
Amortized cost$600,000939
Fair value$600,000940
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$21,170,0003,906
U.S. Government securities$14,136,0003,570
U.S. Treasury securities$01,296
U.S. Government agency obligations$14,136,0003,444
Securities issued by states & political subdivisions$7,034,0003,193
Other domestic debt securities$02,247
Privately issued residential mortgage-backed securities$0739
Commercial mortgage-backed securities - Total$0153
Asset backed securities$0367
Structured financial products - Total$0235
Other domestic debt securities - All other$01,776
Foreign debt securities$0334
Equity securities$01,159
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,454,0003,610
Mortgage-backed securities$05,046
Certificates of participation in pools of residential mortgages$04,893
Issued or guaranteed by U.S.$04,889
Privately issued$066
Collaterized mortgage obligations$03,280
CMOs issued by government agencies or sponsored agencies$03,165
Privately issued$0699
Commercial mortgage-backed securities$01,227
Commercial mortgage pass-through securities$0845
Other commercial mortgage-backed securities$0778
Held to maturity securities (book value)$02,372
Available-for-sale securities (fair market value)$21,170,0003,581
Total debt securities$21,170,0003,882
Structured notes
Amortized cost$800,0001,040
Fair value$800,0001,039
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$19,889,0004,047
U.S. Government securities$14,201,0003,608
U.S. Treasury securities$01,367
U.S. Government agency obligations$14,201,0003,480
Securities issued by states & political subdivisions$5,688,0003,429
Other domestic debt securities$02,244
Privately issued residential mortgage-backed securities$0743
Commercial mortgage-backed securities - Total$0131
Asset backed securities$0376
Structured financial products - Total$0235
Other domestic debt securities - All other$01,770
Foreign debt securities$0322
Equity securities$01,170
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,425,0003,643
Mortgage-backed securities$05,088
Certificates of participation in pools of residential mortgages$04,929
Issued or guaranteed by U.S.$04,924
Privately issued$066
Collaterized mortgage obligations$03,322
CMOs issued by government agencies or sponsored agencies$03,206
Privately issued$0704
Commercial mortgage-backed securities$01,177
Commercial mortgage pass-through securities$0815
Other commercial mortgage-backed securities$0722
Held to maturity securities (book value)$02,417
Available-for-sale securities (fair market value)$19,889,0003,701
Total debt securities$19,889,0004,020
Structured notes
Amortized cost$1,300,000919
Fair value$1,298,000919
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$22,687,0003,899
U.S. Government securities$16,801,0003,432
U.S. Treasury securities$01,303
U.S. Government agency obligations$16,801,0003,328
Securities issued by states & political subdivisions$5,886,0003,434
Other domestic debt securities$02,283
Privately issued residential mortgage-backed securities$0760
Commercial mortgage-backed securities - Total$0140
Asset backed securities$0388
Structured financial products - Total$0235
Other domestic debt securities - All other$01,789
Foreign debt securities$0326
Equity securities$01,191
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,283,0004,105
Mortgage-backed securities$05,155
Certificates of participation in pools of residential mortgages$04,993
Issued or guaranteed by U.S.$04,987
Privately issued$065
Collaterized mortgage obligations$03,373
CMOs issued by government agencies or sponsored agencies$03,252
Privately issued$0721
Commercial mortgage-backed securities$01,129
Commercial mortgage pass-through securities$0784
Other commercial mortgage-backed securities$0687
Held to maturity securities (book value)$02,442
Available-for-sale securities (fair market value)$22,687,0003,562
Total debt securities$22,687,0003,873
Structured notes
Amortized cost$2,250,000796
Fair value$2,252,000798
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$22,709,0003,987
U.S. Government securities$16,713,0003,520
U.S. Treasury securities$01,348
U.S. Government agency obligations$16,713,0003,414
Securities issued by states & political subdivisions$5,996,0003,432
Other domestic debt securities$02,307
Privately issued residential mortgage-backed securities$0781
Commercial mortgage-backed securities - Total$0123
Asset backed securities$0391
Structured financial products - Total$0242
Other domestic debt securities - All other$01,813
Foreign debt securities$0330
Equity securities$01,206
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$05,428
Mortgage-backed securities$05,233
Certificates of participation in pools of residential mortgages$05,073
Issued or guaranteed by U.S.$05,069
Privately issued$067
Collaterized mortgage obligations$03,415
CMOs issued by government agencies or sponsored agencies$03,297
Privately issued$0741
Commercial mortgage-backed securities$01,084
Commercial mortgage pass-through securities$0744
Other commercial mortgage-backed securities$0666
Held to maturity securities (book value)$02,482
Available-for-sale securities (fair market value)$22,709,0003,653
Total debt securities$22,709,0003,964
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$25,495,0003,818
U.S. Government securities$19,713,0003,307
U.S. Treasury securities$500,0001,178
U.S. Government agency obligations$19,213,0003,243
Securities issued by states & political subdivisions$5,782,0003,466
Other domestic debt securities$02,369
Privately issued residential mortgage-backed securities$0820
Commercial mortgage-backed securities - Total$0117
Asset backed securities$0401
Structured financial products - Total$0236
Other domestic debt securities - All other$01,846
Foreign debt securities$0332
Equity securities$01,216
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,976,0004,066
Mortgage-backed securities$05,287
Certificates of participation in pools of residential mortgages$05,132
Issued or guaranteed by U.S.$05,123
Privately issued$070
Collaterized mortgage obligations$03,444
CMOs issued by government agencies or sponsored agencies$03,321
Privately issued$0776
Commercial mortgage-backed securities$01,064
Commercial mortgage pass-through securities$0727
Other commercial mortgage-backed securities$0640
Held to maturity securities (book value)$02,501
Available-for-sale securities (fair market value)$25,495,0003,480
Total debt securities$25,495,0003,792
Structured notes
Amortized cost$2,850,000878
Fair value$2,854,000880
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$25,669,0003,850
U.S. Government securities$18,939,0003,435
U.S. Treasury securities$500,0001,198
U.S. Government agency obligations$18,439,0003,373
Securities issued by states & political subdivisions$6,730,0003,330
Other domestic debt securities$02,403
Privately issued residential mortgage-backed securities$0830
Commercial mortgage-backed securities - Total$0120
Asset backed securities$0400
Structured financial products - Total$0236
Other domestic debt securities - All other$01,865
Foreign debt securities$0316
Equity securities$01,226
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,544,0003,797
Mortgage-backed securities$05,380
Certificates of participation in pools of residential mortgages$05,212
Issued or guaranteed by U.S.$05,203
Privately issued$075
Collaterized mortgage obligations$03,495
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$0785
Commercial mortgage-backed securities$01,045
Commercial mortgage pass-through securities$0732
Other commercial mortgage-backed securities$0605
Held to maturity securities (book value)$02,532
Available-for-sale securities (fair market value)$25,669,0003,517
Total debt securities$25,669,0003,825
Structured notes
Amortized cost$3,301,000835
Fair value$3,290,000835
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$27,443,0003,797
U.S. Government securities$20,369,0003,405
U.S. Treasury securities$501,0001,201
U.S. Government agency obligations$19,868,0003,341
Securities issued by states & political subdivisions$7,074,0003,309
Other domestic debt securities$02,460
Privately issued residential mortgage-backed securities$0863
Commercial mortgage-backed securities - Total$0141
Asset backed securities$0406
Structured financial products - Total$0253
Other domestic debt securities - All other$01,894
Foreign debt securities$0309
Equity securities$01,242
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,052,0003,946
Mortgage-backed securities$05,465
Certificates of participation in pools of residential mortgages$05,299
Issued or guaranteed by U.S.$05,292
Privately issued$073
Collaterized mortgage obligations$03,555
CMOs issued by government agencies or sponsored agencies$03,414
Privately issued$0821
Commercial mortgage-backed securities$01,017
Commercial mortgage pass-through securities$0728
Other commercial mortgage-backed securities$0572
Held to maturity securities (book value)$02,572
Available-for-sale securities (fair market value)$27,443,0003,461
Total debt securities$27,443,0003,771
Structured notes
Amortized cost$3,001,000942
Fair value$2,987,000957
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$29,743,0003,700
U.S. Government securities$22,854,0003,248
U.S. Treasury securities$501,0001,163
U.S. Government agency obligations$22,353,0003,185
Securities issued by states & political subdivisions$6,889,0003,390
Other domestic debt securities$02,520
Privately issued residential mortgage-backed securities$0882
Commercial mortgage-backed securities - Total$0128
Asset backed securities$0427
Structured financial products - Total$0259
Other domestic debt securities - All other$01,954
Foreign debt securities$0311
Equity securities$01,253
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,062,0003,971
Mortgage-backed securities$05,516
Certificates of participation in pools of residential mortgages$05,353
Issued or guaranteed by U.S.$05,347
Privately issued$075
Collaterized mortgage obligations$03,594
CMOs issued by government agencies or sponsored agencies$03,454
Privately issued$0840
Commercial mortgage-backed securities$01,029
Commercial mortgage pass-through securities$0746
Other commercial mortgage-backed securities$0556
Held to maturity securities (book value)$02,609
Available-for-sale securities (fair market value)$29,743,0003,375
Total debt securities$29,743,0003,674
Structured notes
Amortized cost$4,201,000815
Fair value$4,187,000814
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$29,422,0003,748
U.S. Government securities$22,334,0003,302
U.S. Treasury securities$500,0001,038
U.S. Government agency obligations$21,834,0003,249
Securities issued by states & political subdivisions$7,088,0003,368
Other domestic debt securities$02,593
Privately issued residential mortgage-backed securities$0918
Commercial mortgage-backed securities - Total$0127
Asset backed securities$0444
Structured financial products - Total$0268
Other domestic debt securities - All other$02,008
Foreign debt securities$0314
Equity securities$01,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$6,033,0004,004
Mortgage-backed securities$05,578
Certificates of participation in pools of residential mortgages$05,421
Issued or guaranteed by U.S.$05,413
Privately issued$076
Collaterized mortgage obligations$03,635
CMOs issued by government agencies or sponsored agencies$03,494
Privately issued$0874
Commercial mortgage-backed securities$01,020
Commercial mortgage pass-through securities$0748
Other commercial mortgage-backed securities$0525
Held to maturity securities (book value)$02,629
Available-for-sale securities (fair market value)$29,422,0003,425
Total debt securities$29,422,0003,720
Structured notes
Amortized cost$3,852,000901
Fair value$3,821,000881
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$29,516,0003,735
U.S. Government securities$21,813,0003,326
U.S. Treasury securities$500,000977
U.S. Government agency obligations$21,313,0003,274
Securities issued by states & political subdivisions$7,194,0003,356
Other domestic debt securities$509,0002,176
Privately issued residential mortgage-backed securities$0953
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0447
Structured financial products - Total$0292
Other domestic debt securities - All other$509,0001,722
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$6,038,0004,005
Mortgage-backed securities$05,624
Certificates of participation in pools of residential mortgages$05,462
Issued or guaranteed by U.S.$05,453
Privately issued$081
Collaterized mortgage obligations$03,647
CMOs issued by government agencies or sponsored agencies$03,500
Privately issued$0906
Commercial mortgage-backed securities$0964
Commercial mortgage pass-through securities$0699
Other commercial mortgage-backed securities$0502
Held to maturity securities (book value)$02,650
Available-for-sale securities (fair market value)$29,516,0003,416
Total debt securities$29,516,0003,706
Structured notes
Amortized cost$2,900,0001,047
Fair value$2,850,0001,015
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$30,396,0003,699
U.S. Government securities$22,280,0003,317
U.S. Treasury securities$500,000973
U.S. Government agency obligations$21,780,0003,269
Securities issued by states & political subdivisions$7,602,0003,296
Other domestic debt securities$514,0002,229
Privately issued residential mortgage-backed securities$0991
Commercial mortgage-backed securities - Total$0126
Asset backed securities$0459
Structured financial products - Total$0318
Other domestic debt securities - All other$514,0001,752
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$6,047,0004,013
Mortgage-backed securities$05,680
Certificates of participation in pools of residential mortgages$05,517
Issued or guaranteed by U.S.$05,508
Privately issued$080
Collaterized mortgage obligations$03,695
CMOs issued by government agencies or sponsored agencies$03,541
Privately issued$0947
Commercial mortgage-backed securities$0950
Commercial mortgage pass-through securities$0679
Other commercial mortgage-backed securities$0496
Held to maturity securities (book value)$02,651
Available-for-sale securities (fair market value)$30,396,0003,395
Total debt securities$30,396,0003,668
Structured notes
Amortized cost$2,900,0001,032
Fair value$2,846,0001,010
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$29,565,0003,733
U.S. Government securities$22,085,0003,326
U.S. Treasury securities$499,0001,006
U.S. Government agency obligations$21,586,0003,278
Securities issued by states & political subdivisions$6,963,0003,397
Other domestic debt securities$517,0002,297
Privately issued residential mortgage-backed securities$01,015
Commercial mortgage-backed securities - Total$0134
Asset backed securities$0469
Structured financial products - Total$0318
Other domestic debt securities - All other$517,0001,800
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$5,363,0004,181
Mortgage-backed securities$05,709
Certificates of participation in pools of residential mortgages$05,540
Issued or guaranteed by U.S.$05,530
Privately issued$083
Collaterized mortgage obligations$03,718
CMOs issued by government agencies or sponsored agencies$03,562
Privately issued$0969
Commercial mortgage-backed securities$0927
Commercial mortgage pass-through securities$0680
Other commercial mortgage-backed securities$0456
Held to maturity securities (book value)$02,603
Available-for-sale securities (fair market value)$29,565,0003,437
Total debt securities$29,565,0003,701
Structured notes
Amortized cost$2,901,0001,008
Fair value$2,853,0001,006
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$24,403,0004,144
U.S. Government securities$17,439,0003,793
U.S. Treasury securities$01,161
U.S. Government agency obligations$17,439,0003,697
Securities issued by states & political subdivisions$6,446,0003,472
Other domestic debt securities$518,0002,296
Privately issued residential mortgage-backed securities$01,050
Commercial mortgage-backed securities - Total$0135
Asset backed securities$0464
Structured financial products - Total$0323
Other domestic debt securities - All other$518,0001,780
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$5,853,0004,106
Mortgage-backed securities$05,765
Certificates of participation in pools of residential mortgages$05,582
Issued or guaranteed by U.S.$05,574
Privately issued$083
Collaterized mortgage obligations$03,760
CMOs issued by government agencies or sponsored agencies$03,589
Privately issued$01,005
Commercial mortgage-backed securities$0850
Commercial mortgage pass-through securities$0638
Other commercial mortgage-backed securities$0383
Held to maturity securities (book value)$02,608
Available-for-sale securities (fair market value)$24,403,0003,824
Total debt securities$24,403,0004,117
Structured notes
Amortized cost$2,551,0001,063
Fair value$2,553,0001,064
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$23,416,0004,172
U.S. Government securities$15,847,0003,923
U.S. Treasury securities$501,000970
U.S. Government agency obligations$15,346,0003,874
Securities issued by states & political subdivisions$7,046,0003,335
Other domestic debt securities$523,0002,282
Privately issued residential mortgage-backed securities$01,069
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0438
Structured financial products - Total$0329
Other domestic debt securities - All other$523,0001,745
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$5,966,0004,075
Mortgage-backed securities$05,808
Certificates of participation in pools of residential mortgages$05,614
Issued or guaranteed by U.S.$05,608
Privately issued$085
Collaterized mortgage obligations$03,803
CMOs issued by government agencies or sponsored agencies$03,635
Privately issued$01,025
Commercial mortgage-backed securities$0744
Commercial mortgage pass-through securities$0571
Other commercial mortgage-backed securities$0317
Held to maturity securities (book value)$02,639
Available-for-sale securities (fair market value)$23,416,0003,850
Total debt securities$23,416,0004,142
Structured notes
Amortized cost$5,051,000718
Fair value$5,052,000721
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$27,819,0003,853
U.S. Government securities$21,776,0003,400
U.S. Treasury securities$1,504,000712
U.S. Government agency obligations$20,272,0003,472
Securities issued by states & political subdivisions$5,520,0003,625
Other domestic debt securities$523,0002,356
Privately issued residential mortgage-backed securities$01,116
Commercial mortgage-backed securities - Total$0122
Asset backed securities$0429
Structured financial products - Total$0340
Other domestic debt securities - All other$523,0001,809
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$5,616,0004,193
Mortgage-backed securities$05,902
Certificates of participation in pools of residential mortgages$05,717
Issued or guaranteed by U.S.$05,706
Privately issued$088
Collaterized mortgage obligations$03,879
CMOs issued by government agencies or sponsored agencies$03,703
Privately issued$01,068
Commercial mortgage-backed securities$0715
Commercial mortgage pass-through securities$0537
Other commercial mortgage-backed securities$0310
Held to maturity securities (book value)$02,698
Available-for-sale securities (fair market value)$27,819,0003,553
Total debt securities$27,819,0003,826
Structured notes
Amortized cost$4,602,000830
Fair value$4,611,000827
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$29,736,0003,725
U.S. Government securities$24,022,0003,262
U.S. Treasury securities$1,506,000690
U.S. Government agency obligations$22,516,0003,323
Securities issued by states & political subdivisions$5,195,0003,651
Other domestic debt securities$519,0002,341
Privately issued residential mortgage-backed securities$01,166
Commercial mortgage-backed securities - Total$0125
Asset backed securities$0386
Structured financial products - Total$0339
Other domestic debt securities - All other$519,0001,795
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$5,576,0004,245
Mortgage-backed securities$05,941
Certificates of participation in pools of residential mortgages$05,754
Issued or guaranteed by U.S.$05,744
Privately issued$094
Collaterized mortgage obligations$03,891
CMOs issued by government agencies or sponsored agencies$03,711
Privately issued$01,117
Commercial mortgage-backed securities$0679
Commercial mortgage pass-through securities$0499
Other commercial mortgage-backed securities$0292
Held to maturity securities (book value)$02,724
Available-for-sale securities (fair market value)$29,736,0003,458
Total debt securities$29,736,0003,697
Structured notes
Amortized cost$5,051,000875
Fair value$5,059,000874
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$30,445,0003,703
U.S. Government securities$24,958,0003,246
U.S. Treasury securities$1,508,000746
U.S. Government agency obligations$23,450,0003,314
Securities issued by states & political subdivisions$4,462,0003,750
Other domestic debt securities$1,025,0001,988
Privately issued residential mortgage-backed securities$01,202
Commercial mortgage-backed securities - Total$0130
Asset backed securities$0339
Structured financial products - Total$0346
Other domestic debt securities - All other$1,025,0001,504
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$5,557,0004,247
Mortgage-backed securities$05,982
Certificates of participation in pools of residential mortgages$05,796
Issued or guaranteed by U.S.$05,788
Privately issued$094
Collaterized mortgage obligations$03,909
CMOs issued by government agencies or sponsored agencies$03,722
Privately issued$01,155
Commercial mortgage-backed securities$0643
Commercial mortgage pass-through securities$0474
Other commercial mortgage-backed securities$0265
Held to maturity securities (book value)$02,785
Available-for-sale securities (fair market value)$30,445,0003,440
Total debt securities$30,445,0003,678
Structured notes
Amortized cost$5,151,0001,001
Fair value$5,160,000999
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$27,444,0003,886
U.S. Government securities$22,063,0003,437
U.S. Treasury securities$1,511,000695
U.S. Government agency obligations$20,552,0003,505
Securities issued by states & political subdivisions$4,357,0003,752
Other domestic debt securities$1,024,0001,955
Privately issued residential mortgage-backed securities$01,281
Commercial mortgage-backed securities - Total$0110
Asset backed securities$0265
Structured financial products - Total$0321
Other domestic debt securities - All other$1,024,0001,419
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$5,565,0004,048
Mortgage-backed securities$05,999
Certificates of participation in pools of residential mortgages$05,792
Issued or guaranteed by U.S.$05,781
Privately issued$0121
Collaterized mortgage obligations$03,863
CMOs issued by government agencies or sponsored agencies$03,583
Privately issued$01,216
Commercial mortgage-backed securities$0561
Commercial mortgage pass-through securities$0410
Other commercial mortgage-backed securities$0215
Held to maturity securities (book value)$02,928
Available-for-sale securities (fair market value)$27,444,0003,582
Total debt securities$27,444,0003,860
Structured notes
Amortized cost$3,800,0001,226
Fair value$3,807,0001,225
Trading account assets$0209
Revaluation gains on off-balance sheet contracts$090
Revaluation losses on off-balance sheet contracts$092
2011-09-30Rank
Total securities$29,049,0003,681
U.S. Government securities$23,727,0003,215
U.S. Treasury securities$1,514,000728
U.S. Government agency obligations$22,213,0003,266
Securities issued by states & political subdivisions$4,290,0003,711
Other domestic debt securities$1,032,0001,963
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - Total$092
Asset backed securities$0254
Structured financial products - Total$0323
Other domestic debt securities - All other$1,032,0001,389
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$5,661,0004,014
Mortgage-backed securities$06,031
Certificates of participation in pools of residential mortgages$05,817
Issued or guaranteed by U.S.$05,805
Privately issued$0132
Collaterized mortgage obligations$03,861
CMOs issued by government agencies or sponsored agencies$03,576
Privately issued$01,235
Commercial mortgage-backed securities$0499
Commercial mortgage pass-through securities$0374
Other commercial mortgage-backed securities$0176
Held to maturity securities (book value)$02,973
Available-for-sale securities (fair market value)$29,049,0003,393
Total debt securities$29,049,0003,650
Structured notes
Amortized cost$4,600,0001,102
Fair value$4,609,0001,102
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$29,423,0003,674
U.S. Government securities$24,505,0003,209
U.S. Treasury securities$1,512,000809
U.S. Government agency obligations$22,993,0003,257
Securities issued by states & political subdivisions$3,860,0003,783
Other domestic debt securities$1,058,0001,889
Privately issued residential mortgage-backed securities$01,326
Commercial mortgage-backed securities - Total$087
Asset backed securities$0252
Structured financial products - Total$0330
Other domestic debt securities - All other$1,058,0001,300
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$4,900,0004,273
Mortgage-backed securities$06,067
Certificates of participation in pools of residential mortgages$05,842
Issued or guaranteed by U.S.$05,835
Privately issued$0125
Collaterized mortgage obligations$03,866
CMOs issued by government agencies or sponsored agencies$03,565
Privately issued$01,265
Commercial mortgage-backed securities$0483
Commercial mortgage pass-through securities$0373
Other commercial mortgage-backed securities$0155
Held to maturity securities (book value)$03,025
Available-for-sale securities (fair market value)$29,423,0003,372
Total debt securities$29,423,0003,643
Structured notes
Amortized cost$3,600,0001,462
Fair value$3,615,0001,462
Trading account assets$0216
Revaluation gains on off-balance sheet contracts$089
Revaluation losses on off-balance sheet contracts$091
2011-03-31Rank
Total securities$30,997,0003,552
U.S. Government securities$26,502,0003,052
U.S. Treasury securities$1,503,000826
U.S. Government agency obligations$24,999,0003,075
Securities issued by states & political subdivisions$3,447,0003,879
Other domestic debt securities$1,048,0001,945
Privately issued residential mortgage-backed securities$01,365
Commercial mortgage-backed securities - Total$081
Asset backed securities$0252
Structured financial products - Total$0337
Other domestic debt securities - All other$1,048,0001,336
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$4,815,0004,272
Mortgage-backed securities$06,094
Certificates of participation in pools of residential mortgages$05,856
Issued or guaranteed by U.S.$05,845
Privately issued$0136
Collaterized mortgage obligations$03,842
CMOs issued by government agencies or sponsored agencies$03,537
Privately issued$01,299
Commercial mortgage-backed securities$0474
Commercial mortgage pass-through securities$0367
Other commercial mortgage-backed securities$0152
Held to maturity securities (book value)$03,051
Available-for-sale securities (fair market value)$30,997,0003,262
Total debt securities$30,997,0003,522
Structured notes
Amortized cost$6,401,0001,043
Fair value$6,398,0001,033
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$25,670,0003,856
U.S. Government securities$21,871,0003,288
U.S. Treasury securities$507,0001,061
U.S. Government agency obligations$21,364,0003,242
Securities issued by states & political subdivisions$3,266,0003,934
Other domestic debt securities$533,0002,405
Privately issued residential mortgage-backed securities$01,419
Commercial mortgage-backed securities - Total$0438
Asset backed securities$0234
Structured financial products - Total$0343
Other domestic debt securities - All other$533,0001,613
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$4,738,0004,279
Mortgage-backed securities$06,134
Certificates of participation in pools of residential mortgages$05,868
Issued or guaranteed by U.S.$05,854
Privately issued$0141
Collaterized mortgage obligations$03,850
CMOs issued by government agencies or sponsored agencies$03,521
Privately issued$01,350
Commercial mortgage-backed securities$0438
Commercial mortgage pass-through securities$0352
Other commercial mortgage-backed securities$0118
Held to maturity securities (book value)$03,086
Available-for-sale securities (fair market value)$25,670,0003,548
Total debt securities$25,670,0003,825
Structured notes
Amortized cost$6,500,000926
Fair value$6,498,000925
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$22,448,0004,095
U.S. Government securities$19,463,0003,488
U.S. Treasury securities$510,000985
U.S. Government agency obligations$18,953,0003,454
Securities issued by states & political subdivisions$2,199,0004,266
Other domestic debt securities$786,0002,326
Privately issued residential mortgage-backed securities$01,488
Commercial mortgage-backed securities - Total$0411
Asset backed securities$0226
Structured financial products - Total$0351
Other domestic debt securities - All other$786,0001,516
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$5,288,0004,151
Mortgage-backed securities$06,191
Certificates of participation in pools of residential mortgages$05,914
Issued or guaranteed by U.S.$05,898
Privately issued$0141
Collaterized mortgage obligations$03,851
CMOs issued by government agencies or sponsored agencies$03,513
Privately issued$01,417
Commercial mortgage-backed securities$0411
Commercial mortgage pass-through securities$0327
Other commercial mortgage-backed securities$0110
Held to maturity securities (book value)$03,149
Available-for-sale securities (fair market value)$22,448,0003,763
Total debt securities$22,448,0004,054
Structured notes
Amortized cost$5,900,000988
Fair value$5,928,000990
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$22,646,0004,100
U.S. Government securities$19,980,0003,498
U.S. Treasury securities$506,000922
U.S. Government agency obligations$19,474,0003,461
Securities issued by states & political subdivisions$1,878,0004,361
Other domestic debt securities$788,0002,328
Privately issued residential mortgage-backed securities$01,518
Commercial mortgage-backed securities - Total$0407
Asset backed securities$0230
Structured financial products - Total$0352
Other domestic debt securities - All other$788,0001,479
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$6,563,0003,897
Mortgage-backed securities$06,235
Certificates of participation in pools of residential mortgages$05,970
Issued or guaranteed by U.S.$05,957
Privately issued$0148
Collaterized mortgage obligations$03,779
CMOs issued by government agencies or sponsored agencies$03,439
Privately issued$01,445
Commercial mortgage-backed securities$0407
Commercial mortgage pass-through securities$0324
Other commercial mortgage-backed securities$0105
Held to maturity securities (book value)$03,223
Available-for-sale securities (fair market value)$22,646,0003,745
Total debt securities$22,646,0004,061
Structured notes
Amortized cost$6,200,000995
Fair value$6,225,000995
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$10,802,0005,653
U.S. Government securities$9,510,0005,113
U.S. Treasury securities$496,000988
U.S. Government agency obligations$9,014,0005,107
Securities issued by states & political subdivisions$487,0005,274
Other domestic debt securities$805,0002,365
Privately issued residential mortgage-backed securities$01,550
Commercial mortgage-backed securities - Total$0422
Asset backed securities$0238
Structured financial products - Total$0358
Other domestic debt securities - All other$805,0001,487
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$5,093,0004,351
Mortgage-backed securities$06,328
Certificates of participation in pools of residential mortgages$06,066
Issued or guaranteed by U.S.$06,054
Privately issued$0145
Collaterized mortgage obligations$03,785
CMOs issued by government agencies or sponsored agencies$03,423
Privately issued$01,481
Commercial mortgage-backed securities$0422
Commercial mortgage pass-through securities$0334
Other commercial mortgage-backed securities$0112
Held to maturity securities (book value)$03,274
Available-for-sale securities (fair market value)$10,802,0005,183
Total debt securities$10,802,0005,615
Structured notes
Amortized cost$3,450,0001,319
Fair value$3,439,0001,317
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$9,063,0005,963
U.S. Government securities$8,326,0005,310
U.S. Treasury securities$01,077
U.S. Government agency obligations$8,326,0005,210
Securities issued by states & political subdivisions$483,0005,314
Other domestic debt securities$254,0002,907
Privately issued residential mortgage-backed securities$01,592
Commercial mortgage-backed securities - Total$0408
Asset backed securities$0262
Structured financial products - Total$0366
Other domestic debt securities - All other$254,0001,929
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$5,005,0004,406
Mortgage-backed securities$06,385
Certificates of participation in pools of residential mortgages$06,128
Issued or guaranteed by U.S.$06,113
Privately issued$0157
Collaterized mortgage obligations$03,798
CMOs issued by government agencies or sponsored agencies$03,418
Privately issued$01,512
Commercial mortgage-backed securities$0408
Commercial mortgage pass-through securities$0323
Other commercial mortgage-backed securities$0109
Held to maturity securities (book value)$03,333
Available-for-sale securities (fair market value)$9,063,0005,476
Total debt securities$9,063,0005,924
Structured notes
Amortized cost$2,950,0001,258
Fair value$2,930,0001,253
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$9,546,0005,906
U.S. Government securities$8,869,0005,225
U.S. Treasury securities$01,047
U.S. Government agency obligations$8,869,0005,130
Securities issued by states & political subdivisions$420,0005,399
Other domestic debt securities$257,0003,000
Privately issued residential mortgage-backed securities$01,651
Commercial mortgage-backed securities - Total$0419
Asset backed securities$0266
Structured financial products - Total$0375
Other domestic debt securities - All other$257,0002,019
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$4,739,0004,472
Mortgage-backed securities$06,466
Certificates of participation in pools of residential mortgages$06,212
Issued or guaranteed by U.S.$06,192
Privately issued$0171
Collaterized mortgage obligations$03,808
CMOs issued by government agencies or sponsored agencies$03,415
Privately issued$01,566
Commercial mortgage-backed securities$0419
Commercial mortgage pass-through securities$0320
Other commercial mortgage-backed securities$0123
Held to maturity securities (book value)$03,422
Available-for-sale securities (fair market value)$9,546,0005,404
Total debt securities$9,546,0005,862
Structured notes
Amortized cost$2,350,0001,010
Fair value$2,347,0001,012
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$8,765,0006,057
U.S. Government securities$7,920,0005,402
U.S. Treasury securities$01,036
U.S. Government agency obligations$7,920,0005,319
Securities issued by states & political subdivisions$589,0005,232
Other domestic debt securities$256,0003,070
Privately issued residential mortgage-backed securities$01,666
Commercial mortgage-backed securities - Total$0346
Asset backed securities$0288
Structured financial products - Total$0397
Other domestic debt securities - All other$256,0002,092
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$4,753,0004,476
Mortgage-backed securities$06,522
Certificates of participation in pools of residential mortgages$06,269
Issued or guaranteed by U.S.$06,247
Privately issued$0181
Collaterized mortgage obligations$03,801
CMOs issued by government agencies or sponsored agencies$03,401
Privately issued$01,581
Commercial mortgage-backed securities$0346
Commercial mortgage pass-through securities$0245
Other commercial mortgage-backed securities$0120
Held to maturity securities (book value)$03,478
Available-for-sale securities (fair market value)$8,765,0005,551
Total debt securities$8,765,0006,003
Structured notes
Amortized cost$2,350,000695
Fair value$2,332,000689
Trading account assets$0240
Revaluation gains on off-balance sheet contracts$079
Revaluation losses on off-balance sheet contracts$081
2009-03-31Rank
Total securities$9,113,0006,064
U.S. Government securities$8,475,0005,412
U.S. Treasury securities$0981
U.S. Government agency obligations$8,475,0005,328
Securities issued by states & political subdivisions$382,0005,404
Other domestic debt securities$256,0002,994
Privately issued residential mortgage-backed securities$01,686
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$256,0002,207
Foreign debt securities$0181
Equity securities$01,804
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,676,0004,571
Mortgage-backed securities$06,573
Certificates of participation in pools of residential mortgages$06,333
Issued or guaranteed by U.S.$06,315
Privately issued$0191
Collaterized mortgage obligations$03,807
CMOs issued by government agencies or sponsored agencies$03,397
Privately issued$01,599
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,516
Available-for-sale securities (fair market value)$9,113,0005,541
Total debt securities$9,113,0006,013
Structured notes
Amortized cost$1,000,000892
Fair value$997,0001,011
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$11,261,0005,691
U.S. Government securities$10,527,0005,026
U.S. Treasury securities$0973
U.S. Government agency obligations$10,527,0004,935
Securities issued by states & political subdivisions$478,0005,279
Other domestic debt securities$256,0002,924
Privately issued residential mortgage-backed securities$01,641
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0332
Structured financial products - TotalNANA
Other domestic debt securities - All other$256,0002,139
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$4,969,0004,537
Mortgage-backed securities$06,615
Certificates of participation in pools of residential mortgages$06,376
Issued or guaranteed by U.S.$06,354
Privately issued$0188
Collaterized mortgage obligations$03,792
CMOs issued by government agencies or sponsored agencies$03,412
Privately issued$01,555
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,539
Available-for-sale securities (fair market value)$11,261,0005,179
Total debt securities$11,261,0005,651
Structured notes
Amortized cost$01,735
Fair value$01,735
Trading account assets$0236
Revaluation gains on off-balance sheet contracts$062
Revaluation losses on off-balance sheet contracts$062
2008-09-30Rank
Total securities$9,874,0005,916
U.S. Government securities$9,400,0005,225
U.S. Treasury securities$01,019
U.S. Government agency obligations$9,400,0005,139
Securities issued by states & political subdivisions$474,0005,267
Other domestic debt securities$03,233
Privately issued residential mortgage-backed securities$01,618
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0310
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,412
Foreign debt securities$0181
Equity securities$01,898
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,403,0004,716
Mortgage-backed securities$06,644
Certificates of participation in pools of residential mortgages$06,411
Issued or guaranteed by U.S.$06,391
Privately issued$0192
Collaterized mortgage obligations$03,748
CMOs issued by government agencies or sponsored agencies$03,364
Privately issued$01,529
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,569
Available-for-sale securities (fair market value)$9,874,0005,374
Total debt securities$9,874,0005,868
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$10,000,0005,943
U.S. Government securities$9,523,0005,225
U.S. Treasury securities$01,021
U.S. Government agency obligations$9,523,0005,136
Securities issued by states & political subdivisions$477,0005,309
Other domestic debt securities$03,200
Privately issued residential mortgage-backed securities$01,597
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0294
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,402
Foreign debt securities$0189
Equity securities$01,972
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,186,0004,765
Mortgage-backed securities$06,675
Certificates of participation in pools of residential mortgages$06,439
Issued or guaranteed by U.S.$06,414
Privately issued$0202
Collaterized mortgage obligations$03,774
CMOs issued by government agencies or sponsored agencies$03,399
Privately issued$01,503
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,596
Available-for-sale securities (fair market value)$10,000,0005,425
Total debt securities$10,000,0005,876
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$9,043,0006,130
U.S. Government securities$8,552,0005,449
U.S. Treasury securities$01,044
U.S. Government agency obligations$8,552,0005,363
Securities issued by states & political subdivisions$491,0005,308
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,589
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0288
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,362
Foreign debt securities$0199
Equity securities$01,949
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,359,0004,689
Mortgage-backed securities$06,689
Certificates of participation in pools of residential mortgages$06,441
Issued or guaranteed by U.S.$06,412
Privately issued$0205
Collaterized mortgage obligations$03,780
CMOs issued by government agencies or sponsored agencies$03,396
Privately issued$01,493
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,628
Available-for-sale securities (fair market value)$9,043,0005,584
Total debt securities$9,043,0006,059
Structured notes
Amortized cost$01,922
Fair value$01,923
Trading account assets$0252
Revaluation gains on off-balance sheet contracts$061
Revaluation losses on off-balance sheet contracts$062
2007-12-31Rank
Total securities$7,792,0006,477
U.S. Government securities$7,311,0005,926
U.S. Treasury securities$01,146
U.S. Government agency obligations$7,311,0005,815
Securities issued by states & political subdivisions$481,0005,339
Other domestic debt securities$03,016
Privately issued residential mortgage-backed securities$01,490
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0272
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,243
Foreign debt securities$0202
Equity securities$01,903
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$4,310,0004,726
Mortgage-backed securities$06,642
Certificates of participation in pools of residential mortgages$06,400
Issued or guaranteed by U.S.$06,379
Privately issued$0191
Collaterized mortgage obligations$03,715
CMOs issued by government agencies or sponsored agencies$03,350
Privately issued$01,403
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,689
Available-for-sale securities (fair market value)$7,792,0005,865
Total debt securities$7,792,0006,416
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$7,221,0006,639
U.S. Government securities$6,586,0006,211
U.S. Treasury securities$01,235
U.S. Government agency obligations$6,586,0006,101
Securities issued by states & political subdivisions$635,0005,195
Other domestic debt securities$02,992
Privately issued residential mortgage-backed securities$01,466
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0271
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,218
Foreign debt securities$0200
Equity securities$01,839
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,768,0005,353
Mortgage-backed securities$06,625
Certificates of participation in pools of residential mortgages$06,368
Issued or guaranteed by U.S.$06,345
Privately issued$0194
Collaterized mortgage obligations$03,707
CMOs issued by government agencies or sponsored agencies$03,327
Privately issued$01,378
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,749
Available-for-sale securities (fair market value)$7,221,0006,008
Total debt securities$7,221,0006,585
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$5,716,0007,015
U.S. Government securities$5,087,0006,697
U.S. Treasury securities$01,362
U.S. Government agency obligations$5,087,0006,572
Securities issued by states & political subdivisions$629,0005,240
Other domestic debt securities$02,951
Privately issued residential mortgage-backed securities$01,429
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0267
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,192
Foreign debt securities$0201
Equity securities$01,877
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,185,0005,205
Mortgage-backed securities$06,667
Certificates of participation in pools of residential mortgages$06,409
Issued or guaranteed by U.S.$06,389
Privately issued$0207
Collaterized mortgage obligations$03,689
CMOs issued by government agencies or sponsored agencies$03,312
Privately issued$01,337
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,791
Available-for-sale securities (fair market value)$5,716,0006,368
Total debt securities$5,716,0006,969
Structured notes
Amortized cost$02,714
Fair value$02,715
Trading account assets$0245
Revaluation gains on off-balance sheet contracts$067
Revaluation losses on off-balance sheet contracts$064
2007-03-31Rank
Total securities$6,071,0006,985
U.S. Government securities$5,505,0006,624
U.S. Treasury securities$01,448
U.S. Government agency obligations$5,505,0006,494
Securities issued by states & political subdivisions$566,0005,354
Other domestic debt securities$02,981
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0298
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,233
Foreign debt securities$0207
Equity securities$01,899
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,197,0005,216
Mortgage-backed securities$06,691
Certificates of participation in pools of residential mortgages$06,438
Issued or guaranteed by U.S.$06,414
Privately issued$0218
Collaterized mortgage obligations$03,669
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,292
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,860
Available-for-sale securities (fair market value)$6,071,0006,313
Total debt securities$6,071,0006,939
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$5,547,0007,140
U.S. Government securities$4,884,0006,843
U.S. Treasury securities$01,498
U.S. Government agency obligations$4,884,0006,717
Securities issued by states & political subdivisions$663,0005,283
Other domestic debt securities$03,032
Privately issued residential mortgage-backed securities$01,392
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0285
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,305
Foreign debt securities$0210
Equity securities$01,944
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,182,0005,247
Mortgage-backed securities$06,730
Certificates of participation in pools of residential mortgages$06,471
Issued or guaranteed by U.S.$06,445
Privately issued$0208
Collaterized mortgage obligations$03,687
CMOs issued by government agencies or sponsored agencies$03,329
Privately issued$01,297
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$03,949
Available-for-sale securities (fair market value)$5,547,0006,441
Total debt securities$5,547,0007,091
Structured notes
Amortized cost$02,890
Fair value$02,890
Trading account assets$0156
Revaluation gains on off-balance sheet contracts$060
Revaluation losses on off-balance sheet contracts$057
2006-09-30Rank
Total securities$6,433,0007,013
U.S. Government securities$5,770,0006,637
U.S. Treasury securities$01,574
U.S. Government agency obligations$5,770,0006,504
Securities issued by states & political subdivisions$663,0005,323
Other domestic debt securities$03,090
Privately issued residential mortgage-backed securities$01,387
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0308
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,350
Foreign debt securities$0214
Equity securities$01,983
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,176,0005,271
Mortgage-backed securities$06,779
Certificates of participation in pools of residential mortgages$06,527
Issued or guaranteed by U.S.$06,500
Privately issued$0214
Collaterized mortgage obligations$03,680
CMOs issued by government agencies or sponsored agencies$03,319
Privately issued$01,279
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,052
Available-for-sale securities (fair market value)$6,433,0006,289
Total debt securities$6,433,0006,958
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$6,654,0006,986
U.S. Government securities$6,001,0006,576
U.S. Treasury securities$01,634
U.S. Government agency obligations$6,001,0006,440
Securities issued by states & political subdivisions$653,0005,358
Other domestic debt securities$03,172
Privately issued residential mortgage-backed securities$01,398
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0304
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,433
Foreign debt securities$0223
Equity securities$02,017
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,130,0005,310
Mortgage-backed securities$06,845
Certificates of participation in pools of residential mortgages$06,593
Issued or guaranteed by U.S.$06,571
Privately issued$0211
Collaterized mortgage obligations$03,701
CMOs issued by government agencies or sponsored agencies$03,314
Privately issued$01,296
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,097
Available-for-sale securities (fair market value)$6,654,0006,243
Total debt securities$6,654,0006,929
Structured notes
Amortized cost$300,0002,887
Fair value$294,0002,900
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$7,326,0006,892
U.S. Government securities$6,422,0006,517
U.S. Treasury securities$01,715
U.S. Government agency obligations$6,422,0006,378
Securities issued by states & political subdivisions$904,0005,148
Other domestic debt securities$03,249
Privately issued residential mortgage-backed securities$01,386
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0314
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,544
Foreign debt securities$0226
Equity securities$02,050
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,048,0005,332
Mortgage-backed securities$06,885
Certificates of participation in pools of residential mortgages$06,631
Issued or guaranteed by U.S.$06,611
Privately issued$0205
Collaterized mortgage obligations$03,704
CMOs issued by government agencies or sponsored agencies$03,310
Privately issued$01,290
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,162
Available-for-sale securities (fair market value)$7,326,0006,148
Total debt securities$7,326,0006,842
Structured notes
Amortized cost$900,0002,394
Fair value$890,0002,397
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$7,468,0006,895
U.S. Government securities$6,166,0006,598
U.S. Treasury securities$01,737
U.S. Government agency obligations$6,166,0006,458
Securities issued by states & political subdivisions$1,053,0005,032
Other domestic debt securities$249,0002,890
Privately issued residential mortgage-backed securities$01,377
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0316
Structured financial products - TotalNANA
Other domestic debt securities - All other$249,0002,360
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$3,043,0005,356
Mortgage-backed securities$06,961
Certificates of participation in pools of residential mortgages$06,692
Issued or guaranteed by U.S.$06,674
Privately issued$0216
Collaterized mortgage obligations$03,730
CMOs issued by government agencies or sponsored agencies$03,332
Privately issued$01,272
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,235
Available-for-sale securities (fair market value)$7,468,0006,155
Total debt securities$7,468,0006,836
Structured notes
Amortized cost$1,200,0002,026
Fair value$1,187,0002,027
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$7,578,0006,877
U.S. Government securities$5,995,0006,640
U.S. Treasury securities$01,786
U.S. Government agency obligations$5,995,0006,507
Securities issued by states & political subdivisions$1,335,0004,821
Other domestic debt securities$248,0002,944
Privately issued residential mortgage-backed securities$01,366
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0326
Structured financial products - TotalNANA
Other domestic debt securities - All other$248,0002,431
Foreign debt securities$0234
Equity securities$02,096
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,962,0005,408
Mortgage-backed securities$06,997
Certificates of participation in pools of residential mortgages$06,735
Issued or guaranteed by U.S.$06,715
Privately issued$0225
Collaterized mortgage obligations$03,741
CMOs issued by government agencies or sponsored agencies$03,344
Privately issued$01,254
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,298
Available-for-sale securities (fair market value)$7,578,0006,135
Total debt securities$7,578,0006,821
Structured notes
Amortized cost$1,200,0001,980
Fair value$1,188,0001,981
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$8,344,0006,750
U.S. Government securities$6,314,0006,597
U.S. Treasury securities$01,839
U.S. Government agency obligations$6,314,0006,455
Securities issued by states & political subdivisions$1,382,0004,768
Other domestic debt securities$648,0002,478
Privately issued residential mortgage-backed securities$01,346
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0334
Structured financial products - TotalNANA
Other domestic debt securities - All other$648,0002,014
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$3,022,0005,337
Mortgage-backed securities$07,037
Certificates of participation in pools of residential mortgages$06,783
Issued or guaranteed by U.S.$06,762
Privately issued$0223
Collaterized mortgage obligations$03,768
CMOs issued by government agencies or sponsored agencies$03,375
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,351
Available-for-sale securities (fair market value)$8,344,0006,003
Total debt securities$8,344,0006,691
Structured notes
Amortized cost$1,200,0001,969
Fair value$1,189,0001,974
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$8,512,0006,758
U.S. Government securities$6,491,0006,610
U.S. Treasury securities$01,963
U.S. Government agency obligations$6,491,0006,457
Securities issued by states & political subdivisions$1,371,0004,779
Other domestic debt securities$650,0002,545
Privately issued residential mortgage-backed securities$01,341
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0320
Structured financial products - TotalNANA
Other domestic debt securities - All other$650,0002,103
Foreign debt securities$0247
Equity securities$02,164
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,005,0005,396
Mortgage-backed securities$07,121
Certificates of participation in pools of residential mortgages$06,864
Issued or guaranteed by U.S.$06,845
Privately issued$0207
Collaterized mortgage obligations$03,809
CMOs issued by government agencies or sponsored agencies$03,424
Privately issued$01,232
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,419
Available-for-sale securities (fair market value)$8,512,0006,014
Total debt securities$8,512,0006,701
Structured notes
Amortized cost$850,0002,349
Fair value$834,0002,350
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$8,925,0006,701
U.S. Government securities$6,574,0006,590
U.S. Treasury securities$01,963
U.S. Government agency obligations$6,574,0006,443
Securities issued by states & political subdivisions$1,697,0004,568
Other domestic debt securities$654,0002,581
Privately issued residential mortgage-backed securities$01,332
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0328
Structured financial products - TotalNANA
Other domestic debt securities - All other$654,0002,159
Foreign debt securities$0244
Equity securities$02,194
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,052,0005,385
Mortgage-backed securities$07,171
Certificates of participation in pools of residential mortgages$06,906
Issued or guaranteed by U.S.$06,892
Privately issued$0203
Collaterized mortgage obligations$03,844
CMOs issued by government agencies or sponsored agencies$03,456
Privately issued$01,227
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,483
Available-for-sale securities (fair market value)$8,925,0005,943
Total debt securities$8,925,0006,645
Structured notes
Amortized cost$850,0002,289
Fair value$843,0002,291
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$9,230,0006,670
U.S. Government securities$7,159,0006,452
U.S. Treasury securities$01,990
U.S. Government agency obligations$7,159,0006,293
Securities issued by states & political subdivisions$1,412,0004,769
Other domestic debt securities$659,0002,604
Privately issued residential mortgage-backed securities$01,306
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0349
Structured financial products - TotalNANA
Other domestic debt securities - All other$659,0002,212
Foreign debt securities$0248
Equity securities$02,231
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,129,0005,352
Mortgage-backed securities$07,222
Certificates of participation in pools of residential mortgages$06,958
Issued or guaranteed by U.S.$06,943
Privately issued$0225
Collaterized mortgage obligations$03,865
CMOs issued by government agencies or sponsored agencies$03,472
Privately issued$01,190
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,541
Available-for-sale securities (fair market value)$9,230,0005,909
Total debt securities$9,230,0006,605
Structured notes
Amortized cost$1,450,0001,822
Fair value$1,444,0001,825
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$9,649,0006,647
U.S. Government securities$7,579,0006,407
U.S. Treasury securities$02,098
U.S. Government agency obligations$7,579,0006,232
Securities issued by states & political subdivisions$1,411,0004,788
Other domestic debt securities$659,0002,712
Privately issued residential mortgage-backed securities$01,302
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0353
Structured financial products - TotalNANA
Other domestic debt securities - All other$659,0002,317
Foreign debt securities$0251
Equity securities$02,274
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,086,0005,367
Mortgage-backed securities$07,304
Certificates of participation in pools of residential mortgages$07,033
Issued or guaranteed by U.S.$07,018
Privately issued$0225
Collaterized mortgage obligations$03,941
CMOs issued by government agencies or sponsored agencies$03,554
Privately issued$01,191
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$04,584
Available-for-sale securities (fair market value)$9,649,0005,885
Total debt securities$9,649,0006,574
Structured notes
Amortized cost$1,151,0001,900
Fair value$1,127,0001,901
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$9,924,0006,593
U.S. Government securities$7,911,0006,259
U.S. Treasury securities$02,082
U.S. Government agency obligations$7,911,0006,098
Securities issued by states & political subdivisions$1,339,0004,857
Other domestic debt securities$674,0002,794
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0377
Structured financial products - TotalNANA
Other domestic debt securities - All other$674,0002,389
Foreign debt securities$0264
Equity securities$02,298
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,150,0005,273
Mortgage-backed securities$07,319
Certificates of participation in pools of residential mortgages$07,041
Issued or guaranteed by U.S.$07,023
Privately issued$0230
Collaterized mortgage obligations$04,008
CMOs issued by government agencies or sponsored agencies$03,611
Privately issued$01,245
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0004,226
Available-for-sale securities (fair market value)$9,779,0005,874
Total debt securities$9,924,0006,506
Structured notes
Amortized cost$1,151,0001,681
Fair value$1,151,0001,683
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$9,912,0006,637
U.S. Government securities$7,905,0006,336
U.S. Treasury securities$02,227
U.S. Government agency obligations$7,905,0006,163
Securities issued by states & political subdivisions$1,336,0004,894
Other domestic debt securities$671,0002,843
Privately issued residential mortgage-backed securities$01,224
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0396
Structured financial products - TotalNANA
Other domestic debt securities - All other$671,0002,519
Foreign debt securities$0283
Equity securities$02,350
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,142,0005,238
Mortgage-backed securities$07,358
Certificates of participation in pools of residential mortgages$07,104
Issued or guaranteed by U.S.$07,078
Privately issued$0248
Collaterized mortgage obligations$04,064
CMOs issued by government agencies or sponsored agencies$03,822
Privately issued$01,065
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0004,290
Available-for-sale securities (fair market value)$9,767,0005,911
Total debt securities$9,912,0006,559
Structured notes
Amortized cost$550,0002,003
Fair value$542,0002,007
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$11,301,0006,264
U.S. Government securities$8,600,0005,994
U.S. Treasury securities$02,287
U.S. Government agency obligations$8,600,0005,807
Securities issued by states & political subdivisions$1,621,0004,689
Other domestic debt securities$1,080,0002,593
Privately issued residential mortgage-backed securities$01,304
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0413
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,080,0002,289
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$3,371,0005,108
Mortgage-backed securities$07,403
Certificates of participation in pools of residential mortgages$07,144
Issued or guaranteed by U.S.$07,117
Privately issued$0253
Collaterized mortgage obligations$04,157
CMOs issued by government agencies or sponsored agencies$03,900
Privately issued$01,143
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0004,323
Available-for-sale securities (fair market value)$11,156,0005,573
Total debt securities$11,301,0006,175
Structured notes
Amortized cost$250,0002,059
Fair value$240,0002,118
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$11,378,0006,172
U.S. Government securities$8,726,0005,902
U.S. Treasury securities$02,322
U.S. Government agency obligations$8,726,0005,719
Securities issued by states & political subdivisions$1,557,0004,690
Other domestic debt securities$1,095,0002,657
Privately issued residential mortgage-backed securities$01,363
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0431
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,095,0002,337
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$3,349,0005,083
Mortgage-backed securities$07,451
Certificates of participation in pools of residential mortgages$07,164
Issued or guaranteed by U.S.$07,141
Privately issued$0256
Collaterized mortgage obligations$04,324
CMOs issued by government agencies or sponsored agencies$04,065
Privately issued$01,203
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0004,362
Available-for-sale securities (fair market value)$11,233,0005,457
Total debt securities$11,378,0006,084
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$11,269,0006,249
U.S. Government securities$9,021,0005,844
U.S. Treasury securities$02,382
U.S. Government agency obligations$9,021,0005,667
Securities issued by states & political subdivisions$1,408,0004,756
Other domestic debt securities$840,0002,952
Privately issued residential mortgage-backed securities$01,390
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0451
Structured financial products - TotalNANA
Other domestic debt securities - All other$840,0002,612
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$3,398,0005,090
Mortgage-backed securities$07,482
Certificates of participation in pools of residential mortgages$07,183
Issued or guaranteed by U.S.$07,158
Privately issued$0257
Collaterized mortgage obligations$04,407
CMOs issued by government agencies or sponsored agencies$04,155
Privately issued$01,231
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$145,0004,432
Available-for-sale securities (fair market value)$11,124,0005,497
Total debt securities$11,269,0006,157
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$10,069,0006,492
U.S. Government securities$7,475,0006,329
U.S. Treasury securities$02,544
U.S. Government agency obligations$7,475,0006,132
Securities issued by states & political subdivisions$1,760,0004,457
Other domestic debt securities$834,0002,971
Privately issued residential mortgage-backed securities$01,406
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0466
Structured financial products - TotalNANA
Other domestic debt securities - All other$834,0002,628
Foreign debt securities$0302
Equity securities$02,426
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,629,0005,535
Mortgage-backed securities$2,0007,439
Certificates of participation in pools of residential mortgages$2,0007,124
Issued or guaranteed by U.S.$2,0007,100
Privately issued$0252
Collaterized mortgage obligations$04,451
CMOs issued by government agencies or sponsored agencies$04,203
Privately issued$01,253
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$196,0004,427
Available-for-sale securities (fair market value)$9,873,0005,747
Total debt securities$10,069,0006,394
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$10,126,0006,480
U.S. Government securities$7,200,0006,371
U.S. Treasury securities$03,182
U.S. Government agency obligations$7,200,0006,142
Securities issued by states & political subdivisions$2,110,0004,256
Other domestic debt securities$816,0003,088
Privately issued residential mortgage-backed securities$01,514
Commercial mortgage-backed securities - TotalNANA
Asset backed securities$0517
Structured financial products - TotalNANA
Other domestic debt securities - All other$816,0002,664
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$3,319,0005,163
Mortgage-backed securities$22,0007,287
Certificates of participation in pools of residential mortgages$22,0006,888
Issued or guaranteed by U.S.$22,0006,866
Privately issued$0260
Collaterized mortgage obligations$04,551
CMOs issued by government agencies or sponsored agencies$04,294
Privately issued$01,359
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$201,0004,660
Available-for-sale securities (fair market value)$9,925,0005,659
Total debt securities$10,126,0006,381
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$8,808,0007,149
U.S. Government securities$4,126,0008,120
U.S. Treasury securities$04,186
U.S. Government agency obligations$4,126,0007,782
Securities issued by states & political subdivisions$3,704,0003,337
Other domestic debt securities$978,0002,527
Privately issued residential mortgage-backed securities$01,552
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$978,0002,218
Foreign debt securitiesNANA
Equity securities$08,187
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,807,0005,219
Mortgage-backed securities$73,0006,990
Certificates of participation in pools of residential mortgages$73,0006,518
Issued or guaranteed by U.S.$73,0006,497
Privately issued$0308
Collaterized mortgage obligations$04,311
CMOs issued by government agencies or sponsored agencies$04,024
Privately issued$01,355
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,473,0004,160
Available-for-sale securities (fair market value)$7,335,0006,471
Total debt securities$8,808,0007,021
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$9,022,0007,366
U.S. Government securities$4,452,0008,286
U.S. Treasury securities$297,0004,941
U.S. Government agency obligations$4,155,0007,914
Securities issued by states & political subdivisions$3,521,0003,611
Other domestic debt securities$1,049,0002,293
Privately issued residential mortgage-backed securities$01,654
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,049,0001,931
Foreign debt securitiesNANA
Equity securities$08,272
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,545,0006,689
Mortgage-backed securities$139,0007,145
Certificates of participation in pools of residential mortgages$139,0006,585
Issued or guaranteed by U.S.$139,0006,566
Privately issued$0307
Collaterized mortgage obligations$04,588
CMOs issued by government agencies or sponsored agencies$04,288
Privately issued$01,450
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$1,601,0004,482
Available-for-sale securities (fair market value)$7,421,0006,636
Total debt securities$9,022,0007,253
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$10,470,0006,950
U.S. Government securities$6,247,0007,456
U.S. Treasury securities$302,0006,357
U.S. Government agency obligations$5,945,0006,751
Securities issued by states & political subdivisions$3,513,0003,675
Other domestic debt securities$710,0002,478
Privately issued residential mortgage-backed securities$01,703
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$710,0002,037
Foreign debt securitiesNANA
Equity securities$08,258
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,604,0006,459
Mortgage-backed securities$245,0007,115
Certificates of participation in pools of residential mortgages$245,0006,504
Issued or guaranteed by U.S.$245,0006,482
Privately issued$0349
Collaterized mortgage obligations$04,866
CMOs issued by government agencies or sponsored agencies$04,565
Privately issued$01,474
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$3,079,0004,161
Available-for-sale securities (fair market value)$7,391,0006,557
Total debt securities$10,470,0006,808
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$10,955,0007,132
U.S. Government securities$7,183,0007,579
U.S. Treasury securities$898,0006,665
U.S. Government agency obligations$6,285,0006,689
Securities issued by states & political subdivisions$3,772,0003,336
Other domestic debt securities$03,912
Privately issued residential mortgage-backed securities$01,758
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$02,997
Foreign debt securitiesNANA
Equity securities$08,416
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$3,217,0005,500
Mortgage-backed securities$443,0007,101
Certificates of participation in pools of residential mortgages$124,0007,182
Issued or guaranteed by U.S.$124,0007,156
Privately issued$0394
Collaterized mortgage obligations$319,0004,281
CMOs issued by government agencies or sponsored agencies$319,0004,130
Privately issued$01,491
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$4,846,0004,217
Available-for-sale securities (fair market value)$6,109,0007,023
Total debt securities$10,955,0007,003
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$12,418,0007,146
U.S. Government securities$8,557,0007,588
U.S. Treasury securities$1,190,0006,932
U.S. Government agency obligations$7,367,0006,543
Securities issued by states & political subdivisions$3,510,0003,564
Other domestic debt securities$351,0002,991
Privately issued residential mortgage-backed securities$02,101
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$351,0002,310
Foreign debt securitiesNANA
Equity securities$08,592
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,727,0006,077
Mortgage-backed securities$644,0007,299
Certificates of participation in pools of residential mortgages$189,0007,499
Issued or guaranteed by U.S.$189,0007,481
Privately issued$0472
Collaterized mortgage obligations$455,0004,570
CMOs issued by government agencies or sponsored agencies$455,0004,405
Privately issued$01,788
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$5,803,0004,373
Available-for-sale securities (fair market value)$6,615,0007,125
Total debt securities$12,418,0007,017
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$10,815,0007,996
U.S. Government securities$6,745,0008,742
U.S. Treasury securities$600,0009,178
U.S. Government agency obligations$6,145,0007,100
Securities issued by states & political subdivisions$3,717,0003,496
Other domestic debt securities$353,0003,529
Privately issued residential mortgage-backed securities$02,563
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$353,0002,770
Foreign debt securitiesNANA
Equity securities$08,778
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$2,141,0006,727
Mortgage-backed securities$1,288,0006,958
Certificates of participation in pools of residential mortgages$454,0007,109
Issued or guaranteed by U.S.$454,0007,077
Privately issued$0558
Collaterized mortgage obligations$834,0004,467
CMOs issued by government agencies or sponsored agencies$834,0004,294
Privately issued$02,213
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$7,027,0004,212
Available-for-sale securities (fair market value)$3,788,0008,587
Total debt securities$10,815,0007,861
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$11,976,0008,062
U.S. Government securities$5,799,0009,745
U.S. Treasury securities$1,465,0008,987
U.S. Government agency obligations$4,334,0008,142
Securities issued by states & political subdivisions$3,996,0003,469
Other domestic debt securities$2,181,0001,931
Privately issued residential mortgage-backed securities$02,862
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$2,181,0001,508
Foreign debt securitiesNANA
Equity securities$08,991
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,781,0007,329
Mortgage-backed securities$579,0008,381
Certificates of participation in pools of residential mortgages$579,0007,204
Issued or guaranteed by U.S.$579,0007,179
Privately issued$0564
Collaterized mortgage obligations$06,600
CMOs issued by government agencies or sponsored agencies$06,123
Privately issued$02,507
Commercial mortgage-backed securities$01
Commercial mortgage pass-through securitiesNANA
Other commercial mortgage-backed securitiesNANA
Held to maturity securities (book value)$8,816,0006,146
Available-for-sale securities (fair market value)$3,160,0008,006
Total debt securities$11,976,0007,951
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$12,748,0008,092
U.S. Government securities$6,041,0009,911
U.S. Treasury securities$1,302,0009,450
U.S. Government agency obligations$4,739,0008,095
Securities issued by states & political subdivisions$3,551,0003,874
Other domestic debt securities$3,156,0001,825
Privately issued residential mortgage-backed securities$27,0003,191
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$3,129,0001,389
Foreign debt securitiesNANA
Equity securities$09,155
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,106,0008,332
Mortgage-backed securities$2,638,0006,718
Certificates of participation in pools of residential mortgages$2,611,0005,186
Issued or guaranteed by U.S.$2,611,0005,150
Privately issued$0731
Collaterized mortgage obligations$27,0006,883
CMOs issued by government agencies or sponsored agencies$06,482
Privately issued$27,0002,727
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$12,748,0007,943
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$11,636,0008,528
U.S. Government securities$6,614,0009,797
U.S. Treasury securities$1,297,0009,845
U.S. Government agency obligations$5,317,0007,791
Securities issued by states & political subdivisions$3,568,0003,601
Other domestic debt securities$1,454,0003,474
Privately issued residential mortgage-backed securities$122,0003,393
Commercial mortgage-backed securities - TotalNANA
Asset backed securitiesNANA
Structured financial products - TotalNANA
Other domestic debt securities - All other$1,332,0002,550
Foreign debt securitiesNANA
Equity securities$09,162
Assets held in trading accounts for TFR ReportersNANA
General valuation allowances for securities for TFR ReportersNANA
Memoranda:
Pledged securities$1,076,0008,516
Mortgage-backed securities$3,061,0006,708
Certificates of participation in pools of residential mortgages$2,939,0005,236
Issued or guaranteed by U.S.$2,939,0005,178
Privately issued$0831
Collaterized mortgage obligations$122,0006,872
CMOs issued by government agencies or sponsored agencies$06,646
Privately issued$122,0002,908
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$11,636,0008,396
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